Module4 0

P
ing
i
cess Vetterl Signal Processing
ro in Digital
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t
Sign nd Mar
l
ta
Module 4: Fourier Analysis
Digi doni a 13
n
0
Pra
2
aolo
Module Overview:
Modules 4.2: The Discrete Fourier Transform (DFT)
Modules 4.3: DFT in practice
Modules 4.4:
Modules 4.5:
Modules 4.6:
Modules 4.7: Sinusoidal modulation and applications
Modules 4.8: The Short-Time Fourier Transform
Modules 4.1: Introduction to Fourier Analysis
Modules 4.9: The FFT: History and Examples advanced topics: DTFT as a formal basis
expansion Relationships between transforms
ing
i
cess Vetterl
ro (DTFT)
The Discrete-Time Fourieral P
Transformtin
Sign nd Mar
l
DTFT properties ta
Digi doni a 13
an 20
Relationships between transforms
lo Pr
Pao
ing
i
ro in Digital
al P
t
Sign nd Mar
l
ta
Digi doni a Module 4.1: Exploration via a change of basis
13
Pran 20
aolo
Overview:
4.1
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
Frequency analysis as a changetofl basis
a
Digi doni a 13
The Fourier basis
an 20
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The frequency domain
Overview:
4.1
ing
i
cess Vetterl
ro in
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t
Sign nd Mar
a
Digi doni a 13
The Fourier basis
an 20
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Pao
Overview:
4.1
ing
i
cess Vetterl
ro in
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t
Sign nd Mar
a
Digi doni a 13
The Fourier basis
an 20
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Pao
Oscillations are everywhere!
ing
i
cess Vetterl
ro in
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t
Sign nd Mar
l
ta
Digi doni a 13
an 20
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4.1
Oscillations are everywhere
4.1
sustainable dynamic systems exhibit oscillatory behavior

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intuitively: things that dont move in circles cant tin
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bombs
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Digi doni a 13
rockets
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human beings... Pao
4.1

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Sign nd Mar
bombs
tal
Digi doni a 13
rockets
an 20
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human beings... Pao
4.1

ing
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ss
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al P
Sign nd Mar
bombs
tal
Digi doni a 13
rockets
an 20
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human beings... Pao
4.1

ing
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ss
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Sign nd Mar
bombs
tal
Digi doni a 13
rockets
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human beings... Pao
4.1

ing
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ss
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al P
Sign nd Mar
bombs
tal
Digi doni a 13
rockets
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human beings... Pao
ing
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cess Vetterl
ro in
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t
Sign nd Mar
l
ta
Digi doni a 13
an 20
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4.1
x(t)
ing
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cess Vetterl
ro in
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t
Sign nd Mar
l
ta
Digi doni a 13
an 20
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ao
4.1
x(t)
ing
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cess Vetterl
ro in
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Sign nd Mar
l
ta
Digi doni a 13
an 20
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ao
4.1
x1 (t)
x2 (t)
You too can detect sinusoids!

the human body has two receptors for sinusoidal signals:
rods and cones (retina)
cochlea (inner ear)
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
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electromagnetic sinusoids
4.1
air pressure sinusoids

frequencies from 20Hz to 20KHz
frequencies from 430THz to 790THz

6
The intuition
4.1
g
P o in Vet
alat r artmultiple frequencies
we can build instruments that resonate
Sign one or
ital ni and M
(tuning fork vs piano)
Dig do
013
Pran
the frequency domain seems to be as 2
important as the time domain
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Pao
humans analyze complex signals (audio, images) essin ofterli sinusoidal components
c in terms their
The intuition
4.1
g
P o in Vet
Sign one or
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Dig do
013
Pran
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c in terms their
The intuition
4.1
g
P o in Vet
Sign one or
ital ni and M
Dig do
013
Pran
lo
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c in terms their
Fundamental question
can we decompose any signal into sinusoidal elements?

yes, and Fourier showed us how to idogit exactly!
sn
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ar
Sign
analysis
synthesis
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from time domain to frequency ndo

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2
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create signals with known frequency
nd the contribution ofo
Pa dierent
frequencies
4.1
discover hidden signal properties
content
t signals to specic frequency regions

sn
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te
Proc tin Vet
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Sign
analysis
synthesis
ital ni and M
Dig domain

Pra
2
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Pa dierent
frequencies
4.1
content

sn
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Proc tin Vet
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Sign
analysis
synthesis
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Dig domain

Pra
2
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Pa dierent
frequencies
4.1
content

sn
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Proc tin Vet
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Sign
analysis
synthesis
ital ni and M
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Pra
2
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Pa dierent
frequencies
4.1
content
The mathematical setup
4.1
lets start with nite-length signals (i.e. vectors in ssNng

Ci )
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roce in Vette
P
t
Fourier analysis is a simple change ofgnal
basis
Si
Mar
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ta
a change of basis is a change of perspective 3
Digi doni an 1
Pran 20
a change of perspective olo reveal things (if the basis is good)
can
Pa
4.1

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t
basis
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Pran 20
can
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4.1

Ci )
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P
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basis
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Digi doni an 1
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can
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4.1

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basis
Si
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Digi doni an 1
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can
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Mystery signal
ing
i
cess Vetterl
ro in
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Sign nd Mar
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ta
Digi doni a 13
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2
0
4.1
170
340
510
680
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Mystery signal in the Fourier basis
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Sign nd Mar
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Digi doni a 13
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400
200
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4.1
170
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11
The Fourier Basis for CN
ng
l Pro t Ve
gna n, k Mar1,in. . , N 1
j
Si
wk [n] = etalnk ,
d = 0, .
igi
D
ni an 13
do 2 basis
N
is ran
P an orthogonal 0 in C .
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Claim: the set of N signalsiin CN terli

cess
t
2
N
4.1
12
In vector notation:
ing
i
cess Vetterl
{w }k=0,1,...,N1
ro in
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Sign with Mar
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d
ta
Digi doni an 13
j
an (k) =20 nk
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o
(k)
Pa
4.1
2
N
is an orthogonal basis in CN
13
Recall the complex exponential generating machine...

Im
ing
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cess Vetterl
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Sign nd Mar
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Re
ta
w [0]
Digi doni a 13
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1
4.1
14

Im
ing
i
cess wV[1]tterl
ro in e
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Re
ta
Digi doni a 13
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1
2/N
4.1
14

Im
w1 [2]
ing
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cess Vetterl
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Sign nd Mar
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Re
ta
Digi doni a 13
an 20
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2/N
4.1
14

Im
w1 [3]
ing
i
cess Vetterl
ro in
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Sign nd Mar
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Re
ta
Digi doni a 13
an 20
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2/N
4.1
14

Im
w1 [4]
ing
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cess Vetterl
ro in
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Sign nd Mar
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Re
ta
Digi doni a 13
an 20
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2/N
4.1
14

Im
ing
i
cess Vetterl
ro in
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Sign nd Mar
l
Re
ta
Digi doni a 13
an 20
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w1 [5]
2/N
4.1
14
Basis vector w(0) C64
Re
ing
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cess Vetterl
ro in
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Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
15
Re
ing
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cess Vetterl
ro in
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Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
16
Re
ing
i
cess Vetterl
ro in
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Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
17
Re
ing
i
cess Vetterl
ro in
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t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
18
Re
ing
i
cess Vetterl
ro in
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t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
19
Re
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
20
Re
ing
i
cess Vetterl
ro in
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t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
21
Re
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
22
Re
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
23
Re
ing
i
cess Vetterl
ro in
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t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
24
Re
ing
i
cess Vetterl
ro in
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t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
25
Re
ing
i
cess Vetterl
ro in
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t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
26
Re
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
27
Re
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
28
Re
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
lo Pr
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Im
1
0
4.1
32
64
29
Re
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
lo Pr
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Im
1
0
4.1
32
64
30
Re
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
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Im
1
0
4.1
32
64
31
Proof of orthogonality
N1
(k)
ing
i
cess Vetterl
n=0
ro in
al P
t
N1ign
S j (hk)n ar
M
l
d
ita e
Dig= doni an 13
n=0
an
20
lo Pr
o
,w
(h)
(e j
2
nk
N
) e j
2
nh
N
2
N
Pa
4.1
for h = k
N
1 e j2(hk)
= 0 otherwise
2
1 e j N (hk)
32
N1
(k)
ing
i
cess Vetterl
n=0
ro in
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t
N1ign
S j (hk)n ar
M
l
d
ita e
Dig= doni an 13
n=0
an
20
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o
,w
(h)
(e j
2
nk
N
) e j
2
nh
N
2
N
Pa
4.1
for h = k
N
1 e j2(hk)
= 0 otherwise
2
1 e j N (hk)
32
N1
(k)
ing
i
cess Vetterl
n=0
ro in
al P
t
N1ign
S j (hk)n ar
M
l
d
ita e
Dig= doni an 13
n=0
an
20
lo Pr
o
,w
(h)
(e j
2
nk
N
) e j
2
nh
N
2
N
Pa
4.1
for h = k
N
1 e j2(hk)
= 0 otherwise
2
1 e j N (hk)
32
N1
(k)
ing
i
cess Vetterl
n=0
ro in
al P
t
N1ign
S j (hk)n ar
M
l
d
ita e
Dig= doni an 13
n=0
an
20
lo Pr
o
,w
(h)
(e j
2
nk
N
) e j
2
nh
N
2
N
Pa
4.1
for h = k
N
1 e j2(hk)
= 0 otherwise
2
1 e j N (hk)
32
Remarks
4.1
ing
i
cess Vetterl
ro in
N
N orthogonal vectors basis for C al P
n
rt
l Sig nd Ma would be 1/N
vectors are not orthonormal.igita
D Normalization factor
ni a
ndo 2013
Pra
aolo
P
33
Remarks
4.1
ing
i
cess Vetterl
ro in
N
N orthogonal vectors basis for C al P
n
rt
l Sig nd Ma would be 1/N
vectors are not orthonormal.igita
D Normalization factor
ni a
ndo 2013
Pra
aolo
P
33
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4.1

P
ing
i
ro in Digital
al P
t
Sign nd Mar
l
ta
Digi doni a Module 4.2: The Discrete Fourier Transform
13
Pran 20
aolo
Overview:
4.2
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
DFT examples
l
ta
Digi doni a 13
interpreting a DFT plot
an 20
lo Pr
Pao
The Discrete Fourier Transform
34
Overview:
4.2
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
DFT examples
l
ta
Digi doni a 13
an 20
lo Pr
Pao
34
Overview:
4.2
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
DFT examples
l
ta
Digi doni a 13
an 20
lo Pr
Pao
34
4.2
ing
i
cess Vetterl
j
ro 0, 1,n. . , N 1
P
in signal notation: wk [n] = e
, aln, k = ti .
Sign nd(k) ar j nk
al with M
in vector notation: {w(k) }Digit
k=0,1,...,N1ni a wn = e
do
13
Pran 20
lo
Pao
2
nk
N
2
N
35
4.2
ing
i
cess Vetterl
j
ro 0, 1,n. . , N 1
P
in signal notation: wk [n] = e
, aln, k = ti .
Sign nd(k) ar j nk
al with M
in vector notation: {w(k) }Digit
k=0,1,...,N1ni a wn = e
do
13
Pran 20
lo
Pao
2
nk
N
2
N
35
4.2
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
vectors are not orthonormal. Normalization factor would be 1/ N
l
ta
Digi doni a 13
will keep normalization factor ran
explicit in DFT formulas
0
2
lo P
Pao
N orthogonal vectors basis for CN
36
Basis expansion
Analysis formula:
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
Synthesis formula:
an 20
lo Pr
o
Xk = w(k) , x
Pa
4.2
1
x=
N
N1
Xk w(k)
k=0
37
Change of basis in matrix form

2
Dene WN = e j N
(or simply W when N is evident from the context)
g
i
ssin
ceW[n, Vetterlnm :
Change of basis matrix W ro
with
m] = WN
al P
tin
Sign nd Mar
l
ta
D1igi do1 i a 131

n
1
1
n 2 20 3 . . .
1
1 lW Pra W
W
. . . W N1
ao o 2
W
W4
W6
. . . W 2(N1)
W = P
1
4.2
...
W N1
W 2(N1)
W 3(N1)
...
2
W (N1)
38

2
Dene WN = e j N
(or simply W when N is evident from the context)
g
i
ssin
ceW[n, Vetterlnm :
Change of basis matrix W ro
with
m] = WN
al P
tin
Sign nd Mar
l
ta
D1igi do1 i a 131

n
1
1
n 2 20 3 . . .
1
1 lW Pra W
W
. . . W N1
ao o 2
W
W4
W6
. . . W 2(N1)
W = P
1
4.2
...
W N1
W 2(N1)
W 3(N1)
...
2
W (N1)
38

Analysis formula:
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
Synthesis formula:
an 20
lo Pr
o
X = Wx
Pa
x=
4.2
1 H
W X
N
39
Basis expansion (signal notation)

Analysis formula:
N1
x[n] e j
X [k] =
2
nk
N
k = 0, 1, . . . , N 1
g
rli
ssin
roce in Vette
al P
t
N-point signalignthe frequency domain
S in nd Mar
l
ta
Digi doni a 13
an 20
lo Pr Synthesis formula:
ao
n=0
1
x[n] =
N
N1
X [k] e j
k=0
2
nk
N
n = 0, 1, . . . , N 1
N-point signal in the time domain

4.2
40
Basis expansion (signal notation)

Analysis formula:
N1
x[n] e j
X [k] =
2
nk
N
k = 0, 1, . . . , N 1
g
rli
ssin
roce in Vette
al P
t
N-point signalignthe frequency domain
S in nd Mar
l
ta
Digi doni a 13
an 20
lo Pr Synthesis formula:
ao
n=0
1
x[n] =
N
N1
X [k] e j
k=0
2
nk
N
n = 0, 1, . . . , N 1
N-point signal in the time domain

