L3 sgn11006

Copyright 2005, S. K.
Mitra
Discrete-Time Signals in the
Frequency Domain
Lecture 3 in the course SGN-11006 Basic
Course in Signal Processing based on the
book S.K. Mitra Digital Signal
Processing: A Computer-based Approach
1
Copyright 2005, S. K. Mitra
2
Continuous-Time Fourier
Transform
Definition The CTFT of a continuous-
time signal is given by

Often referred to as the Fourier spectrum or
simply the spectrum of the continuous-time
signal
=

dt e t x j X
t j
a a
) ( ) (
) (t x
a
3
Transform
Definition The inverse CTFT of a Fourier
transform is given by

Often referred to as the Fourier integral
A CTFT pair will be denoted as
=

d e j X t x
t j
a a
) (
2
1
) (
) ( j X
a
) ( ) (
CTFT
j X t x
a a
4
Transform
is real and denotes the continuous-time angular
frequency variable in radians/sec if the unit of the
independent variable t is in seconds
In general, the CTFT is a complex function of
in the range
It can be expressed in the polar form as

where
) (
) ( ) (

=
a
j
a a
e j X j X
< <
)} ( arg{ ) ( = j X
a a
5
Transform
The quantity is called the
magnitude spectrum and the quantity
is called the phase spectrum
Both spectrums are real functions of
In general, the CTFT exists if
satisfies the Dirichlet conditions given on
the next slide
) ( j X
a
) (
a
) ( j X
a
) (t x
a
6
Transform
Dirichlet Conditions
(a) The signal has a finite number of
discontinuities and a finite number of
maxima and minima in any finite interval
(b) The signal is absolutely integrable, i.e.,
) (t x
a
<

dt t x
a
) (
7
Transform
If the Dirichlet conditions are satisfied, then

converges to at values of t except at
values of t where has discontinuities
It can be shown that if is absolutely
integrable, then proving the
existence of the CTFT
d e j X
t j
a
) (
2
1
) (t x
a
) (t x
a
) (t x
a
< ) (j X
a
8
Energy Density Spectrum
The total energy of a finite energy
continuous-time complex signal is
given by

The above expression can be rewritten as

dt d e j X t x
t j
a a x
) ( ) (
*
2
1
E
x
E
) (t x
a

dt t x t x dt t x
a a a x
) ( ) ( ) (
*
2
E
9
Interchanging the order of the integration
we get
d j X j X
a a
) ( ) (
*
2
1
d j X
a
2
2
1
) (
d dt e t x j X
t j
a a x
) ( ) (
*
2
1
E
10
Hence

The above relation is more commonly
known as the Parsevals relation for finite-
energy continuous-time signals

d j X dt t x
a
2
2
1
2
) ( ) (
11
The quantity is called the energy
density spectrum of and usually
denoted as

The energy over a specified range of
frequencies can be computed
using
2
) ( j X
a
2
) ( ) ( = j X S
a xx
b a

) (t x
a
b
a
d S
xx r x
) (
2
1
,
E
12
Band-limited Continuous-Time
Signals
A full-band, finite-energy, continuous-time
signal has a spectrum occupying the whole
frequency range
A band-limited continuous-time signal has a
spectrum that is limited to a portion of the
frequency range
< <
< <
13
Signals
An ideal band-limited signal has a spectrum
that is zero outside a finite frequency range
, that is

However, an ideal band-limited signal
cannot be generated in practice
b a

< <
<
=
b
a
a
j X
,
,
) (
0
0 0
14
Signals
Band-limited signals are classified
according to the frequency range where
most of the signals is concentrated
A lowpass, continuous-time signal has a
spectrum occupying the frequency range
where is called the
bandwidth of the signal
<
p
p

15
Signals
A highpass, continuous-time signal has a
where the bandwidth of
the signal is from to
A bandpass, continuous-time signal has a
where is
the bandwidth

< <
p
0
p

< <
H L
0
L H

16
Discrete-Time Fourier
Transform
Definition - The discrete-time Fourier
transform (DTFT) of a sequence
x[n] is given by

In general, is a complex function
of the real variable and can be written as
) (
j
e X
) (
j
e X
=

