Ch8dtft DFT Fs

o Introduction
o DTFS & Properties

FT of periodic signals
ELEC442: DSP
DTFS, DTFT, DFS, DFT, FFT
o FT of periodic signals
o DFT & Properties: Sampling of the DTFT
o DTFT, DTFS, DFT, DFS, FFT, ZT: numerical
o Summary
Dr. Aishy Amer
Concordia University
Electrical and Computer Engineering
Figures and examples in these course slides are taken from the following sources:
A. Oppenheim, A.S. Willsky and S.H. Nawab, Signals and Systems, 2nd Edition, Prentice-Hall, 1997
A.V. Oppenheim, R.W. Schafer and J.R. Buck, Discrete-Time Signal Processing
M.J. Roberts, Signals and Systems, McGraw Hill, 2004
J. McClellan, R. Schafer, M. Yoder, Signal Processing First, Prentice Hall, 2003
Slides 2-22 are from http://metalab.uniten.edu.my/~zainul/images/Signals&Systems
Periodic DT Signals
A DT signal is periodic with period
where is a positive integer if
The fundamental period of is the
2
The fundamental period of is the
smallest positive value of for which the
equation holds
Example:
is periodic with fundamental period
Fourier representation of
signals
The study of signals and systems using sinusoidal
representations is termed Fourier analysis, after Joseph
Fourier (1768-1830)
The development of Fourier analysis has a long history
involving a great many individuals and the investigation of
3
involving a great many individuals and the investigation of
many different physical phenomena, such as the motion
of a vibrating string, the phenomenon of heat propagation
and diffusion
Fourier methods have widespread application beyond
signals and systems, being used in every branch of
engineering and science
The theory of integration, point-set topology, and
eigenfunction expansions are just a few examples of
topics in mathematics that have their roots in the analysis
of Fourier series and integrals
Approximation of Signals by
Sinusoids
A signal can be approximated by a sum of many
sinusoids at harmonic frequencies of the signal f
0
with appropriate amplitude and phase
The more harmonic components are added, the
4
The more harmonic components are added, the
more accurate the approximation becomes
Instead of using sinusoidal signals, mathematically,
we can use the complex exponential functions with
both positive and negative harmonic frequencies
A Fourier representation is unique, i.e., no two
same signals in time domain give the same function
in frequency domain
Overview of Fourier Analysis
Methods
Periodic in Time
Discrete in Frequency
Aperiodic in Time
Continuous in Frequency
Continuous
in Time

=

T
t jk
k
dt e t x
T
a
0
) (
1
DT P - CT : Series Fourier CT
0
T

dt e t x j X
t j
CT CT : Transform Fourier CT Inverse
) ( ) (
CT CT : Transform Fourier CT
5
Aperiodic in
Frequency
Discrete in
Time
Periodic in
Frequency
=
=

k
t jk
k
e a t x
0
) (
P - CT DT : Series Fourier Inverse CT
T
0
=
+
=
+
2
2
2
) (
2
1
] [
DT P CT : Transform Fourier DT Inverse
] [ ) (
P CT DT : Transform Fourier DT
d e e X n x
e n x e X
n j j
n
n j j
=

=

1
0
N N
1
0
N N
0
0
] [
1
] [
P - DT P - DT Series Fourier DT Inverse
] [ ] [
P - DT P - DT Series Fourier DT
N
k
kn j
N
n
kn j
e k X
N
n x
e n x k X
d e j X t x
t j
) (
2
1
) (
CT CT : Transform Fourier CT Inverse
Overview of Fourier Analysis
Methods
Variable Period Continuous
Frequency
Discrete
Frequency
DT x[n] n N k
N k k / 2 =
6
CT x(t) t T k
N k k / 2 =
T k k / 2 =
DT-FS: Discrete in time; Periodic in time; Discrete in Frequency; Periodic in Frequency

