Hi, I have a question regarding the concept of cross-spectrum, which is defined as the Fourier transform of convolution between two signals X and Y: FT(X*Y) Isn't it the same as: FT(X) FT(Y) My simple clue is: X*Y = IFT( FT(X) FT(Y) ) So, FT(X*Y) = FT(X) FT(Y). Am I right? Thanks
Question about cross-spectrum and convolution
Started by ●December 19, 2005
Reply by ●December 19, 20052005-12-19
Ze Ji wrote:> Hi, I have a question regarding the concept of cross-spectrum, which is > defined as the Fourier transform of convolution between two signals X > and Y: > > FT(X*Y)Here "*" means convolution, right?> Isn't it the same as: > > FT(X) FT(Y)No. The cross spectrum is defined as FT(X) x conjugate(FT(Y)) where "x" means multiplication.> My simple clue is: > > X*Y = IFT( FT(X) FT(Y) ) > > So, FT(X*Y) = FT(X) FT(Y). > > Am I right?Except for the conjugate:Yes, you are right. It is not very difficult to work out the details. Most intermediate-level texts on DSP contain a chapter named "Properties of the Fourier Transform" where this is one of the standard derivations. Rune