Chapter 4 Discrete Fourier Transform

CHAPTER 4
DISCRETE FOURIER TRANSFORM
All right reserved. Copyright 2013. Sharifah Saon
Fourier
transformation is used to decompose time series

signals into frequency components each having an
amplitude and phase.
Fourier transformation is implemented in many DSP
(Digital Signal Processing) routines because any
mathematical operation in the time domain has an
equivalent operation in the frequency domain that is
often computationally faster.
Thus, Fourier transformation is occasionally
implemented solely to speed up algorithms.
Introduction to DFT and IDFT
The N-point Discrete Fourier Transform (DFT)

XDFT[k] of an N-sample signal x[n] is defined by
N 1
X DFT k x n e
j 2 nk N
n 0
, k = 0, 1, 2, , N 1
The Inverse Discrete Fourier Transform (IDFT)

which transforms XDFT[k] to x[n] is defined by
1
x n
N
N 1
j 2 nk
X
k
e
DFT
, n = 0, 1, 2, , N 1
k 0
Each DFT sample is found as a weighted sum of all the

samples in x[n].
One of the most important properties of the DFT and
its inverse is implied periodicity.
The exponential, exp(j2nk/N) in the defining
relations is periodic in both n and k with period N:
e j 2 n k
e j 2 n N k
e j 2 n k N
the DFT and its inverse are also periodic with period N
and it is sufficient to compute the results for only one
period (0 to N - 1), with a starting index of zero.
Example 4.1
Given x[n] = {1, 2, 1, 0}. Find the DFT of x[n].
Solution
j 2nk
e
With N = 4, and,
e jnk
k = 0, XDFT[0] =
k = 1, XDFT[1] =
k = 2, XDFT[2] =
x
n
e
1 2 1 0 4
n 0
jn 2
j 2
j
x
n
e
2
e
e
0 j2
n 0
3
jn
j
j 2
x
2
e
e
00
n 0
k = 3, XDFT[3] =
j 3 n
x
1 2e j 3 2 e j 3 0 j 2
n 0
XDFT[k] = {4, -j2, 0, j2}.

NOTE: Eulers Identity

ej = cos + j sin
j 2 1
e j
e-j = cos j sin
jk
cos k
Example:
e j3 = cos (3) = 1
2e j3/2 = 2(e j / 2 )3 = 2 ( j)3 = 2j3
= 2j( 1) = j2
Exercise 4.1
a)
Find the DFT of x[n] {2, 1, 4, 3}
b)
Find the DFT of y[n] {1, 0,1, 0,1}
Properties of the DFT

Property
Signal
Shift
x[n - no]
Shift
x[n 0.5N]
Modulation
x n e j 2nko / N
Modulation
1 n x n
Folding
x[-n]
Product
x[n]y[n]
Convolution
x[n] y[n]
Correlation
x[n] y[n]
Central Ordinates
1 N 1
x 0
X DFT k
N k 0
k
1 N 1
N
(N even)
x 1 X DFT k
Central Ordinates
Parsevals
Relation
N 1
DFT
k 0
x n
n 0
Remarks
X DFT k e j 2kno
No change in magnitude.
1 k X DFT k
Half-period shift for even N.
X DFT k 0.5 N
Half-period shift for even N.
X DFT k ko
X DFT k
This is circular folding.
1
X DFT k YDFT k The convolution is periodic.
N
The convolution is periodic.
X
kY
k
DFT
*
k
X DFT k YDFT
DFT
N 1
X
k 0
DFT
k 2
The correlation is periodic.
X DFT 0
N 1
x n
n 0
n
N 1
N
1 x n
X DFT
2
n 0
(N even)
9
Symmetry
The DFT of a real sequence possesses conjugate

*
X
symmetry about the origin with XDFT[-k] = DFT[k].
Since the DFT is periodic, XDFT[-k] = XDFT[N - k].
This also implies conjugate symmetry about the index
k = 0.5N and thus
*
X
XDFT[-k] = DFT [k] = XDFT[N - k]
If N is odd, the conjugate symmetry is about the halfinteger value 0.5N

10
The
index k = 0.5N is called the folding index
Conjugate
symmetry
Conjugate
symmetry
X [k ] X * [ N K ]
X [k ] X * [ N K ]
N=
7
N1
N=
8
N/2
N1
N/2
11
Central Ordinates and Special DFT