DT-FT: Discrete in time; Aperiodic in time; Continous in Frequency; Periodic in Frequency
CT-FS: Continuous in time; Periodic in time; Discrete in Frequency; Aperiodic in Frequency
CT-FT: Continuous in time; Aperiodic in time; Continous in Frequency; Aperiodic in Frequency
Negative frequency?
7
Negative Frequency?
8
Negative Frequency?
9
Outline
o Introduction
o DTFS & properties
o DTFT of periodic signals
o DFT: Sampling of the DTFT
10
o DTFT, DTFS, DFT, DFS, FFT, ZT: numerical (Matlab)
o Summary
Discrete-Time Fourier Series (DTFS)
Given a periodic sequence with period N so that
The FS can be written as
(Recall: the FS of continuous-time periodic signals require infinite many complex exponentials)
Not that for DT periodic signals we have
] n [ x
~
] rN n [ x
~
] n [ x
~
+ =
[ ]
( )

=
k
kn N / 2 j
e k X
~
N
1
] n [ x
~
11
Not that for DT periodic signals we have
Due to the periodicity of the complex exponential we only need N exponentials
for DT FS
The FS coefficients can be obtained via
( )( ) ( ) ( ) ( )kn N / 2 j mn 2 j kn N / 2 j n mN k N / 2 j
e e e e
+
= =
[ ]
( )
=
1 N
0 k
kn N / 2 j
e k X
~
N
1
] n [ x
~
[ ]
( )
=

=
1 N
0 n
kn N / 2 j
e ] n [ x
~
k X
~
DTFS Pair
For convenience we sometimes use
Analysis equation
( ) N / 2 j
N
e W

=
[ ]

=
=
1 N
0 n
kn
N
W ] n [ x
~
k X
~
12
Synthesis equation
[ ]
=
1 N
0 k
kn
N
W k X
~
N
1
] n [ x
~
Concept of DTFS
13
The DTFS
Note: we could divide x[n] or X[k] by N
14
The DTFS
15
The DTFS
16
The DTFS
17
The DTFS
18
The DTFS
19
Example: periodic square
20
- We know that
21
22
23
DTFS of an periodic rectangular pulse train
The DTFS coefficients
[ ]
( )
( )
( )
( )
( )
( ) 10 / k sin
2 / k sin
e
e 1
e 1
e k X
~
10 / k 4 j
k 10 / 2 j
5 k 10 / 2 j
4
0 n
kn 10 / 2 j
= =

=

24
( ) 10 / k sin e 1
0 n

=
Example: periodic impulse train
DFS of a periodic impulse train
Since the period of the signal is N
[ ]
=
= =

=
else 0
rN n 1
rN n ] n [ x
~
r
[ ]
( ) ( ) ( )
1 e e ] n [ e ] n [ x
~
k X
~
0 k N / 2 j
1 N
kn N / 2 j
1 N
kn N / 2 j
= = = =

25
We can represent the signal with the DTFS coefficients
as
[ ]
( ) ( ) ( )
1 e e ] n [ e ] n [ x
~
k X
~
0 k N / 2 j
0 n
kn N / 2 j
0 n
kn N / 2 j
= = = =

=

=

[ ]
( )

=
=
= =
1 N
0 k
kn N / 2 j
r
e
N
1
rN n ] n [ x
~
Properties of DTFS
Linearity
Shifting
[ ] [ ]
[ ] [ ]
[ ] [ ] [ ] [ ] k X
~
b k X
~
a n x
~
b n x
~
a
k X
~
n x
~
k X
~
n x
~
2 1
DFS
2 1
2
DFS
2
1
DFS
1
+ +

[ ] [ ]
[ ] [ ]
~
~
k X
~
n x
~ DFS

26
Shifting
Duality
[ ] [ ]
[ ] [ ]
[ ] [ ] m k X
~
n x
~
e
k X
~
e m n x
~
k X n x
DFS N / nm 2 j
N / km 2 j DFS

[ ] [ ]
[ ] [ ] k x
~
N n X
~
k X
~
n x
~
DFS
DFS

Properties of DTFS
27
Summary of Properties
28
Symmetry Properties
29
Periodic Convolution
Take two periodic sequences
Form the product
[ ] [ ]
[ ] [ ] k X n x
k X n x
DFS
DFS
2 2
1 1
~
~
~
~