=
n
n j j
e n x e X

] [ ) (
) ( ) ( ) (

+ =
j
im
j
re
j
e X j e X e X
17
Transform
and are, respectively,
the real and imaginary parts of , and
are real functions of
can alternately be expressed as

where

) (
j
e X
) (
j
re
e X ) (
j
im
e X
) (
j
e X
) (
) ( ) (

=
j j j
e e X e X
)} ( arg{ ) (

=
j
e X
18
Transform
is called the magnitude function
is called the phase function
Both quantities are again real functions of
In many applications, the DTFT is called
the Fourier spectrum
Likewise, and are called the
magnitude and phase spectra
) (
j
e X
) (
) (
j
e X ) (
19
Transform
For a real sequence x[n], and
are even functions of , whereas,
and are odd functions of
Note:

for any integer k
The phase function () cannot be
uniquely specified for any DTFT
) (
j
e X
) (
) (
j
re
e X
) (
j
im
e X
) 2 (
) ( ) (
k j j j
e e X e X
+
=
) (
) (

=
j j
e e X
20
Transform
Unless otherwise stated, we shall assume
that the phase function () is restricted to
the following range of values:

called the principal value
< ) (
21
Transform
The DTFTs of some sequences exhibit
discontinuities of 2 in their phase
responses
An alternate type of phase function that is a
continuous function of is often used
It is derived from the original phase
function by removing the discontinuities of
2
22
Transform
The process of removing the discontinuities
is called unwrapping
The continuous phase function generated by
unwrapping is denoted as
In some cases, discontinuities of may be
present after unwrapping
) (
c
23
Transform
Example - The DTFT of the unit sample
sequence [n] is given by

Example - Consider the causal sequence
1 ] 0 [ ] [ ) ( = =
=
n j
n
j
e n e
1 ], [ ] [ < = n n x
n
24
Transform
Its DTFT is given by

as
=

=

=

0
] [ ) (
n
n j n
n
n j n j
e e n e X

=

=
=
j
e
n
n j
e
1
1
0
) (
1 < =
j
e
25
Transform
The magnitude and phase of the DTFT
are shown below ) 5 . 0 1 /( 1 ) (

=
j j
e e X
-3 -2 -1 0 1 2 3
0.5
1
1.5
2
/
M
a
g
n
i
t
u
d
e
-3 -2 -1 0 1 2 3
-0.4
-0.2
0
0.2
0.4
0.6
/
P
h
a
s
e

i
n

r
a
d
i
a
n
s
) ( ) (

=
j j
e X e X
) ( ) ( =
26
Transform
The DTFT of a sequence x[n] is a
continuous function of
It is also a periodic function of with a
period 2:
) (
j
e X
=

=
+ +
n
n k j k j
o o
e n x e X
) 2 ( ) 2 (
] [ ) (
n k j
n
n j
e e n x
o

=
2
] [ ) ( ] [
o o
j
n
n j
e X e n x

=

=
=
27
Transform
Therefore

represents the Fourier series representation
of the periodic function
As a result, the Fourier coefficients x[n] can
be computed from using the Fourier
integral
=

=

n
n j j
e n x e X ] [ ) (
) (
j
e X
=

d e e X n x
n j j
) (
2
1
] [
28
Transform
Inverse discrete-time Fourier transform:

Proof:

=

d e e X n x
n j j
) (
2
1
] [

|
.
|
\
|

=

d e e x n x
n j j
] [
2
1
] [
29
Transform
The order of integration and summation can
be interchanged if the summation inside the
brackets converges uniformly, i.e.
exists
Then

|
.
|
\
|

=

d e e x
n j j
] [
2
1
) (
j
e X
) (
) ( sin
] [
2
1
] [
) (

=
|
.
|
\
|

= n
n
x d e x
n j
30
Transform
Now

Hence
=
=

n
n
n
n
, 0
, 1
) (
) ( sin
] [ = n
] [ ] [ ] [
) (
) ( sin
] [ n x n x
n
n
x =

31
Transform
Convergence Condition - An infinite
series of the form

may or may not converge
Let
=

=

n
n j j
e n x e X ] [ ) (
=
=

K
K n
n j j
K
e n x e X ] [ ) (
32
Transform
Then for uniform convergence of ,

Now, if x[n] is an absolutely summable
sequence, i.e., if
) (
j
e X
0 ) ( ) ( lim =

j
K
j
K
e X e X
<
= n
n x ] [
33
Transform
Then

for all values of
Thus, the absolute summability of x[n] is a
sufficient condition for the existence of the
DTFT
<
=

