The DFT (Discrete Fourier Transform) of a vector x can be defined as

2 k j n N xn e

N1

X = DFT( x) =
k k

n=0

with

k = 0 , 1 .. N 1

Note that the normalization is different in mathcad:

cfft( x) =

1 N

DFT( x)

The IDFT (Inverse Discrete Fourier Transform) of vector X (complex) is then defined as:
2 k j n N Xk e

x = IDFT( X) =
k k

1 N

N1

n=0

with

k = 0 , 1 .. N 1

Again, because of normalization we have in mathcad that:

icfft( X) =

N IDFT( X)

The convolution of two Nx1 vectors x and y is defined as x*y and follows the following formula:
N1

c = x*y =
n n

m= 0

(xmynm)
DFT( c) = ( DFT( x) DFT( y ) )

It has been proved in class handouts that DFT( c) = DFT( x) DFT( y )

k k

or

In mathcad, this expression , translates into: N cfft( c) =

k

N cfft( x)
k

)(

N cfft( y )

)
cfft( c) = N ( cfft( x) cfft( y ) )

simplifiying: cfft( c) =
k

N cfft( x) cfft( y )
k

or in vectorized notation:

N1

where

c = x*y =
k k

m= 0

(xmykm)

Now we can apply the concepts above to the convolution integral: x =xt = k k
tk N 1

( )

h t f( ) d =

(k )

i= 0

(h(tk it)f(it)t)

k = 0 , 1 .. N 1

Note that d in the convolution integral becomes t in the summation. In simplified notation we write: x = ( t) ( h*f ) it follows that cfft( x) = cfft t ( h*f ) = t cfft( h*f ) N ( cfft( h) cfft( f) )

and since

cfft( h*f ) =

it follows that cfft( x) = t N ( cfft( h) cfft( f) )

and that x = icfft t N ( cfft( h) cfft( f) ) x = t N icfft ( cfft( h) cfft( f) )

) )

or