30
The periodic sequence with given DTFS can be written as
Periodic convolution is commutative
[ ] [ ] [ ] k X k X k X
2 1 3
~ ~ ~
=
[ ] [ ] [ ]
=
=
1
0
2 1 3
~ ~ ~
N
m
m n x m x n x
[ ] [ ] [ ]
=
=
1
0
1 2 3
~ ~ ~
N
m
m n x m x n x
Periodic Convolution
31
Outline
o Introduction
o DTFS & properties
32
o DTFT, DTFS, DFT, DFS, FFT, ZT: numerical (Matlab)
o Summary
The DTFT
=
+
=

2
: Transform Fourier DT Inverse
] [ ) (
P CT DT
: Transform Fourier DT
e n x e X
n
n j j
DTFT represents a DT aperiodic signal as
a sum of infinitely many complex
exponentials, with the frequency varying
continuously in (-, )
DTFT is periodic
only need to determine it for
33
=
+
2
2
) (
2
1
] [
DT P CT
: Transform Fourier DT Inverse
d e e X n x
n j j
only need to determine it for
DTFT is continuous in frequency
The DTFT
From the numerical computation viewpoint, the
computation of DTFT by computer has several
problems:
The summation over n is infinite
n j
n
j
e n x e X

= ] [ ) (
34
The independent variable is continuous
DTFT and z-transform are not numerically
computable transforms
FS versus FT
Aperiodic signals can be viewed as a periodic signal
with an infinite period
FS: a representation of periodic signals as a linear
combination of complex exponentials
The FS cannot represent an aperiodic signal for all times
35
The FS cannot represent an aperiodic signal for all times
FT: apply to signals that are not periodic
The FT can represent an aperiodic signal for all time
N N
1
0
N N
1
0
P - DT P - DF ] [
1
] [
P - DF P - DT ] [ ] [
: DTFS
0
0
=
=
N
k
kn j
N
n
kn j
e k X
N
n x
e n x k X
DT P CT ) (
2
1
] [
P CT DT ] [ ) (
: DTFT
2
2
2
+ =
+ =
d e e X n x
e n x e X
n j j
n
n j j
The FT of Periodic Signals
Periodic sequences are not absolute or square summable: no DTFT exist
We can represent them as sums of complex exponentials: DTFS
We can combine DTFS and DTFT
Periodic impulse train with values proportional to DTFS coefficients
36
Periodic impulse train with values proportional to DTFS coefficients
This is periodic with 2 since DTFS is periodic
( ) [ ]
=
|
\
|
=
k
j
N
k
k X
N
e X

2 ~ 2 ~
The FT of Periodic Signals
The inverse transform can be written as
( ) [ ]
[ ] [ ]
=
|
\
|

|
\
|
=
1
2
2
0
2
0
2
0
~ 1 2 ~ 1
2 ~ 2
2
1 ~
2
1
N
n
N
k
j
n j
n j
k
n j j
e k X
N
d e
N
k
k X
N
d e
N
k
k X
N
d e e X
37
FT Pair:
Example:
( ) [ ]
=
|
\
|
=
k
j
N
k
k X
N
e X

2 ~ 2 ~
=
\
0
0
k k
N N N

[ ]
=
=
1
0
2
~
~ 1
] [
N
k
n
N
k
j
X e k X
N
n
Example
Consider the periodic impulse train
The DTFS was calculated previously to be
[ ]
=
=
r
rN n ] n [ p
~
38
Therefore the FT is
[ ] k all for 1 k P
~
=
( )

\
|

=
k
j
N
k 2
N
2
e P
~
Finite-length x[n] & Periodic Signals
Convolve with periodic impulse train
The FT of the periodic sequence is
[ ] [ ]

