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INTRODUCTION
Fast Fourier Transform(FFT) 1algorithm computes
The term fast Fourier transform (FFT) refers to an efficient implementation of the
discrete Fourier transform (DFT) for highly composite transform lengths .
Algorithms to compute the discrete Fourier transform (DFT) in
better, for approximate algorithms), where
and and
O(x)
( N 2)
O( N lg N ) time (or
x .
inner products of length
1 https://ccrma.stanford.edu/~jos/st/Fast_Fourier_Transform_FFT.html
each, the
1. Generalization of DFT
The Fourier transform of a continuous-time signal
x (t)
may be defined as
X ( )= x (t)e jt dt , ( , )
The DFT, on the other hand, replaces the infinite integral with a finite sum:
N1
X ( k )= x (t n)e j t , k=0,1,2, , N 1,
k n
n=0
it is common to write the DFT and its inverse in the more pure form below, obtained
by setting
T =1
N 1
X ( k ) = x ( n ) e j 2 nk / N , k =0,1,2, , N 1
n=0
1
x ( n )=
N
N 1
X (k ) e j 2 nk / N , n=0,1,2, , N 1,
n=0
where
the
n , and
X (k)
denotes
k th spectral sample.
2. CONVOLUTION2
Theorem: For any
, y CN
x y X Y
Proof:
This is perhaps the most important single Fourier theorem of all. It is the basis of a
large number of FFT applications. Since an FFT provides a fast Fourier transform, it
also provides fast convolution, thanks to the convolution theorem. It turns out that
using an FFT to perform convolution is really more efficient in practice only for
reasonably long convolutions, such as
100
N2
operations (multiplications
lg N
N.
N lg N
You should be familiar with Discrete-Time Convolution, which tells us that given two
discrete-time signals
h[ n] , the system's
y [ n ] =x [n]h[n]
x [k ]h [nk ],
k=
N , we
cannot just multiply them together as we do in the above convolution formula, often
referred to as linear convolution. Because the DFTs are periodic, they have nonzero
values for n N
for
idea led to the development of circular convolution, also called cyclic or periodic
convolution.
Y [k]
is the DFT
y [n ] ?
Y [ k ] =F [ k ] H [ k ]
when
0 k N 1
y [n ]=
1
N
N 1
F [k ] H [k ]e
y [n ]
2
kn
N
k=0
N1
1
y [n ]=
N
N 1 N 1
( j)
f [m]e
m=0 m=0
2
kn
N
H [k ]e
2
kn
N
( j)
F [ k ]= f [m]e
2
kn
N
m=0
N 1
1
f [m](
N
m=0
N1
H [k ]e
k=0
2
k(nm )
N
where we can reduce the second summation found in the above equation into
h [ ( ( nm ) )N ]=
1
N
N1
k=0
H [k ]e
2
k(nm)
N
N 1
y [ n ] = f [m]h [ ( ( nm ) )N ]
m=0
y [ n ] = y [ n ] h[n]
0 n N1
TRIGONOMETRIC INTERPOLATION
Periodic function:
f ( t )=f ( t +T ) , t ( , ) .
we can consider
f ( t +2 ) =f ( t )
n+1
points
x j=
f ( x ) , x [0,2 ]
i
2.
n+1
Trigonometric interpolation:
a
[ k cos ( kx ) +b k sin ( kx )],
a0 M
P ( x )= +
2 k=1
or
M
P ( x )=
k=M
c k e ikx ,
where
n
if n is even
M= 2
n+ 1
, if n is odd
2
x
x
f ( j )
P( j )=
ck
, we have