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Question about cross-spectrum and convolution

Started by Ze Ji December 19, 2005
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

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