=
=
= = =
r r
rN n x rN n ] n [ x ] n [ p
~
] n [ x ] n [ x
~
( ) ( ) ( ) ( )
|
|
= =

k 2 2
e X e P
~
e X e X
~
j j j j
39
This implies that
DFS coefficients of a periodic signal = equally spaced
samples of the FT of one period
( ) ( ) ( ) ( )
( )
|
\
|

|
|
\
|
=
|
\
= =
=
N
k 2
e X
N
2
e X
~
N N
e X e P e X e X
k
N
k 2
j
j
k
[ ] ( )
N
k 2
j
N
k 2
j
e X e X k X
~
=
|
|
\
|
=
Finite-length x[n] & Periodic Signals
40
Example
Consider

=
else 0
4 n 0 1
] n [ x
41
The FT is
The DFS
coefficients
( )
( )
( ) 2 / sin
2 / 5 sin
e e X
2 j j
=

[ ]
( )
( )
( ) 10 / k sin
2 / k sin
e k X
~
10 / k 4 j
=

Outline
o Introduction to frequency analysis
o DTFS & properties
42
o DTFT, DTFS, DFT, DFS, FFT, ZT: numerical (matlab)
o Summary
Sampling the DTFT:
Sampling in frequency domain
In the DTFT
n j
n
j
e n x e X

= ] [ ) (
43
The independent variable is continuous
DTFT is not numerically computable transform
To numerically represent the continuous frequency
DTFT, we must take samples of it DFT
Sampling the DTFT:

Review to sampling
Sampling is converting x(t) to x[n]
T : sampling period in second; f
s
= 1/T : sampling frequency in Hz

s
=2f
s
: Sampling frequency in radian-per-second
In frequency domain: convolution of X(jw) with an impulse train
[ ] ( ) < < = n nT x n x
c
( ) ( ) ( )
=
=
k
s c s
k j X
T
j X
1
44
Creates replica of the FT of x(t); Replica are periodic with
s
If
s
<
N
sampling maybe irreversible due to aliasing of images
= k
T
( ) j X
c
( ) j X
s
( ) j X
s
N
-
N
N
-
N

s
2
s
3
s
-
2
s

s
3
s
N
-
N

s
2
s
3
s
-
2
s
s
3
s

s
<2
N
s
>2
N
Sampling the DTFT:
Sampling in frequency domain
Consider an aperiodic x[n] with a DTFT
Assume a sequence is obtained by sampling the DTFT
Since the DTFT is periodic, the resulting sequence is also
[ ] ( )
( )
( )
( ) 1 0 ;
~
/ 2
/ 2
= =
=
L k e X e X k X
k N j
k N
j

( )
j DTFT
e X n x ] [
45
Since the DTFT is periodic, the resulting sequence is also
periodic
could be the DFS of a sequence
The corresponding sequence is
[ ] k X
~
[ ]
( )
1 0 and 1 0 ;
~ 1
] [
~
1
0
/ 2
=

=
L k N n e k X
N
n x
N
k
kn N j
Sampling the DTFT
We can also write it in terms of the z-transform
[ ] ( )
( )
( )
( )
k N j
k N
j
e X e X k X
/ 2
/ 2
~

= =
=
[ ] ( )
( )
( )
k N j
e X z X k X
/ 2
~

= =
46
The sampling points are shown in figure
[ ] ( )
( )
( )
( )
k N j
e z
e X z X k X
k N
/ 2
/ 2
~

= =
=
Sampling the DTFT
The only assumption made on x[n]: its DTFT exist
Combine the equations gives
( ) [ ]
=
m
m j j
e m x e X

[ ]
( )
=
=
1
0
/ 2
~ 1
] [
~
N
k
kn N j
e k X
N
n x

[ ]
( )
( )
k N j
e X k X
/ 2
~

=
[ ]
( ) ( )

(
(
=
N
kn N j km N j
e e m x n x
1
] [
~
1
/ 2 / 2
47
Term in the parenthesis [] is
[ ]
( ) ( )
[ ]
( ) ( )
[ ] [ ]

= =
=
(
=
(
=
m m
N
k
m n k N j
k
kn N j
m
km N j
m n p m x e
N
m x
e e m x
N
n x
~
1

