Use of the DFT In linear filtering

• The product of two DFTs is equivalent to the circular

convolution of the corresponding time-domain sequences.
• Circular convolution is of no use if our objective is to
determine the o/p of a linear filter to a given i/p sequence.
• So we seek a frequency domain methodology equivalent
Block Convolution to a linear convolution.
• Let finite duration sequence x(n) of length L excite an FIR
filter of length M.
• Let x(n)=0, for L≤n<0
h(n)=0 for M ≤n<0
The o/p sequence y(n) of the FIR filter can be expressed
as in the time domain as linear convolution of these two.

Filtering of Long Data Sequences

• The result of Linear convolution will be exactly equal to
circular convolution if the sequences x(n) and h(n) are
extended to a length equal to L+M-1 by zero padding.
• ie, x(n) is extended to a length of L+M-1, by padding M-1
zeros and h(n) is extended to a length of L+M-1, by
paddding L-1 zeros.
• Thus the response of a linear filter can be computed
using circular convolution and in turn by using DFT if the
above method follows.
• In practical applications, involving linear filtering of signals,
the i/p sequence x(n) is often a very long sequence.
• This is especially true in some real time signal processing
applications (with signal monitoring and Analysis)
• Since linear filtering performed via the DFT, involves
operations on a block of data, which by necessity must be
limited in size due to limited memory of a digital computer, a
long i/p signal sequence must be segmented to fixed sized
blocks prior to processing.
• Since the filtering is linear, successive blocks may be
processed one at a time via the DFT and the o/p blocks are
fitted together to form the overall o/p signal sequence.

• This overall o/p sequence is identical to the sequence Overlap-save method:

obtained if the long block had been processed via time- L L L L
Input Data
domain convolution. …….
M-1 .

x1 (n)

M-1
LL

• Two methods for FIR filtering long data sequence are… X2 (n)

h (n)
L-1 M-1
1) Overlap-save method and
X3 (n)

2) Overlap-add method. M-1

M-1

• For both method we assume that FIR filter has duration M. X4(n)

y1 (n)
Out put Signal
Y2 (n)

• The i/p data sequence is segmented into blocks of L Discard Y3 (n)

Discard
points, where by assumption, L>>M without loss of M-1
points. M-1 Y4 (n)
points. Discard
generality. M-1
points. Discard
M-1
points.

1
 Overlap-add Method:
L L L L
Input Data

M-1 zeros

x1 (n)

M-1 zeros
L
X2 (n)

M-1 zeros
h (n)

X3 (n)
M-1 zeros

X4(n)

Out put Signal y1 (n)

Y2 (n)
M-1 points
add together Y3 (n)

M-1 points Y4 (n)

add together
M-1 points
add together