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帕斯瓦爾定理:
∑_(n=-∞)^(+∞)▒|x(n)|^2 =1/2π ∫_(-π)^π▒|X(e^jω )|^2 □(24&dω)
證明:
左式=∑_(n=-∞)^(+∞)▒〖x(n) x^* (n) 〗
=∑_(n=-∞)^(+∞)▒〖x^* (n)[1/2π ∫_(-π)^π▒〖X(e^jω ) e^jωn 〗 □(24&dω)] 〗
=1/2π ∫_(-π)^π▒X(e^jω ) ∑_(n=-∞)^(+∞)▒〖x^* (n) e^jωn □(24&dω)〗
=1/2π ∫_(-π)^π▒X(e^jω ) X^* (e^jω ) □(24&dω)
=1/2π ∫_(-π)^π▒|X(e^jω )|^2 dω=右式
離散帕斯瓦爾定理:
∑_(n=0)^(N-1)▒|x(n)|^2 =1/N ∑_(k=0)^(N-1)▒|X(k)|^2
證明:
左式=∑_(n=0)^(N-1)▒〖x(n) x^* (n) 〗
=∑_(n=0)^(N-1)▒〖[1/N ∑_(k=0)^(N-1)▒〖X(k) W_N^(-nk) 〗] x^* (n) 〗
=1/N ∑_(k=0)^(N-1)▒〖X(k) ∑_(n=0)^(N-1)▒〖x^* (n) W_N^(-nk) 〗〗
=1/N ∑_(k=0)^(N-1)▒〖X(k) [∑_(n=0)^(N-1)▒〖x(n)W〗_N^nk ]^* 〗
=1/N ∑_(n=0)^(N-1)▒〖X(k) X^* (k)〗
=1/N ∑_(k=0)^(N-1)▒〖|X(k)|^2=右式〗
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