This video describes how the Fourier Transform maps the convolution integral of two functions to the product of their respective Fourier Transforms.
Book Website: http://databookuw.com
Book PDF: http://databookuw.com/databook.pdf
These lectures follow Chapter 2 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
Amazon: https://www.amazon.com/Data-Driven-Science-Engineering-Learning-Dynamical/dp/1108422098/
Brunton Website: eigensteve.com
This video was produced at the University of Washington