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<!DOCTYPE document PUBLIC "-//CNX//DTD CNXML 0.5 plus MathML//EN" "http://cnx.rice.edu/cnxml/0.5/DTD/cnxml_mathml.dtd">
<document xmlns="http://cnx.rice.edu/cnxml" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:bib="http://bibtexml.sf.net/" id="m0526"> 

  <name>Parseval's Theorem</name>

  <metadata>
  <md:version>2.4</md:version>
  <md:created>2000/08/09</md:created>
  <md:revised>2005/05/09 20:14:46 GMT-5</md:revised>
  <md:authorlist>
      <md:author id="dhj">
      <md:firstname>Don</md:firstname>
      
      <md:surname>Johnson</md:surname>
      <md:email>dhj@rice.edu</md:email>
    </md:author>
  </md:authorlist>

  <md:maintainerlist>
    <md:maintainer id="dhj">
      <md:firstname>Don</md:firstname>
      
      <md:surname>Johnson</md:surname>
      <md:email>dhj@rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="mrshawn">
      <md:firstname>Shawn</md:firstname>
      
      <md:surname>Stewart</md:surname>
      <md:email>mrshawn@alumni.rice.edu</md:email>
    </md:maintainer>
  </md:maintainerlist>
  
  <md:keywordlist>
    <md:keyword>Parseval's Theorem</md:keyword>
  </md:keywordlist>

  <md:abstract>More about Parseval's Theorem.
</md:abstract>
</metadata>

  <content>

    <para id="intro">
      The properties of the discrete-time Fourier transform mirror
      those of the analog Fourier transform.  The <cnxn document="m0506" strength="8">DTFT properties table</cnxn> shows similarities
      and differences.  One important common property is Parseval's
      Theorem.

      <equation id="zerozerofifteen">
	<m:math>
	  <m:apply>
	    <m:eq/>
	    <m:apply>
	      <m:sum/>
	      <m:bvar><m:ci>n</m:ci></m:bvar>
	      <m:lowlimit>
		<m:apply>
		  <m:minus/>
		  <m:infinity/>
		</m:apply>
	      </m:lowlimit>
	      <m:uplimit><m:infinity/></m:uplimit>
	      <m:apply>
		<m:power/>
		<m:apply>
		  <m:abs/>
		  <m:apply>
		    <m:ci type="fn">s</m:ci>
		    <m:ci>n</m:ci>
		  </m:apply>
		</m:apply>
		<m:cn>2</m:cn>
	      </m:apply>
	    </m:apply>
	    <m:apply>
	      <m:int/>
	      <m:bvar><m:ci>f</m:ci></m:bvar>
	      <m:lowlimit>
		<m:apply>
		  <m:minus/>
		  <m:apply>
		    <m:divide/>
		    <m:cn>1</m:cn>
		    <m:cn>2</m:cn>
		  </m:apply>
		</m:apply>
	      </m:lowlimit>
	      <m:uplimit>
		<m:apply>
		  <m:divide/>
		  <m:cn>1</m:cn>
		  <m:cn>2</m:cn>
		</m:apply>
	      </m:uplimit>
	      <m:apply>
		<m:power/>
		<m:apply>
		  <m:abs/>
		  <m:apply>
		    <m:ci type="fn">S</m:ci>
		    <m:apply>
		      <m:exp/>
		      <m:apply>
			<m:times/>
			<m:imaginaryi/>
			<m:cn>2</m:cn>
			<m:pi/>
			<m:ci>f</m:ci>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		</m:apply>
		<m:cn>2</m:cn>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	</m:math> 
      </equation>
      To show this important property, we simply substitute the
      Fourier transform expression into the frequency-domain
      expression for power.