4.2
40
DFT is obviously linear
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar + DFT {y [n]}
DFT { x[n] + y [n]} = DFT {x[n]}
l
ta
Digi doni a 13
an 20
lo Pr
Pao
4.2
41
DFT of x[n] = [n],
x[n] CN
N1
[n] e j
X [k] =
2
nk
N
ing
i
cess Vetterl
= 1 l Pro
na
rtin
l Sig nd Ma
ta
Digi doni a 13 1
an 20
lo Pr
o
n=0
Pa
0
0
0
4.2
15
15
42
DFT of x[n] = 1,
x[n] CN
N1
e j N nk
X [k] =
ing
i
cess Vetterl
r
= N[k]o
al P
tin
Sign nd Mar
l
ta
Digi doni a 1316
an 20
lo Pr
o
n=0
Pa
0
0
0
4.2
15
15
43
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
2
n
16
x[n] = 3 cos
sing
2 ces
tter
= 3 cosal Pro n tin Ve
4
Sign 64 ar
tal i d M
Digi =d3 ne jan +3 j
4n
o
e
ran 2 201
P
aolo
3
2
64
4.2
li
2
4n
64
e j 64 4n + e j 64 60n
2
3
= (w4 [n] + w60 [n])
2
=
44
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
2
n
16
x[n] = 3 cos
sing
2 ces
tter
4
Sign 64 ar
tal i d M
4n
o
e
ran 2 201
P
aolo
3
2
64
4.2
li
2
4n
64
e j 64 4n + e j 64 60n
2
3
= (w4 [n] + w60 [n])
2
=
44
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
2
n
16
x[n] = 3 cos
sing
2 ces
tter
4
Sign 64 ar
tal i d M
4n
o
e
ran 2 201
P
aolo
3
2
64
4.2
li
2
4n
64
e j 64 4n + e j 64 60n
2
3
= (w4 [n] + w60 [n])
2
=
44
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
2
n
16
x[n] = 3 cos
sing
2 ces
tter
4
Sign 64 ar
tal i d M
4n
o
e
ran 2 201
P
aolo
3
2
64
4.2
li
2
4n
64
e j 64 4n + e j 64 60n
2
3
= (w4 [n] + w60 [n])
2
=
44
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
2
n
16
x[n] = 3 cos
sing
2 ces
tter
4
Sign 64 ar
tal i d M
4n
o
e
ran 2 201
P
aolo
3
2
64
4.2
li
2
4n
64
e j 64 4n + e j 64 60n
2
3
= (w4 [n] + w60 [n])
2
=
44
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
ing
i
cess Vetterl
ro in
3
= wk [n], g(w4 l P + war[n])
na[n] 60 t
l Si2 nd M
ta
3
3
Digi wkdoni4a + 3 wk [n], w60 [n]
= an [n], w [n] 01
2 2
2r
olo P
X [k] = wk [n], x[n]
Pa
4.2
96 for k = 4, 60
0 otherwise
45
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
ing
i
cess Vetterl
ro in
3
= wk [n], g(w4 l P + war[n])
na[n] 60 t
l Si2 nd M
ta
3
3
= an [n], w [n] 01
2 2
2r
olo P
X [k] = wk [n], x[n]
Pa
4.2
96 for k = 4, 60
0 otherwise
45
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
ing
i
cess Vetterl
ro in
3
= wk [n], g(w4 l P + war[n])
na[n] 60 t
l Si2 nd M
ta
3
3
= an [n], w [n] 01
2 2
2r
olo P
X [k] = wk [n], x[n]
Pa
4.2
96 for k = 4, 60
0 otherwise
45
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
ing
i
cess Vetterl
ro in
3
= wk [n], g(w4 l P + war[n])
na[n] 60 t
l Si2 nd M
ta
3
3
= an [n], w [n] 01
2 2
2r
olo P
X [k] = wk [n], x[n]
Pa
4.2
96 for k = 4, 60
0 otherwise
45
DFT of x[n] = 3 cos(2/16 n),
x[n] C64
Re
100
ing
i
cess Vetterl 64
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
0
0
32
100
Im
100
0
0
32
64
100
4.2
46
x[n] C64
DFT of x[n] = 3 cos(2/16 n + /3),
n+
16
3
ing
i
cess Vetterl
ro in
a
2 l P t
= 3 cos ign 4 n + ar
S 64 nd M3
l
ta
Digi doni a 13
3
an j 4n e j20 j 4n e j
=
lo Pr 2 e + e
ao
x[n] = 3 cos
4.2
2
64
2
64
3
= (e j 3 w4 [n] + e j 3 w60 [n])
2
47
x[n] C64
DFT of x[n] = 3 cos(2/16 n + /3),
n+
16
3
ing
i
cess Vetterl
ro in
a
2 l P t
S 64 nd M3
l
ta
Digi doni a 13
3
=
lo Pr 2 e + e
ao
x[n] = 3 cos
4.2
2
64
2
64
3
= (e j 3 w4 [n] + e j 3 w60 [n])
2
47
x[n] C64
DFT of x[n] = 3 cos(2/16 n + /3),
n+
16
3
ing
i
cess Vetterl
ro in
a
2 l P t
S 64 nd M3
l
ta
Digi doni a 13
3
=
lo Pr 2 e + e
ao
x[n] = 3 cos
4.2
2
64
2
64
3
= (e j 3 w4 [n] + e j 3 w60 [n])
2
47
x[n] C64
DFT of x[n] = 3 cos(2/16 n + /3),
n+
16
3
ing
i
cess Vetterl
ro in
a
2 l P t
S 64 nd M3
l
ta
Digi doni a 13
3
=
lo Pr 2 e + e
ao
x[n] = 3 cos
4.2
2
64
2
64
3
= (e j 3 w4 [n] + e j 3 w60 [n])
2
47
x[n] C64
DFT of x[n] = 3 cos(2/16 n + /3),
ing
i
cess Vetterl
X [k] = wk [n], x[n]
ro in
lP
t
a
Sign j nd Mar = 4
l 96e
for k
ta i
Digi =do96ea 1for k = 60
n j 3
an
20
lo Pr 0
o
otherwise
Pa
4.2
48
DFT of x[n] = 3 cos(2/16 n + /3),
x[n] C64
Re
100
ing
i
cess Vetterl 64
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
0
0
32
100
Im
100
0
0
32
64
100
4.2
49
DFT of x[n] = 3 cos(2/16 n + /3),
x[n] C64
|X [k]|
100
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
lo Pr
ao
X [k]
0
0
32
64
4.2
50
DFT of x[n] = 3 cos(2/10 n),
x[n] C64
ing
i
cess Vetterl
ro in
P 2 t
2 ignal
S 6 < 2d<Mar7
tal
10
64
Digi 64 oni an 13
d
an 20
lo Pr
o
Pa
4.2
51
DFT of x[n] = 3 cos(2/10 n),
x[n] C64
|X [k]|
100
50
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
lo Pr
ao
X [k]
0
4.2
32
64
52
DFT of length-M step in CN
M1
x[n] =
n = 0, 1, . .g, N 1
.
[n h],
rli
ssin
roce in Vette
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
h=0
P
0
0
4.2
32
64
53
N1
x[n]e j
X [k] =
2
nk
N
M1
e j
2
nk
N
n=0ng
i
i
cess Vetterl
j kMPro
1 e nal
rtin
=
i j
lSeg knd Ma
a
t1
Digi doni a 13
an
e 0
P e j kM j 2kM e j kM
lo =r
o
n=0
2
N
2
N
Pa
e j N k e j N k e j N k
4.2
sin N Mk j (M1)k
e N
sin N k
54
N1
x[n]e j
X [k] =
2
nk
N
M1
e j
2
nk
N
n=0ng
i
i
cess Vetterl
j kMPro
1 e nal
rtin
=
i j
lSeg knd Ma
a
t1
Digi doni a 13
an
e 0
lo =r
o
n=0
2
N
2
N
Pa
4.2
sin N Mk j (M1)k
e N
sin N k
54
N1
x[n]e j
X [k] =
2
nk
N
M1
e j
2
nk
N
n=0ng
i
i
cess Vetterl
j kMPro
1 e nal
rtin
=
i j
lSeg knd Ma
a
t1
Digi doni a 13
an
e 0
lo =r
o
n=0
2
N
2
N
Pa
4.2
sin N Mk j (M1)k
e N
sin N k
54
N1
x[n]e j
X [k] =
2
nk
N
M1
e j
2
nk
N
n=0ng
i
i
cess Vetterl
j kMPro
1 e nal
rtin
=
i j
lSeg knd Ma
a
t1
Digi doni a 13
an
e 0
lo =r
o
n=0
2
N
2
N
Pa
4.2
sin N Mk j (M1)k
e N
sin N k
54
X [k] =
4.2
sin N Mk j (M1)k
g
i
e eN sin
c s Vetterl
sin N kPro
nal
rtin
S sum
ltheig nd Ma
ta
X [0] = M, from the denition iof
Dig doni a 13
n
X [k] = 0 if Mk/N integer o Pa < N) 20
l (0 r k
Pao
X [k] linear in k (except at sign changes for the real part)
55
X [k] =
4.2
sin N Mk j (M1)k
g
i
e eN sin
c s Vetterl
sin N kPro
nal
rtin
S sum
ltheig nd Ma
ta
Dig doni a 13
n
l (0 r k
Pao
55
X [k] =
4.2
sin N Mk j (M1)k
g
i
e eN sin
c s Vetterl
sin N kPro
nal
rtin
S sum
ltheig nd Ma
ta
Dig doni a 13
n
l (0 r k
Pao
55
|X [k]|
DFT of length-4 step in C64
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
lo Pr
ao
X [k]
2
3
4
0
4.2
32
64
56
Wrapping the phase
sing
nV
al P
most numerical packages return wrapped phase arti
Sign nd M
l
gita multiples
Diadding oni a of32
phase can be unwrapped by
d
1
Pran 20
lo
Pao
Often the phase is displayed wrapped over the [,es interval.er

ett
roc ]
4.2
li
57
|X [k]|
DFT of length-4 step in C64 (phase wrapped)
ing
i
cess Vetterl
ro in
al P
t
Sign 32d Mar
l
64
ta
Digi doni an 13
an 20
lo Pr
ao
X [k]
0
4.2
32
64
58
Interpreting a DFT plot
|X [k]|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
N/2
N 1
frequencies < (counterclockwise)
4.2
59
|X [k]|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
N/2
N 1
frequencies > (clockwise)
4.2
59
|X [k]|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
low frequencies (slow)
4.2
N/2
N 1
59
|X [k]|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
N 1
N/2
high frequencies (fast)

4.2
59
|X [k]|
x[n] = 1 (slowest signal)

66
55
44
33
22
11
0
0
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
32
64
only lowest frequency
4.2
60
|X [k]|
x[n] = cos n = (1)n (fastest signal)

66
55
44
33
22
11
0
0
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
32
64
only highest frequency
4.2
61
Energy distribution
Recall Parseval (Module 3.3): x
|k |2
ing
i
cess Vetterl
ro in 2
P |Xt
a1
|x[n]|2n= l
Sig ndk=0ar [k]|
N M
n=0al
t
Digi doni a 13
an 20
lo Pr
ao
N1
N1
square magnitude of k-th DFT coecient

proportional to signals energy at frequency = (2/N)k
4.2
62
Energy distribution
|k |2
ing
i
cess Vetterl
ro in 2
P |Xt
a1
|x[n]|2n= l
Sig ndk=0ar [k]|
N M
n=0al
t
Digi doni a 13
an 20
lo Pr
ao
N1
N1

4.2
62
Energy distribution
|k |2
ing
i
cess Vetterl
ro in 2
P |Xt
a1
|x[n]|2n= l
Sig ndk=0ar [k]|
N M
n=0al
t
Digi doni a 13
an 20
lo Pr
ao
N1
N1

4.2
62
|X [k]|
x[n] = 3 cos(2/16 n) (sinusoid)

96
80
64
48
32
16
0
0
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
32
64
energy concentrated on single frequency

(counterclockwise and clockwise combine to give real signal)
4.2
63
x[n] = u[n] u[n 4] (step)
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
5
|X [k]|
4
3
2
1
0
0
32
64
energy mostly in low frequencies
4.2
64
DFT of real signals

For real signals the DFT is symmetric in magnitude:
|X [k]| = |X [N k]| for k = 1, 2, . . . , N/2
g
rli
ssin
roce in Vette
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
N = 5, odd length
4.2
N = 6, even length
65
DFT of real signals

For real signals, magnitude plots need only N/2 + 1 points
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
N = 5, odd length
4.2
N = 6, even length
66
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4.2

P
ing
i
ro in Digital
al P
t
Sign nd Mar
l
ta
Module 4.3: DFT in practice
Digi doni a 13
n
0
Pra
2
aolo
Overview:
4.3
ing
i
cess Vetterl
ro in
al P
t
Labeling the DFT axes
Sign nd Mar
l
ta
DFT synthesis
Digi doni a 13
an 20
o Pr
Inherent periodicities and lDFS
Pao
DFT analysis examples
67
Mystery signal revisited
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
2
0
4.3
170
340
510
680
850
1020
68
Re
500
ing
i
cess Vetterl
ro in
al P
t
Sign 512d Mar 768
256 l
1024
ta
Digi doni an 13
an 20
lo Pr
ao
Im
0
580
464
348
232
116
0
0
4.3
256
512
768
1024
69

500
Re
k = 64
ing
i
cess Vetterl
ro in
al P
t
Sign 512d Mar 768
256 l
1024
ta
Digi doni an 13
an 20
lo Pr
ao
Im
0
580
464
348
232
116
0
0
4.3
k = 960
256
512
768
1024
69
g
rli
c
ro in Vette
al P
t
Sign nd Mar
l
ta
a
Digi doni with 13
n
a
20
=
lo Pr 0
ao
+ [n]
x[n] = cos(n + )essin
4.3
2
64
1024
70
g
rli
c
ro in Vette
al P
t
Sign nd Mar
l
ta
a
Digi doni with 13
n
a
20
=
lo Pr 0
ao
+ [n]
x[n] = cos(n + )essin
4.3
2
64
1024
70
Mystery signal unveiled
ing
i
cess Vetterl
ro in
al P
t
Sign 512d Mar 768
256 l
1024
ta
Digi doni an 13
an 20
lo Pr
ao
P
0
0
4.3
256
512
768
1024
71
Solar spots
4.3
ing
i
cess Vetterl
ro spots
sunspot number: s = 10 # of clustersal # of tin
+P
Sign nd Mar
l
data set from 1749 to 2003,igita months
D 2904 doni a 13
an 20
lo Pr
Pao
72
Solar spots
4.3
ing
i
cess Vetterl
ro spots
sunspot number: s = 10 # of clustersal # of tin
+P
Sign nd Mar
l
data set from 1749 to 2003,igita months
D 2904 doni a 13
an 20
lo Pr
Pao
72
Solar spots
200
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
100
P
0
1736
4.3
1778
1820
1862
1904
1946
1988
73
Solar spots
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
4.3
10
20
30
40
50
60
70
80
90
100
74
Solar spots
ing
i
cess Vetterl
ro in
al P
t
main peak at k = 22 ar
Sign nd M
l
ta
Digi doni a 13
an 20
lo Pr
o
Pa
0
4.3
10
20
30
40
50
60
70
80
90
100
74
Solar spots
4.3
ing
i
cess Vetterl
ro in
al P
t
22 cycles over 2904 months
Sign nd Mar
l
ta
Digi doni a 13
2904
frequency:
11 years ran
0
22
2
lo P
Pao
DFT main peak for k = 22
75
Solar spots
4.3
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
2904
frequency:
11 years ran
0
22
2
lo P
Pao
75
Solar spots
4.3
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
2904
frequency:
11 years ran
0
22
2
lo P
Pao
75
Daily temperature (2920 days)
30
25
20
15
10
5
0
5
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
4.3
500
1000
1500
days
2000
2500
3000
76
Daily temperature: DFT
12
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
0
0
500
rst few hundred DFT coecients

(in magnitude and normalized by the length of the temperature vector)
4.3
77

avg temp 12.3 C
12
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
0
0
500

4.3
77

avg temp 12.3 C
12
ing
i
cess Vetterl
ro in
P
peak at k = 8 nal
t
Sig nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
0
0
500

4.3
77
Daily temperature
4.3
average value (0-th DFT coecient): 12.3 C
ing
i
cess Vetterl
DFT main peak for k = 8, value
ro in
al P
t
Sign nd Mar
l
8 cycles over 2920 days
ta
Digi doni a 13
2920
n
0
frequency:
= 365 daysPra
2
lo
8
Pao
6.4 C
temperature excursion: 12.3 C 12.8 C
78
Labeling the frequency axis
If we know the clock of the system Ts (see Module 2.2)
4.3
ing
i
cess Vetterl
o
rfull revolution
sinusoid at = needs two samples to al P
n do a
rtin
l Sig nd Ma
ta
time between samples: Ts Digi s seconds
= 1/F oni a
d
013
Pran 2Ts seconds
2
real-world period for fastest sinusoid:
lo
Pao
fastest (positive) frequency is =
real-world frequency for fastest sinusoid: Fs /2 Hz
79
4.3
ing
i
cess Vetterl
o
rfull revolution
n do a
rtin
l Sig nd Ma
ta
= 1/F oni a
d
013
Pran 2Ts seconds
2
lo
Pao
79
4.3
ing
i
cess Vetterl
o
rfull revolution
n do a
rtin
l Sig nd Ma
ta
= 1/F oni a
d
013
Pran 2Ts seconds
2
lo
Pao
79
4.3
ing
i
cess Vetterl
o
rfull revolution
n do a
rtin
l Sig nd Ma
ta
= 1/F oni a
d
013
Pran 2Ts seconds
2
lo
Pao
79
4.3
ing
i
cess Vetterl
o
rfull revolution
n do a
rtin
l Sig nd Ma
ta
= 1/F oni a
d
013
Pran 2Ts seconds
2
lo
Pao
79
Example: train whistle
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
Play
4.3
80

32768 samples (the clock of the system Fs = 8000Hz)
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
4.3
16384
81

32768 samples (the clock of the system Fs = 8000Hz)
ing
i
cess Vetterl
ro in
al P
t
k = 2020
Sign nd Mar
l
a
igita
k D 3020 doni
=
n
013
Pra
2
lo
Pao
k = 2400
4.3
16384
81

the clock of the system Fs = 8000Hz
ing
i
cess Vetterl
ro in
al P
t
494Hz
Sign nd Mar
l
ta
Digi doni a 13
739Hz
an 20
lo Pr
Pao
559Hz
4.3
4KHz
82
if we look up the frequencies:
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
B minor chord
4.3
83
Synthesis: the sinusoidal generator

2
wk [n] = e j( N kn+k )
Im
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar w [0]
l
ta
Re
Digi doni a 13
ran 20
P
aolo
k
4.3
84

