Chapter 12

Fourier Transforms of Discrete Signals

Sampling
Continuous signals are digitized using digital computers When we sample, we calculate the value of the continuous signal at discrete points
How fast do we sample What is the value of each point

Quantization determines the value of each samples value

Sampling Periodic Functions

- Note that wb = Bandwidth, thus if (signal overlaps) -To avoid aliasing -According sampling theory:

then aliasing occurs

To hear music up to 20KHz a CD should sample at the rate of 44.1 KHz

Discrete Time Fourier Transform

In likely we only have access to finite amount of data sequences (after sampling) Recall for continuous time Fourier transform, when the signal is sampled:

Assuming Discrete-Time Fourier Transform (DTFT):

Discrete Time Fourier Transform

Discrete-Time Fourier Transform (DTFT):

A few points
DTFT is periodic in frequency with period of 2p

X[n] is a discrete signal DTFT allows us to find the spectrum of the discrete signal as viewed from a window

Example D
See map!

Example of Convolution
Convolution
We can write x[n] (a periodic function) as an infinite sum of the function xo[n] (a non-periodic function) shifted N units at a time

This will result

Thus
See map!

Finding DTFT For periodic signals

Starting with xo[n]

DTFT of xo[n]

Example

Example A & B
notes

X[n]=a|n|, 0 < a < 1. notes

DT Fourier Transforms
1. W is in radian and it is between 0 and 2p in each discrete time interval This is different from w where it was between INF and + INF Note that X(W) is periodic

2.

3.

Properties of DTFT
Remember: For time scaling note that m>1 Signal spreading

Fourier Transform of Periodic Sequences

Check the map~~~~~
See map!

Discrete Fourier Transform

We often do not have an infinite amount of data which is required by DTFT
For example in a computer we cannot calculate uncountable infinite (continuum) of frequencies as required by DTFT

Thus, we use DTF to look at finite segment of data

We only observe the data through a window

In this case the xo[n] is just a sampled data between n=0, n=N-1 (N points)

Discrete Fourier Transform

It turns out that DFT can be defined as

Note that in this case the points are spaced 2pi/N; thus the resolution of the samples of the frequency spectrum is 2pi/N. We can think of DFT as one period of discrete Fourier series

A short hand notation

remember:

Inverse of DFT
We can obtain the inverse of DFT

Note that

Using MATLAB to Calculate DFT

Example:
Assume N=4 x[n]=[1,2,3,4] n=0,,3 Find X[k]; k=0,,3

or

Example of DFT
Find X[k]
We know k=1,.., 7; N=8

Example of DFT

Example of DFT

Polar plot for

Time shift Property of DFT

Other DFT properties: http://cnx.org/content/m12019/latest/

Example of DFT

Example of DFT

Summation for X[k]

Using the shift property!

Example of IDFT

Remember:

Example of IDFT

Remember:

Fast Fourier Transform Algorithms

Consider DTFT

Basic idea is to split the sum into 2 subsequences of length N/2 and continue all the way down until you have N/2 subsequences of length 2
Log2(8) N

Radix-2 FFT Algorithms - Two point FFT

We assume N=2^m
This is called Radix-2 FFT Algorithms

Lets take a simple example where only two points are given n=0, n=1; N=2

Butterfly FFT y0 y0 y1

Advantage: Less computationally intensive: N/2.log(N)

http://www.cmlab.csie.ntu.edu.tw/cml/dsp/training/coding/transform/fft.html

General FFT Algorithm

First break x[n] into even and odd Let n=2m for even and n=2m+1 for odd Even and odd parts are both DFT of a N/2 point sequence

Break up the size N/2 subsequent in half by letting 2mm The first subsequence here is the term x[0], x[4], The second subsequent is x[2], x[6],

N / 2 1 m 0

WN / 2 x[2m] WN (
mk k 2 mk

N / 2 1 m 0

WN / 2 x[2m 1])
mk

WN

WN / 2

mk m N /2

WN / 2
N

m N / 2

WN / 2 WN / 2

WN / 2

WN e 2pj cos(2p ) j sin(2p ) 1 WN

N /2

Example
Lets take a simple example where only two points are given n=0, n=1; N=2
N / 2 1 m 0

X [k ] WN
2 mk

WN / 2 x[2m] WN (
mk k mk m N /2

N / 2 1 m 0

WN / 2 x[2m 1])
mk m

WN / 2

WN / 2
N

m N / 2

WN / 2 WN / 2

WN / 2

WN e 2pj cos(2p ) j sin(2p ) 1 WN

N /2

1
Same result

X [k 0] W
m 0 0

0.0 1

x[0] W ( W
0 1 m 0 0 1 1

0.0 1

x[1]) x[0] x[1]

1

X [k 1] W x[0] W ( W1 x[1]) x[0] W1 x[1] x[0] x[1]

m 0 0.1 1 0.1 m 0

FFT Algorithms - Four point FFT

First find even and odd parts and then combine them:

The general form:

FFT Algorithms - 8 point FFT

Applet: http://www.falstad.com/fourier/directions.html

http://www.engineeringproductivitytools.com/stuff/T0001/PT07.HTM

A Simple Application for FFT

t = 0:0.001:0.6; % 600 points x = sin(2*pi*50*t)+sin(2*pi*120*t); y = x + 2*randn(size(t)); plot(1000*t(1:50),y(1:50)) title('Signal Corrupted with Zero-Mean Random Noise') xlabel('time (milliseconds)')

Taking the 512-point fast Fourier transform (FFT): Y = fft(y,512) The power spectrum, a measurement of the power at various frequencies, is Pyy = Y.* conj(Y) / 512; Graph the first 257 points (the other 255 points are redundant) on a meaningful frequency axis: f = 1000*(0:256)/512; plot(f,Pyy(1:257)) title('Frequency content of y') xlabel('frequency (Hz)')

ML Help!

This helps us to design an effective filter!

Example
Express the DFT of the 9-point {x[0], ,x[9]} in terms of the DFTs of 3-point sequences {x[0],x[3],x[6]}, {x[1],x[4],x[7]}, and {x[2],x[5],x[8]}.

Later

References
Read Schaums Outlines: Chapter 6 Do Chapter 12 problems: 19, 20, 26, 5, 7