Lecture 1

Lecture 1
Frequency Analysis of
Discrete-time Signals
(4.2.1-4.2.3,4.2.5)

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals

Dr D. Laurenson

27th May, 2013

Energy
Density
Spectrum

Course structure
Lecture 1

Fourier transforms (3 lectures)

Correlation (2 lectures)
Introduction

Linear systems (1 lecture)

Class test (1 class)
Random signals (2 lectures)
Digital lters (2 lectures)
Power spectral estimation (2 lectures)
Multirate signal processing (1 lecture)
Analogue to digital converter (1 lecture)
Revision (1 lecture)
Matched lters (2 lectures)
Wiener lters (2 lectures)

Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Outline
Lecture 1

1 Introduction

Introduction
Periodic
signals

2 Periodic signals
3 Power Density Spectra
4 Aperiodic Signals
5 Energy Density Spectrum

Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Aperiodic, continuous time signals

Lecture 1

Aperiodic in time implies continuous in frequency,

thus the Fourier transform is used:
Z 1
x(t)e`j2F t dt

X(F ) =
`1

(4.1.30)

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals

or, equivalently,
Z

Energy
Density
Spectrum

x(t)e`j!t dt

X(!) =
`1

Aperiodic, continuous time signals

Lecture 1

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Periodic, continuous time signals

Lecture 1

Periodic in time implies sampled in frequency, thus

the Fourier Series is used. The sample spacing is
F0 = T1P Hz for a period TP s
ck =

1
TP

Z
x(t)e`j2kF0 t dt
Tp

(4.1.9)

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Continuous time signals

Lecture 1

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Discrete time periodic signals

Lecture 1

Introduction

Aperiodic in time ) Continuous in frequency

Periodic
signals

Periodic in time ) Sampled in frequency

Power
Density
Spectra

By analogy, Sampled in time ) Periodic in

frequency
Frequency domain is often normalised

Aperiodic
Signals
Energy
Density
Spectrum

Denote sampling frequency as 2

For a signal that is periodic in time, with

period N, the sample spacing in frequency is

t
2

Discrete-time Fourier Series

Lecture 1

The Discrete-time Fourier Series (DTFS) is dened

by
N`1
1 X
ck =
x(n)e`j2kn=N
(4.2.8)
N
n=0

x(n) =

N`1
X

j2kn=N

ck e

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals

(4.2.7)

k=0

Sometimes the normalisation of N1 is performed in

the synthesis equation (4.2.7) instead of the
analysis (4.2.8)

Energy
Density
Spectrum

DTFS example
Lecture 1

)N =6

x(n) = cos(n=3)
1
) ck =
N

N`1
X

Introduction

`j2kn=N

x(n)e

n=0

1
6

5
X

cos(n=3)e`j2kn=6

n=0
5
o
1 X 1 n jn=3
=
e
+ e`jn=3 e`j2kn=6
6
2
n=0
5
o
1 X n j2(1`k)n=6
=
e
+ e`j2(1+k)n=6
12
n=0

Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

DTFS example
Lecture 1

8 5
5
X
X
>
>
>
j2(1`k)n=6
>
e
+
1
>
>
>
>
>
n=0
n=0
>
>
>
>
if k = `1
>
>
>
>
>
5
5
>
X
X
>
>
<
1
+
e`j2(1+k)n=6
1
ck =
n=0
n=0
12 >
>
>
>
>
if k = 1
>
>
>
>
5
5
>
>
X
X
>
>
j2(1`k)n=6
>
e
+
e`j2(1+k)n=6
>
>
>
>
>
n=0
n=0
>
>
:
otherwise

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

DTFS example
Lecture 1

N`1
X

j2kn=N

n=0

N`1
X

ej2k=N

n
Introduction

n=0

1`
=

N
ej2k=N

1 ` ej2k=N

= 0 8k 2
= (0; N; 2N; : : :)
and 8k 2 (0; N; 2N; : : :)
N`1
X
n=0

j2kn=N

N`1
X
n=0

1=N

Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

DTFS example
Lecture 1

) ck =

1
2

1
0

; k = `1 or k = 1
; otherwise

Thus the DTFS of a sampled cosine is periodic,

with period N, and consists of two non-zero
frequency components representing the two
complex phasors that construct the cosine

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Power Density Spectra

Lecture 1

DTFS is a transform
Relative delay is represented by the phase
component
Power Density Spectra represent the power of
the constituent frequency components
The derivation of the PDS starts with the
power of a signal:
N`1
1 X
Px =
jx(n)j2
N
n=0

(4.2.10)

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Power Density Spectrum denition

Lecture 1

Expanding this, and representing x(n) by its

DTFS:
0N`1
1
N`1
X
X
1
@
Px =
ck ej2kn=N A x (n)
N
n=0

k=0

Switching the order of summation:

0 N`1
1 N`1
N`1
X
X
X
1
Px =
ck @
x (n)ej2kn=NA =
ck ck
N
k=0

n=0

jck j2 is the Power Density Spectrum

k=0

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

PDS example
Lecture 1

(
x(n) =

Introduction

A
0

;0 n < L
;L n < N

Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

PDS example
Lecture 1

ck =

N`1
1 X
x(n)e`j2kn=N
N

Introduction
Periodic
signals

n=0

1
N

L`1
X

A: e`j2k=N

n=0
M`1
X

gn =

1 ` gM
1`g

m=0

) ck =

A 1 ` e`j2kL=N
N 1 ` e`j2k=N

Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

PDS example
Lecture 1

jck j

=
=
=

A2 1 ` e`j2kL=N 1 ` ej2kL=N

N 2 1 ` e`j2k=N
1 ` ej2k=N
2
`j2kL=N
A
2`e
` ej2kL=N

N2
2 ` e`j2k=N ` ej2k=N
` j2kL=2N
2
` e`j2kL=2N
A2 ` e

`
2
N2
` ej2k=2N ` e`j2k=2N
A2 sin2 (kL=N)

N2
sin2 (k=N)

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

PDS example
Lecture 1

L = 5, N = 10
5

N | ck |

4.5

Introduction

Periodic
signals

3.5

Power
Density
Spectra

3
2.5

Aperiodic
Signals

Energy
Density
Spectrum

1.5
1
0.5
0
1.5

0.5
0
0.5
Frequency (Cycles/Sampling interval)

1.5

PDS example
Lecture 1

L = 5, N = 40
5

N | ck |

4.5

Introduction

Periodic
signals

3.5

Power
Density
Spectra

3
2.5

Aperiodic
Signals

Energy
Density
Spectrum

1.5
1
0.5
0
1.5

0.5
0
0.5
Frequency (Cycles/Sampling interval)

1.5

Power Density Spectrum properties

Lecture 1

If a periodic sampled signal is real:

By denition, x (n) = x(n)
c`k = ck , and cN`k = ck
jc`k j = jck j, and jcN`k j = jck j
](c`k ) = `](ck ), and ](cN`k ) = `](ck )
<(c`k ) = <(ck ) and =(c`k ) = `=(ck )
<(cN`k ) = <(ck ) and =(cN`k ) = `=(ck )
So for the PDS: jck j2 = jc`k j2 = jcN`k j2 .

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Discrete-time Aperiodic Signals

Aperiodic signals have a continuous frequency
transform
Discrete-time (i.e. sampled) signals have a
periodic frequency transform
1
X
X(!) =
x(n)e`j!n
(4.2.23)
n=`1

This transform is also known as the

discrete-time Fourier transform (DTFT)
1
2
The period is fs = t
, or !s = t
The normalised frequency response is dened
by t = 1, giving rise to:
X(! + 2k) = X(!)
(4.2.24)

Lecture 1

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Discrete-time Fourier Transform

Example
Let the signal be an aperiodic rectangular pulse:
(
A ;0 n < L
x(n) =
0 ; n < 0 or n L
X(!) =

1
X

n=0

x(n)e`j!n

Power
Density
Spectra

Ae`j!n = A

e`j!L

1`
1 ` e`j!

e`j!L=2 ej!L=2 ` e`j!L=2

e`j!=2
ej!=2 ` e`j!=2
sin(!L=2)
= Ae`j!(L`1)=2
sin(!=2)

= A

Introduction
Periodic
signals

n=`1
L`1
X

Lecture 1

Aperiodic
Signals
Energy
Density
Spectrum

Discrete-time Fourier Transform

Example
Lecture 1

Magnitude

Introduction
Periodic
signals

0
-3

Power
Density
Spectra
-2

Aperiodic
Signals

Frequency (radians/sampling interval)

Phase

Energy
Density
Spectrum

-
-3

-2

Frequency (radians/sampling interval)

Discrete-time Aperiodic Signals

Lecture 1

The reverse transform is given by

Z
1
X(!)ej!n d!
x(n) =
2 `

Introduction

(4.2.27)

This may be computed over any full period of

X(!), thus may also be written as:
Z 2
1
x(n) =
X(!)ej!n d!
2 0

Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Energy Density Spectrum

Lecture 1

The energy density spectrum describes energy in a

signal in terms of its frequency response:
Ex =

1
X
n=`1

jx(n)j2 =

1
2

Periodic
signals

jX(!)j2 d!
`

(4.2.41)
The energy density spectrum is the integrand and
dened as:
Sxx (!) = jX(!)j2
For real valued signals,
Sxx (`!) = Sxx (!) = Sxx (2 ` !)

Introduction

Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Energy Density Spectrum Example

Lecture 1

Let x(n) be dened as:

(
x(n) =

Introduction

an
0

Periodic
signals

;n 0
;n < 0

Power
Density
Spectra
Aperiodic
Signals

where `1 < a < 1.

X(!) =

1
X
n=`1

x(n)e`jn! =

1
X
`
n=0

n
ae`j!

Energy
Density
Spectrum

Energy Density Spectrum Example

Lecture 1

X(!) =
) Sxx (!) =
=
=

1
1 ` ae`j!
1
1
`j!
1 ` ae
1 ` aej!
1
2
1 + a ` a (ej! + e`j! )
1
1 ` 2a cos(!) + a2

The resulting spectrum depends upon the

parameter a. For a = 0, which results in the input
being a single non-zero sample, the spectrum is
at.

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Energy Density Spectrum Example

Lecture 1

Introduction
Periodic
signals
Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum

Summary
Lecture 1

1 Introduction

Introduction
Periodic
signals

2 Periodic signals
3 Power Density Spectra
4 Aperiodic Signals
5 Energy Density Spectrum

Power
Density
Spectra
Aperiodic
Signals
Energy
Density
Spectrum