1
] [
~
1
0
/ 2
0
/ 2 / 2

[ ]
( ) ( )
[ ]

=
= =
r
N
k
m n k N j
rN m n e
N
m n p
1
0
/ 2
1
~
[ ] [ ] [ ]

=
=
= =
r r
rN n x rN n n x n x ] [
~
Sampling the DTFT
48
FS are samples of the FT of one period
FS are still samples of the FT; But, one period is no longer identical to x[n]
Sampling the DTFT
DFS coefficients of a periodic sequence obtained
through summing periodic replicas of aperiodic original
sequence x[n]
If x[n] is of finite length & we take sufficient number of
samples of its DTFT, x[n] can be recovered by
49
samples of its DTFT, x[n] can be recovered by
No need to know the DTFT at all frequencies, to recover
x[n]
DFT: Representing a finite length sequence by
samples of DTFT
[ ]
[ ]

=
else
N n n x
n x
0
1 0
~
Sampling in the frequency domain
The relationship between and one period of in the
under-sampled case is considered a form of time domain
aliasing
Time domain aliasing can be avoided only if has finite
length
just as frequency domain aliasing can be avoided only for
] [n x
] [
~
n x
] [n x
50
just as frequency domain aliasing can be avoided only for
signals being band-limited
If has finite length N and we take a sufficient number L
of equally spaced samples of its FT, then
the FT is recoverable from these samples
equivalently is recoverable from
Sufficient number L means: L>=N
We must have at least as many frequency samples as the
signals length
] [n x
] [n x
] [
~
n x
The DFT
Consider a finite length sequence x[n] of length N
For x[n] associate a periodic sequence
The DFS coefficients of the periodic sequence are samples of the
DTFT of x[n]
[ ] 1 0 of outside 0 = N n n x
[ ] [ ]
=
= rN n x n x
~
51
Since x[n] is of length N there is no overlap between terms of x[n-rN]
and we can write the periodic sequence as
To maintain duality between time and frequency
We choose one period of as the DFT of x[n]
= r
[ ] ( ) [ ] ( ) ( ) [ ]
N
k X k X k X = = N mod
~
[ ] k X
~
[ ]
[ ]

=
else
N k k X
k X
0
1 0
~
[ ] ( ) [ ] ( ) ( ) [ ]
N
n x n x n x = = N mod
~
The DFT
Consider the DFS pair
The equations involve only one period so we can
write
[ ]
( )
=
=
1
0
/ 2
~ 1
] [
~
N
k
kn N j
e k X
N
n x

[ ]
( )
=
1
0
/ 2
] [
~
~
N
n
kn N j
e n x k X

N
~ 1
1
52
write
The DFT pair
[ ]
( )
else
N k e n x
k X
N
n
kn N j
0
1 0 ] [
~
1
0
/ 2
[ ]
( )
=
else
N k e k X
N
n x
N
k
kn N j
0
1 0
~ 1
] [
1
0
/ 2
[ ]
( )
N , L L k
e n x k X
N
n
kn N j
>=
=
1 0
] [
1
0
/ 2
[ ]
( )
N L where L k
e k X
N
n x
N
k
kn N j
>=
=

=
, 1 0
1
] [
1
0
/ 2
[ ] ] [n x k X
DFT

DFT: x[n] finite duration
53
DFT: Example 1
DFT of a rect. pulse x[n], N=5
Consider x[n] of any length L>5
Let L=N=5
Calculate the DFS of the
periodic form of x[n]
54
periodic form of x[n]
[ ]
( )
( )
=
=
=
=

=

else 0
,... 10 , 5 , 0 k 5

e 1
e 1

e k X
~
5 / k 2 j
k 2 j
4
0 n
n 5 / k 2 j
DFT: Example 1
Let L=2N=10
We get a different set
of DFT coefficients
Still samples of the
55
Still samples of the
DTFT but in different
places
x[n] = Inverse X[k]
depends on relation L
& N
DFT: Example 1
summary
56
The larger the DFT size K, the more details of the INVERSE DFT,
i.e., x[n ] can be seen
DFT: example 2
57
N L where L k >= , 1 0
DFT: example 3
58
N L where L k >= , 1 0
DFT: example 3
59
Properties of DFT (very similar to that of DTFS)
Linearity
[ ] [ ]
[ ] [ ]
[ ] [ ] [ ] [ ] k bX k aX n bx n ax
k X n x
k X n x
DFT
DFT
DFT
2 1 2 1
2 2
1 1
+ +