2
Im
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Re
Digi doni a 13
ran 20
P
aolo
wk [1]
2 k
N
4.3
84

2
Im
wk [2]
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Re
Digi doni a 13
ran 20
P
aolo
2 k
N
4.3
84

2
Im
ing
i
cess Vetterl
ro in
al P
t
w [3]
Sign nd Mar
l
ta
Re
Digi doni a 13
ran 20
P
aolo
k
2 k
N
4.3
84

2
Im
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Re
Digi doni a 13
ran 20
P
aolo
2 k
N
4.3
wk [4]
84
ing
i
cess Vetterl
ro in
P
Sigknal Mart j( kn+ )
Ak
Ak e
k
ital ni and
Dig do
13
Pran 20
lo
Pao
2
N
4.3
85
DFT synthesis formula
A0
0
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar +
l2
ta
x[n]
Digi doni a 13
n
0
. . a
2
lo. Pr
ao
A1
1
A2
2
AN2
N2
N2
AN1
N1
4.3
N1
86
Initializing the machine
ing
i
cess Vetterl
ro in
Ak =al P
|X [k]|/N t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr k = X [k]
o
Pa
4.3
87
Example
x = [1 2 3 4 3 2 1]T
5
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4
3
2
1
0
0
4.3
88
Example
Ak
4
5
6
0.0919
0.0440
0.7213
1.7952
-0.8976
2.6928
ing
i
cess Vetterl
ro in
lP
0 2.2857 0.0000
igna Mart
S0.7213nd -2.6928
tal
1
Digi 2 doni a 13
0.0440 0.8976
Pra3n 0.091920-1.7952
aolo
4.3
89
Example
k=0
Ak e
j( 2 kn+k )
N
Ak e j( N kn+k )
Re
2
1
0
1
2
Im
2
1
0
1
2
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
Pran 20
1
4 olo
Pa
3
2
1
0
4.3
1
90
Example
k=1
Re
1
Ak e j( N kn+k )
Ak e j( N kn+k )
Im
1
ing
i
cess Ve0 terl
ro in t
al P
t
Sign nd Mar
l
1
1
ta
Digi doni a 13
Pran 20
1
4 olo
Pa
0
3
2
1
0
4.3
1
90
Example
k=2
Re
1
Ak e j( N kn+k )
Ak e j( N kn+k )
Im
1
ing
i
cess Ve0 terl
ro in t
al P
t
Sign nd Mar
l
1
1
ta
Digi doni a 13
Pran 20
1
4 olo
Pa
0
3
2
1
0
4.3
1
90
Example
k=3
Re
1
Ak e j( N kn+k )
Ak e j( N kn+k )
Im
1
ing
i
cess Ve0 terl
ro in t
al P
t
Sign nd Mar
l
1
1
ta
Digi doni a 13
Pran 20
1
4 olo
Pa
0
3
2
1
0
4.3
1
90
Example
k=4
Re
1
Ak e j( N kn+k )
Ak e j( N kn+k )
Im
1
ing
i
cess Ve0 terl
ro in t
al P
t
Sign nd Mar
l
1
1
ta
Digi doni a 13
Pran 20
1
4 olo
Pa
0
3
2
1
0
4.3
1
90
Example
k=5
Re
1
Ak e j( N kn+k )
Ak e j( N kn+k )
Im
1
ing
i
cess Ve0 terl
ro in t
al P
t
Sign nd Mar
l
1
1
ta
Digi doni a 13
Pran 20
1
4 olo
Pa
0
3
2
1
0
4.3
1
90
Example
k=6
Re
1
Ak e j( N kn+k )
Ak e j( N kn+k )
Im
1
ing
i
cess Ve0 terl
ro in t
al P
t
Sign nd Mar
l
1
1
ta
Digi doni a 13
Pran 20
1
4 olo
Pa
0
3
2
1
0
4.3
1
90
The machine before DSP
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
tide-predicting machine (originally invented by Lord Kelvin)

4.3
91
Running the machine too long...
ing
i
cess Vetterl
ro in
nal P x[n] t
Sig+ N] d Mar
=
tal x[n
Digi doni an 13
output signal 20
an is N-periodic!
lo Pr
o
Pa
4.3
92
Inherent periodicities in the DFT

the synthesis formula:
1
x[n] =
N
N1
X [k] e j
2
nk
N
n = 0, g . . . , N 1
1,
rli
ssin
roce in Vette
l P in the
t
produces an N-point a
Sign signalMar time domain
l
d
ta
Digi doni an 13
an 20
lo Pr the analysis formula:
Pao
k=0
N1
x[n] e j
X [k] =
n=0
2
nk
N
k = 0, 1, . . . , N 1
produces N-point signal in the frequency domain

4.3
93

1
x[n] =
N
N1
X [k] e j
2
nk
N
n
gZ
ssin tterli
oce n Ve
al Pr in rthe time domain
produces an N-periodic signal a ti
Sign
ital ni and M
Dig do
13
n
Prathe analysis 0
2 formula:
lo
Pao
N1
x[n] e j
X [k] =
n=0
k=0
2
nk
N
k = 0, 1, . . . , N 1
produces N-point signal in the frequency domain

4.3
93

1
x[n] =
N
N1
X [k] e j
2
nk
N
n
gZ
ssin tterli
oce n Ve
al Pr in rthe time domain
produces an N-periodic signal a ti
Sign
ital ni and M
Dig do
13
n
Prathe analysis 0
2 formula:
lo
Pao
,
k=0
N1
x[n] e j
X [k] =
n=0
2
nk
N
k Z
produces N-periodic signal in the frequency domain

4.3
93
Discrete Fourier Series (DFS)
ing
i
cess Vetterl
ro in
lP
t
igna N-periodic
Sonto and Mar sequence of Fourier coecients
l
the DFS maps an N-periodic signal
ta
Digi doni an 13
the inverse DFS maps an N-periodic sequence of Fourier coecients a set onto an
an 20
lo Pr
N-periodic signal
Pao
DFS = DFT with periodicity explicit
4.3
the DFS of an N-periodic signal is mathematically equivalent to the DFT of one period
94
Finite-length time shifts revisited
The DFS helps us understand how to dene time shifts for nite-length signals.
ing
i
cess Vetterl
ro in
For an N- periodic sequence x [n]:
lP
t
g a
SiN n nd Mar
x [n M] is well-dened for all M l
ta
Digi doni a 13
0
a (easy derivation)
DFS { [n M]} = e j Mk X [k] n
x
2
lo Pr
Pao
2
N
IDFS
4.3
X [k] = x [n M]
95
ing
i
cess Vetterl
ro in
lP
t
g a
SiN n nd Mar
ta
Digi doni a 13
0
a (easy derivation)
x
2
lo Pr
Pao
2
N
IDFS
4.3
X [k] = x [n M]
95
ing
i
cess Vetterl
ro in
lP
t
g a
SiN n nd Mar
ta
Digi doni a 13
0
a (easy derivation)
x
2
lo Pr
Pao
2
N
IDFS
4.3
X [k] = x [n M]
95
ing
i
cess Vetterl
ro in
lP
t
g a
SiN n nd Mar
ta
Digi doni a 13
0
a (easy derivation)
x
2
lo Pr
Pao
j Mk
2
N
IDFS e
4.3
2
N
X [k] = x [n M]
95
ing
i
cess Vetterl
ro in
lP
t
x [n M] is well-dened for all M igna
S N nd Mar
l
g ta
Di i (easy i a 13
DFS {[n M]} = e j Mk X [k] ndon derivation)
x
0
a
2
lo Pr
o
Pa
IDFS e j Mk X [k] = x [n M]
2
N
2
N
delay factor
4.3
95
For an N-point signal x[n] :
4.3
ing
i
cess Vetterl
ro in
lP
build x [n] = x[n mod N] X [k]S= Xa
ign [k] d Mart

tal i n
Digi e jonMka [k]13 x [n M] = x[(n M)
j Mk
IDFT e
X [k] = IDFS nd
X 0 =
Pra
2
lo
Pao
x[n M] is not well-dened
2
N
2
N
mod N]
shifts for nite-length signals are naturally circular (see Module 2.1)
96
4.3
ing
i
cess Vetterl
ro in
lP
ign [k] d Mart

tal i n
j Mk
IDFT e
X [k] = IDFS nd
X 0 =
Pra
2
lo
Pao
2
N
2
N
mod N]
96
4.3
ing
i
cess Vetterl
ro in
lP
ign [k] d Mart

tal i n
j Mk
IDFT e
X [k] = IDFS nd
X 0 =
Pra
2
lo
Pao
2
N
2
N
mod N]
96
4.3
ing
i
cess Vetterl
ro in
lP
ign [k] d Mart

tal i n
j Mk
IDFT e
X [k] = IDFS nd
X 0 =
Pra
2
lo
Pao
2
N
2
N
mod N]
96
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4.3

P
ing
i
ro in Digital
al P
t
Sign nd Mar
l
ta
Module
Digi doni a 13 4.4: To each its own: DFT, DFS, DTFT
n
0
a
2
lo Pr
ao
Overview:
4.4
ing
i
cess Vetterl
ro in
Karplus-Strong revisited Part I: the DFSal P
n
rt
l Sig nd Ma
t
Karplus-Strong revisited PartgII: a DTFT
Di i the oni a 13
d
Pran 20
lo
Pao
97
Periodic sequences: a bridge to innite-length signals
4.4
ing
i
cess Vetterl
ro in
N-periodic sequence: N degrees of freedomP
nal
rt
l Sig nd Ma
t
DFS: only N Fourier coecientsacapturea the information
Digi doni all 13
an 20
lo Pr
Pao
98
Karplus-Strong revisited
x[n]
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
z
Digi doni a M13
ran 20
P
aolo
y [n]
y [n] = y [n M] + x[n]
4.4
99
4.4
choose a signal x [n] that is nonzero only for 0 ns<ing
sM
rli
roce in Vette
al P
= 1 (for now)
t
Sign nd Mar
l
ita
a
y [n] = x [0], x [1], .D.igx [M doni x [0], x13 . . . , x [M 1], x [0], x [1], . . .
. ,
n 1], 20 [1],
ra
lo P
Pao
100
choose a signal x [n] that is nonzero only for 0 ns<ing
sM
rli
roce in Vette
al P
= 1 (for now)
t
Sign nd Mar
l
ita
a
y [n] = x [0], x [1], .D.igx [M doni x [0], x13 . . . , x [M 1], x [0], x [1], . . .
. ,
n 1], 20 [1],
ra
lo P
Pao
st
...
nd
1
4.4
period
period
100
Example: 32-tap sawtooth wave
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 16 13
an 20
lo Pr
ao
32
P
1
4.4
101
Example: DFT of 32-tap sawtooth wave
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
10
P
0
0
4.4
16
32
102
What if we take the DFT of two periods?
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
1
0
4.4
16
32
48
64
103
Example: 64-point DFT of two periods
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
20
15
10
5
0
0
4.4
16
32
48
64
104
DFT of two periods: intuition
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
4.4
16
32
48
64
105
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
k=0
P
0
4.4
16
32
48
64
105
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
k=1
P
0
4.4
16
32
48
64
105
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
k=2
P
0
4.4
16
32
48
64
105
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
k=3
P
0
4.4
16
32
48
64
105
DFT of L periods
LM1
y [n]e j LM nk
XL [k] =
k = 0, 1, 2 . . . , LM 1
ing
i
cess Vetterl
ro (n+pM)k
P
=
y [n i+ nal j artin
S g pM]ed M
t l
p=0 n=0a
Digi doni an 13
L1 M1 n
0
a
2
lo Pr y [n]e j nk e j pk
a
P= o n=0
p=0
n=0
L1 M1
2
LM
2
LM
=
4.4
L1
e j
p=0
2
pk
L
M1
2
L
x [n] e j LM nk
n=0
106
DFT of L periods
LM1
y [n]e j LM nk
XL [k] =
k = 0, 1, 2 . . . , LM 1
ing
i
cess Vetterl
ro (n+pM)k
P
=
y [n i+ nal j artin
S g pM]ed M
t l
p=0 n=0a
Digi doni an 13
L1 M1 n
0
a
2
a
P= o n=0
p=0
n=0
L1 M1
2
LM
2
LM
=
4.4
L1
e j
p=0
2
pk
L
M1
2
L
x [n] e j LM nk
n=0
106
DFT of L periods
LM1
y [n]e j LM nk
XL [k] =
k = 0, 1, 2 . . . , LM 1
ing
i
cess Vetterl
ro (n+pM)k
P
=
y [n i+ nal j artin
S g pM]ed M
t l
p=0 n=0a
Digi doni an 13
L1 M1 n
0
a
2
a
P= o n=0
p=0
n=0
L1 M1
2
LM
2
LM
=
4.4
L1
e j
p=0
2
pk
L
M1
2
L
x [n] e j LM nk
n=0
106
DFT of L periods
LM1
y [n]e j LM nk
XL [k] =
k = 0, 1, 2 . . . , LM 1
ing
i
cess Vetterl
ro (n+pM)k
P
=
y [n i+ nal j artin
S g pM]ed M
t l
p=0 n=0a
Digi doni an 13
L1 M1 n
0
a
2
a
P= o n=0
p=0
n=0
L1 M1
2
LM
2
LM
=
4.4
L1
e j
p=0
2
pk
L
M1
2
L
x [n] e j LM nk
n=0
106
Weve seen this before
ing
i
cess Vetterl
ro in
L1
L if k art
nal P Mmultiple of L
e j apkSig
=
l
t
a d
p=0 ig
D i doni 0 n otherwise
an 2 13
Prorthogonality0
l
(remembero
proof for the DFT basis)
Pao the
2
L
4.4
107
DFT of L periods
ing
i
cess Vetterl
ro in
P
L X [k/L]al if k =art 2L, 3L, . . .

Sign nd M 0, L,
XL [k] = al
t
Digi 0 doni a otherwise
13
Pran 20
lo
Pao
4.4
108
DFT and DFS
4.4
ng
i
essi contained
csignal is etterl in the DFT
again, all the spectral information for a periodic
ro in V
al P
t
coecients of a single period
Sign nd Mar
l
igita
ia
to stress the periodicity ofD underlying signal, we use the term DFS
the ndon
013
Pra
2
lo
Pao
109
DFT and DFS
4.4
ng
i
essi contained
csignal is etterl in the DFT
again, all the spectral information for a periodic
ro in V
al P
t
coecients of a single period
Sign nd Mar
l
igita
ia
to stress the periodicity ofD underlying signal, we use the term DFS
the ndon
013
Pra
2
lo
Pao
109
The situation so far
ing
i
cess Vetterl
ro in
N-point nite-length: DFT
al P
t
Sign nd Mar
l
ta
N-point periodic: DFS
Digi doni a 13
an 20
innite length: ?
lo Pr
Pao
Fourier representation for signal classes:
4.4
110
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
innite length: ?
lo Pr
Pao
4.4
110
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
innite length: ?
lo Pr
Pao
4.4
110
Karplus-Strong revisited, part 2
generated signal is innite-length but not periodic:ssin

e
4.4
consider now < 1
what is a good spectral representation?
g
rli
c
ro in Vette
lP
g a
y [n] = x [0], x [1], . . . , x [M 1], Six [0], [1], .a. , [M 1], 2 x [0], 2 x [1], . . .
n x M . rt x
l
igita oni and 3
D
d
1
Pran 20
lo
Pao
111

e
4.4
consider now < 1
g
rli
c
ro in Vette
lP
g a
y [n] = x [0], x [1], . . . , x [M 1], Six [0], [1], .a. , [M 1], 2 x [0], 2 x [1], . . .
n x M . rt x
l
igita oni and 3
D
nd
01
st period Pra
...
2 2nd period
1
lo
Pao
111

e
4.4
consider now < 1
g
rli
c
ro in Vette
lP
g a
y [n] = x [0], x [1], . . . , x [M 1], Six [0], [1], .a. , [M 1], 2 x [0], 2 x [1], . . .
n x M . rt x
l
igita oni and 3
D
nd
01
st period Pra
...
2 2nd period
1
lo
Pao
111
DFT of increasingly long signals
4.4
Start with the DFT. What happens when N ? ing
rli
ss
roce in Vette
(2/N)k becomes denser in [0, 2]... al P
n
rt
l Sig nd Ma
In the limit (2/N)k : igita
D
ni a jn
ndox[n] e2013 R
Pra n
aolo
P
112
4.4
rli
ss
roce in Vette
n
rt
l Sig nd Ma
D
ni a jn
ndox[n] e2013 R
Pra n
aolo
P
112
4.4
rli
ss
roce in Vette
n
rt
l Sig nd Ma
D
ni a jn
ndox[n] e2013 R
Pra n
aolo
P
112
Discrete-Time Fourier Transform (DTFT)

Formal denition:
x[n] 2 (Z)
dene the function of R
ing
i
cess Vetterl
ro in
P
nal x[n] t
Sig= nd Mar e jn
F
tal () n=
Digi doni a 13
an 20
lo Pr
inversion (when F () exists):
Pao
x[n] =
4.4
1
2
F ()e jn d ,
nZ
113

Formal denition:
x[n] 2 (Z)
ing
i
cess Vetterl
ro in
P
nal x[n] t
Sig= nd Mar e jn
F
tal () n=
Digi doni a 13
an 20
lo Pr
Pao
x[n] =
4.4
1
2
F ()e jn d ,
nZ
113

