Professional Documents
Culture Documents
3 Fourier Transform
3 Fourier Transform
X. Serra 1
Index
• Introduction
• Basic mathematics
• Continuous Fourier transform
• Discrete Fourier transform (DFT)
• Understanding the DFT: Frequency Shifting
and Filtering
• DFT properties
• DFT examples
X. Serra 2
1
Recommended readings:
X. Serra 3
Basic Mathematics
• Complex numbers
( x + jy ) where x : real part
y : imaginary part
j : −1
y
• Complex plane
x-axis (real part)
y-axis (imaginary part) x
X. Serra 4
2
(...basic mathematics)
• Rectangular co-ordinates
ordinate
( x1 , y1 )
y1 *
x1 abscissa
• Polar co-ordinates
magnitude : x 2 + y 2
phase : tan −1 ( y x )
itude
magn *
phase
X. Serra 5
(...basic mathematics)
• number e n
1
e= lim 1 + = 2.718281...
n→ ∞ n
• Complex exponential
e ( x + jy )
• Sine function
sin (x)
X. Serra 6
3
(...basic mathematics)
• Euler’s identity
e jx = cos( x) + j sin( x )
e jθ + e − jθ e jθ − e − jθ
cosθ = sin θ =
2 2j
(...basic mathematics)
Complex exponential:
x (t ) = Ae j (ω 0t +φ ) = A cos (ω 0 t + φ ) + jA sin (ω 0 t + φ )
Real sinewave:
j (ω 0 t +φ )
e + e − j (ω 0t +φ )
x(t ) = A cos(ω 0 t + φ ) = A
2
1 1 1 1
= Xe jω 0t + X * e − jω 0t = x (t ) + x * (t )
2 2 2 2
= Re{x (t )}
X. Serra 8
4
Continuous Fourier transform
+∞
X (ω ) = ∫ x(t )e − jωt dt
−∞
inverse transform:
1 +∞
x(t ) =
2π ∫−∞
X (ω )e jωt dω
X. Serra 9
Hertz-Radian relationship: f = f s ω 2π
f : frequency in Hz , f s : sampling rate, ω : radian frequency.
X. Serra 10
5
(... DFT)
a few periods
of a piano sound
x(n)
magnitude
spectrum
20 log 10 ( X (k ) ) 20 log 10 ( X (k ) )
phase
spectrum
∠X (k )
X. Serra 11
Inverse DFT:
N −1
1
x (n) =
N
∑ X ( k )e ω
k =0
j kn
DFT: proportional to N2
FFT: proportional to N log N
X. Serra 12
6
Frequency shifting March-2001
∑ (X e + X e )e
N
jωˆ k n * − jωˆ k n − jωˆ s n
= X 0 + k k
k =1
+ ∑ (X e )
N
j (ωˆ k −ωˆ s )n
= X 0 e − jωˆ s n k + X k* e − j (ωˆ k +ωˆ s )n
k =1
X. Serra 13
Channel Filters
X. Serra 14
7
Running-Sum Filtering
Difference equation:
∑ x[n − l ]
L −1
y[n] =
l =0
Frequency response:
March-2001
(… running-sum filtering)
X. Serra 16
8
Spectral Analysis
∑ X [l ]e
N −1
x[n] =
1 j ( 2π N ) ln
periodic signal
N l =0
∑ X [l ]e
N −1
1
xk [n] = j ( 2π N ) ln − j ( 2π N )kn
e
N l =0
X. Serra 17
y k [n] = ∑
1 N −1
N l =0
( )
H e j 2π (l −k ) N X [l ]e j ( 2π N )(l −k )n
1
( )
= H e j 0 X [k ]
N
+
1 N −1
N l =0
∑ ( )
H e j 2π (l −k ) N X [l ]e j (2π N )(l − k )n
l ≠k
since ( )
H e j 0 = N and H (e j 2π (l −k ) N ) = 0 when (l − k ) ≠ 0
y k [n ] = X [k ]
X. Serra 18
9
(…spectral analysis)
X. Serra 19
(…spectral analysis)
∑ x [n − l ]
N −1
y k [n ] = k
l =0
= ∑ x [m] = ∑ x[m]e
n n
− j ( 2π N )km
k
m = n − N +1 m = n − N +1
using n = N −1
K, N − 1
N −1
X [k ] = ∑ x[m]e − j ( 2π N )km
k = 0,1,2,
m=0
X. Serra 20
10
(…spectral analysis)
X. Serra 21
(…spectral analysis)
the DFT:
K, N − 1
N −1
1
x[n] = ∑ X [k ]e ( π
j 2 N )kn
n = 0,1,2,
N k =0
k = 0,1,2, K, N − 1
N −1
X [k ] = ∑ x[n]e − j ( 2π N )kn
n=0
X. Serra 22
11
DFT properties
x ↔ X (transform pairs)
X = DFT ( x), x = IDFT ( X )
• Linearity:
ax1 + bx 2 ↔ aX 1 + bX 2 (mixing commutes with the DFT)
• Convolution:
convolutio n ↔ point - by - point multiplica tion
• Shift:
shift ↔ multiplica tion by a complex exponentia l
X. Serra 23
• Evenness:
even ↔ real - valued
(even function : for every k , x k = x − k )
• Zero padding:
zero padding ↔ interpolat ion
• Power:
∑ x(n) ∑ X (k )
N −1 N −1
2 1 2
= (Rayleigh)
n=0 N k =0
X. Serra 24
12
DFT examples
x1 [n] = e j ( 2πk0 N )n
for n = 0,1,2, K, N − 1
∑ x [n]e
N −1
X 1 [k ] = 1
− j ( 2π N )kn
n =0
= ∑e
N −1
j ( 2πk 0 N )n
e − j (2π N )kn
n =0
= ∑e
N −1
− j ( 2π N )( k − k0 )n
n =0
= 1 + e − j (2π N )( k − k0 )
+ e − j (2π N )( k − k 0 )2
+ K+ e − j ( 2π N )( k − k0 )( N −1)
1 − e − j (2π N )(k − k0 )N
= = Nδ [k − k 0 ]
X. Serra
1 − e − j (2π N )(k −k0 ) 25
(…DFT examples)
= e ∑e
N −1
jφ − j ( 2πk N −ωˆ 0 )n
n =0
(
= e jφ e − j (0 ) + e − j ( 2πk N −ωˆ 0 ) + K+ e − j ( 2πk N −ωˆ 0 )( N −1)
)
1 − e − j (2πk N −ωˆ 0 ) N
jφ
=e
1 − e − j ( 2πk N −ωˆ 0 )
sin ((2πk N − ωˆ 0 ) N 2 )
= e jφ e − j (2πk N −ωˆ 0 )( N −1) 2
sin ((2πk N − ωˆ 0 ) 2 )
X. Serra 26
13
(…DFT examples)
X. Serra 27
14