      <equation id="zerozerosixteen">
	<m:math>
	  <m:apply>
	    <m:eq/>
	    <m:apply>
	      <m:int/>
	      <m:bvar><m:ci>f</m:ci></m:bvar>
	      <m:lowlimit>
		<m:apply>
		  <m:minus/>
		  <m:apply>
		    <m:divide/>
		    <m:cn>1</m:cn>
		    <m:cn>2</m:cn>
		  </m:apply>
		</m:apply>
	      </m:lowlimit>
	      <m:uplimit>
		<m:apply>
		  <m:divide/>
		  <m:cn>1</m:cn>
		  <m:cn>2</m:cn>
		</m:apply>
	      </m:uplimit>
	      <m:apply>
		<m:power/>
		<m:apply>
		  <m:abs/>
		  <m:apply>
		    <m:ci type="fn">S</m:ci>
		    <m:apply>
		      <m:exp/>
		      <m:apply>
			<m:times/>
			<m:imaginaryi/>
			<m:cn>2</m:cn>
			<m:pi/>
			<m:ci>f</m:ci>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		</m:apply>
		<m:cn>2</m:cn>
	      </m:apply>
	    </m:apply>
	    <m:apply>
	      <m:int/>
	      <m:bvar><m:ci>f</m:ci></m:bvar>
	      <m:lowlimit>
		<m:apply>
		  <m:minus/>
		  <m:apply>
		    <m:divide/>
		    <m:cn>1</m:cn>
		    <m:cn>2</m:cn>
		  </m:apply>
		</m:apply>
	      </m:lowlimit>
	      <m:uplimit>
		<m:apply>
		  <m:divide/>
		  <m:cn>1</m:cn>
		  <m:cn>2</m:cn>
		</m:apply>
	      </m:uplimit>
	      <m:apply>
		<m:times/>
		<m:apply>
		  <m:sum/>
		  <m:bvar><m:ci>n</m:ci></m:bvar>
		  <m:domainofapplication><m:ci>n</m:ci></m:domainofapplication>
		  <m:apply>
		    <m:times/>
		    <m:apply>
		      <m:ci type="fn">s</m:ci>
		      <m:ci>n</m:ci>
		    </m:apply>
		    <m:apply>
		      <m:exp/>
		      <m:apply>
			<m:minus/>
			<m:apply>
			  <m:times/>
			  <m:imaginaryi/>
			  <m:cn>2</m:cn>
			  <m:pi/>
			  <m:ci>f</m:ci>
			  <m:ci>n</m:ci>
			</m:apply>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		</m:apply>
		<m:apply>
		  <m:sum/>
		  <m:bvar><m:ci>m</m:ci></m:bvar>
		  <m:domainofapplication><m:ci>m</m:ci></m:domainofapplication>
		  <m:apply>
		    <m:times/>
		    <m:apply>
		      <m:conjugate/>
		      <m:apply>
			<m:ci type="fn">s</m:ci>
			<m:ci>n</m:ci>
		      </m:apply>
		    </m:apply>
		    <m:apply>
		      <m:exp/>
		      <m:apply>
			<m:plus/>
			<m:apply>
			  <m:times/>
			  <m:imaginaryi/>
			  <m:cn>2</m:cn>
			  <m:pi/>
			  <m:ci>f</m:ci>
			  <m:ci>m</m:ci>
			</m:apply>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:apply>
	    </m:apply>
	    <m:apply>
	      <m:sum/>
	      <m:bvar>
		<m:ci><m:mrow>
		    <m:mi>n</m:mi>
		    <m:mo>,</m:mo>
		    <m:ci>m</m:ci>
		  </m:mrow></m:ci>
	      </m:bvar>
	      <m:domainofapplication>
		<m:ci><m:mrow>
		    <m:mi>n</m:mi>
		    <m:mo>,</m:mo>
		    <m:ci>m</m:ci>
		  </m:mrow></m:ci>
	      </m:domainofapplication>
	      <m:apply>
		<m:times/>
		<m:apply>
		  <m:ci type="fn">s</m:ci>
		  <m:ci>n</m:ci>
		</m:apply>
		<m:apply>
		  <m:conjugate/>
		  <m:apply>
		    <m:ci type="fn">s</m:ci>
		    <m:ci>m</m:ci>
		  </m:apply>
		</m:apply>
		<m:apply>
		  <m:int/>
		  <m:bvar><m:ci>f</m:ci></m:bvar>
		  <m:lowlimit>
		    <m:apply>
		      <m:minus/>
		      <m:apply>
			<m:divide/>
			<m:cn>1</m:cn>
			<m:cn>2</m:cn>
		      </m:apply>
		    </m:apply>
		  </m:lowlimit>
		  <m:uplimit>
		    <m:apply>
		      <m:divide/>
		      <m:cn>1</m:cn>
		      <m:cn>2</m:cn>
		    </m:apply>
		  </m:uplimit>
		  <m:apply>
		    <m:exp/>
		    <m:apply>
		      <m:plus/>
		      <m:apply>
			<m:times/>
			<m:imaginaryi/>
			<m:cn>2</m:cn>
			<m:pi/>
			<m:ci>f</m:ci>
			<m:apply>
			  <m:minus/>
			  <m:ci>m</m:ci>
			  <m:ci>n</m:ci>
			</m:apply>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	</m:math>
      </equation>