Formal denition:
x[n] 2 (Z)
ing
i
cess Vetterl
ro in
P
nal x[n] t
Sig= nd Mar e jn
F
tal () n=
Digi doni a 13
an 20
lo Pr
Pao
x[n] =
4.4
1
2
F ()e jn d ,
nZ
113
DTFT periodicity and notation
4.4
ing
i
cess Vetterl
to stress periodicity (and for other reasons)Prowill write
we
nal
rtin
l Sig nd Ma
ta
Digi X (e jni= 13 e jn
x[n]
) a
ndo n=
20
ra
lo P
Pao
j
F () is 2-periodic
by convention, X (e ) is represented over [, ]
114
4.4
ing
i
cess Vetterl
we
nal
rtin
l Sig nd Ma
ta
x[n]
) a
ndo n=
20
ra
lo P
Pao
j
F () is 2-periodic
114
4.4
ing
i
cess Vetterl
we
nal
rtin
l Sig nd Ma
ta
x[n]
) a
ndo n=
20
ra
lo P
Pao
j
F () is 2-periodic
114
x[n] = n u[n],
|| < 1
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr 10 15 20 25 30 35
ao 5
0
5
4.4
40
115
DTFT of x[n] = n u[n],
|| < 1
X (e j ) =
x[n] e jn
ing
i
cess Vetterl
ro in
l P
g a e jnt
Si=n nn Mar
tal
a d
Digi donin=0 13
an 20
lo Pr
=
( e j )n
ao
n=
n=0
4.4
1
1 e j
116
|| < 1
X (e j ) =
x[n] e jn
ing
i
cess Vetterl
ro in
l P
g a e jnt
Si=n nn Mar
tal
a d
Digi donin=0 13
an 20
lo Pr
( e j )n
=
ao
n=
n=0
4.4
1
1 e j
116
|| < 1
X (e j ) =
x[n] e jn
ing
i
cess Vetterl
ro in
l P
g a e jnt
Si=n nn Mar
tal
a d
Digi donin=0 13
an 20
lo Pr
=
( e j )n
ao
n=
n=0
4.4
1
1 e j
116
|| < 1
X (e j ) =
x[n] e jn
ing
i
cess Vetterl
ro in
l P
g a e jnt
Si=n nn Mar
tal
a d
Digi donin=0 13
an 20
lo Pr
=
( e j )n
ao
n=
n=0
4.4
1
1 e j
116
|| < 1
ing
i
cess Vetterl
ro in
al P 1art
2 n
|X (e jl)|Sig
=
ta
nd 2M
Digi doni1a+ 1 2 cos
3
Pran 20
olo
Pa
4.4
117
Plotting the DTFT
|X (e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
/2
/2
positive frequencies (counterclockwise)
4.4
118
Plotting the DTFT
|X (e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
/2
/2
negative frequencies (clockwise)
4.4
118
Plotting the DTFT
|X (e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
/2
/2
4.4
118
Plotting the DTFT
|X (e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
/2
/2

4.4
118
|| < 1
|X (e j )|
10
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
/2
/2
= 0.9
4.4
119
Remember the periodicity!
ing
i
cess Vetterl
ro in
nal P Mart
5 l Sig
d
ta
Digi doni an 13
0
an
20
lo Pr 0
ao
10
4.4
120
ing
i
cess Vetterl
ro in
al P
t
5
Sign nd Mar
l
ta
Digi doni a 13
0
Pran 020
2lo
2
Pao
10
4.4
121
10
5
0
3
4.4
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
Pran 020
2lo
2
Pao
122
10
5
0
4
4.4
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
Pran 020
2lo
2
Pao
123
KS revisited, part 2: 32-tap sawtooth wave

x[n] = 2n/(M 1) 1,
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
16
ao
0
0
n = 0, 1, . . . , M 1
32
4.4
124
KS revisited, part 2: decay = 0.9

y [n] = n/M x [n mod M] u[n]
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
1
0
4.4
166
332
498
664
830
996
125
DTFT of KS signal
Y (e ) =
y [n] e jn
ing
i
cess Vetterl
ro in
M1 l P
na M e rt
= l Sig p x [n] aj(pM+n)
ta n=0 d
Digi p=0 ni an 13
do
Pran 20 M1
olo
p jMp
jn
n=
Pa
p=0
x [n]e
n=0
= A(e jM )X (e j )
4.4
126
DTFT of KS signal
Y (e ) =
y [n] e jn
ing
i
cess Vetterl
ro in
M1 l P
na M e rt
ta n=0 d
Digi p=0 ni an 13
do
Pran 20 M1
olo
p jMp
jn
n=
Pa
p=0
x [n]e
n=0
= A(e jM )X (e j )
4.4
126
DTFT of KS signal
Y (e ) =
y [n] e jn
ing
i
cess Vetterl
ro in
M1 l P
na M e rt
ta n=0 d
Digi p=0 ni an 13
do
Pran 20 M1
olo
p jMp
jn
n=
Pa
p=0
x [n]e
n=0
= A(e jM )X (e j )
4.4
126
DTFT of KS signal
Y (e ) =
y [n] e jn
ing
i
cess Vetterl
ro in
M1 l P
na M e rt
ta n=0 d
Digi p=0 ni an 13
do
Pran 20 M1
olo
p jMp
jn
n=
Pa
p=0
x [n]e
n=0
= A(e jM )X (e j )
4.4
126
We know the rst term

A(e j ) = DTFT {n u[n]} =
|A(e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.4
1
1e j
/2
/2
127

A(e jM ) rescales the frequency axis: periodicity!
|A(e jM )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.4
M=1
/2
/2
128

|A(e jM )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.4
M=2
/2
/2
128

|A(e jM )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.4
M=3
/2
/2
128

|A(e jM )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.4
M = 12
/2
/2
128
Second term is left as an exercise
X (e j ) = e j
1 e j(M1)
1 e j(M+1)
(1 e j )2
(1 e j )2
|X (e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.4
M +1
M 1
/2
/2
129
DTFT of KS with decay
Y (e j ) = A(e jM )X (e j )
|Y (e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.4
/2
/2
130
Recap of spectral representations:
4.4
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
periodic sequences: DFS
l
ta
Digi doni a 13
innite sequences: DTFT
an 20
lo Pr
Pao
nite-length signals: DFT
131
4.4
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
Pao
131
4.4
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
Pao
131
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4.4

P
ing
i
ro in Digital
al P
t
Sign nd Mar
l
ta
Digi doni a Module 4.5: DTFT: intuition and properties
13
Pran 20
aolo
Overview:
4.5
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
Properties
l
ta
Digi doni a 13
DTFT as basis expansion
an 20
lo Pr
Pao
Existence
132
Discrete-Time Fourier Transform
g
i
ssin
cee jnVetterl
X (e ) =
o
rx[n] in
al P
t
n=
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
o
j
4.5
when does it exist?
is it a change of basis?
Pa
133
Discrete-Time Fourier Transform
g
i
ssin
cee jnVetterl
X (e ) =
o
rx[n] in
al P
t
n=
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
o
j
4.5
when does it exist?
is it a change of basis?
Pa
133
Existence easy for absolutely summable sequences
|X (e j )| = |
x[n] e jn |
ing
i
cess Vetterl
ro in
P
l
g a Ma et
Sin nd |x[n] r jn |
l
ta
a
Digi donin= 13
n
0
a
2
lo Pr
o
Pa
n=
n=
|x[n]|
<
4.5
134
|X (e j )| = |
x[n] e jn |
ing
i
cess Vetterl
ro in
P
l
g a Ma et
Sin nd |x[n] r jn |
l
ta
a
Digi donin= 13
n
0
a
2
lo Pr
o
Pa
n=
n=
|x[n]|
<
4.5
134
|X (e j )| = |
x[n] e jn |
ing
i
cess Vetterl
ro in
P
l
g a Ma et
Sin nd |x[n] r jn |
l
ta
a
Digi donin= 13
n
0
a
2
lo Pr
o
Pa
n=
n=
|x[n]|
<
4.5
134
|X (e j )| = |
x[n] e jn |
ing
i
cess Vetterl
ro in
P
l
g a Ma et
Sin nd |x[n] r jn |
l
ta
a
Digi donin= 13
n
0
a
2
lo Pr
o
Pa
n=
n=
|x[n]|
<
4.5
134
Inversion easy for absolutely summable sequences
1
2
ing er i
t
cess x[k]eetjkl
P o ti
alr k=n V
ar
Sign
ital ni nd M e j(nk)
Dig do a x[k]3
=
d
1
Pran k= 0 2
2
olo
X (e j ) e jn d =
Pa
4.5
1
2
e jn d
= x[n]
135
1
2
ing er i
t
cess x[k]eetjkl
P o ti
alr k=n V
ar
Sign
Dig do a x[k]3
=
d
1
Pran k= 0 2
2
olo
X (e j ) e jn d =
Pa
4.5
1
2
e jn d
= x[n]
135
1
2
ing er i
t
cess x[k]eetjkl
P o ti
alr k=n V
ar
Sign
Dig do a x[k]3
=
d
1
Pran k= 0 2
2
olo
X (e j ) e jn d =
Pa
4.5
1
2
e jn d
= x[n]
135
A formal change of basis
formally DTFT is an inner product in C :
sing
li
al P
n=
tin V
Sign nd Mar
tal
basis is an innite, uncountable basis: a jn }3
Digi doni {e 1 R
an 20
l Pr
something breaks down:owe start with sequences but the transform is a function
Pao
4.5
s
x[n] e jn ocee jn , x[n] ter
et
r=
we used absolutely summable sequences but DTFT exists for all square-summable
sequences (proof is rather technical)
136
sing
li
al P
n=
tin V
Sign nd Mar
tal
Digi doni {e 1 R
an 20
l Pr
Pao
4.5
s
et
r=
136
sing
li
al P
n=
tin V
Sign nd Mar
tal
Digi doni {e 1 R
an 20
l Pr
Pao
4.5
s
et
r=
136
sing
li
al P
n=
tin V
Sign nd Mar
tal
Digi doni {e 1 R
an 20
l Pr
Pao
4.5
s
et
r=
136
Review: DFT
CN
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
CN
4.5
137
Review: DFT
X [k] = e j
2
nk
N
, x[n]
CN
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
CN
4.5
137
Review: DFT
X [k] = e j
2
nk
N
, x[n]
CN
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
CN
x[n] = (1/N)
4.5
X [k] e j
2
nk
N
137
Review: DFT
X [k] = e j
2
nk
N
, x[n]
ing
i
cess Vetterl
ro in
al P
t
basis: {e jd M}k
Sign n nk ar
l
ta
Digi doni a 13
an 20
lo Pr
o
2
N
CN
CN
Pa
x[n] = (1/N)
4.5
X [k] e j
2
nk
N
137
Review: DFS
2
X [k] = e j N nk , x [n]
ing
i
cess Vetterl
ro in
al P
t
basis: {e j M}kr
Sign nd nk a
l
ta
Digi doni a 13
an 20
lo Pr
o
2
N
CN
CN
Pa
x [n] = (1/N)
4.5
X [k] e j N nk
138
DTFT
X (e j ) = e jn , x[n]
2 (Z)
ing
i
cess Vetterl
ro in
al P a t
Sign {ed M r
basis: jn }
l
igita oni an 3
D
d
1
Pran 20
lo
ao
L2 ([, ])
x[n] = (1/2)
4.5
X (e j )e jn d
139
DTFT properties
time shift
4.5
linearity
modulation (dual)
j
DTFT{x[n] + y [n]} = X (e ng + Yr(e j )
li
ssi )
Pa
oce
ette
al Pr artin V
Sign
DTFT{x[n and Me jM X (e j )
ital ni M]} =
Dig do
13
Pran j 20
n
j( )
olo
DTFT{e
x[n]} = X (e
140
DTFT properties
time shift
4.5
linearity
modulation (dual)
j
li
ssi )
Pa
oce
ette
al Pr artin V
Sign
ital ni M]} =
Dig do
13
Pran j 20
n
j( )
olo
DTFT{e
x[n]} = X (e
140
DTFT properties
time shift
4.5
linearity
modulation (dual)
j
li
ssi )
Pa
oce
ette
al Pr artin V
Sign
ital ni M]} =
Dig do
13
Pran j 20
n
j( )
olo
DTFT{e
x[n]} = X (e
140
DTFT properties
conjugation
i
sing
ces(e j ) tterl
ro in Ve
DTFT{x[n]} = X
al P
t
Sign nd Mar
l
ta
Digi DTFT{x [n]} 13X (e j )
ni a
ndo 20 =
Pra
aolo
time reversal
4.5
141
DTFT properties
conjugation
i
sing
ces(e j ) tterl
ro in Ve
DTFT{x[n]} = X
al P
t
Sign nd Mar
l
ta
Digi DTFT{x [n]} 13X (e j )
ni a
ndo 20 =
Pra
aolo
time reversal
4.5
141
Some particular cases:
if x[n] is symmetric, the DTFT is symmetric:

x[n] = x[n] X (e j ) = g (e j )
X
rli
ssin
roce in Vette
if x[n] is real, the DTFT is Hermitian-symmetric: t
al P a
Sign nd Mj r j
al
x[n] t ni a
(e
Digi= xd[n] X13 ) = X (e )
n o 20
Pra
real,
special case: if x[n] is aolothe magnitude of the DTFT is symmetric:
P
x[n] R = |X (e j )| = |X (e j )|
4.5
more special case: if x[n] is real and symmetric, X (e j ) is also real and symmetric
142

x[n] = x[n] X (e j ) = g (e j )
X
rli
ssin
roce in Vette
al P a
Sign nd Mj r j
al
x[n] t ni a
(e
Digi= xd[n] X13 ) = X (e )
n o 20
Pra
real,
P
x[n] R = |X (e j )| = |X (e j )|
4.5
142

x[n] = x[n] X (e j ) = g (e j )
X
rli
ssin
roce in Vette
al P a
Sign nd Mj r j
al
x[n] t ni a
(e
Digi= xd[n] X13 ) = X (e )
n o 20
Pra
real,
P
x[n] R = |X (e j )| = |X (e j )|
4.5
142

x[n] = x[n] X (e j ) = g (e j )
X
rli
ssin
roce in Vette
al P a
Sign nd Mj r j
al
x[n] t ni a
(e
Digi= xd[n] X13 ) = X (e )
n o 20
Pra
real,
P
x[n] R = |X (e j )| = |X (e j )|
4.5
142
Some things are OK:
4.5
DFT {[n]} = 1
DTFT {[n]} =
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
a
igita
e jn , [n]D= 1 doni
n
013
Pra
2
lo
Pao
143
Some things are OK:
4.5
DFT {[n]} = 1
DTFT {[n]} =
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
a
igita
e jn , [n]D= 1 doni
n
013
Pra
2
lo
Pao
143
ing
i
cess Vetterl
ro in
nal P Mart
DTFT {1} =
e jn =? al Sig
n=
d
t
Digi doni an 13
an 20
lo Pr
Pao
problem: too many interesting sequences are not square summable!
Some things arent:
4.5
DFT {1} = N[k]
144
ing
i
cess Vetterl
ro in
nal P Mart
DTFT {1} =
e jn =? al Sig
n=
d
t
Digi doni an 13
an 20
lo Pr
Pao
Some things arent:
4.5
DFT {1} = N[k]
144
ing
i
cess Vetterl
ro in
nal P Mart
DTFT {1} =
e jn =? al Sig
n=
d
t
Digi doni an 13
an 20
lo Pr
Pao
Some things arent:
4.5
DFT {1} = N[k]
144
The Dirac delta functional
Dened by the sifting property:

sing
rli
s
roce in Vette
al P art
Sign
tal and M
Digi (t ni s)f (t)dt = f (s)
do
13
Pran 20
aolo for all functions of t R.
4.5
145
Intuition
4.5
ssin
al P
tin
Sign nd Mar
support inversely proportional toak
l
t
Digi doni a 13
constant area
an 20
lo Pr
Pao
rli
family of localizing functions rk (t) with k Noce t Rette

r and V
146
Intuition
4.5
ssin
al P
tin
Sign nd Mar
l
t
Digi doni a 13
constant area
an 20
lo Pr
Pao
rli

r and V
146
Intuition
4.5
ssin
al P
tin
Sign nd Mar
l
t
Digi doni a 13
constant area
an 20
lo Pr
Pao
rli

r and V
146
Intuition
rect(t) =
1
0
for |t| < 1/2

otherwiseing
ss
rli
roce in Vette
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
Consider the localizing family rk (t)r= k rect(kt):
lo P
Pao
nonzero over [1/2k, 1/2k], i.e. support is 1/k
4.5
area is 1
147
Intuition
rect(t) =
1
0
for |t| < 1/2

otherwiseing
ss
rli
roce in Vette
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
Consider the localizing family rk (t)r= k rect(kt):
lo P
Pao
nonzero over [1/2k, 1/2k], i.e. support is 1/k
4.5
area is 1
147
The family rk (t) = k rect(kt)
40
20
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
k=1
0
1
4.5
148
40
20
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
1
4.5
k=5
148
40
20
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a k1315
=
Pran 20
aolo
P
0
1
4.5
148
40
k = 40
20
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
1
4.5
148
Extracting a point value
By the Mean Value theorem:
ing
i
cessf (t)dt tterl
ro in Ve
al P 1/2kt
ar
Sign =nfd M[1/2k,1/2k]
ital ni a ()|
Dig do
13
Pran 20
aolo
and so:
1/2k
rk (t)f (t)dt = k
lim
4.5
rk (t)f (t)dt = f (0)
149
The Dirac delta functional

