Fourier transform of derivative of correlations

69 Views Asked by At

I am trying to obtain spectra of derivative of a two-point correlation. What I know is that spectra of two-point correlations are computed as follows

$\phi_{a{b}} = FFT(a) \times conj(FFT(b))$

where $\phi_{a{b}}$ is spectra of correlation of $a$ and $b$, and $a$ and $b$ are two signals collected at two different locations.

I also know that FFT of derivative of a function is

$FFT(\partial f/\partial x) = i \times \kappa \times FFT( f)$

where $\kappa$ is wavenumber and $f$ is a function.

My question is that is the following statement correct or not.

$\phi_{\partial a{b}/\partial x} = i \times \kappa \times FFT(a) \times conj(FFT(b))$