Professional Documents
Culture Documents
Features in common
Defined for infinite-length sequences.
Functions of continuous variable ( or z ).
They are not numerically computable transform.
We need a numerically computable transform, that is
Discrete Fourier Transform (DFT)
Copyright 2005. Shi Ping CUC
Chapter 3
Discrete Fourier Transform
Content
Introduction
X ( j ) x( t )e
1
x(t )
2
j t
dt
X ( j )e
j t
1
X ( jk 0 )
T0
x( t )
T0 2
T0 2
X ( jk
x ( t )e
)e
jk 0 t
dt
jk 0 t
2
0 2F
T0
Copyright 2005. Shi Ping CUC
Aperiodic-Discrete DTFT
X (e )
x(n)e
j n
1
x ( n)
2
X (e
)e
j n
X ( k ) x ( n)e
2
j
nk
N
n0
1
x ( n)
N
N 1
X (k )e
2
nk
N
k 0
Summary
Time function
Frequency function
Discrete (
T)0
) and Aperiodic
T
2
Aperiodic and Discrete( 0
)
T0
2
Periodic( s
) and Continuous
T
2
Periodic(
)
s
T
2
0 )
and Discrete(
T0
return
Definition
j
t
fundamental
j
kt
T
T
x(t )
X ( k )e
frequency
x ( n rN )
N 1
X ( k )e
N
k 0
2
kn
N
1
N
N 1
N 1
2
rn
N
n0
x(n)e
2
rN
N
r mN
1,
1 1 e
2
j
r
N
0, elsewhere
N
1 e
2
rn
N
n0
1
X ( k )
k 0
N
N 1
1
n0 N
N 1
N 1
e
n0
N 1
X (k )e
2
kn
N
k 0
2
rn
N
2
( k r )n
N
X (r )
X ( k ) x( n)e
2
kn
N
n0
N 1
Because:
X ( k mN ) x ( n)e
2
( k mN ) n
N
n0
N 1
x ( n)e
2
kn
N
X (k )
n 0
Let W N e
j 2N
N 1
~
nk
~
~
X ( k ) DFS[ x ( n)] x ( n)W N
n0
1
~
~
x ( n) IDFS[ X ( k )]
N
N 1
~
nk
X (k )W N
k 0
x~ ( n), 0 n N 1
x( n)
elsewhere
0,
N 1
X ( z ) x ( n) z n ,
n0
~
X (k ) X ( z ) |
z e
N 1
~
j 2N k n
X ( k ) x ( n)(e
)
n0
j 2 k
N
~
The DFS X ( k ) represents N evenly spaced
samples of theXz-transform
around the unit
(z )
circle.
Copyright 2005. Shi Ping CUC
x~ ( n), 0 n N 1
x( n)
elsewhere
0,
N 1
X (e ) x ( n)e
j
~
X ( k ) x( n)e
j n
n0
N 1
~
X ( k ) X (e j ) | 2 k
2
nk
N
n0
N
intervals. It is called frequency resolution and represents the
sampling interval in the frequency domain.