The delta functional is a shorthand. Instead of writing
sing terli
et
k l P
a
tin V
Sign nd ar
ital ni awriteM
Dig do we 13
an
20
lo Pr
ao
lim
s
rk (t oce(t)dt
r s)f
(t s)f (t)dt.
as if limk rk (t) = (t),
4.5
150
The pulse train
ing
i
cess Vetterl
ro in
P
l
igna d(art2k)
() =S2
M
l
igita onk= 3
i an
D
d
2 1
Pran delta 0 the space of 2-periodic functions
just a technicality toolo the Dirac in
use
Pa
4.5
151
Graphical representation
4.5
Pa
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an
20
lo Pr 0
2
2
o
152
Now let the show begin!
in jn
()eg d i
cess Vetterl
l Pro in
gna Martjn d
l Si = d ()e
igita oni an 3
D
d
1
Pran e20 |=0
= jn
lo
o
IDTFT () =
2
Pa
4.5
=1
153
in jn
()eg d i
cess Vetterl
l Pro in
gna Martjn d
l Si = d ()e
igita oni an 3
D
d
1
Pran e20 |=0
= jn
lo
o
IDTFT () =
2
Pa
4.5
=1
153
in jn
()eg d i
cess Vetterl
l Pro in
gna Martjn d
l Si = d ()e
igita oni an 3
D
d
1
Pran e20 |=0
= jn
lo
o
IDTFT () =
2
Pa
4.5
=1
153
in jn
()eg d i
cess Vetterl
l Pro in
gna Martjn d
l Si = d ()e
igita oni an 3
D
d
1
Pran e20 |=0
= jn
lo
o
IDTFT () =
2
Pa
4.5
=1
153
In other words
ing
i
cess Vetterl
ro in
al P t
Sign{1}d Mar
l
taDTFT = ()
Digi doni an 13
an 20
lo Pr
o
Pa
4.5
154
Does it make sense?
ing
i
cess Vetterl
ro in
k
al P art
Sign nd Mjn
S
e
talk () =
Digi doni an=k13
an 20
lo Pr
o
Partial DTFT sum:
Pa
4.5
155
Plotting |Sk ()|

k=5
80
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
60
40
20
0
4.5
/2
/2
156
Plotting |Sk ()|

k = 10
80
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
60
40
20
0
4.5
/2
/2
156
Plotting |Sk ()|

k = 15
80
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
60
40
20
0
4.5
/2
/2
156
Plotting |Sk ()|

k = 30
80
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
60
40
20
0
4.5
/2
/2
156
Plotting |Sk ()|

k = 40
80
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
60
40
20
0
4.5
/2
/2
156
Does it make sense?
ing e li
cess localizingrfunctions:
Partial DTFT sums look like a Pro of Vett
l family
gna Martin
l Si () n
igita Skni ad()
D
do
13
Pran 20
lo
Pao
4.5
157
Using the same technique
IDTFT ( 0 ) = e j0 n
So:
4.5
ing
i
cess Vetterl
ro in
al P
t
DTFT {1} = ()
Sign nd Mar
l
igita oni a
j n = ( D
d
DTFT e
13
0)
Pran 20
lo
ao
P
DTFT {cos 0 n} = [( 0 ) + ( + 0 )]/2
0
DTFT {sin 0 n} = j[( 0 ) ( + 0 )]/2
158
So:
4.5
ing
i
cess Vetterl
ro in
al P
t
DTFT {1} = ()
Sign nd Mar
l
igita oni a
j n = ( D
d
DTFT e
13
0)
Pran 20
lo
ao
P
DTFT {cos 0 n} = [( 0 ) + ( + 0 )]/2
0
DTFT {sin 0 n} = j[( 0 ) ( + 0 )]/2
158
So:
4.5
ing
i
cess Vetterl
ro in
al P
t
DTFT {1} = ()
Sign nd Mar
l
igita oni a
j n = ( D
d
DTFT e
13
0)
Pran 20
lo
ao
P
DTFT {cos 0 n} = [( 0 ) + ( + 0 )]/2
0
DTFT {sin 0 n} = j[( 0 ) ( + 0 )]/2
158
So:
4.5
ing
i
cess Vetterl
ro in
al P
t
DTFT {1} = ()
Sign nd Mar
l
igita oni a
j n = ( D
d
DTFT e
13
0)
Pran 20
lo
ao
P
DTFT {cos 0 n} = [( 0 ) + ( + 0 )]/2
0
DTFT {sin 0 n} = j[( 0 ) ( + 0 )]/2
158
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4.5

P
ing
i
ro in Digital
al P
t
Sign nd Mar
l
ta
Digi doni a Module 4.6: Relationships between transforms
13
Pran 20
aolo
Overview:
4.6
ing
i
cess Vetterl
ro in
al P
t
DTFT of periodic sequences
Sign nd Mar
l
ta
DTFT of nite-support sequences oni a
Digi d
13
Pran 20
lo
Zero padding
Pao
DFT, DFS, DTFT
159
Transforms
4.6
DFT, DFS: change of basis in CN
ing
i
cess Vetterl
ro in
P
nal signal t
Siganynd Mar
basis vectors are building blocks for
tal
Digi doni a 13
ran 20
DFT: numerical algorithmlo P
(computable)
Pao
DTFT: formal change of basis in 2 (Z)
DTFT: mathematical tool (proofs)
160
Transforms
4.6
ing
i
cess Vetterl
ro in
P
nal signal t
Siganynd Mar
tal
Digi doni a 13
ran 20
(computable)
Pao
160
Transforms
4.6
ing
i
cess Vetterl
ro in
P
nal signal t
Siganynd Mar
tal
Digi doni a 13
ran 20
(computable)
Pao
160
Transforms
4.6
ing
i
cess Vetterl
ro in
P
nal signal t
Siganynd Mar
tal
Digi doni a 13
ran 20
(computable)
Pao
160
Transforms
4.6
ing
i
cess Vetterl
ro in
P
nal signal t
Siganynd Mar
tal
Digi doni a 13
ran 20
(computable)
Pao
160
Embedding nite-length signals
4.6
N-tap signal x[n]
ing
i
cess Vetterl
ro in
sequence: rt
two ways to embed x[n] into an innite al P
Sign
lmod N] nd Ma
periodic extension: x [n] =gita
Di x[n doni a 13
an
20
loxPr = x[n]0 n < N
nite-support extension: [n]
Pao
0
otherwise
natural spectral representation: DFT X [k]
how does X [k] relate to the DTFT of the embedded signals?
161
4.6
N-tap signal x[n]
ing
i
cess Vetterl
ro in
sequence: rt
Sign
lmod N] nd Ma
Di x[n doni a 13
an
20
loxPr = x[n]0 n < N
Pao
0
otherwise
161
4.6
N-tap signal x[n]
ing
i
cess Vetterl
ro in
sequence: rt
Sign
lmod N] nd Ma
Di x[n doni a 13
an
20
loxPr = x[n]0 n < N
Pao
0
otherwise
161
4.6
N-tap signal x[n]
ing
i
cess Vetterl
ro in
sequence: rt
Sign
lmod N] nd Ma
Di x[n doni a 13
an
20
loxPr = x[n]0 n < N
Pao
0
otherwise
161
4.6
N-tap signal x[n]
ing
i
cess Vetterl
ro in
sequence: rt
Sign
lmod N] nd Ma
Di x[n doni a 13
an
20
loxPr = x[n]0 n < N
Pao
0
otherwise
161
4.6
N-tap signal x[n]
ing
i
cess Vetterl
ro in
sequence: rt
Sign
lmod N] nd Ma
Di x[n doni a 13
an
20
loxPr = x[n]0 n < N
Pao
0
otherwise
161
DTFT of periodic signals

x [n] = x[n
mod N]
ing
i
cess Vetterl
ro in
X (e j ) =
x [n]el P
a jn
t
Sign nd Mar
l
n=
ta
Digi doni aN1 13
1
P an 20X [k]e j nk e jn
lo = r
N
ao
P
n=
k=0
2
N
4.6
1
N
N1
X [k]
k=0
ej
2
nk
N
e jn
n=
162

x [n] = x[n
mod N]
ing
i
cess Vetterl
ro in
X (e j ) =
x [n]el P
a jn
t
Sign nd Mar
l
n=
ta
Digi doni aN1 13
1
lo = r
N
ao
P
n=
k=0
2
N
4.6
1
N
N1
X [k]
k=0
ej
2
nk
N
e jn
n=
162

x [n] = x[n
mod N]
ing
i
cess Vetterl
ro in
X (e j ) =
x [n]el P
a jn
t
Sign nd Mar
l
n=
ta
Digi doni aN1 13
1
lo = r
N
ao
P
n=
k=0
2
N
4.6
1
N
N1
X [k]
k=0
ej
2
nk
N
e jn
n=
162
Weve seen this before
ing
i
cess Vetterl
ro inj nk
jn P
e j nk egnal= DTFTt e
ar
Si
n= ital
nd M
Dig doni a 13 2
an =0 k)
2 (
lo Pr
N
ao
P
4.6
2
N
2
N
163
ing
i
cess Vetterl
ro in
N1 P
l
ig a d Mart
(e j ) =S1 n X [k]( 2 k)
X
l N n
ta
N
ia
Digi donk=0 13
an 20
lo Pr
o
Pa
4.6
164
32-tap sawtooth
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 16 13
an 20
lo Pr
ao
32
P
1
4.6
165
DFT of 32-tap sawtooth
15
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
10
P
0
0
4.6
16
32
166
32-periodic sawtooth
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
1
96
4.6
64
32
32
64
96
167
DTFT of periodic extension
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
/2
/2
=
4.6
2
N
168
DTFT of nite-support signals
x [n] =
x[n]
0
0n<N
otherwise
g
i
ssin
ceN1 Vetterl
ro in
lP
jn
X (e j ) =
x [n]e jn = t
a
Sign nd Mar x[n]e
l
ta
Digi n= ni a 13 n=0
do N1
N1
Pran 1 20 j nk jn
lo
e
X [k]e
Pao =
N
2
N
n=0
1
=
N
4.6
k=0
N1
N1
k=0
e j( N k)n
X [k]
n=0
169
x [n] =
x[n]
0
0n<N
otherwise
g
i
ssin
ceN1 Vetterl
ro in
lP
jn
X (e j ) =
x [n]e jn = t
a
Sign nd Mar x[n]e
l
ta
Digi n= ni a 13 n=0
do N1
N1
Pran 1 20 j nk jn
lo
e
X [k]e
Pao =
N
2
N
n=0
1
=
N
4.6
k=0
N1
N1
k=0
e j( N k)n
X [k]
n=0
169
x [n] =
x[n]
0
0n<N
otherwise
g
i
ssin
ceN1 Vetterl
ro in
lP
jn
X (e j ) =
x [n]e jn = t
a
Sign nd Mar x[n]e
l
ta
Digi n= ni a 13 n=0
do N1
N1
Pran 1 20 j nk jn
lo
e
X [k]e
Pao =
N
2
N
n=0
1
=
N
4.6
k=0
N1
N1
k=0
e j( N k)n
X [k]
n=0
169
N1
2
ssi 2g
e j( N k)n = R(e j(n k) )
ce N
rli
ro in Vette
n=0
al P
t
Sign nd Mar
l of [n], the interval indicator signal:
where R(e j ) is theita

r
Dig DTFTni a 13
ndo 20
Pra
aolo
P
1 0n<N
[n] =
r
4.6
0 otherwise
170
Interval indicator signal

[n] =
r
1 0n<N
0 otherwise
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
4.6
N 1
171
DTFT of interval signal
N1
R(e j ) =
e jn
ing
i
cess Vetterl
ro in
lP
1 e jN
=Signa j Mart
tal 1 e d
Digi doji an j 13 j
n
0
ran e 2e e
lo P =
o
n=0
N
2
Pa
N
2
e j 2 e j 2 e j 2
4.6
N
2
sin N j (N1)
2
e 2
sin
2
172
N1
R(e j ) =
e jn
ing
i
cess Vetterl
ro in
lP
1 e jN
=Signa j Mart
tal 1 e d
Digi doji an j 13 j
n
0
ran e 2e e
lo P =
o
n=0
N
2
Pa
N
2
e j 2 e j 2 e j 2
4.6
N
2
sin N j (N1)
2
e 2
sin
2
172
N1
R(e j ) =
e jn
ing
i
cess Vetterl
ro in
lP
1 e jN
=Signa j Mart
tal 1 e d
Digi doji an j 13 j
n
0
ran e 2e e
lo P =
o
n=0
N
2
Pa
N
2
e j 2 e j 2 e j 2
4.6
N
2
sin N j (N1)
2
e 2
sin
2
172
N1
R(e j ) =
e jn
ing
i
cess Vetterl
ro in
lP
1 e jN
=Signa j Mart
tal 1 e d
Digi doji an j 13 j
n
0
ran e 2e e
lo P =
o
n=0
N
2
Pa
N
2
e j 2 e j 2 e j 2
4.6
N
2
sin N j (N1)
2
e 2
sin
2
172
DTFT of interval signal (N = 9)
{R(e j )}
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.6
/2
/2
173
ing
i
cess Vetterl
ro in
N1 l P
a
t
S n nd Mar 2 k)
X (e j )l =ig X [k](
ta
Digi dok=0a 13 N
ni
n
0
ra
2
lo P
with () = (1/N)R (e j ): smooth interpolation of DFT values.
Pao
4.6
174
32-tap sawtooth
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 16 13
an 20
lo Pr
ao
32
P
1
4.6
175
15
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
10
P
0
0
4.6
16
32
176
Sawtooth: nite support extension
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
1
96
4.6
64
32
32
64
96
177
DTFT of nite support extension (sketch)
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.6
/2
/2
178
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.6
/2
/2
178
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.6
/2
/2
178
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.6
/2
/2
178
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.6
/2
/2
178
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.6
/2
/2
178
DTFT of nite support extension
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.6
/2
/2
179
As a comparison...
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.6
/2
/2
180
About zero-padding
ing
i
cess Vetterl
ro numerically
When computingal P DFT rtin
n the a
l Sig nd zeros to obtain nicer plots
one may pad the data vector withM
ta
Digi doni a 13
an 20
lo Pr
Pao
4.6
181
15
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
10
P
0
0
16
32
x = [x0 x1 . . . x31 ]
4.6
182
DFT of 32-tap sawtooth, zero-padded
15
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
10
P
0
0
16
32
48
64
80
96
x = [x0 x1 . . . x31 0 . . . 0]
4.6
183
About zero-padding
M1
N1
x [n]e j M nh =
XM [h] =
x[n]e j M nh
g
i
n=0in
cess Vetterl
ro in
N1
N1l P
i a XN Ma t
S1gn nd [k]e j r nk e j nh
= tal
i
Dign=0 dN ni a 13
k=0
n o
raN1 20
N1
olo P1
j( h k)n
n=0
2
N
Pa
XN [k]
2
M
2
M
2
N
n=0
k=0
= X (e )|= 2 h
j
4.6
184
About zero-padding
M1
N1
x [n]e j M nh =
XM [h] =
x[n]e j M nh
g
i
n=0in
cess Vetterl
ro in
N1
N1l P
i a XN Ma t
= tal
i
Dign=0 dN ni a 13
k=0
n o
raN1 20
N1
olo P1
j( h k)n
n=0
2
N
Pa
XN [k]
2
M
2
M
2
N
n=0
k=0
= X (e )|= 2 h
j
4.6
184
About zero-padding
M1
N1
x [n]e j M nh =
XM [h] =
x[n]e j M nh
g
i
n=0in
cess Vetterl
ro in
N1
N1l P
i a XN Ma t
= tal
i
Dign=0 dN ni a 13
k=0
n o
raN1 20
N1
olo P1
j( h k)n
n=0
2
N
Pa
XN [k]
2
M
2
M
2
N
n=0
k=0
= X (e )|= 2 h
j
4.6
184
About zero-padding
M1
N1
x [n]e j M nh =
XM [h] =
x[n]e j M nh
g
i
n=0in
cess Vetterl
ro in
N1
N1l P
i a XN Ma t
= tal
i
Dign=0 dN ni a 13
k=0
n o
raN1 20
N1
olo P1
j( h k)n
n=0
2
N
Pa
XN [k]
2
M
2
M
2
N
n=0
k=0
= X (e )|= 2 h
j
4.6
184
About zero-padding
4.6
ing
i
cess Vetterl
ro in
zero padding does not add information al P
n
rt
l Sig nd Ma
a
a zero-padded DFT is simplygitsampled DTFT of the nite-support extension
Di a doni a 13
an 20
lo Pr
Pao
185