Values
The computation of the DFT is easy to compute at

k = 0 and (for even N) at k = N/2 using the central
ordinate theorems.
N 1
X DFT [0] x[n]
n 0
1
x[0]
N
N 1
X DFT [k ]
k 0
N 1
N
DFT 2
1
N
x 2
N
x[n]
n 0
N 1
1
X DFT [k ]
k 0
12
Circular Shifting
The
defining relation for the DFT requires

signal values for 0 n N - 1.
By implied periodicity, these values correspond
to one period of a periodic signal.
To find the DFT of a time-shifted signal
x[n - no], its values must also be selected over
(0, N - 1) from its periodic extension
13
generating
one period (0 < n < N) of a

circularly shifted periodic signal:
To generate x[n - no]: Move the last no samples of

x[n] to the beginning.
To generate x[n + no]: Move the first no samples of
x[n] to the end.
Example;
14
Circular Folding
generates
the signal x[-n] from x[n].

create the periodic extension of the folded
signal and pick N samples of the periodic
extension over (0, N - 1).
Example;
15
Circular Symmetry
for
real periodic signals with period N

Circular even symmetry : x[n] = x[N - n]
Circular odd symmetry : x[n] = -x[N - n]
16
Convolution and Correlation

Multiplication
in one domain corresponds to

discrete periodic convolution in the other.
Similar concept applies to the correlation
operation.
17
Periodic Convolution
DFT offers an indirect means of finding the periodic

convolution y[n] = x[n] h[n] of two sequences x[n]
and h[n] of equal length N.
Compute the N-sample XDFT[k] and HDFT[k], multiply
them to obtain
YDFT[k] = XDFT[k] HDFT[k] and
find the inverse of YDFT[k] to obtain the periodic

convolution y[n].
x[n] h[n] XDFT[k] HDFT[k]
18
Periodic Correlation
Periodic correlation can be implemented using the

DFT in almost the same way as periodic convolution,
except for an extra conjugation step prior to taking the
IDFT.
The periodic correlation of two sequences x[n] and
h[n] of equal length N gives
rxh[n] = x[n] h[n] XDFT[k] H * [k]
DFT
If x[n] and h[n] are real, the final rxh[n] must also be
real.
19
Regular Convolution and

Correlation
Regular convolution by the DFT requires zeropadding.

If x[n] and h[n] are of length M and N, create xz[n] and
hz[n], each zero-padded to length M + N - 1.
Find the DFT of the zero-padded signals, multiply the
DFT sequences and find y[n] as the inverse.
Similar concept applies to the correlation operation.
20
Example 4.2
a)
Let y[n] = {1, 2, 3, 4, 5, 0, 0, 0}, 0 n 7. Find

one period of the circularly shifted signals
f [n] = y[n 2], g[n] = y[n + 2],
and the circularly folded signal
h[n] = y[ n] over 0 n 7.
21
b)
Given the DFT pair
x[n] = {1, 2, 1, 0} XDFT[k] = {4, -j2, 0, j2}

with N = 4. Find:
i.
y[n] = x[n - 2] and the DFT of y[n]
ii.
ZDFT[k] = XDFT[k - 1] and its IDFT z[n].
iii.
g[n] = x[-n] and its DFT.
iv.
p[n] = x*[n] and its DFT.
v.
h[n] = x[n]x[n] and its DFT.
vi.
c[n] = x[n]x[n]
vii.
s[n] = x[n]*x[n]
viii. x[0] and XDFT[0] using central ordinates.
c)
Prove that using
N 1
x n
n 0
1 N 1
2
X DFT k Parsevals relation
N k 0
22
Solution
23
i. Time shift
To find y[n] = x[n - 2], the last two samples are moved to
the beginning to get
y[n] = x[n - 2] = {1, 0, 1, 2}, n = 0, 1, 2, 3.
To find the DFT of y[n] = x[n - 2], use the time-shift

property (with no = 2) to give
YDFT[k]
X DFT k e j 2kno 4 X DFT k e jk
= {4, j2, 0, -j2}.