Copyright 2005. Shi Ping CUC
jIm[z]
frequency resolution
N=8
2
N
k0
Re[z]
~
~
~
~
DFS[ax1 ( n) bx 2 ( n)] aX 1 ( k ) bX 2 ( k )
Shift of a sequence
mk ~
~
DFS[ x ( nm )] W N X ( k ) e
2
mk
N
~
X (k )
Modulation
~
~
DFS[W x ( n)] X ( k l )
ln
N
if
then
Periodic convolution
~
~
~
Y (k ) X 1 (k ) X 2 (k )
N 1
~y ( n) IDFS[Y~ ( k )]
~
~
x1 (m ) x2 (n m )
m 0
N 1
x~2 ( m ) x~1 ( n m )
m 0
~y ( n) IDFS[ X~ ( k ) X~ ( k )] 1
1
2
N
N 1
~
~
nk
X 1 (k ) X 2 (k )W N
k 0
mk ~
nk
~
x1 ( m )W N X 2 ( k )W N
k 0 m 0
N 1
N 1
1
~
( n m ) k
~
x1 ( m )
X 2 ( k )W N
N
m 0
k 0
N 1 N 1
N 1
N 1
m 0
m 0
~
~
~
~
x1 ( m ) x 2 ( n m ) x 2 ( m ) x1 ( n m )
return
Introduction
x~ ( n), 0 n N 1
x ( n)
0, elsewhere
x ( n) x~ ( n) R ( n)
N
Periodic extension
x~ ( n)
x(n rN )
x~ ( n) x (( n)) N
Copyright 2005. Shi Ping CUC
0 k N 1
n0
1
x ( n) IDFT[ X ( k )]
N
N 1
N 1
nk
X
(
k
)
W
,
0 n N 1
n0
~
X ( k ) x ( n)W RN ( k ) X ( k ) RN ( k )
n0
1
x ( n)
N
nk
N
N 1
nk
~ ( n) R ( n)
X
(
k
)
W
R
(
n
)
N
N
N
n0
return
Linearity
DFT[ax1 ( n) bx 2 ( n)] aX 1 ( k ) bX 2 ( k )
N3-point DFT, N3=max(N1,N2)
km
N
X (k )
DFT[W
nl
N
x( n)] X (( k l )) N RN ( k )
Copyright 2005. Shi Ping CUC
X (k ) k 0
nk
x
(
n
)
W
N
n 0
k 0
N 1
x ( n)
n 0
1
x ( 0)
N
N 1
N 1
X (k )
k 0
DFT [ x( n)] X ( k )
DFT [ X ( n)] Nx(( N k )) N RN ( k )
Copyright 2005. Shi Ping CUC
x1 ( n)
x 2 ( n)
x (m ) x ((n m ))
m 0
x (m ) x (( n m ))
m 0
DFT[ x1 ( n)
N 1
N 1
RN ( n )
RN ( n) x 2 ( n)
x1 ( n)
x 2 ( n)] X 1 ( k ) X 2 ( k )
Multiplication
1
DFT[ x1 ( n) x 2 ( n)]
X 1 (k )
N
X 2 (k )
Copyright 2005. Shi Ping CUC
Circular correlation
Linear correlation
rxy ( m )
x ( n) y * ( n m ) x ( n m ) y * ( n)
Circular correlation
N 1
rxy ( m ) x( n) y * (( n m )) N RN ( m )
n0
N 1
x (( n m )) N y * ( n)RN ( m )
n0
if
R xy ( k ) X ( k ) Y ( k )
then
N 1
x( n) y * (( n m ))
n0
N 1
x(( n m ))
n0
RN ( m )
y * ( n)RN ( m )
Copyright 2005. Shi Ping CUC
Parsevals theorem
N 1
1
*
x ( n) y ( n)
N
n0
let
then
N 1
*
X
(
k
)
Y
(k )
k 0
x ( n) y( n)
N 1
1
*
x ( n) x ( n)
N
n 0
N 1
n0
1
x ( n)
N
2
N 1
N 1
*
X
(
k
)
X
(k )
k 0
X (k )
k 0
xep (n)
and
xop (n)
x~ ( n) x (( n)) N
1 ~
1
~
~
xe ( n) [ x ( n) x ( n)] [ x (( n)) N x (( N n)) N ]
2
2
1 ~
1
~
~
xo ( n) [ x ( n) x ( n)] [ x(( n)) N x (( N n)) N ]
2
2
*
~
~
It can be proved that
x ( n) x ( n)
e
x~o ( n) x~o* ( n)
Circular
conjugate
antisymmetric
component
xep ( n) x~e ( n) RN ( n)
x (( n)) N x (( N n)) N RN ( n)
2
xop ( n) x~o ( n) RN ( n)
1
x (( n)) N x (( N n)) N RN ( n)
2
x ( n) xep ( n) xop ( n)
