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Question

Let $f(t)$ and $g(t)$ represent continuous-time real-valued signals. If $h(t)$ denotes cross-correlation between $f(t)$ and $g(-t)$, its continuous-time Fourier transform $H(j\omega)$ equals
Note: $F(j\omega)$ and $G(j\omega)$ denote the continuous-time Fourier transforms of $f(t)$ and $g(t)$, respectively.

The correct answer is
$F(j\omega)G(j\omega)$

Understanding Cross-Correlation and Fourier Transforms

The question asks for the continuous-time Fourier Transform (CTFT) of the cross-correlation between two signals, $f(t)$ and $g(-t)$. Let this cross-correlation be denoted by $h(t)$. We are provided with the CTFTs of $f(t)$ and $g(t)$ as $F(j\omega)$ and $G(j\omega)$, respectively.

Defining Cross-Correlation for the Problem

To solve this, we first need to establish the definition of cross-correlation being used. Several definitions exist. Based on the provided options and the likely intended answer, we will use the definition where the cross-correlation of a first signal $x(t)$ and a second signal $y(t)$ is given by:

$h(t) = \int_{-\infty}^{\infty} x(t+\tau) y(\tau) d\tau$

In this specific problem, the cross-correlation is between $f(t)$ and $g(-t)$. Therefore, we identify:

  • The first signal: $x(t) = f(t)$
  • The second signal: $y(t) = g(-t)$

Substituting these into the cross-correlation definition yields:

$h(t) = \int_{-\infty}^{\infty} f(t+\tau) g(-\tau) d\tau$

Connecting Cross-Correlation to Convolution

The integral form of $h(t)$ resembles a convolution. To see this connection clearly, let's perform a change of variables. We substitute $u = -\tau$. This implies $\tau = -u$, and the differential $d\tau = -du$. The limits of integration also transform: as $\tau$ goes from $-\infty$ to $\infty$, $u$ goes from $\infty$ to $-\infty$.

Applying this substitution to the integral for $h(t)$:

$h(t) = \int_{\infty}^{-\infty} f(t-u) g(u) (-du)$

By reversing the limits of integration, we change the sign of the integral:

$h(t) = \int_{-\infty}^{\infty} f(t-u) g(u) du$

This final integral is the standard definition of the convolution of $f(t)$ and $g(t)$. We represent this as:

$h(t) = f(t) * g(t)$

where '$*$' denotes the convolution operation.

Utilizing Fourier Transform Properties

The next step is to find the continuous-time Fourier Transform (CTFT) of $h(t)$, which we denote as $H(j\omega)$. We will use the crucial property of Fourier Transforms related to convolution:

Convolution Property: The Fourier Transform of the convolution of two signals is equal to the product of their individual Fourier Transforms.

If $h(t) = f(t) * g(t)$, then its CTFT is given by:

$H(j\omega) = \mathcal{F}\{f(t) * g(t)\} = F(j\omega) \cdot G(j\omega)$

We are given that $\mathcal{F}\{f(t)\} = F(j\omega)$ and $\mathcal{F}\{g(t)\} = G(j\omega)$. Substituting these into the equation:

$H(j\omega) = F(j\omega) \cdot G(j\omega)$

Final Result

Based on the definition of cross-correlation assumed ($h(t) = \int x(t+\tau) y(\tau) d\tau$) and the application of the convolution property of the Fourier Transform, we find that the CTFT of the cross-correlation between $f(t)$ and $g(-t)$ is:

$H(j\omega) = F(j\omega)G(j\omega)$

This matches the expression provided in Option 1.

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Important Questions from Properties of Fourier Transform

  1. Which one of the following is the Fourier transform of the signal given in Fig. II, if the Fourier transform of the signal in Fig. I is \(=2\dfrac{\sin\omega T_1}{\omega}\) ?

  2. The Hilbert transform of cos ω1t + sin ω2t is

  3. Consider two continuous time signals $x(t)$ and $y(t)$ as shown below 

    If $X(f)$ denotes the Fourier transform of $x(t)$, then the Fourier transform of $y(t)$ is _________

  4. Let $X(\omega)$ be the Fourier transform of the signal
    $x(t) = e^{-t^4} \cos t$, $-\infty < t < \infty$.
    The value of the derivative of $X(\omega)$ at $\omega=0$ is ________ (rounded off to 1 decimal place).

  5. Consider a continuous-time, real-valued signal $f(t)$ whose Fourier transform $F(\omega) = \int_{-\infty}^{\infty} f(t)exp(-j\omega t)dt$ exists.
    Which one of the following statements is always TRUE?

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