24
Notes: e-jk = cos(k)

k = 0, cos(0) = 1
k = 1, cos() = -1
k = 2, cos(2) = 1
k = 3, cos(3) = -1
25
ii. Modulation
To find ZDFT[k] = XDFT[k - 1], the last one sample is moved

to the beginning to get
ZDFT[k] = XDFT[k - 1] = {j2, 4, -j2, 0}.
Its IDFT is
z[n] = x[n] ej2n/4 = x[n] ejn/2 = {1, j2, -1, 0}.
26
Notes:
n = 0, (ej/2)n = (ej/2)0 = 1
n = 1, (ej/2)n = (ej/2)1 = j
n = 2, (ej/2)n = (ej/2)2 = ej = cos() = -1
n = 3, (ej/2)n = (ej/2)3 = j3 = -j
27
iii. Folding
Note: x[-n] = {0, 1, 2, 1}

The
sequence g[n] = x[-n] is
g[n] = {x[0], x[- 3], x[- 2], x[- 1]} = {1, 0, 1, 2}.
Its
DFT equals
GDFT[k] = XDFT[-k] = X * [k] = {4, j2, 0, -j2}.

DFT
28
iv. Conjugate
The sequence p[n] = x*[n] is
p[n] = x*[n] = x[n] = {1, 2, 1, 0}.
Its DFT is
PDFT[k] =
* [-k]
DFT
= {4,j2, 0, -j2}* = {4,-j2, 0, j2}.
29
v. Product
The sequence h[n] = x[n]x[n] is the pointwise product. So,
h[n] = {1, 4, 1, 0}.
Its DFT is
HDFT[k]
= 1 X k X k
DFT
DFT
4
1
= {4, -j2, 0, j2}{4,
-j2, 0, j2}.
4
Keep in mind that this is a periodic convolution! Thus,

-j4, -2, j4}.
HDFT[k]
= 1 {24, -jl6, -8, jl6} = {6,
4
30
Notes: {4, -j2, 0, j2}{4, -j2, 0, j2}.

k
XDFT[k]
-j2
j2
XDFT[k]
-j2
j2
16
-j8
j8
-j8
-4
j8
-4
j16
-4
H[n]
16
-j16
-4
31
K
First half of y[k]
Wrap around half of y[k]
Periodic convolution yp[k]
16
-j16
-4
j16
-4
24
-j16
-8
j16
32
vi. Periodic convolution
The periodic convolution c[n] = x[n] x[n]

gives
c[n] = {1, 2, 1, 0}{1, 2, 1, 0} = {2, 4, 6, 4}.

Its DFT is given by the pointwise product
CDFT[k]= XDFT[k]XDFT[k]
= {4, -j2, 0, j2}{4, -j2, 0, j2}
= {16, -4, 0, -4}.

33
Notes:
n
x[n]
0
1
1
2
2
1
3
0
x[n]
y[n]
34
First half of y[n]
Wrap around half of y[n]
Periodic convolution yp[n]
35
vii. Regular convolution
The regular convolution s[n] = x[n]*x[n] gives

s[n] = x[n]*x[n] = {1, 2, 1, 0}*{1, 2, 1, 0}
= {1, 4, 6, 4, 1, 0, 0}.
Since x[n] has 4 samples (N = 4), the DFT SDFT[k] of
s[n] is the product of the DFT of the zero-padded (to
length N + N - 1 = 7) signal xz[n] = {l, 2, 1, 0, 0, 0, 0}
and equals
SDFT[k] = {16,
-2.35 -jl0.28, -2.18 + j1.05,
0.02 + j0.03, 0.02 - j0.03, -2.18 -j1.05,
-2.35 + j10.28}.
36
Notes:
4
SDFT[k]
j 2nk 7
s
n
e
=
, k = 0, 1, 2, , 6.
n 0
SDFT[0] = 1 + 4 + 6 + 4 + 1 = 16
SDFT[1] = 1 + 4e-j2/7+ 6e-j2(2)/7 + 4e-j2(3)/7 + e-j2(4)/7
= 1 + 4(cos2/7 - jsin2/7) + 6(cos4/7 - jsin4/7) +
4(cos6/7 - jsin6/7) + 4(cos2/7 - jsin2/7) +
cos8/7 - jsin8/7
= 1 + 2.49 - j3.13 + (-1.34) - j5.84 + (-3.60) j1.74 + (-0.9) + j0.43