60
Duality
[ ] [ ]
[ ] ( ) ( ) [ ]
N
DFT
DFT
k Nx n X
k X n x

Example: Duality
61
Circular Shift property
1 - N n 0 range over the defined be longer no may
m], - x[n y[n] shifted the m, arbitrary an For -
N n and 0 n for 0 x[n] -
1 - N n 0 for defined ] length x[n - N Consider -

=
>= < =

62
( ) ( ) [ ] ( )
( )
N
N N
m N
N n n m n x n y
by shift circular to equivalent is m shift circular A -
m) - (N by shift circular left a to equivalent is m by shift Circular -
modulo where , ] [
1 - N n 0 range in the be always be must y[n] : shift" Circular "
m] - n [ : shift linear apply cannot We
>
= =

==>
[ ] [ ]
( ) ( ) [ ] [ ]
( )m N k j DFT
N
DFT
e k X m n x
k X n x
/ 2
1 - N n 0

63
64
65
Circular Convolution Property
] [
~
n x
] [ N ] [ ] [
2 1 3
n x n x n x =
66
1 0 N n
Linear convolution: one sequence is multiplied by a time
reversed and linearly-shifted version of the other
Circular convolution: the second sequence is circularly time-
reversed and circularly-shifted it is called an N-point circular
convolution
Circular Convolution Property
( ) ( ) ( )
( )
( )
( ) ) ( ) ( ) ( so , is from DFT -
so , : n convolutio Circular -
so h[n], * x[n] y[n] : n convolutio Linear
/ 2
= =
= =
= =
k H k X k Y e Y Y(k) e Y
X(k)H(k) W(k) n] x[n] N h[ w[n]
e H e X e Y
k N j j
j j j

67
aliasing e n with tim Convolutio Linear n Convolutio Circular
0
1 0 ] [
] [
then N, period of sequence periodic a ] [
~
y form : y[n] of DFT get To
) 1 2 of length max. has BUT length of
then , length of and If
= ==>
=
else
N n rN n y
n w
n x
N- ( y[n] N w[n]
N h[n] x[n]
r
Circular Convolution:
example 1
Circular convolution of two
finite length sequences
] [ ] [
0 1
n n n x =
] [
1
0
W k X
kn
N
=
] [ ] [
0 1
n n n x =
68
[ ] [ ] ( ) ( ) [ ]
=
=
1
0
2 1 3
N
m
N
m n x m x n x
[ ] [ ] ( ) ( ) [ ]
=
=
1
0
1 2 3
N
m
N
m n x m x n x
] [ ] [
] [
2 3
1
0
k X W k X
W k X
kn
N
N
=
=
Example 2: L=N
Two rect. X[n]: L=N=6
DFT of each sequence
[ ] [ ]

= =
else
K n
n x n x
0
1 0 1
2 1
[ ] [ ]

=
= = =

k N
e k X k X
N
kn j 0
1
2
69
Multiplication of DFTs
Inverse DFT
[ ] [ ]
=
= = =

=
else
k N
e k X k X
n
kn
N
j
0
0
0
2 1
[ ] [ ] [ ]
=
= =
else
k N
k X k X k X
0
0
2
2 1 3
[ ]

=
else
N n N
n x
0
1 0
3
Example 2: L=2N
Augment zeros to each
sequence L=2N=12
The DFT of each
sequence
[ ] [ ]
N
Lk 2
j
e 1
k X k X