xep ( n) x (( N n)) N RN ( n)
*
ep
xop ( n) x (( N n)) N RN ( n)
*
op
X ep (k )
and
X op (k )
X ( k ) X ep ( k ) X op ( k )
X ep ( k ) X (( N k )) N RN ( k )
*
ep
X op ( k ) X (( N k )) N RN ( k )
*
op
Re[ X ep ( k )] Re[ X ep (( N k )) N RN ( k )]
Im[ X ep ( k )] Im[ X ep (( N k )) N RN ( k )]
Re[ X op ( k )] Re[ X op (( N k )) N RN ( k )]
Im[ X op ( k )] Im[ X op (( N k )) N RN ( k )]
Copyright 2005. Shi Ping CUC
if
x ( n) x (( N n)) N RN ( n)
then
X ( k ) X (( N k )) N RN ( k )
if
x( n) x(( N n)) N RN ( n)
then
X ( k ) X (( N k )) N RN ( k )
Copyright 2005. Shi Ping CUC
Conjugate sequences
DFT[ x ( n)] X (( k )) N RN ( k )
*
*
X (( N k )) N RN ( k ) X ( N k )
*
Complex-value sequences
1
*
X (( k )) N X (( N k )) N RN ( k )
2
DFT j Im[ x ( n)] X op ( k )
1
*
X (( k )) N X (( N k )) N RN ( k )
2
Copyright 2005. Shi Ping CUC
*
DFT [ x (( n)) N x (( N n)) N ]RN ( n)
2
*
DFT [ x (( n)) N x (( N n)) N ]RN ( n)
2
Real-value sequences
Imaginary-value sequences
Summary
X ( k ) X ep ( k )
x ( n)
xep ( n)
X op ( k )
xop ( n)
X ( k ) Re[ X ( k )] j Im[ X ( k )]
example
Copyright 2005. Shi Ping CUC
Linear convolution
y l ( n) x1 ( n) x 2 ( n)
N 1 1
x (m ) x (n m ) x (m ) x (n m )
m 0
Circular convolution
x1 ( n), 0 n N 1 1
x1 ( n)
N1 n L 1
0,
x 2 ( n), 0 n N 2 1
x 2 ( n)
N2 n L 1
0,
Copyright 2005. Shi Ping CUC
yc ( n) x1 ( n) L x 2 ( n)
L 1
x (m ) x (( n m ))
m 0
x (m ) x (n rL m )
m 0
L 1
x (m )x (n rL m )
r m 0
y (n rL)
RL ( n )
RL ( n )
L 1
RL ( n )
RL ( n )
Copyright 2005. Shi Ping CUC
yc ( n)
if
y ( n rL)
RL ( n )
L N1 N 2 1
then
that is
yc ( n) y l ( n)
x1 ( n )
x 2 ( n ) x1 ( n ) x 2 ( n )
return
~
X ( k ) X ( z ) |z W k
N
km
x
(
m
)
W
1
~
~
x N ( n) IDFS[ X ( k )]
N
1
N 1
N 1
~
kn
X
(
k
)
W
N
k 0
kn
x
(
m
)
W
W
N
k 0 m
1 N 1 k ( m n )
x( m )
WN
x( n rN )
m
N k 0
r
km
N
~
x N ( n)
x(n rN )
NM
~
x N ( n ) x N ( n) RN ( n ) x ( n )
Copyright 2005. Shi Ping CUC
Interpolation formula of X (z )
N 1
X ( z ) x ( n) z
n0
N 1
X (k )
N 1
k 0
k 0
X ( k )
1
n0 N
N 1
X (k )W
k 0
nk
N
n
z
N 1
N 1
1
nk
k 1 n
W N z X ( k ) W N z
N k 0
n0
n0
1 W N Nk z N
1 z N N 1 X ( k )
k 1
1 WN z
N k 0 1 W N k z 1
N 1
N 1
1 z
X (z)
N
N N 1
N 1
X (k )
X ( k ) k ( z )
k 1
k 0 1 W N z
k 0
N
1 1 z
k (z)
k 1
N 1 WN z
Interpolation
function
Copyright 2005. Shi Ping CUC
Interpolation formula of X (e j )
2
X (e ) X ( k ) K (e ) X ( k ) (
k)
N
k 0
k 0
jw
N 1
N 1
sin 2N j N21
( )
e
N sin 2
Interpolation
function
return
CTFT
X ( j ) x( t )e
1
x(t )
2
j t
dt
X ( j )e
jt
d
Copyright 2005. Shi Ping CUC
t nT ,