32-point DFT
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
15
10
0
0
4.6
16
186

32-point DFT
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
15
10
0
0
4.6
186

96-point DFT
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
15
10
0
0
4.6
48
187

96-point DFT
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
15
10
0
0
4.6
187

200-point DFT
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
15
10
0
0
4.6
100
188

200-point DFT
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
15
10
0
0
4.6
188
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4.6

P
ing
i
ro in Digital
al P
t
Sign nd Mar
l
ta
Module 4.7: Sinusoidal Modulation
Digi doni a 13
n
0
Pra
2
aolo
Overview:
4.7
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
Sinusoidal modulation
l
ta
Digi doni a 13
Tuning a guitar
an 20
lo Pr
Pao
Lowpass, highpass and bandpass signals
189
Classifying signals in frequency
Three broad categories according to where most of the spectral energy resides:
sing
li
oces
ar
Sign
ital ni and M
Dig do
13
Pran 20
aolo
tter
highpass signals
4.7
e
lowpass signals (also known as baseband Pr
al signals) tin V
bandpass signals
190
Lowpass example
|X (e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
/2
/2
191
Highpass example
|X (e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
/2
/2
192
Bandpass example
|X (e j )|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
/2
/2
193
1 jc n ing 1 jc n
e ssx[n] +tterli x[n]
e
2
roce
Ve 2
P
DTFT {x[n] cos(c n)} = DTFT
al
tin
S 1n (e j( r
l =ig Xnd Ma ) ) + X (e j(+ ) )
ta
Digi do2 i a 13
n
ran 20
lo P
usually x[n] baseband ao
P
c
4.7
c is the carrier frequency
194
1 jc n ing 1 jc n
e
2
roce
Ve 2
P
al
tin
S 1n (e j( r
l =ig Xnd Ma ) ) + X (e j(+ ) )
ta
Digi do2 i a 13
n
ran 20
lo P
P
c
4.7
194
1 jc n ing 1 jc n
e
2
roce
Ve 2
P
al
tin
S 1n (e j( r
l =ig Xnd Ma ) ) + X (e j(+ ) )
ta
Digi do2 i a 13
n
ran 20
lo P
P
c
4.7
194
1 jc n ing 1 jc n
e
2
roce
Ve 2
P
al
tin
S 1n (e j( r
l =ig Xnd Ma ) ) + X (e j(+ ) )
ta
Digi do2 i a 13
n
ran 20
lo P
P
c
4.7
194
Example
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
195
Example
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
195
Example
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
195
Example
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
195
Again, explicitly showing the periodicity of the spectrum
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
196
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
196
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
196
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
196
Careful when the modulation frequency is too large!
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
197
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
197
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
197
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
197
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
198
Sinusoidal modulation: applications
4.7
ing
i
cess Vetterl
ro in
P
t
radio channels are bandpass, in muchgnal frequencies
Si higherd Mar
l
ta
modulation brings the baseband signal inathe transmission band
Digi doni n 13
an 20
lo Pr
demodulation at the receiver brings it back
Pao
voice and music are lowpass signals
199
Sinusoidal demodulation
just multiply the received signal by the carrier again
y [n] = x[n] cos(c n)
Y (e j ) =
1
j(
X (esing c ) ) +rXi (e j(+c ) )
l
2oces
ette
r
al P
tin V
Sign nd Mar
tal
Digi(e j( i))a+ Y 13
j(+ )
DTFT {y [n] 2 cos(c n)} = Y andon
)
20 (e
r
P
lo
Pao = 1 X (e j(2 )) + X (e j() ) + X (e j() ) + X (e j(+2 ))
c
= X (e j() ) +
4.7
1
X (e j(2c ) ) + X (e j(+2c ) )
2
200
Y (e j ) =
1
j(
l
2oces
ette
r
al P
tin V
Sign nd Mar
tal
j(+ )
)
20 (e
r
P
lo
c
= X (e j() ) +
4.7
1
X (e j(2c ) ) + X (e j(+2c ) )
2
200
Y (e j ) =
1
j(
l
2oces
ette
r
al P
tin V
Sign nd Mar
tal
j(+ )
)
20 (e
r
P
lo
c
= X (e j() ) +
4.7
1
X (e j(2c ) ) + X (e j(+2c ) )
2
200
Y (e j ) =
1
j(
l
2oces
ette
r
al P
tin V
Sign nd Mar
tal
j(+ )
)
20 (e
r
P
lo
c
= X (e j() ) +
4.7
1
X (e j(2c ) ) + X (e j(+2c ) )
2
200
Y (e j ) =
1
j(
l
2oces
ette
r
al P
tin V
Sign nd Mar
tal
j(+ )
)
20 (e
r
P
lo
c
= X (e j() ) +
4.7
1
X (e j(2c ) ) + X (e j(+2c ) )
2
200
Demodulation in the frequency domain

DTFT {x[n]}
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
4
4.7
201

DTFT {y [n]} = DTFT {x[n] cos c n}
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
4
4.7
201

DTFT {y [n] 2 cos c n}
ing
i
cess Vetterl
ro in
al P a t
Sign nd M r
tal
Digi doni a 13
an 20
lo Pr
ao
c
P
4
4.7
201

ing
i
cess Vetterl
ro in
al P
t
ig
S n nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
c
P
4
4.7
201

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
4
4.7
201

DTFT {y [n] cos c n}
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.7
202
4.7
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
but we have some spurious high-frequency components
l
ta
Digi doni a 13
in the next Module we will learn n to get 0 of them!
a how 2 rid
lo Pr
Pao
we recovered the baseband signal exactly...
203
4.7
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
a how 2 rid
lo Pr
Pao
203
4.7
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
a how 2 rid
lo Pr
Pao
203
Another application: tuning a guitar
ing
i
cess Vetterl
ro in
reference sinusoid at frequency 0
al P
t
Sign nd Mar
l
tunable sinusoid of frequencygta
Di i doni a 13
n
0
make = 0 by ear lo Pra
2
Pao
Problem (abstraction):
4.7
204
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
Di i doni a 13
n
0
2
Pao
4.7
204
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
Di i doni a 13
n
0
2
Pao
4.7
204
The procedure
1. bring close to 0 (easy)
ing
i
cess Vetterl
trigonometry comes to the rescue:
ro in
nal P Mart
Sign) +ncos(n)
al
x[n]igitcos(0 i a d
D = don
13
Pran 0 + 0 n cos 0 n
2
lo = 2 cos
2
2
Pao
2. when 0 play both sinusoids together

3.
2 cos( n) cos(0 n)
4.7
205
The procedure
ing
i
cess Vetterl
ro in
nal P Mart
Sign) +ncos(n)
al
x[n]igitcos(0 i a d
D = don
13
2
lo = 2 cos
2
2
Pao

3.
2 cos( n) cos(0 n)
4.7
205
The procedure
ing
i
cess Vetterl
ro in
nal P Mart
Sign) +ncos(n)
al
x[n]igitcos(0 i a d
D = don
13
2
lo = 2 cos
2
2
Pao

3.
2 cos( n) cos(0 n)
4.7
205
Lets see whats happening
x[n] 2 cos( n) cos(i0 n)

s ng
rli
s
roce in Vette
al P
t
error signal
Sign nd Mar
l
ta
Digi doni a 13
modulation at 0
an 20
lo Pris too low to be heard; modulation brings it up to hearing
when 0 , the error o
Pa signal
range and we perceive it as amplitude oscillations of the carrier frequency
4.7
206
x[n] 2 cos( n) cos(0 n)

g
rli
ssin
roce in Vette
error signal
al P
t
Sign nd Mar
l
ta
modulation at 0
Digi doni a 13
ran 20
when 0 , the error olo P is too low to be heard; modulation brings it up to hearing
signal
Pa
4.7
206

g
rli
ssin
roce in Vette
error signal
al P
t
Sign nd Mar
l
ta
modulation at 0
Digi doni a 13
ran 20
signal
Pa
4.7
206

g
rli
ssin
roce in Vette
error signal
al P
t
Sign nd Mar
l
ta
modulation at 0
Digi doni a 13
ran 20
signal
Pa
4.7
206
In the time domain...
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
1
0
1
2
0
100
0 = 2 0.2,
4.7
200
= 2 0.22,
300
= 2 0.0100
207
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
1
0
1
2
0
100
0 = 2 0.2,
4.7
200
= 2 0.22,
300
= 2 0.0100
207
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
1
0
1
2
0
100
0 = 2 0.2,
4.7
200
= 2 0.21,
300
= 2 0.0050
207
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
1
0
1
2
0
100
0 = 2 0.2,
4.7
200
= 2 0.205,
300
= 2 0.0025
207
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
1
0
1
2
0
100
0 = 2 0.2,
4.7
200
= 2 0.201,
300
= 2 0.0005
207
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
Video demonstration
P
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4.7

P
ing
i
ro in Digital
al P
t
Sign nd Mar
l
ta
Digi doni aModule 4.8: The Short-Time Fourier Transform
13
Pran 20
aolo
Overview:
4.8
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
The STFT and the spectrogramal
t
Digi doni a 13
Time-Frequency tilings
an 20
lo Pr
Pao
Time vs frequency representations
208
Dual-Tone Multi Frequency dialing
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.8
209
DTMF signaling
1209Hz
1336Hz
1477Hz
ing 3
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l 4
770Hz ita
6
Dig doni a 15
3
an 20
lo Pr
ao
697Hz
4.8
852Hz
941Hz
#
210
1-2-3 in time
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
Play
4.8
211
1-2-3 in time (detail)
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
4.8
N/4
212
1-2-3 in frequency (magnitude)
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
4.8
N/2
213
The fundamental tradeo
4.8
ing
i
cess Vetterl
ro in
time representation obfuscates frequencyal P
n
rt
l Sig nd Ma
ta
frequency representation obfuscates timea
Digi doni
13
Pran 20
lo
Pao
214
Short-Time Fourier Transform
Idea:
ing
i
cess Vetterl
ro in
al P
t
look at the DFT of each piece:
Sign nd Mar
l
ta
a
Digi doni L1 13
n k] = 2x[m + n] e j nk
0
Xa
lo Pr[m;
n=0
Pao
take small signal pieces of length L
2
L
4.8
215
Short-Time Fourier Transform
Idea:
ing
i
cess Vetterl
ro in
al P
t
look at the DFT of each piece:
Sign nd Mar
l
ta
a
Digi doni L1 13
n k] = 2x[m + n] e j nk
0
Xa
lo Pr[m;
n=0
Pao
take small signal pieces of length L
2
L
4.8
215
Short-Time Fourier Transform (L = 256)
0
4.8
16800
|X [m; k]|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
i
Digi don=a 13
n m 0 20
Pra
aolo
64
128
216
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi do= i2000 13
n a
nm
0
a
2
lo Pr
o
16800
|X [m; k]|
Pa
0
4.8
64
128
216
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi do= i8000 13
n a
nm
0
a
2
lo Pr
o
16800
|X [m; k]|
Pa
0
4.8
64
128
216
0
4.8
16800
|X [m; k]|
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi do= 11900 13
ni a
nm
0
a
2
lo Pr
ao
64
128
216
The Spectrogram
Idea:
4.8
ing
i
cess Vetterl
rois large
color-code the magnitude: dark is small,al P
white
tin
Sign nd Mar
l (power in dBs)
ta
use 10 log10 (|X [m; k]|) to see better i a
Digi don
n
013
plot spectral slices one after Pra
another 2
lo
Pao
217
The Spectrogram
Idea:
4.8
ing
i
cess Vetterl
rois large
white
tin
Sign nd Mar
l (power in dBs)
ta
Digi don
n
013
another 2
lo
Pao
217
The Spectrogram
Idea:
4.8
ing
i
cess Vetterl
rois large
white
tin
Sign nd Mar
l (power in dBs)
ta
Digi don
n
013
another 2
lo
Pao
217
DTMF spectrogram
L/2
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
0
0
N
m
4.8
218
Labeling the Spectrogram
If we know the system clock Fs = 1/Ts we can labelssinaxis

the g
4.8
rli
roce in Vette
highest positive frequency: Fs /2 Hz
al P
t
Sign nd Mar
l
frequency resolution: Fs /L Hz ita
Dig doni a 13
n
0
width of time slices: LTs lo Pra
seconds
2
Pao
219

the g
4.8
rli
roce in Vette
al P
t
Sign nd Mar
l
Dig doni a 13
n
0
seconds
2
Pao
219

the g
4.8
rli
roce in Vette
al P
t
Sign nd Mar
l
Dig doni a 13
n
0
seconds
2
Pao
219
DTMF spectrogram (Fs = 8000)
4KHz
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
0
0
2.1s
m
4.8
220
The Spectrogram
ing
i
cess Vetterl
ro in
width of the analysis window?
al P
t
Sign nd Mar
l
ta
position of the windows (overlapping?) i a
Digi don
13
n
Pr the 20
shape of the window (weighing a samples)
lo
Pao
Questions:
4.8
221
The Spectrogram
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi don
13
n
Pr the 20
lo
Pao
Questions:
4.8
221
The Spectrogram
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi don
13
n
Pr the 20
lo
Pao
Questions:
4.8
221
Wideband vs Narrowband
Long window: narrowband spectrogram

long window more DFT points more frequency ng
resolution
rli
ssi
et e
roce precisiontin time
long window more things can happen P less
al
tin V
Sign nd Mar
tal
Digi doni a 13
0
Short window: wideband spectrogramn
a
2
lo Pr precise location of transitions
short window manyao
P time slices
4.8
short window fewer DFT points poor frequency resolution
222

resolution
rli
ssi
et e
al
tin V
Sign nd Mar
tal
Digi doni a 13
0
a
2
short window manyao
P time slices
4.8
222

resolution
rli
ssi
et e
al
tin V
Sign nd Mar
tal
Digi doni a 13
0
a
2
short window manyao
P time slices
4.8
222

resolution
rli
ssi
et e
al
tin V
Sign nd Mar
tal
Digi doni a 13
0
a
2
short window manyao
P time slices
4.8
222

resolution
rli
ssi
et e
al
tin V
Sign nd Mar
tal
Digi doni a 13
0
a
2
short window manyao
P time slices
4.8
222

resolution
rli
ssi
et e
al
tin V
Sign nd Mar
tal
Digi doni a 13
0
a
2
short window manyao
P time slices
4.8
222
DTMF spectrogram (wideband)

N = 16800, L = 32
16
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
0
525 32
m
4.8
223
DTMF spectrogram
N = 16800, L = 256
128
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
0
256 66
m
4.8
224
DTMF spectrogram (narrowband)

N = 16800, L = 1024
512
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
0
1024 16
m
4.8
225
Speech analysis
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
2.5s
Play
4.8
226
Speech analysis
8ms analysis window (125Hz frequency bins) , 4ms shifts
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4KHz
0
0
4.8
2.5s
227
Speech analysis
32ms analysis window (31Hz frequency bins), 4ms shifts
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4KHz
0
0
4.8
2.5s
227
Time-Frequency tiling
L = 20
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
0
4.8
10
20
30
40
50
60
228
L = 10
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
0
4.8
10
20
30
40
50
60
228
L=4
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
0
0
4.8
10
20
30
40
50
60
228
Food for thought
4.8
ing
i
cess Vetterl
ro in
lP
t
frequency resolution f = 2/L Signa
Mar
l
d
ta
Digi doni an 13
tf = 2
an 20
lo Pr uncertainty principle!
Pao
time resolution t = L
229
Food for thought
4.8
ing
i
cess Vetterl
ro in
lP
t
Mar
l
d
ta
Digi doni an 13
tf = 2
an 20
Pao
229
Food for thought
4.8
ing
i
cess Vetterl
ro in
lP
t
Mar
l
d
ta
Digi doni an 13
tf = 2
an 20
Pao
229
Food for thought
4.8
ing
i
cess Vetterl
ro in
lP
t
Mar
l
d
ta
Digi doni an 13
tf = 2
an 20
Pao
229
Even more food for thought
ing
i
cess Vetterl
ro time-frequency planes
more sophisticated tilingsaofP
n l the rtin
l Sig nd Ma transform
can be obtained with the wavelet
ta
Digi doni a 13
an 20
lo Pr
Pao
4.8
230
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4.8

