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Mathematics of the Discrete Fourier Transform

Mathematics of the Discrete Fourier Transform

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We now know how to project a signal onto other signals. We now need
to learn how to reconstruct a signal x∈CN

from its projections onto N

DRAFT of “Mathematics of the Discrete Fourier Transform (DFT),” by J.O.
Smith, CCRMA, Stanford, Winter 2002. The latest draft and linked HTML
version are available on-line at http://www-ccrma.stanford.edu/~jos/mdft/.

Page 112 6.7. SIGNAL RECONSTRUCTION FROM PROJECTIONS

different vectors s

k, k = 0,1,2,...,N −1. This will give us the inverse
DFT operation (or the inverse of whatever transform we are working
with).

As a simple example, consider the projection of a signal x∈CN

onto

the rectilinear coordinate axes of CN

. The coordinates of the projection
onto the 0th coordinate axis are simply (x0,0,...,0). The projection
along coordinate axis 1 has coordinates (0,x1,0,...,0), and so on. The
original signal x is then clearly the vector sum of its projections onto the
coordinate axes:

x = (x0,...,xN−1) = (x0,0,...,0)+(0,x1,0,...,0)+···(0,...,0,xN−1)

To make sure the previous paragraph is understood, let’s look at the
details for the case N = 2. We want to project an arbitrary two-sample
signal x = (x0,x1) onto the coordinate axes in 2D. A coordinate axis can
be represented by any nonzero vector along its length. The horizontal
axis can be represented by any vector of the form (α,0) while the vertical
axis can be represented by any vector of the form (0,β). For maximum
simplicity, let’s choose the positive unit-length representatives:

e0

= (1,0)

e1

= (0,1)

The projection of x onto e0 is by definition

Pe

0(x) ∆

= x,e0

e0 2 e0 = x,e0 e0 = [x0,x1],[1,0] e0 = (x0·1+x1·0)e0 = x0e0 = [x0,0]
Similarly, the projection of x onto e1 is

Pe

1(x) ∆

= x,e1
e

1 2 e1 = x,e1 e1 = [x0,x1],[0,1] e1 = (x0·0+x1·1)e1 = x1e1 = [0,x1]

The reconstruction of x from its projections onto the coordinate axes is
then the vector sum of the projections:

x =Pe

0(x) +Pe

1(x) = x0e

0 +x1e

1


= x0(1,0) +x1(0,1) = (x0,x1)

The projection of a vector onto its coordinate axes is in some sense
trivial because the very meaning of the coordinates is that they are scalars

DRAFT of “Mathematics of the Discrete Fourier Transform (DFT),” by J.O.
Smith, CCRMA, Stanford, Winter 2002. The latest draft and linked HTML
version are available on-line at http://www-ccrma.stanford.edu/~jos/mdft/.

CHAPTER 6. GEOMETRIC SIGNAL THEORY

Page 113

xn to be applied to the coordinate vectors e

n in order to form an arbitrary

vector x∈CN

as a linear combination of the coordinate vectors:

x ∆

= x0e

0 +x1e

1 +···+xN−1e

N−1

Note that the coordinate vectors are orthogonal. Since they are also
unit length, en = 1, we say that the coordinate vectors {en}N−1

n=0 are

orthonormal.

What’s more interesting is when we project a signal x onto a set of
vectors other than the coordinate set. This can be viewed as a change
of coordinates in CN

. In the case of the DFT, the new vectors will be

chosen to be sampled complex sinusoids.

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