= 2.35 j10.28
37
viii. Central ordinates
1 3
x[0] = X DFT k (4 - j2 + 0 + j2) = (4) = 1
4 k 0
3
x n
XDFT[0] =
=1+2+1+0=4
n 0
By using Parseval's relation,

N 1
x n
n 0
1 N 1
2
X DFT k
N k 0
x n = 1 + 4 + 1 + 0 = 6 J
n 0
2
DFT
-4, 0, 4},
=
{16,
k
1 3
2 = (16 + 4 + 0 + 4) = 6 J
X DFT k
4 k 0
38
DFT of Periodic Signals and the

DFS
The
Fourier series relations for a periodic

signal xp(t) are
xp t
X k
j 2 k f o t
X
k
e
1
j 2 k f o t
x
t
e
dt
p
T T
39
If x[n] is acquired, n = 0, 1, ..., N - 1 as N samples of xp(t) over one

period using a sampling rate of S Hz (corresponding to a sampling
interval of ts) and the integral expression for X[k] is approximated
by a summation using:
dt ts
t nts
T = Nts
fo = 1/T = 1/Nts
1
X DFS k
Nts
N 1
x n e
n 0
j 2 k f o n t s
1
ts
N
N 1
x n e
j 2 n k N
k 0, 1, , N - 1
n 0
The quantity XDFS[k] defines the Discrete Fourier Series (DFS) as an

approximation to the Fourier series coefficients of a periodic signal
and equals N times the DFT
40
The Inverse DFS (IDFS)
The Fourier series reconstruction relation is used to recover

x[n] from one period of XDFS[k] whose summation index
covers one period (from k = 0 to k = N - 1) to obtain
N 1
x n X DFS n e
n 0
j 2 k f o n t s
N 1
X DFS k e j 2 n k N ,
n 0, 1, , N 1
k 0
This relation describes the Inverse Discrete Fourier

Series (IDFS).
The sampling interval ts does not enter into the computation
of the DFS or its inverse.
The DFT of a sampled periodic signal x(t) is related to its
Fourier series coefficients
41
Fast Fourier Transform
The DFT describes a set of N equations, each with N

product terms and thus requires a total of N2 multiplications
for its computation.
Computationally efficient algorithms to obtain the DFT go
by the generic name FFT (Fast Fourier Transform) and
need far fewer multiplications
42
Symmetry and Periodicity
All FFT algorithms take advantage of the symmetry

and periodicity of the exponential WN = e-j2n/N, as listed
below
43
Choice of Signal Length
The signal length N is chosen as a number that is the product of

many smaller numbers rk such that N = r1r2... rm.
A more useful choice results when the factors are equal, such that
N = rm.
The factor r is called the radix.
By far the most practically implemented choice for r is 2, such that
N = 2m and leads to the radix-2 FFT algorithms.
In particular, radix-2 FFT algorithms require the number of samples
N to be a power of 2 (N = 2m, integer m) and the DFT is computed
using only N log2 N multiplications
44
Index Separation and Storage
The computation is carried out separately on even-indexed and oddindexed samples to reduce the computational effort.
All algorithms allocate storage for computed results.
The less the storage required, the more efficient is the algorithm.
Many FFT algorithms reduce storage requirements by performing
computations in place by storing results in the same memory
locations that previously held the data
2 types of FFT algorithm
DIF decimation in frequency
DIT decimation in time
45
Fundamental Results
Consider
two trivial but extremely important
results.
1-point transform: The DFT of a single number A

is the number A itself.
2-point transform: The DFT of a 2-point sequence
is easily found to be
XDFT[0] = x[0] + x[1]
XDFT[1] = x[0] - x[1]
46
The single most important result in the development of a radix-2

FFT algorithm is that an N-sample DFT can be written as the sum of
two N/2-sample DFTs formed from the even-indexed and oddindexed samples of the original sequence
1
N 1
N
2
n 0
n 0
N
2
X DFT k x n WNnk x 2n WN2 nk x 2n 1 WN 2 n 1 k

