I originally wrote up these study notes because I wanted to have handy the properly normalized formulas for the convolution theorem as applied to the unitary discrete Fourier transform (DFT). There are many versions of the Fourier transform. There is the unitary continuous Fourier transform and there are non-unitary versions as well. There are also several discrete Fourier transforms. The normalization constants for the Fourier transform depend on such considerations: unitary vs. non-unitary and discrete vs. continuous.
The continuous unitary Fourier transform for a function defined on the real line is given by the pair
The normalization constant guarantees that the norm is preserved under Fourier transformation — hence, the above Fourier transform is unitary. The following, more usual convention, for example, is not unitary:
The above formulas are well known and easy to find. However, the discrete Fourier transform is less used and the unitary version of it even less. There is a normalization constant that appears in the convolution theorem that is not easy to find in the textbooks, so I had decided to write it up for myself.
Consider a function defined for . We define the unitary discrete Fourier transform according to
Now consider that
Hence, the inverse transform:
Above, we have used the Kronecker delta function:
Note that the inverse transform is slightly different from the forward transform. There is, in fact, a definition of the Fourier transform known as the involutive unitary discrete Fourier transform, such that it is its own inverse, but I do not further discuss it here.
Let us now prove Plancherel’s theorem, which is often known as Parseval’s theorem in physics. Let us define
Now consider that
Putting we get
We have just proven that the Euclidean norm is invariant under Fourier transformation. In other words, this definition of the Fourier transform is indeed unitary.
from which it follows that the unitary DFT of the Kronecker delta function is
Now let us look at convolution. We would like the convolution operation to satisfy, in the variable, the identity
The following definition of convolution satisfies the above normalization:
where we are assuming that has a periodic extension. In other words,
We need this condition because the index in can assume values outside the interval .
My original reason for the specific concern about the normalization is that the precise statement of the convolution theorem depends on how convolution is defined. Consider the Fourier transform of , again assuming these functions have periodic extensions.
Note the prefactor, so that
I actually took some time to figure this out, because if we wish to write the convolution theorem as
then we must give up on the definition in (8).
Hence, for the unitary discrete Fourier transform with convolution defined according to (8), the convolution theorem becomes