dt T ,
dt
X ( j ) x ( t )e jt dt T
jnT
x
(
nT
)
e
1
j t
x( t )
X
(
j
)
e
d
2
1 S
2
jnT
x( nt )
X ( j )e
d s 2f s
2 0
T
Copyright 2005. Shi Ping CUC
t : (0 ~ T0 ) , T0 NT ,
n : (0 ~ N 1)
N 1
X ( j ) T x ( nT )e
jnT
n0
1
x ( nT )
2
X ( j )e
jnT
d
Copyright 2005. Shi Ping CUC
k 0 ,
d 0 ,
1
N
T0
NT ,
F0 f s
N 1
d 0
n0
2
0 2F0
T0
2
2
0T
T
T0
N
N 1
X ( jk 0 ) T x( nT )e
n0
T DFT[ x ( n)]
jk 0 nT
N 1
T x( n)e
2
nk
N
n0
0
x ( nT )
2
N 1
X ( jk
k 0
N 1
1
F0 N
N
X ( jk
N 1
1
fs
N
k 0
X ( jk
k 0
)e
jk 0 nT
)e
)e
2
nk
N
2
nk
N
1
f s IDFT[ X ( jk 0 )] IDFT[ X ( jk 0 )]
T
demo
1
X ( jk 0 )
T0
x( t )
T0
x ( t )e
X ( jk
)e
jk 0 t
dt
jk 0 t
2
0 2F0
T0
Copyright 2005. Shi Ping CUC
t nT ,
T
X ( jk 0 )
T0
dt T ,
N 1
T0 NT
x(nT )e
n0
jk 0 nT
T0
N 1
dt T
N 1
n0
x(n)e
2
nk
N
n0
1
DFS[ x( n)]
N
T0 NT , f s NF0 ,
x( t )
X ( jk
)e
jk 0 t
N 1
x ( nT ) X ( jk 0 )e
jk 0 nT
k 0
1
N
N
N 1
X ( jk
k 0
let k : (0, N 1)
)e
N 1
X ( jk 0 )e
2
nk
N
k 0
2
nk
N
N IDFS[ X ( jk 0 )]
Copyright 2005. Shi Ping CUC
Some problems
Aliasing
f s 2 fh ,
1
1
T
fs 2 fh
1
Sampling in frequency domain: T0
F0
T0 Period in time domain F0 Frequency resolution
f s T0
N
F0 T
fh
and F0
is contradictory
Copyright 2005. Shi Ping CUC
Spectrum leakage
X 2 (e ) X 1 (e ) W R (e )
Spectrum extension (leakage)
Spectrum aliasing
demo
Copyright 2005. Shi Ping CUC
Fence effect
2 0 2F0
0
,
N
fs
fs
fs
F0
N
Frequency resolution
fs
1
1
F0
N NT T0
demo
Comments
demo
example
return
Summary
z-transform of x(n)
The frequency representations of x(n) Complex
frequency domain
X (z )
DTFT of x(n)
j
z
e
Frequency
domain
DTFT
X ( e j )
ZT
z
x (n)
interpolation
2
j
k Time
e N sequence
DFT of x(n)
Discrete
frequency domain
DFT
2
k
N
interpolation
X (k )
return
Fourier Transform
Fourier Series
DTFT
x~1 ( m )
n0
n1
n2
n3
n4
n5
n6
x~2 ( n m )
~y ( n)
0 1 2 3 4 5 6
n
return
1
xep ( n) x ( n) x (( N n)) N RN ( n)
2
x(n)
x (( N n)) N
xep (n)
n
return
xep ( n) x (( N n)) N RN ( n)
*
ep
xep (n)
xep (( N n)) N
RN (n)
return
10 (0.8) n R11 ( n)
Original sequence
x(n)
10
5
0
0
2
3
4
5
6
7
8
Circular conjugate symmetric component
10 n
2
3
4
5
6
7
8
Circular conjugate antisymmetric component
10 n
10 n
xep(n)
10
5
0
xop(n)
4
2
0
-2
-4
return
4
5
6
The DFT of x(n)
10 n
X (k )
40
20
0
10 k
X (( N k )) N RN ( n)
40
20
0
10 k
return
4
2
0
-2
-4
3
4
5
6
7
The imaginary part of DFT[x(n)]
10 n
10 k
10 k
X (k )
10
0
-10
0
X (( N k )) N RN ( n)
10
0
-10
0
return
X ( k ) X * (( N k )) N RN ( k )
X (0) X * (( N k )) N RN ( k )
k 0
X * ( 0)
N
*
X ( ) X (( N k )) N RN ( k )