=
=

n n
n j j
n x e n x e X ] [ ] [ ) (
) (
j
e X
34
Transform
Example - The sequence for
is absolutely summable as

and its DTFT therefore converges
to uniformly
] [ ] [ n n x
n
=
1 <
<

=
=
1
1
] [
0 n
n
n
n
n
) (
j
e X
) 1 /( 1

j
e
35
Transform
Since

an absolutely summable sequence has
always a finite energy
However, a finite-energy sequence is not
necessarily absolutely summable
, ] [ ] [
2
2
|
.
|
\
|

= n n
n x n x
36
Transform
Example - The sequence

has a finite energy equal to

But, x[n] is not absolutely summable
= ] [n x
0 0
1 1
n
n n
,
, /
6
1
2
1
2
|
.
|
\
|
=

= n
x
n
E
37
Transform
To represent a finite energy sequence x[n]
that is not absolutely summable by a DTFT
, it is necessary to consider a mean-
square convergence of :

where
) (
j
e X
) (
j
e X
0 ) ( ) ( lim
2
=

d e X e X
j
K
j
K
=
=

K
K n
n j j
K
e n x e X ] [ ) (
38
Transform
Here, the total energy of the error

must approach zero at each value of as K
goes to
In such a case, the absolute value of the
error may not go to
zero as K goes to and the DTFT is no
longer bounded
) ( ) (

j
K
j
e X e X
) ( ) (

j
K
j
e X e X
39
Transform
Example - Consider the DTFT

shown below
<

=
c
c
j
LP
e H
, 0
0 , 1
) (
) (
j
LP
e H
c
0
1

c

40
Transform
The inverse DTFT of is given by

The energy of is given by
is a finite-energy sequence,
but it is not absolutely summable
) (
j
LP
e H
] [n h
LP
,
sin
2
1
n
n
jn
e
jn
e
c
n j n j
c c
=
|
|
.
|
\
|
=

d e n h
c
c
n j
LP
2
1
] [
< < n
/
c
] [n h
LP
41
Transform
As a result

does not uniformly converge to
for all values of , but converges to
in the mean-square sense
) (
j
LP
e H
) (
j
LP
e H
=

=

K
K n
n j
c
K
K n
n j
LP
e
n
n
e n h
sin
] [
42
Transform
The mean-square convergence property of
the sequence can be further
illustrated by examining the plot of the
function

for various values of K as shown next
=
=

K
K n
n j
c
j
K LP
e
n
n
e H
sin
) (
,
] [n h
LP
43
Transform

0 0.2 0.4 0.6 0.8 1
0
0.2
0.4
0.6
0.8
1
/
A
m
p
l
i
t
u
d
e
N =20
0 0.2 0.4 0.6 0.8 1
0
0.2
0.4
0.6
0.8
1
/
A
m
p
l
i
t
u
d
e
N =30
0 0.2 0.4 0.6 0.8 1
0
0.2
0.4
0.6
0.8
1
/
A
m
p
l
i
t
u
d
e
N =10
0 0.2 0.4 0.6 0.8 1
0
0.2
0.4
0.6
0.8
1
/
A
m
p
l
i
t
u
d
e
N =40
44
Transform
As can be seen from these plots, independent
of the value of K there are ripples in the plot
of around both sides of the
point
The number of ripples increases as K
increases with the height of the largest ripple
remaining the same for all values of K
) (
,
j
K LP
e H
c
=
45
Transform
As K goes to infinity, the condition

holds indicating the convergence of
to
The oscillatory behavior of
approximating in the mean-
square sense at a point of discontinuity is
known as the Gibbs phenomenon
) (
,
j
K LP
e H
) (
j
LP
e H
0 ) ( ) ( lim
2
,
=