P
Pa
ing
i
ro in Digital
al P
t
Sign nd Mar
l
gita 4.9: The FFT,
DiModule oni a 13 History, Factorizations and Algorithms
d
Pran 20
olo
Overview
A bit of history: From Gauss to the fastest FFT in the g

west
Small DFT matrices
4.9
rli
ssin
roce in Vette
al P
t
Sign nd Mar
l
The Cooley-Tukey FFT
ta
Digi doni a 13
Decimation-in-Time FFT forPran 2N 20
length
FFTs
aolo
P
Conclusions: There are FFTs for any length!
231
Fourier had the Fourier transform
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.9
232
But Gauss had the FFT all along ;)
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.9
233
History
Gauss computes trigonometric series eciently in 1805
Fourier invents Fourier series in 1807
4.9
ing
i
cess Vetterl
ro in
a P
People start computing Fourier series, andl developrtricks
t
Sign nd Ma
l
ta
Good comes up with an algorithm in 1958
Digi doni a 13
an
20
lo Pr
Cooley and Tukey (re)-discover the fast
Fourier transform algorithm in 1965 for N a
Pao
power of a prime
Winograd combines all methods to give the most ecient FFTs
234
History
4.9
ing
i
cess Vetterl
ro in
a P
t
Sign nd Ma
l
ta
Digi doni a 13
an
20
lo Pr
Pao
power of a prime
234
History
4.9
ing
i
cess Vetterl
ro in
a P
t
Sign nd Ma
l
ta
Digi doni a 13
an
20
lo Pr
Pao
power of a prime
234
History
4.9
ing
i
cess Vetterl
ro in
a P
t
Sign nd Ma
l
ta
Digi doni a 13
an
20
lo Pr
Pao
power of a prime
234
History
4.9
ing
i
cess Vetterl
ro in
a P
t
Sign nd Ma
l
ta
Digi doni a 13
an
20
lo Pr
Pao
power of a prime
234
History
4.9
ing
i
cess Vetterl
ro in
a P
t
Sign nd Ma
l
ta
Digi doni a 13
an
20
lo Pr
Pao
power of a prime
234
The DFT matrix

2
N
WN = e j
powers of N can be taken modulo N, since W N = 1. ng
(or simply W when N is clear from the context)
rli
ssi
roce in Vette
DFT Matrix of size N by N:
al P
t
Sign nd Mar
l
1 Digita
1
1
ni1a 13 1 3 . . .
1
W 1 ndo W 2 20
W
. . . W N1
a
Pr2
W4
W6
. . . W 2(N1)
W = 1 lo W
ao
...
2
1 W N1 W 2(N1) W 3(N1) . . . W (N1)
4.9
235
The DFT matrix

2
N
WN = e j
rli
ssi
roce in Vette
al P
t
Sign nd Mar
l
1 Digita
1
1
ni1a 13 1 3 . . .
1
W 1 ndo W 2 20
W
. . . W N1
a
Pr2
W4
W6
. . . W 2(N1)
W = 1 lo W
ao
...
2
1 W N1 W 2(N1) W 3(N1) . . . W (N1)
4.9
235
The DFT matrix

2
N
WN = e j
rli
ssi
roce in Vette
al P
t
Sign nd Mar
l
1 Digita
1
1
ni1a 13 1 3 . . .
1
W 1 ndo W 2 20
W
. . . W N1
a
Pr2
W4
W6
. . . W 2(N1)
W = 1 lo W
ao
...
2
1 W N1 W 2(N1) W 3(N1) . . . W (N1)
4.9
235
Small DFT matrices: N = 2
ing
i
cess Vetterl
ro in
al 1P 1 t
Si 2 n n 1 r
Wg = d Ma
tal
1
Digi doni a 13
an 20
lo Pr
ao
4.9
236
1
1
W3 =
1
4.9
ng
i
e i
c ss 1 etterl
ro in V 1
1
1
1 al P 1
1
t
2 = 1 g W
Si n ndW 2 r= 1 1j 3
Ma
W W tal
2
D gi d1 nW 2 W3
W 2 W i4
o i a 01
1 1+j 3
2
an 2
lo Pr
Pao
1+j 3
2
1j 3
2
237
1 1
1 W
W4 =
1 W 2
1 W3
4.9
ing i
cess 1 Vetter1l
1
1
1 1Pro 1
l
2
1 W Wartin 3 1
W 2 W 3 Signa
=
l 1 W 2d M W 2 = 1

W 4 Dig6ta
W i
1
ni an3 3 W
6 W9
do1 W201W 2 W
W
1
an
lo Pr
Pao
1
1
1
j 1 j
1 1 1
j 1 j
238
1 1
1 W
W5 = 1 W 2
1 W 3
1 W4
sing
e
1
1
1
es
t1 rli 1 1
roc1 in1VetW 2 W 3 W 4
W 2 W 3 nal4 P 1 t W
W
ar
Sig W 8 = 1 W 2 W 4 W W 3
4
6
W ital
W
d
n M
ia
6
Dig Wd9onW 12 131 W 3 W W 4 W 2
W
n
2
8 ra 12 W 16 0
4 W3 W2
W
1 W
W
lo P W
Pao
4.9
239
1
1
1
W6 =
1
1
1
4.9
ng
1
1
1
1
1
1
s1si 1 erli 1
2
3
4
5 oc 1
r e in WettW 2 W 3
W W
W
W
W
al P t V
W 2 W 4 W 6 l S8gnW 10 Mar1 W 2 W 4 1
Wi

3
6
9ita 12 Wnd = 1 W 3
15
W
W
W
1 W3
Dig W 16ni a 20 13
do W 20 1 W 4 W 2 1
12 W
W 4 W 8 WPran
5 W 10olo 15 W 20 25
W
W
1 W5 W4 W3
Pa W
1
W4
W2
1
W4
W2
1
W 5
W 4
W 3
W 2
W
240
Divide et impera - Divide and Conquer (Julius Caesar)

Divide and conquer is a standard attack for developing fast algorithms.
simple
subproblem
ing e i
cess intermediate rl
o
ett
solution
spli
g
al Pr arrtein V
t
me
rge
Sign simple me
subproblem
ital ni and M
ig
D
do
13
Pran 20
olo
t
spli
mer
ge
subproblem
lit
sp
problem
sp
lit
Pa
t
spli
simple
subproblem
rge
me
mer
ge
intermediate
solution
subproblem
spli
t
4.9
solution
simple
subproblem
ge
mer
241
Divide and Conquer for DFT - One step
Recall: computing X = WN x has complexity O(N 2 ).
ing
i
cess Vetterl
Idea:
ro in
al P of 2. t
Take a problem of size N where N Sign
is a power Mar
ital
and
DigN/2doni use complexity N each,
Cut into two problems of size
that
13
4
Pran 20
lo
There might be some complexity to recover the full solution, say N.
Pao
2
4.9
The divide-and-conquer solution has complexity N 2 /2 + N for one step

For N 4 this is better than N 2 !
242
ing
i
cess Vetterl
Idea:
ro in
al P of 2. t
is a power Mar
ital
and
that
13
4
Pran 20
lo
Pao
2
4.9

242
ing
i
cess Vetterl
Idea:
ro in
al P of 2. t
is a power Mar
ital
and
that
13
4
Pran 20
lo
Pao
2
4.9

242
ing
i
cess Vetterl
Idea:
ro in
al P of 2. t
is a power Mar
ital
and
that
13
4
Pran 20
lo
Pao
2
4.9

242
ing
i
cess Vetterl
Idea:
ro in
al P of 2. t
is a power Mar
ital
and
that
13
4
Pran 20
lo
Pao
2
4.9

242
ing
i
cess Vetterl
ro in
Split DFT input into 2 pieces of size N/2 l P
na
rt
l Sig nd Ma
ta
Digi doni a 13
an 20
lo Pr
Pao
Graphically
4.9
243
ing
i
cess Vetterl
ro in
na
rt
l Sig nd Ma
ta
Compute two DFTs of size iN/2
D gi doni a 13
an 20
lo Pr
Pao
Graphically
4.9
243
ing
i
cess Vetterl
ro in
na
rt
l Sig nd Ma
ta
Compute two DFTs of size iN/2
D gi doni a 13
an 20
Merge the two results
lo Pr
Pao
Graphically
4.9
243

X [0]
x[1]
X [1]
DFT-N/2
x[0]
x[2]
P
x[N 4]
x[N 2]
x[N 1]
4.9
DFT-N/2
split
x[5]
X [3]
X [4]
X [5]
merge
x[4]
x[N 3]
X [2]
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
x[3]
X [N 4]
X [N 3]
X [N 2]
X [N 1]
244
Divide and Conquer for DFT - Multiple steps

Divide and conquer can be reapplied!
If it worked once, it will work again (recall, N = 2K )
g
ro in Vet
al Pthe fulltsolution, say N at each step
There might be some complexity to ign
ar
Srecover
ital ni and M
Dig 1 times, until problem of size 2 is obtained
You can do this log2 N 1 = K do
13
Pran 20
This requires order NPcomplexity each time
aolo
Cut the two problems of size N/2 into 4 problems ssin N/4rli
ce of size te
4.9
The divide-and-conquer solution has therefore complexity of order N log2 N

For N 4 this is much better than N 2 !
245

g
ro in Vet
ar
Srecover
ital ni and M
13
Pran 20
aolo
ce of size te
4.9

245

g
ro in Vet
ar
Srecover
ital ni and M
13
Pran 20
aolo
ce of size te
4.9

245

g
ro in Vet
ar
Srecover
ital ni and M
13
Pran 20
aolo
ce of size te
4.9

245

g
ro in Vet
ar
Srecover
ital ni and M
13
Pran 20
aolo
ce of size te
4.9

245

g
ro in Vet
ar
Srecover
ital ni and M
13
Pran 20
aolo
ce of size te
4.9

245

g
ro in Vet
ar
Srecover
ital ni and M
13
Pran 20
aolo
ce of size te
4.9

245
ing e i
cess N/4eand rl respectively
tt N/8,
Split DFT input into 2, 4 and 8 pieces of l ProN/2, in V
a sizes art
n
l Sig nd M
Compute 8 DFTs of size N/8ita
Dig doni a 13
n
20
Merge the results successively ra DFTs of size N/4, N/2 and nally N
lo P into
Pao
Graphically
4.9
246
ing e i
tt N/8,
a sizes art
n
l Sig nd M
Dig doni a 13
n
20
lo P into
Pao
Graphically
4.9
246
ing e i
tt N/8,
a sizes art
n
l Sig nd M
Dig doni a 13
n
20
lo P into
Pao
Graphically
4.9
246
split
DFT
N/8
DFT
N/8
DFT
N/8
merge
merge
merge
DFT
N/8
merge
DFT
N/8
x[0]
x[1]
x[2]
x[3]
x[4]
x[5]
merge
DFT
N/8
merge
split
split
split
split
split
4.9
4]
3]
2]
1]
DFT
N/8
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
P
x[N
x[N
x[N
x[N
DFT
N/8
merge
split
x[0]
x[1]
x[2]
x[3]
x[4]
x[5]
x[N
x[N
x[N
x[N
4]
3]
2]
1]
247
Divide and Conquer for DFT- Analysis of DIT-1/8

N1
x[n] W nk ,
X [k] =
k = 0, 1, . . . , N 1, W = e j N
ing
i
cess Vetterl
ro in
P
break input into even and odd indexed nal (so-called decimation in time):
terms
t
Sig nd Mar
l
ta
a
Digi 1 nix[2n] 13 x[2n + 1], n = 0, 1, . . . , N 1
x[n], n = 0, 1, . . . , N ando
0 and
2
2
lo Pr
Pao
n=0
Idea (a good guess is half of the answer!):
break output into rst and second half
X [k], k = 0, 1, . . . , N 1 X [k] and X [k + N/2], k = 0, 1, . . . ,
4.9
N
1
2
248

N1
x[n] W nk ,
X [k] =
k = 0, 1, . . . , N 1, W = e j N
ing
i
cess Vetterl
ro in
P
terms
t
Sig nd Mar
l
ta
a
Digi 1 nix[2n] 13 x[2n + 1], n = 0, 1, . . . , N 1
x[n], n = 0, 1, . . . , N ando
0 and
2
2
lo Pr
Pao
n=0
X [k], k = 0, 1, . . . , N 1 X [k] and X [k + N/2], k = 0, 1, . . . ,
4.9
N
1
2
248

N1
x[n] W nk ,
X [k] =
k = 0, 1, . . . , N 1, W = e j N
ing
i
cess Vetterl
ro in
P
terms
t
Sig nd Mar
l
ta
a
Digi 1 nix[2n] 13 x[2n + 1], n = 0, 1, . . . , N 1
x[n], n = 0, 1, . . . , N ando
0 and
2
2
lo Pr
Pao
n=0
X [k], k = 0, 1, . . . , N 1 X [k] and X [k + N/2], k = 0, 1, . . . ,
4.9
N
1
2
248

Consider even and odd inputs separately:
N/21
N/21
2nk
x[2n + 1] W (2n+1)k
ing
i
cess Vetterl
ro in
N/21
N/21 t
al P
r
2nk
Sign + d Max[2n + 1] W 2nk+k
l
=
x[2n] W
ita ni an
Dig do
n=0
n=0
13
Pran 20 N/21
N/21
lo
Pao x[2n] W nk + W k
x[2n + 1] W nk
=
X [k] =
x[2n] W
n=0
n=0
N/2
n=0
N/2
n=0
= Xk + W k X k , k = 0, 1, . . . , N 1
4.9
249

N/21
N/21
2nk
x[2n + 1] W (2n+1)k
ing
i
cess Vetterl
ro in
N/21
N/21 t
al P
r
2nk
l
x[2n] W
=
ita ni an
Dig do
n=0
n=0
13
Pran 20 N/21
N/21
lo
=
x[2n + 1] W nk
X [k] =
x[2n] W
n=0
n=0
N/2
n=0
N/2
n=0
= Xk + W k X k , k = 0, 1, . . . , N 1
4.9
249

N/21
N/21
2nk
x[2n + 1] W (2n+1)k
ing
i
cess Vetterl
ro in
N/21
N/21 t
al P
r
2nk
l
x[2n] W
=
ita ni an
Dig do
n=0
n=0
13
Pran 20 N/21
N/21
lo
=
x[2n + 1] W nk
X [k] =
x[2n] W
n=0
n=0
N/2
n=0
N/2
n=0
= Xk + W k X k , k = 0, 1, . . . , N 1
4.9
249

N/21
N/21
2nk
x[2n + 1] W (2n+1)k
ing
i
cess Vetterl
ro in
N/21
N/21 t
al P
r
2nk
l
x[2n] W
=
ita ni an
Dig do
n=0
n=0
13
Pran 20 N/21
N/21
lo
=
x[2n + 1] W nk
X [k] =
x[2n] W
n=0
n=0
N/2
n=0
N/2
n=0
= Xk + W k X k , k = 0, 1, . . . , N 1
4.9
249
ing
i
cess Vetterl
ro in
P
t
2 half-size DFTs, which we call X and al
Sign Xnd Mar
l
ita
D by k
multiplying the second DFTig W doni a
13
Pran 20
lo
adding the result
Pao
In words: We can compute X with:
4.9
250
ing
i
cess Vetterl
ro in
P
t
Sign Xnd Mar
l
ita
D by k
13
Pran 20
lo
adding the result
Pao
4.9
250
ing
i
cess Vetterl
ro in
P
t
Sign Xnd Mar
l
ita
D by k
13
Pran 20
lo
adding the result
Pao
4.9
250

Consider now the rst and second half of the outputs separately:
X [k] = Xk + W k X k , k = 0, 1, . . . ,
N
1
2
ing
i
cess Vetterl
ro in
al P art N/21
N/21
Sign ndW k+N/2
n(k+N/2)
l
tan(k+N/2) + M
X [k + N/2] =
x[2n]iWN/2
x[2n + 1] WN/2
Dig doni a 13
n=0
n=0
0
Pran 2N/21
N/21 lo
Pao
=
n=0
nk
x[2n] WN/2 W k
nk
x[2n + 1] WN/2
n=0
= Xk W k X k , k = 0, 1, . . . ,
4.9
N
1
2
251

X [k] = Xk + W k X k , k = 0, 1, . . . ,
N
1
2
ing
i
cess Vetterl
ro in
al P art N/21
N/21
Sign ndW k+N/2
n(k+N/2)
l
tan(k+N/2) + M
X [k + N/2] =
x[2n]iWN/2
x[2n + 1] WN/2
Dig doni a 13
n=0
n=0
0
Pran 2N/21
N/21 lo
Pao
=
n=0
nk
x[2n] WN/2 W k
nk
x[2n + 1] WN/2
n=0
= Xk W k X k , k = 0, 1, . . . ,
4.9
N
1
2
251

X [k] = Xk + W k X k , k = 0, 1, . . . ,
N
1
2
ing
i
cess Vetterl
ro in
al P art N/21
N/21
Sign ndW k+N/2
n(k+N/2)
l
tan(k+N/2) + M
X [k + N/2] =
x[2n]iWN/2
x[2n + 1] WN/2
Dig doni a 13
n=0
n=0
0
Pran 2N/21
N/21 lo
Pao
=
n=0
nk
x[2n] WN/2 W k
nk
x[2n + 1] WN/2
n=0
= Xk W k X k , k = 0, 1, . . . ,
4.9
N
1
2
251

