Next  |  Prev  |  Up  |  Top  |  Index  |  JOS Index  |  JOS Pubs  |  JOS Home  |  Search


Differentiation Theorem

Let $ x(t)$ denote a function differentiable for all $ t$ such that $ x(\pm\infty)=0$ and the Fourier transforms (FT) of both $ x(t)$ and $ {\dot x}(t)$ exist, where $ {\dot x}(t)$ denotes the time derivative of $ x(t)$. Then we have

$\displaystyle \zbox {{\dot x}(t) \;\longleftrightarrow\;j\omega X(\omega)}
$

where $ X(\omega)$ denotes the Fourier transform of $ x(t)$. In operator notation:

$\displaystyle \zbox {\hbox{\sc FT}_{\omega}({\dot x}) = j\omega X(\omega)}
$



Proof: This follows immediately from integration by parts:

\begin{eqnarray*}
\hbox{\sc FT}_{\omega}({\dot x})
&\isdef & \int_{-\infty}^\in...
...infty x(t) (-j\omega)e^{-j\omega t} dt\\
&=& j\omega X(\omega),
\end{eqnarray*}

since $ x(\pm\infty)=0$.


Next  |  Prev  |  Up  |  Top  |  Index  |  JOS Index  |  JOS Pubs  |  JOS Home  |  Search

[How to cite this work]  [Order a printed hardcopy]

``Spectral Audio Signal Processing'', by Julius O. Smith III, (March 2007 Draft).
Copyright © 2008-05-20 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
CCRMA  [About the Automatic Links]