= =
70
Multiplication of DFTs
[ ] [ ]
N
k 2
j
N
2 1
e 1
e 1
k X k X

= =
[ ]
2
N
k 2
j
N
Lk 2
j
3
e 1
e 1
k X
|
|
|
\
|
x[n] = Inverse DFT X[k] is not unique; depends on L and N

Circular convolution example
71
72
Symmetry Property
73
Symmetry Properties
74
Outline
o DTFS & properties
o DFT: sampling of the DTFT
75
o DFT: sampling of the DTFT
o Summary
Discrete-time signal transforms
76 76
Numerical Calculation of FT
1. The original signal is digitized
2. A Fast Fourier Transform (FFT) algorithm
is applied, which yields samples of the FT
at equally spaced intervals
77
at equally spaced intervals
For a signal that is very long, e.g., a
speech signal or a music piece,
spectrogram is used
FT over successive overlapping short
intervals
Matlab examples: DTFT
Suppose that:
Analytically, the DTFT is
X(e
j
): continuous function of
X(e
j
): periodic with period 2
78
X(e ): periodic with period 2
Plot it using
78
Matlab examples: DTFT
Signal x[n] DTFT
79 79
Matlab examples: DFT
Close form X(e
j
) not always easy
To plot |X(e
j
)|, we sampled from 0 to 2
In code: w and X are vectors
Small step size 0.001 to simulate continuous frequency
80
Workaround: DFT
Uniform L-samples from DTFT from 0 to 2
Takes discrete values and returns discrete values
No need to find |X(e
j
)| analytically
Fast implementation using the fast Fourier transform (FFT)
Matlab: fft(x,L)
L: number of samples to take
More L more resolution
Default L is N=length(x)
80
Calculating the DFT
81
Plotting the DFT against k
81
Notes:
Default L=32 gives bad
resolution
information lost
82
information lost
x-axis not useful
Cannot find fundamental
frequency 3/8
82
Effect of increasing L (better resolution)
L=64
83
L-128
83
Obtaining the frequency (x-axis)
84
Spike at 3/8=1.17
Spike at 2-3/8 = 5.11
FFT calculates from 0 to 2
More familiar to shift using
fftshift
84
85
Spikes at 3/8 and -3/8
85
Sometimes we want
frequency in Hz
86 86
87
|X[k]| vs.
k
Discrete
DFT
87
|X(e
j
)| vs.
Continuous
By interpolating DFT
|X(f)| vs. f
Continuous
f = (/ 2) f
s
f
s
: sampling frequency
fft values divided by N
Peak at 0.5 (half our
amplitude of 1)
Matlab examples: DFS
No special function
Same as DFT
Provided signal corresponds to 1 period
88 88
Matlab examples: z-Transform
Suppose that:
89 89
90 90
91 91
Evaluate H
2
(e
j
) directly from z-Transform
92 92
Finding z-Transform analytically
93 93
Outline
o DTFS & properties
o DTFT & properties
94
o FTT
o Summary
FFT: Fast Fourier transform
FFT is a direct computation of the DFT
FFT is a set of algorithms for the efficient
and digital computation of the N-point DFT,
rather than a new transform
95
rather than a new transform
Use the number of arithmetic multiplications
and additions as a measure of
computational complexity
FFT
The DFT pair was given as
Baseline for computational complexity:
Each DFT coefficient requires
N complex multiplications
[ ]
( )
=
1 N
0 k
kn N / 2 j
e k X
N
1
] n [ x
[ ]
( )
=

=
1 N
0 n
kn N / 2 j
e ] n [ x k X
96
N-1 complex additions
All N DFT coefficients require
N
2
complex multiplications
N(N-1) complex additions
Complexity in terms of real operations
4N
2
real multiplications
2N(N-1) real additions
FFT
Most fast methods are based on symmetry
properties
Conjugate symmetry
( ) ( ) ( ) ( ) ( ) ( )kn N / 2 j n k N / 2 j kN N / 2 j n N k N / 2 j
e e e e

