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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 $ x^\prime(t)$ exist, where $ x^\prime(t)$ denotes the time derivative of $ x(t)$. Then we have

$\displaystyle \zbox {x^\prime(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}(x^\prime) = j\omega X(\omega)}

Proof: This follows immediately from integration by parts:

\hbox{\sc FT}_{\omega}(x^\prime)
&\isdef & \int_{-\infty}^\in...
...\infty x(t) (-j\omega)e^{-j\omega t} dt\\
&=& j\omega X(\omega)

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

The differentiation theorem is implicitly used in §E.6 to show that audio signals are perceptually equivalent to bandlimited signals which are infinitely differentiable for all time.

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

``Mathematics of the Discrete Fourier Transform (DFT), with Music and Audio Applications'', by Julius O. Smith III, W3K Publishing, 2003, ISBN 0-9745607-0-7.
Copyright © 2007-02-02 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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