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Suppose we have a function $f$ and its Fourier transform: $$F[f](t) = \displaystyle\int_{-\infty}^\infty f(x)\cdot e^{-itx}dx$$ Now we are interested in: $$F[f^2](t) = \displaystyle\int_{-\infty}^\infty f^2(x)\cdot e^{-itx}dx$$ Can we express $F[f^2](t)$ in terms of $F[f](t)$? Or if that isn't possible, can we approximate $F[f^2](t)$ using $F[f](t)$?

The only property of the Fourier-transform I could find that might be helpful is Parseval's equation:

$$\int_{-\infty}^\infty f(t)^2 dx = \frac{1}{2 \pi} \int_{-\infty}^\infty [Ff(t)]^2 dx$$

I was hoping to use this to write something like: $$\int_{-\infty}^\infty F[f^2](t) \stackrel{?}{=}\int_{-\infty}^\infty f(t)^2 dx = \frac{1}{2 \pi} \int_{-\infty}^\infty (F[f](t))^2 dx$$ Then maybe use this in an approximation.

dimpol
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1 Answers1

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From the convolution theorem, we can write

$$\int_{-\infty}^\infty f^2(x)e^{-itx}\,dx=\frac{1}{2\pi}\int_{-\infty}^\infty F(t')F(t-t')dt'$$

The Theorem is actually more general than this. If $f$ and $g$ have Fourier Transforms $F$ and $G$, respectively, then the Fourier Transform of the product $fg$ is given by

$$\int_{-\infty}^\infty f(x)g(x)e^{-itx}\,dx=\frac{1}{2\pi}\int_{-\infty}^\infty F(t')G(t-t')dt'$$

Mark Viola
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