= =
97
Periodicity in n and k
The Second Order Goertzel Filter
Approximately N
2
real multiplications and 2N
2
real additions
Do not need to evaluate all N DFT coefficients
Decimation-In-Time FFT Algorithms
(N/2)log
2
N complex multiplications and additions
e e e e = =
( ) ( ) ( ) ( )( )n N k N / 2 j N n k N / 2 j kn N / 2 j
e e e
+ +
= =
Symmetry and periodicity of complex
exponential
Complex conjugate symmetry
Periodicity in n and k
} Im{ } Re{ ) (
* ] [ kn
N
kn
N
kn
N
kn
N
n N k
N
W j W W W W = = =

98
For example
The number of multiplications is reduced by a factor of 2
n N k
N
N n k
N
kn
N
W W W
) ( ) ( + +
= =
} Re{ ]}) [ Re{ ]} [ (Re{
} Re{ ]} [ Re{ } Re{ ]} [ Re{
] [
kn
N
n N k
N
kn
N
W n N x n x
W n N x W n x
+ =
+

Outline
o DTFS & properties
o DTFT & properties
99
o FTT
o Summary
Overview of signal transforms
Variable Period Continuous
Frequency
Discrete
Frequency
DT x[n] n N k
N k k / 2 =
100
CT x(t) t T k
T k k / 2 =
DT-FS: Discrete in time; Periodic in time; Discrete in Frequency; Periodic in Frequency

DT-FT: Discrete in time; Aperiodic in time; Continous in Frequency; Periodic in Frequency
CT-FS: Continuous in time; Periodic in time; Discrete in Frequency; Aperiodic in Frequency
CT-FT: Continuous in time; Aperiodic in time; Continous in Frequency; Aperiodic in Frequency
DFT: Discrete in time; Aperiodic in time; Discrete in Frequency; Periodic in Frequency;
finite-duration x[n]
DFS: Discrete in time; Periodic in time (make finite-duration x[n] periodic);
Discrete in Frequency; Periodic in Frequency;
Relationships between signal transforms
Continuous-time
analog signal
x(t)
Discrete-time
analog sequence
x [n]
Sample in time
Sampling period = T
s
Continuous
Fourier Transform
X(f)
Discrete
Fourier Transform
X(k)
Discrete-Time
Fourier Transform
)
Laplace
Transform
z-Transform
X(z)
C
C D
101
=
j
e z
=2f
= T
s
,
scale
amplitude
by 1/T
s
Sample in
frequency,
= 2n/N,
N = Length
of sequence
X(f)

f -
dt e x(t)
ft 2 j -
X(k)
1 0
e [n] x
1
0 = n
N
nk 2
j -

N k
N

X()
2 0
e [n] x
- = n
j -

n
Transform
X(s)
s = +j

s -
dt e x(t)
st
X(z)

z
= n
n -
z [n] x
s = j
=2f
C
C
C
C
D
D C
Continuous-variable Discrete-variable
=
j
e z r
Fourier versus Cosine Transform
Recall: the cosine wave starts out 1/4th later in its
period
It has an offset
Common to measure this offset in degree or radians
One complete period equals 360or 2 radian
102
One complete period equals 360or 2 radian
The cosine wave thus has an offset of 90or /2
This offset is called the phase of a sinusoid
We cannot restrict a signal x(t) to start out at zero
phase or 90phase all the time
Must determine its frequency, amplitude, and phase to
uniquely describe it at any one time instant
With the sine or cosine transform, we are restricted to
zero phase or 90phase
DCT: One Dimensional
|
|
\
|
+
=
=
1
0
2
) 1 2 (
cos
2
1
n
t
n
f t
x C X t f f
103
\
>
=
=
0 , 1
0 ,
2
1
f
f
C f
where
n = size
x = signal
X = transform coefficients

Ch8dtft DFT Fs

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Ch8dtft DFT Fs

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o Introduction

o DTFS & Properties

DT-FS: Discrete in time; Periodic in time; Discrete in Frequency; Periodic in Frequency

Sampling the DTFT:

x[n] = Inverse DFT X[k] is not unique; depends on L and N

DT-FS: Discrete in time; Periodic in time; Discrete in Frequency; Periodic in Frequency

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