d e H e H
j
K LP
j
LP
K
) (
,
j
K LP
e H
) (
j
LP
e H
46
Transform
The DTFT can also be defined for a certain
class of sequences which are neither
absolutely summable nor square summable
Examples of such sequences are the unit
step sequence [n], the sinusoidal sequence
and the exponential sequence
For this type of sequences, a DTFT
representation is possible using the Dirac
delta function ()
) cos( + n
o
n
A
47
Transform
A Dirac delta function () is a function of
with infinite height, zero width, and unit
area
It is the limiting form of a unit area pulse
function as goes to zero satisfying ) (

d d p ) ( ) ( lim
0

2
1
) (
p
48
Transform
Example - Consider the complex exponential
sequence

Its DTFT is given by

where is an impulse function of and

n j
o
e n x

= ] [
+ =

=
k
o
j
k e X ) 2 ( 2 ) (
) (

o
49
Transform
The function

is a periodic function of with a period 2
and is called a periodic impulse train
To verify that given above is
indeed the DTFT of we
compute the inverse DTFT of
+ =

=
k
o
j
k e X ) 2 ( 2 ) (
) (
j
e X
n j
o
e n x

= ] [
) (
j
e X
50
Transform
Thus

where we have used the sampling property
of the impulse function ) (
=

k
n j
o
d e k n x ) 2 ( 2
2
1
] [
n j n j
o
o
e d e

= ) (
51
Commonly Used DTFT Pairs
Sequence DTFT
1 ] [ n
+

= k
k) 2 ( 2 1
+

=
k
o
n j
k e
o
) 2 ( 2
+ +

=

k
j
k
e
n ) 2 (
1
1
] [

<
j
e
n
1
1
) 1 ( ], [
52
DTFT Properties
There are a number of important properties
of the DTFT that are useful in signal
processing applications
These are listed here without proof
Their proofs are quite straightforward
We illustrate the applications of some of the
DTFT properties
53
Table 3.1: DTFT Properties:
Symmetry Relations

x[n]: A complex sequence
54
Table 3.2: DTFT Properties:
Symmetry Relations

x[n]: A real sequence
55
Table 3.4:General Properties of
DTFT

56
DTFT Properties
Example - Determine the DTFT of

Let
We can therefore write

From Table 3.3, the DTFT of x[n] is given
by
1 ], [ ) 1 ( ] [ < + = n n n y
n
1 ], [ ] [ < = n n x
n
] [ ] [ ] [ n x n x n n y + =

=
j
j
e
e X
1
1
) (
) (
j
e Y
57
DTFT Properties
Using the differentiation property of the
DTFT given in Table 3.2, we observe that
the DTFT of is given by

Next using the linearity property of the
DTFT given in Table 3.4 we arrive at
] [n x n
2
) 1 ( 1
1 ) (

=
|
|
.
|
\
|

j
j
j
j
e
e
e
d
d
j
d
e dX
j
2 2
) 1 (
1
1
1
) 1 (
) (

=

+

=
j j j
j
j
e e e
e
e Y
58
DTFT Properties
Example - Determine the DTFT of
the sequence v[n] defined by

From Table 3.3, the DTFT of is 1
Using the time-shifting property of the
DTFT given in Table 3.4 we observe that
the DTFT of is and the DTFT
of is ] [ 1 n v
] 1 [ ] [ ] 1 [ ] [
1 0 1 0
+ = + n p n p n v d n v d
] [n
] 1 [ n
j
e
) (
j
e V
) (
j j
e V e
59
DTFT Properties
Using the linearity property of Table 3.4 we
then obtain the frequency-domain
representation of

as

Solving the above equation we get
] 1 [ ] [ ] 1 [ ] [
1 0 1 0
+ = + n p n p n v d n v d

+ = +
j j j j
e p p e V e d e V d
1 0 1 0
) ( ) (

+
+
=
j
j
j
e d d
e p p
e V
1 0
1 0
) (
60
The total energy of a finite-energy sequence
g[n] is given by