X [k] = Xk + W k X k , k = 0, 1, . . . ,
N
1
2
ing
i
cess Vetterl
ro in
al P art N/21
N/21
Sign ndW k+N/2
n(k+N/2)
l
tan(k+N/2) + M
X [k + N/2] =
x[2n]iWN/2
x[2n + 1] WN/2
Dig doni a 13
n=0
n=0
0
Pran 2N/21
N/21 lo
Pao
=
n=0
nk
x[2n] WN/2 W k
nk
x[2n + 1] WN/2
n=0
= Xk W k X k , k = 0, 1, . . . ,
4.9
N
1
2
251
In words: We can compute X [k] and X [k + N/2] with:
4.9
ing
i
cess Vetterl
ro in
Divide input into even and odd indexed samples
al P
t
Sign nd Mar
l
Compute two DFTs of size N/2a
t
Digi doni a 13
Multiplication of the output Pran second 20 by W k using N/2 multiplications
of the
DFT
aolo
P
Combine output with sum/dierence
252
4.9
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
t
Digi doni a 13
of the
DFT
aolo
P
252
4.9
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
t
Digi doni a 13
of the
DFT
aolo
P
252
4.9
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
t
Digi doni a 13
of the
DFT
aolo
P
252

X [0]
x[0]
x[2]
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13 W
an 20
1
lo Pr
W
ao
DFT-N/2
x[4]
x[6]
0
N
x[1]
x[3]
x[5]
x[7]
4.9
1
N
DFT-N/2
2
WN
3
WN
1
1
1
X [1]
X [2]
X [3]
X [4]
X [5]
X [6]
X [7]
253
So, what is the complexity now?
4.9
ng erli
o
ett
al2Pr artin V
2 i or
Compute 2 DFT-N/2: twice (N/2)S, gn N /2 M
ital ni and
Dig do
Merge the two results: multiplication by N/2 13
complex numbers W k
ran 20
lo P
Total: N 2 /2 + N/2 which is indeed smaller than N 2 for any N 4,
Pao
Split DFT input into 2 pieces of size N/2: free!cessi
In general, about half the complexity of the initial problem!
254
4.9
ng erli
o
ett
al2Pr artin V
2 i or
ital ni and
Dig do
complex numbers W k
ran 20
lo P
Pao
254
4.9
ng erli
o
ett
al2Pr artin V
2 i or
ital ni and
Dig do
complex numbers W k
ran 20
lo P
Pao
254
4.9
ng erli
o
ett
al2Pr artin V
2 i or
ital ni and
Dig do
complex numbers W k
ran 20
lo P
Pao
254
4.9
ng erli
o
ett
al2Pr artin V
2 i or
ital ni and
Dig do
complex numbers W k
ran 20
lo P
Pao
254
4.9
ng erli
o
ett
al2Pr artin V
2 i or
ital ni and
Dig do
complex numbers W k
ran 20
lo P
Pao
254
So, what if we repeat the process?
Go until DFT-2, since this is trivial (sum and dierence)
ing
i
cess Vetterl
Requires log2 N 1 steps
ro in
al P
t
Sign nd Mar
Each step requires a merger ofital N/2 multiplications and N additions
order
Dig doni a 13
Total: N/2(log 2 N 1) multiplications and N log2 N additions
an 20
lo Pr
Pao
Savings of order log2 N/N
Key Result: A DFT of size N requires order N log2 N operations!
4.9
255
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
order
Dig doni a 13
an 20
lo Pr
Pao
4.9
255
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
order
Dig doni a 13
an 20
lo Pr
Pao
4.9
255
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
order
Dig doni a 13
an 20
lo Pr
Pao
4.9
255
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
order
Dig doni a 13
an 20
lo Pr
Pao
4.9
255
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
order
Dig doni a 13
an 20
lo Pr
Pao
4.9
255
Matrix factorization view of DFT, N = 4
Separate even and odd samples
Compute two DFTs of size 2 having output X [k] and X [k]
ing
i
cess Vetterl
Compute sum and dierence of
and Pro
nal
rtin
l Sig nd Ma
ta
Digi 1doni a 13 1 1 0 0 1
1 1
1
1
1
ran 0 20 0
1 j 1 olo P 0 1 0 j
1 1 0 0 0
a j
W4 =
1 1 1P 1 = 1 0 1 0 0 0 1 1 0
X [k]
1 j
0 1
This uses 8 additions and no multiplications!
4.9
W k X [k]
1 1
0
0
1
0 0
0
1
0
0
0
0
0
1
256
ing
i
cess Vetterl
and Pro
nal
rtin
l Sig nd Ma
ta
Digi 1doni a 13 1 1 0 0 1
1 1
1
1
1
ran 0 20 0
1 j 1 olo P 0 1 0 j
1 1 0 0 0
a j
W4 =
1 1 1P 1 = 1 0 1 0 0 0 1 1 0
X [k]
1 j
0 1
4.9
W k X [k]
1 1
0
0
1
0 0
0
1
0
0
0
0
0
1
256
ing
i
cess Vetterl
and Pro
nal
rtin
l Sig nd Ma
ta
Digi 1doni a 13 1 1 0 0 1
1 1
1
1
1
ran 0 20 0
1 j 1 olo P 0 1 0 j
1 1 0 0 0
a j
W4 =
1 1 1P 1 = 1 0 1 0 0 0 1 1 0
X [k]
1 j
0 1
4.9
W k X [k]
1 1
0
0
1
0 0
0
1
0
0
0
0
0
1
256
ing
i
cess Vetterl
and Pro
nal
rtin
l Sig nd Ma
ta
Digi 1doni a 13 1 1 0 0 1
1 1
1
1
1
ran 0 20 0
1 j 1 olo P 0 1 0 j
1 1 0 0 0
a j
W4 =
1 1 1P 1 = 1 0 1 0 0 0 1 1 0
X [k]
1 j
0 1
4.9
W k X [k]
1 1
0
0
1
0 0
0
1
0
0
0
0
0
1
256
Matrix factorization view of DFT, N = 8, 1/8
Now this is going to be big...
ing
i
cess Vetterl
ro in
al P1 art 1
1 1 l Sign
1
...
it 1 ni W M
1 igWa W 2 and 3 . . . W 7
D
o
3
W8 = 1 PW 2 d W 4 201 . . . W 14 = . . .
ran W 6
o
...
Pao
7
14
21
49
Too big for a single slide!
1 W
4.9
... W
257

Step 1: separate even from odd indexed samples
Call this D8 for decimation of size 8
1 0 0 0 0 0 ing 0
s 0 0terli
s
0 0 1 0 oce0 0 et
Pr 0 0 tin V0
0 0 n0 l 0 1 r 0
a
a
l Sig
0 0 0 n0 M 0 1 0
a
igit oni a d 03
D8 =
D
0
0 0
nd 1 0 201 0 0 0
Pra 0 0 1 0 0 0 0
0
lo
Pao
0 0 0 0 0 1 0 0
0 0 0 0 0 0 0 1
This requires no arithmetic operations!
4.9
258

Step 2: Compute two DFTs of size N/2 on the even and on the odd indexed samples
Each submatrix is W4 , and the matrix is block diagonal, where 04 stands for a matrix of 0s
1 1
1
1
sing terli
1 j 1 roces
j
Vet
l
1 1 na1 P 1artin
l Sig
a j 1d M
W4 04 igit1
i an j3
D= don
04 W4
01 1 1 1 1
n
2
1 j 1 j
lo Pr
Pao
1 1 1 1
1 j
This requires two DFT-4, or a total of 16 additions!
4.9
259

Step 3: Multiply output of second DFT of size 4 by W k
This is a diagonal matrix, with I4 for the identity of size 4,
1
ing erli
1
ess
c
o
ett
al Pr artin V
1
1
n
l Sig nd M
W
I4 0 4
1 gita
=
Di 1 doni a 1 where 4 =
3
04 4
n
PraW 20
lo
Pao
W2
W2
W3
W3
This requires 2 multiplications (W 2 = j is free)

4.9
260

Step 4: Recombine nal output X [k] and X [k + N/2] by sum and dierence, S8
1 0 0 0 1
0
g 0rli 0
0 1 0 0 essin 1
0
0
te 0
0 0 l 1 ro 0 in Vet 1
P 0c t 0
0
gna
0 0 0 Mar
Si
I4 I4 al
1 0
0
0
1
S8 =
it= 1 ni0and 0 1 0 0 0
I4 Dig
I4
0
do
n0 1 2013 0 1 0 0
a
lo Pr 0 0 0 0 0 1 0
0 1 0
Pao
0 0 0 1 0
0
0 1
This requires 8 additions!
4.9
261
In total:
Product of 4 matrices
ing
i
cess Vetterl
ro in
lP
I4 I4 Sign4 04Mart 4 04
Ia
W
W8 =
d
ital4 n04 n4 04 W4 D8
I4
Dig I do i a 13
an 20
lo Pr
Pao
This requires 24 additions and 2 multiplications!
4.9
262
Flowgraph view of DFT, N = 8, 7/8

X [0]
x[0]
x[4]
0
WN
x[2]
x[6]
0
WN
4.9
X [2]
2
N
0
WN
1
N
x[3]
x[7]
X [1]
0
WN
X [3]
0
N
x[1]
x[5]
ing
i
cess Vetterl
1o
r
W
al P
tin
Sign n1Mar
l
d
1
ta
Digi doni a 13 W
an 20
lo Pr
W
Pao
1
0
WN
0
WN
2
WN
2
WN
1
1
3
WN
1
1
1
1
X [4]
X [5]
X [6]
X [7]
263
ing
i
cess Vetterl
roone takes block of 8 by 8 pixels
In image processing (e.g. digital photography)
al P
tin
Sign nd Mar
l DCT) similar to a DFT
ta
One computes a transform (called
Digi doni a 13
0
an
It has a fast algorithm inspired by what 2just saw
we
lo Pr
Pao
Is this a big deal?
4.9
264
ing
i
cess Vetterl
al P
tin
Sign nd Mar
ta
Digi doni a 13
0
an
we
lo Pr
Pao
Is this a big deal?
4.9
264
ing
i
cess Vetterl
al P
tin
Sign nd Mar
ta
Digi doni a 13
0
an
we
lo Pr
Pao
Is this a big deal?
4.9
264
Some numbers
4.9
Direct: 642 = 4096 multiplications required (dominant g

rli
ssin cost, xed point multiplications)
oce
ette
al Prcolumnsnseparately, or 16 DFTs
ti V
The transform can be computed in rows and
Sign
Mar
ital ni andor a total of 32 multiplications
The algorithm we saw hasDig
2 multiplications, 3
do
1
Pran 20
lo
Saving of 2 orders of magnitude!
Pao
265
Some numbers
4.9

rli
oce
ette
ti V
Sign
Mar
do
1
Pran 20
lo
Pao
265
Some numbers
4.9

rli
oce
ette
ti V
Sign
Mar
do
1
Pran 20
lo
Pao
265
Some numbers
4.9

rli
oce
ette
ti V
Sign
Mar
do
1
Pran 20
lo
Pao
265
Conclusions
Dont worry, be happy!
The Cooley-Tukey is the most popular algorithm, mostly for N = 2N
Note that there is always a good FFT algorithm around the corner
ing
4.9
li
ess
tt ar
rocsize iequaletoe power of 2
Do not zero-pad to lengthen a vector to al P a
have
tnV
Sign nd Mar
tal
There are good packages outgthere (e.g. a
Di i doni Fastest Fourier Transform in the West, SPIRAL)
13
P an 20
It does make a BIG dierence!r
lo
Pao
266
And some people are obsessed with Fourier...
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
4.9
267
Exercise: Divide and Conquer for DFT- Analysis of DIF

Recall the computation of the DFT on an input x[n] of length N
N1
x[n] W nk ,
X [k] =
k = 0, 1, . . . , N 1, W = e j N
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
Idea:
ta
Digi doni a 13
0
Break input into rst and second Pran
2
lo half
Pao
n=0
with output X [k] of length N
N
1
2
Break output into even and odd indexed terms, or decimation in frequency (DIF)
x[n], n = 0, 1, . . . , N 1 x[n] and x[n + N/2], n = 0, 1, . . . ,
X [k], k = 0, 1, . . . , N 1 X [2k] and X [2k + 1], k = 0, 1, . . . ,

4.9
N
1
2
268
Divide and Conquer for DFT- Analysis of DIF

Initial computation
N1
x[n] W nk ,
X [k] =
k = 0, 1, . . . , N 1, W = e j N
ing er i
t
cessand secondl half
Consider even outputs rst, with inputs divided Pro rst n Vet
al into arti
Sign nd N/21
M
N/21 ital
2nk +
X [2k] =
x[n + N/2] W (n+N/2)2k
n=0 ig x[n] W ni a
n=0
D
N/21
N/21
do2nk +2013 x[n + N/2] W 2nk+Nk
n
=
x[n]
n=0 Pra W
n=0
lo x[n] W nk + N/21 x[n + N/2] W nk
N/21
= Pao
n=0
n=0
n=0
N/2
N/21
n=0 (x[n]
N/2
nk
+ x[n + N/2]) WN/2
nk
where we used again the fact that W 2nk = WN/2 and W Nk = 1.
In words: We can compute the even terms of the output with the help of a half-size DFT, by
summing x[n] and x[n + N/2].
4.9
269
Divide and Conquer for DFT- Analysis of DIF

Consider now odd outputs only, with inputs still divided into rst and second half
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
=
Digi doni a 13
20
P an
lokN r= 1 and N/2 = 1.
where we used the facts thato
W
Pa W
X [2k + 1] =
=
=
N/21
N/21
x[n] W n(2k+1) + n=0 x[n + N/2] W (n+N/2)(2k+1)
n=0
N/21
N/21
x[n] W n W 2nk + n=0 x[n + N/2] W n W 2nk W N/2 W Nk
n=0
N/21
N/21
n
nk
n
nk
n=0 (x[n] W )WN/2
n=0 (x[n + N/2] W )WN/2
N/21
n
nk
n=0 ((x[n] x[n + N/2]) W )WN/2
In words: We can compute the odd terms of the output with the help of a half-size DFT,
namely by considering x[n] x[n + N/2] and multiplying this dierence with W n before taking
the DFT of size N/2.
4.9
270
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4.9

P
ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
END OF MODULE 4
P

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Modules 4.2: The Discrete Fourier Transform (DFT)

Modules 4.3: DFT in practice

Modules 4.7: Sinusoidal modulation and applications

Modules 4.8: The Short-Time Fourier Transform

Modules 4.1: Introduction to Fourier Analysis

Oscillations are everywhere!

Oscillations are everywhere

sustainable dynamic systems exhibit oscillatory behavior

Oscillations are everywhere

sustainable dynamic systems exhibit oscillatory behavior

Oscillations are everywhere

sustainable dynamic systems exhibit oscillatory behavior

Oscillations are everywhere

sustainable dynamic systems exhibit oscillatory behavior

Oscillations are everywhere

sustainable dynamic systems exhibit oscillatory behavior

Oscillations are everywhere

Oscillations are everywhere

Oscillations are everywhere

You too can detect sinusoids!

cochlea (inner ear)

air pressure sinusoids

frequencies from 430THz to 790THz

can we decompose any signal into sinusoidal elements?

from time domain to frequency ndo

discover hidden signal properties

t signals to specic frequency regions

can we decompose any signal into sinusoidal elements?

from time domain to frequency ndo

discover hidden signal properties

t signals to specic frequency regions

can we decompose any signal into sinusoidal elements?

from time domain to frequency ndo

discover hidden signal properties

t signals to specic frequency regions

can we decompose any signal into sinusoidal elements?

from time domain to frequency ndo

discover hidden signal properties

t signals to specic frequency regions

The mathematical setup

lets start with nite-length signals (i.e. vectors in ssNng

The mathematical setup

lets start with nite-length signals (i.e. vectors in ssNng

The mathematical setup

lets start with nite-length signals (i.e. vectors in ssNng

The mathematical setup

lets start with nite-length signals (i.e. vectors in ssNng

Mystery signal in the Fourier basis

The Fourier Basis for CN

Claim: the set of N signalsiin CN terli

The Fourier Basis for CN

Recall the complex exponential generating machine...

Recall the complex exponential generating machine...

Recall the complex exponential generating machine...

Recall the complex exponential generating machine...

Recall the complex exponential generating machine...

Recall the complex exponential generating machine...

Basis vector w(0) C64

Basis vector w(1) C64

Basis vector w(2) C64

Basis vector w(3) C64

Basis vector w(4) C64