Prove the convolution of f and g

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SUMMARY

The discussion centers on proving the convolution of two functions, f and g, through the application of the Fourier transform. The integral to evaluate is $$\int_{-\infty}^{\infty}f(x-y)g(y)dy$$, which requires transforming it into a double integral. A change of variables is essential to separate the integrals effectively, facilitating the proof of the convolution theorem.

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  • Understanding of Fourier transforms
  • Knowledge of convolution operations
  • Familiarity with integral calculus
  • Experience with change of variables in integrals
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  • Study the properties of Fourier transforms
  • Learn about convolution in the context of signal processing
  • Explore techniques for changing variables in integrals
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Students in mathematics, engineers working with signal processing, and anyone interested in understanding the convolution of functions through Fourier analysis.

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This was the bonus question on my test, I couldn't really figure out how to begin.

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Start by writing the Fourier transform of$$
\int_{-\infty}^{\infty}f(x-y)g(y)dy$$
It will be an integral of that, so it will be a double integral. See if you can find a change of variables that allows you to separate the integrals.
 

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