N
2
n 0
N
2
X DFT k x 2n WN2 nk WNk x 2n 1 WN2 nk

n 0
n 0
N 1
2
N
2
n 0
n 0
X DFT k x 2n WNnk2 WNk x 2n 1 WNnk2
Note:
WN2 WN 2
WN2 nk WNnk2
47
The Decimation in Frequency FFT

Algorithm
The decimation in frequency (DIF) FFT algorithm starts by

reducing the single N-point transform at each successive stage, until
arrive at 1-point transforms that correspond to the actual DFT.
(e.g. 8 4 2 1, with 3 stages)
With the input sequence in natural order, computations can be done,
but the DFT result is in bit-reversed order and must be reordered.
(001 100)
For a 4-point input,
binary indices
:{00, 01, 10, 11}
bit order
:{x[0], x[1], x[2], x[3]}
8-point input sequence
binary indices
:{000, 001, 010, 011, 100, 101, 110, 111}
bit order
:{x[0], x[1], x[2], x[3], x[4], x[5], x[6], x[7]}
48
Separating
even and odd indices, and letting

x[n] = xa and x[n + N/2] = xb
N
2
X DFT 2k x a x b WN2 nk , k = 0, 1, 2, , N2 1
n 0
N
2
X DFT 2k 1 x a x b WNnWN2 nk ,
n 0
k = 0, 1, 2, , N2 1
49
The
computations result in a butterfly structure

with:
Inputs:
x[n] and x[n + N ]
Outputs:
XDFT[2k] = {x[n] + x[n + N]}

2
XDFT[2k + 1] = {x[n] - x[n + N ]}
2
WNn
50
A typical butterfly for the decimation-infrequency FFT algorithm
51
The
factors Wt is called twiddle factors, appear

only in the lower corners of the butterfly wings
at each stage.
Their exponents t have a definite order,
described as follows for an N = 2m-point FFT
algorithm with m stages:
Number P of distinct twiddle factors Wt at ith stage

P = 2m - i.
Values of t in the twiddle factors Wt: t = 2i - 1Q with
Q = 0, 1, 2, ..., P - 1.
52
The first stage of decimation in frequency (DIF)

FFT algorithm for N = 8
P = 2m - i = 23 - 1 = 4. Thus Q = 0, 1, 2, 3.
Stage 1:
i = 1,
t = 2i - 1Q = 20(0) = 0
t = 20(1) = 1
t = 20(2) = 2
t = 20(3) = 3
53
The second stage of decimation in frequency (DIF)

FFT algorithm for N = 8.
P = 2m - i = 23-2 = 2. Thus Q = 0, 1.
Stage 2:
i = 2,
t = 2i - 1Q = 21(0) = 0
t = 22 - 1Q = 21(1) = 2
54
The third stage of decimation in frequency (DIF)

FFT algorithm for N = 8
P = 2m - i = 23 - 3 = 1. Thus Q = 0.
Stage 3:
i = 3,
t = 23 - 1Q = 22(0) = 0
55
Example 4.3
Determine DFT for the signal, y[n] {4,2,0,1}

using 2-stages Fast Fourier Transform (FFT).
56
The Decimation in Time FFT

Algorithm
In the decimation in time (DIT) FFT algorithm, the process starts

with N 1-point transforms, combine adjacent pairs at each
successive stage into 2-point transforms, then 4-point transforms,
and so on until we get a single N-point DFT result.
(e.g. 1 2 4 8, with 3 stages)
For a 4-point input
the binary indices :{00, 01, 10, 11}
reverse
:{00, 10, 01, 11} and
bit-reversed order :{x[0], x[2], x[l], x[3]}
For an 8-point input sequence,
the binary indices :{000, 001, 010, 011, 100, 101, 110, 111},
reversed sequence :{000, 100, 010, 110, 001, 101, 011, 111}
bit-reversed order :{x[0], x[4], x[2], x[6], x[l], x[5], x[3], x[7]}
57
At
a typical stage, the formula can be obtained
as
X DFT k X e k WNk X o k ,
N
X DFT k X e k WNk X o k ,
2
k = 0, 1, 2, ,
N
2
k = 0, 1, 2, , N2 1
58
A typical butterfly for the decimation in

time FFT algorithm
59
As
with the decimation in frequency algorithm,

the twiddle factors Wt at each stage appear only
in the bottom wing of each butterfly.
The exponents t also have a definite (and
almost similar) order described by
Number P of distinct twiddle factors Wt at ith stage:

P = 2i - 1.
Values
of t in the twiddle factors

Wt: t = 2m - iQ with Q = 0, 1, 2, ..., P - 1.
60
The first stage of decimation in time

(DIT) FFT algorithm for N = 8
Stage 1:
P = 2i - 1 = 21 - 1 = 1. Thus Q = 0.
i = 1,
t = 2m - iQ = 23 - 1(0) = 0
61
The second stage of decimation in time

Stage 2:
P = 2i - 1 = 22 - 1 = 2. Thus Q = 0, 1.
i = 2,
t = 2m - iQ = 23 - 2(0) = 0
t = 23 - 2(1) = 2
62
The third stage of decimation in time

Stage 3:
P = 2i - 1 = 23 - 1 = 4. Thus Q = 0, 1, 2, 3.
i = 3,
t = 2m - iQ = 23 - 3(0) = 0
t = 23 - 3(1) = 1
t = 23 - 3(2) = 2
t = 23 - 3(3) = 3
63
Example 4.4
The DFT of a discrete signal, y[n] is given by
YDFT k {6, 3 j , 8, 3 j}
Apply Decimation in Time (DIT) Fast Fourier
Transformation (FFT) algorithm to determine its
discrete signal, y[n].
64
Success Is Not The Key To Happiness.

Happiness Is The Key To Success. If You
Love What You Are Doing, You Will Be
Successful.
65

Chapter 4 Discrete Fourier Transform

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Chapter 4 Discrete Fourier Transform

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CHAPTER 4

DISCRETE FOURIER TRANSFORM

All right reserved. Copyright 2013. Sharifah Saon

transformation is used to decompose time series

Introduction to DFT and IDFT

The N-point Discrete Fourier Transform (DFT)

The Inverse Discrete Fourier Transform (IDFT)

All right reserved. Copyright 2013. Sharifah Saon

Each DFT sample is found as a weighted sum of all the

All right reserved. Copyright 2013. Sharifah Saon

Given x[n] = {1, 2, 1, 0}. Find the DFT of x[n].

All right reserved. Copyright 2013. Sharifah Saon

XDFT[k] = {4, -j2, 0, j2}.

NOTE: Eulers Identity

e-j = cos j sin

Find the DFT of x[n] {2, 1, 4, 3}

Find the DFT of y[n] {1, 0,1, 0,1}

All right reserved. Copyright 2013. Sharifah Saon

Properties of the DFT

Half-period shift for even N.

Half-period shift for even N.

This is circular folding.

The correlation is periodic.

The DFT of a real sequence possesses conjugate

If N is odd, the conjugate symmetry is about the halfinteger value 0.5N

index k = 0.5N is called the folding index

All right reserved. Copyright 2013. Sharifah Saon

Central Ordinates and Special DFT

The computation of the DFT is easy to compute at

X DFT [0] x[n]

All right reserved. Copyright 2013. Sharifah Saon

defining relation for the DFT requires

All right reserved. Copyright 2013. Sharifah Saon

one period (0 < n < N) of a

To generate x[n - no]: Move the last no samples of

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the signal x[-n] from x[n].

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real periodic signals with period N

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Convolution and Correlation

in one domain corresponds to

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DFT offers an indirect means of finding the periodic

find the inverse of YDFT[k] to obtain the periodic

Periodic correlation can be implemented using the

Regular Convolution and

Regular convolution by the DFT requires zeropadding.

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Let y[n] = {1, 2, 3, 4, 5, 0, 0, 0}, 0 n 7. Find

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Given the DFT pair

x[n] = {1, 2, 1, 0} XDFT[k] = {4, -j2, 0, j2}

Prove that using

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y[n] = x[n - 2] = {1, 0, 1, 2}, n = 0, 1, 2, 3.

To find the DFT of y[n] = x[n - 2], use the time-shift

X DFT k e j 2kno 4 X DFT k e jk

= {4, j2, 0, -j2}.

Notes: e-jk = cos(k)

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To find ZDFT[k] = XDFT[k - 1], the last one sample is moved

ZDFT[k] = XDFT[k - 1] = {j2, 4, -j2, 0}.

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