Problem #4
UCI. MAE200B, winter 2006. by nasser Abbasi.
Problem: Prove the convolution theorem for the Fourier transform
Solution
Some definitions first. The Fourier transform is defined as (using textbook definition)
and the inverse fourier transform is
And the convolution is defined as
Start the proof by showing that , this implies that
So, take the fourier transform of the convolution, we obtain
Let , hence , and so . When , and the above can be written as
Exchange the integrals order we obtain
Break the exponential into product of 2 exponential
We can now move the marked terms outside the inner integral since they do not depend on
But by definition and similarly , hence eq (1) can be written as
This results means that
This completes the proof. (We should also proof the other direction since this is an IFF problem, i.e. starting from take its inverse fourier transform we would get the convolution). But I think this proof done here should be sufficient.