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Alternate Proof

The Fourier transform of a complex Gaussian can also be derived using the differentiation theorem and its dual (§B.1.2).D.1



Proof: Let

$\displaystyle g(t)\isdefs e^{-pt^2} \;\longleftrightarrow\;G(\omega).
$

Then by the differentiation theorem (§B.1.2),

$\displaystyle g^\prime(t) \;\longleftrightarrow\;j\omega G(\omega).
$

By the differentiation theorem dual (§B.1.3),

$\displaystyle -jtg(t) \;\longleftrightarrow\;G^\prime(\omega).
$

Differentiating $ g(t)$ gives

$\displaystyle g^\prime(t) \eqsp -2ptg(t) \eqsp \frac{2p}{j}[-jtg(t)] \;\longleftrightarrow\;\frac{2p}{j}G^\prime(\omega).
$

Therefore,

$\displaystyle j\omega G(\omega) \eqsp \frac{2p}{j}G^\prime(\omega)
$

or

$\displaystyle \left[\ln G(\omega)\right]^\prime \eqsp \frac{G^\prime(\omega)}{G...
...ga)} \eqsp
-\frac{\omega}{2p} \eqsp \left(-\frac{\omega^2}{4p}\right)^\prime.
$

Integrating both sides with respect to $ \omega$ yields

$\displaystyle \ln G(\omega) \eqsp -\frac{\omega^2}{4p} + \ln G(0).
$

In §D.7, we found that $ G(0)=\sqrt{\pi/p}$, so that, finally, exponentiating gives

$\displaystyle G(\omega) \eqsp \sqrt{\frac{\pi}{p}}\,e^{-\frac{\omega^2}{4p}}
$

as expected.

The Fourier transform of complex Gaussians (``chirplets'') is used in §9.10 to analyze Gaussian-windowed ``chirps'' in the frequency domain.


Previous: Fourier Transform of Complex Gaussian
Next: Why Gaussian?

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About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.


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