From Parsevals relation given in Table 3.4
we observe that

E
=
=
n
g
n g
2
] [
E
= = d e G n g
j
n
g
2
2
) (
2
1
] [
61
The quantity

is called the energy density spectrum
The area under this curve in the range
divided by 2 is the energy of
the sequence

2
) ( ) (

=
j
gg
e G S
62
Band-limited Discrete-time
Signals
Since the spectrum of a discrete-time signal
is a periodic function of with a period 2,
a full-band signal has a spectrum occupying
the frequency range
A band-limited discrete-time signal has a
spectrum that is limited to a portion of the
frequency range

63
Signals
An ideal band-limited signal has a spectrum
that is zero outside a frequency range
, that is

An ideal band-limited discrete-time signal
cannot be generated in practice
< <
b a
0
< <
<
=
b
a
j
e X
,
,
) (
0
0 0
64
Signals
A classification of a band-limited discrete-
time signal is based on the frequency range
where most of the signals energy is
concentrated
A lowpass discrete-time real signal has a
and has a bandwidth of < <
p
0
p

65
Signals
A highpass discrete-time real signal has a
and has a bandwidth of

A bandpass discrete-time real signal has a
and has a bandwidth
of
< <
p
0
p

< <
H L
0
L H

66
Signals
Example Consider the sequence

Its DTFT is given below on the left along
with its magnitude spectrum shown below
on the right
] [ ) . ( ] [ n n x
n
= 5 0

=
j
j
e
e X
5 0 1
1
.
) (
0 0.2 0.4 0.6 0.8 1
0.5
1
1.5
2
M
a
g
n
i
t
u
d
e
/
|X(e
j
)|
67
Signals
It can be shown that 80% of the energy of
this lowpass signal is contained in the
frequency range
Hence, we can define the 80% bandwidth to
be 0.5081 radians
5081 0 0 .
68
Example - Compute the energy of the
sequence

Here

where
< <
= n
n
n
n h
c
LP
,
sin
] [
=
d e H n h
j
LP
n
LP
2
2
) (
2
1
] [
<

=
c
c
j
LP
e H
, 0
0 , 1
) (
69
Therefore

Hence, is a finite-energy lowpass
sequence
<
=
c
n
LP
c
c
d n h
2
1
] [
2
] [n h
LP
70
DTFT Computation Using
MATLAB
The function f r eqz can be used to
compute the values of the DTFT of a
sequence, described as a rational function in
in the form of

at a prescribed set of discrete frequency
points
N j
N
j
M j
M
j
j
e d e d d
e p e p p
e X

+ + +
+ + +
=
....
....
) (
1 0
1 0
=
71
MATLAB
For example, the statement
H = f r eqz( num, den, w)
returns the frequency response values as a
vector H of a DTFT defined in terms of the
vectors numand den containing the
coefficients and , respectively at a
prescribed set of frequencies between 0 and
2 given by the vector w
} {
i
p
} {
i
d
72
MATLAB
There are several other forms of the
function f r eqz
Program 3_1.m in the text can be used to
compute the values of the DTFT of a real
finite-length sequence
It computes the real and imaginary parts,
and the magnitude and phase of the DTFT
73
MATLAB
Example - Plots of the real and imaginary
parts, and the magnitude and phase of the
DTFT as a function of the normalized
angular frequency variable

are shown on the next slide

+ +
+ +
+
+
=
4 3
2
4 3
2
41 . 0 6 . 1
7 . 2 37 . 2 1
008 . 0 033 . 0
05 . 0 033 . 0 008 . 0
) (
j j
j j
j j
j j
j
e e
e e
e e
e e
e X
/
74
MATLAB

0 0.2 0.4 0.6 0.8 1
-1
-0.5
0
0.5
1
Real part
/
A
m
p
l
i
t
u
d
e
0 0.2 0.4 0.6 0.8 1
0
0.2
0.4
0.6
0.8
1
Magnitude Spectrum
/
M
a
g
n
i
t
u
d
e
0 0.2 0.4 0.6 0.8 1
-4
-2
0
2
4
Phase Spectrum
/
P
h
a
s
e
,

r
a
d
i
a
n
s

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Copyright 2005, S. K.

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

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