      Using the <cnxn document="m0525" target="fig0012" strength="8">orthogonality relation</cnxn>, the integral equals
      <m:math>
	<m:apply>
	  <m:ci type="fn">δ</m:ci>
	  <m:apply>
	    <m:minus/>
	    <m:ci>m</m:ci>
	    <m:ci>n</m:ci>
	  </m:apply>
	</m:apply>
      </m:math>, where 
      <m:math>
	<m:apply>
	  <m:ci type="fn">δ</m:ci>
	  <m:ci>n</m:ci>
	</m:apply>
      </m:math> is the <cnxn document="m0009" target="fig0003" strength="8">unit sample</cnxn>.  Thus, the double sum collapses
      into a single sum because nonzero values occur only when
      <m:math>
	<m:apply>
	  <m:eq/>
	  <m:ci>n</m:ci>
	  <m:ci>m</m:ci>
	</m:apply>
      </m:math>, giving Parseval's Theorem as a result.  We term 
      <m:math>
	<m:apply>
	  <m:sum/>
	  <m:bvar><m:ci>n</m:ci></m:bvar>
	  <m:domainofapplication><m:ci>n</m:ci></m:domainofapplication>
	  <m:apply>
	    <m:power/>
	    <m:apply>
	      <m:ci type="fn">s</m:ci>
	      <m:ci>n</m:ci>
	    </m:apply>
	    <m:cn>2</m:cn>
	  </m:apply>
	</m:apply>
      </m:math> 
      the energy in the discrete-time signal 
      <m:math>
	<m:apply>
	  <m:ci type="fn">s</m:ci>
	  <m:ci>n</m:ci>
	</m:apply>
      </m:math> in spite of the fact that discrete-time signals don't
      consume (or produce for that matter) energy.  This terminology
      is a carry-over from the analog world.
    </para>

    <exercise id="exer1">
      <problem>
	<para id="probone">
	  Suppose we obtained our discrete-time signal from values of
	  the product
	  <m:math>
	    <m:apply>
	      <m:times/>
	      <m:apply>
		<m:ci type="fn">s</m:ci>
		<m:ci>t</m:ci>
	      </m:apply>
	      <m:apply>
		<m:ci type="fn">
		  <m:msub>
		    <m:mi>p</m:mi>
		    <m:msub>
		      <m:mi>T</m:mi>
		      <m:mi>s</m:mi>
		    </m:msub>
		  </m:msub>
		</m:ci>
		<m:ci>t</m:ci>
	      </m:apply>
	    </m:apply>
	  </m:math>
	  , where the duration of the component pulses in
	  <m:math>
	    <m:apply>
	      <m:ci type="fn">
		<m:msub>
		  <m:mi>p</m:mi>
		  <m:msub>
		    <m:mi>T</m:mi>
		    <m:mi>s</m:mi>
		  </m:msub>
		</m:msub>
	      </m:ci>
	      <m:ci>t</m:ci>
	    </m:apply>
	  </m:math> 
	  is 
	  <m:math>
	    <m:ci>Δ</m:ci>
	  </m:math>
	  .  How is the discrete-time signal energy related to the
	  total energy contained in
	  <m:math>
	    <m:apply>
	      <m:ci type="fn">s</m:ci>
	      <m:ci>t</m:ci>
	    </m:apply>
	  </m:math>
	  ?  Assume the signal is bandlimited and that the sampling
	  rate was chosen appropriate to the Sampling Theorem's
	  conditions.
	</para>
      </problem>

      <solution>
	<para id="answer">
	  If the sampling frequency exceeds the Nyquist frequency, the
	  spectrum of the samples equals the analog spectrum, but over
	  the normalized analog frequency
	  <m:math>
	    <m:apply>
	      <m:times/>
	      <m:ci>f</m:ci>
	      <m:ci>T</m:ci>
	    </m:apply>
	  </m:math>
	  .  Thus, the energy in the sampled signal equals the
	  original signal's energy multiplied by
	  <m:math><m:ci>T</m:ci></m:math>.
	</para>
      </solution>
    </exercise>

  </content>
</document>