2
N
X ( ) is a real number
2
N
2
N
X ( )
2
*
return
X ( k ) X * (( N k )) N RN ( k )
X (0) X * (( N k )) N RN ( k )
k 0
X * ( 0)
N
*
* N
X ( ) X (( N k )) N RN ( k ) N X ( )
k
2
2
2
N
X ( ) is an imginary number
2
return
X 2 ( k ) DFT[ x 2 ( n)]
y( n) x1 ( n) jx 2 ( n)
Y ( k ) DFT[ y( n)] DFT[ x1 ( n) jx 2 ( n)]
DFT[ x1 ( n)] jDFT[ x 2 ( n)] X 1 ( k ) jX 2 ( k )
1
X 1 ( k ) DFT Re[ y( n)] Yep ( k ) Y ( k ) Y (( N k )) N RN ( k )
2
1
1
X 2 ( k ) DFT Im[ y( n)] Yop ( k )
Y ( k ) Y (( N k )) N RN ( k )
j
2j
return
Linear convolution
Circular convolution N = 6
12
12
10
10
0
0
9 n
9 n
9n
x ( n) [1,2,2], x 2 ( n)Circular
[1,2convolution
,3,2], N = 5
1
Circular convolution
N=7
12
12
10
10
0
0
9 n
return
( )
Magnitude Response, N = 8
1
0.8
2
N
0.6
0.4
4
N
0.2
0
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
frequency in pi units
0.4
0.6
0.8
0.4
0.6
0.8
Phase Response
pi
0.5
0
-0.5
-1
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
frequency in pi units
return
X(k),N = 8
6
5
4
3
2
1
0
X (0)( )
7 k
26
6
X (1) ( X ( 3))4( )
X ( 2)N( ) N
N
5
2
0
0
0.1
0.2
0.3
0.4
0.5
0.6
frequency in pi units
0.7
0.8
0.9
return
X a ( j )
xa ( t ) 10 (0.8) t
10
50
40
FT
30
20
10
10
x(n)
15
20
25
0
-1
X ( e j )
10
50
40
DTFT30
20
10
10
-0.5
15
20
25
-2
-1
0
rad
0
pi
0.5
x ( n) R11 ( n)
50
10
40
8
6
DTFT30
20
10
-10
-5
x~ N ( n)
10
50
10
-2
-1
~
X N (k )
0
pi
40
DFS 30
6
4
20
10
X ( e j ) R ( e j )
-10
0
n
10
-10
0
k
10
Copyright 2005. Shi Ping CUC
x N (n)
50
10
40
8
6
DFT 30
20
10
X N (k )
-10
0
n
10
-10
0
k
10
return
X 1 ( e j )
x1 ( n)
RN (n)
R(e j )
X 2 (e j )
x2 ( n)
return
x ( n) [1,1,1,1]
DTFT
DFT
2
0
0.2
0.4
0.6
0.8
1.2
1.4
x ( n) [1,1,1,1,0,0,0,0]
1.6
1.8
2 pi
1.8
2 pi
1.8
2 pi
DTFT
DFT
2
0
0.2
0.4
0.6
0.8
1.2
1.4
1.6
x ( n) [1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0]
DTFT
DFT
2
0
0.2
0.4
0.6
0.8
1.2
1.4
1.6
return
x( n) cos(
0.48
n0<=n<=19
) cos(0.52n)
signal
x(n),
2
1
0
-1
-2
10
n
12
14
16
20
18
20
X 20 ( k )
15
10
5
0
0.1
0.2
0.3
0.4
0.5
pi
0.6
0.7
0.8
0.9
2
1
0
-1
-2
10
20
30
40
50
n
60
70
80
20
90
100
X 100 ( k )
15
10
5
0
0.1
0.2
0.3
0.4
0.5
pi
0.6
0.7
0.8
0.9
2
1
0
-1
-2
10
20
30
40
50
n
60
70
80
50
90
100
X 100 ( k )
40
30
20
10
0
0.1
0.2
0.3
0.4
0.5
pi
0.6
0.7
0.8
0.9
2
1
0
-1
-2
50
100
150
200
n
250
300
350
60
400
X 400 ( k )
40
20
0.1
0.2
0.3
0.4
0.5
pi
0.6
0.7
0.8
0.9
return
Suppose
F0 10 Hz,
Determine
T0 , T , N
Solution
f h 4 kHz
1
1
T0
0.1 s
F0 10
1
1
1
T
0.125 ms
3
f s 2 f h 2 4 10
T0
0.1
N
800
3
T 0.125 10
N 2 m 210 1024
return