Chapt 3 Frequency Analysis

Chapt 03 & 04 Frequency Analysis of Signals and System & DFT B.E.
Comps, Mumbai Uni
Prepared by Chandrashekhar Padole Pre Lecturer Watumull Institute of Tech , Worli
10/6/2009
Watumull Institute of Technology, Worli Prepared by Chandrashekhar Padole, DSP-BE Computer, Mumbai Uni
Copyright with Authors. All right reserved
For education purpose. Commercialization of this material is strictly not allowed without permission from author.
10/6/2009
Chapt 3 : Frequency Analysis of Signals & Systems

Contents: Frequency Analysis: CTS and DTS
Properties of the Fourier Transform for DTS Frequency domain characteristics of LTI systems LTI system as a frequency selective filter Inverse systems and de-convolution
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Frequency Analysis: CTS and DTS

Analysis tools Fourier Series Fourier Transform DTFS DTFT DFT
Jean Baptiste Joseph Fourier (1768 - 1830). Fourier was a French mathematician, who was taught by Lagrange and Laplace
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e-TECHNote
This PPT is sponsored by IRDC India www.irdcindia.com
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Fourier Series
Fourier series for continuous-time periodic signal 1 j 2 kF t
x (t ) =
where
Ck =
k =
Tp
x(t )e
j 2kF0t
dt
Tp
Tp-> is the Fundamental Period of Signal
Tp
Continuous time variable t Discrete frequency variable k Signal to be analyzed has to be periodic
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Fourier Transform
x(t ) =
Fourier Transform for continuous-time periodic signal j 2Ft where
X ( F )e
dF
X (F ) =
x (t ) e
j 2Ft
dt
t Continuous time variable t Continuous frequency variable F Signal to be analyzed is aperiodic
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Fourier Series & Fourier Transform

Fourier Series Periodic signal Fourier Transform Aperiodic signal
When Fourier series is applied to the aperiodic signal by assuming its period =
x(t ) = lim xT (t )
T
, then it is called as Fourier transform
Fourier Series Tp t F F=1/Tp Fourier Series Tp= F=1/Tp=0 F
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DTFS
Fourier series for discrete-time periodic signal
x(n ) =
N 1
C ke
j 2 kn N
where
k=0
1 Ck = N
N 1
x ( n )e
j 2 kn N
n=0
Discrete time variable t Discrete frequency variable k Signal to be analyzed has to be periodic
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DTFT
1 x ( n) = 2
Tp
Fourier Transform for discrete-time periodic signal jn where
X ( )e
X ( ) =
n =
x ( n ) e jwn
is the Fundamental Period of Signal
Discrete time variable t Continuous frequency variable F Signal to be analyzed is aperiodic
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Dirichlet Conditions
To exist Fourier transform of the signal, it should satisfy Dirichlet Conditions 1. The signal has finite number of discontinuities 2. It has finite number of maxima and minima 3. The signal should be absolutely integral i.e.
x ( t ) dt
<
or
n =
x ( n ) dt
<
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Problem(1)
Obtain exponential Fourier series for the waveform shown in fig
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12
Solution (1)
As per Fourier series
5 0 t 2
2
1 T0
2
T0
x ( t )e
jk 0 t
dt
T0 = 2
x (t ) =
for 0 wt 2
1 Ck = T0
5
5 2
0te
jkw0t
jkw0t
dw0t
2
1 5 Ck = 2 2
0te jkw t dw0t

0
e ( jkw0t 1) = 2 2 ( 2 ) ( jk ) 0
5 Ck = j 2k
x(t ) = LL j 45 e j 2 w0t j 25 e jw0t + 5 + j 25 e j 2 w0t + j 45 e j 2 w0t + L 2

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Problem (2)
Obtain Fourier transform for the gate function ( rectangular pulse) as shown in fig
f (t ) = 1,
=0
T 2
t T 2
otherwise
-T/2
T/2
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Solution (2)
We know
F ( w) =
T /2
f (t )e jwt dt
dt
e = jw T / 2
jwt T / 2
1.e
jwt
T / 2
1 = e jwT / 2 e jwT / 2 jw
2 sin( wT / 2) e jwT / 2 e jwT / 2 = = w jw sin( wT / 2) =T = T sin c( wT / 2) wt / 2
Amplitude
Phase
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Problem (3)
A finite duration sequence of Length L is given as
x( n) = 1,
=0
0 n L 1
otherwise
Determine the N-point DFT of this sequence for NL
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Solution (3)
The Fourier transform (DTFT) is given by
X ( ) = =

n = L 1 n=0
x ( n ) e jwn 1 .e
jwn
=
n
L 1
( e jw ) n
n=0
We know summation formula
1 e jwL X ( ) = 1 e jw
1 a n +1 ak = 0 1 a k= e jwL / 2 e jwL / 2 e jwL / 2 e jwL / 2 = e jw / 2 e jw / 2 e jw / 2 e jw / 2
e jwL / 2 ( e jwL / 2 e jwL / 2 ) jw ( L 1 ) / 2 sin( wL / 2 ) = e = jw / 2 jw / 2 jw / 2 sin( w / 2 ) e (e e )

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Contd..
DFT of x(n) can be obtained by sampling X(w) at N equally spaced frequencies
2k wk = N 1 e j 2kL / N X (k ) = 1 e j 2k / N
If N=L,
k = 0,1,.......N 1
k = 0,1,.......N 1
X ( k ) = L,
K =0
=0
K = 1,2.......L 1
If N>L, computational point of view sequence x(n) is extended by appending N-L zeroes(zero padding). DFT would approach to DTFT as no of points in DFT tends to infinity
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Nyquist Criterion Sampling Theorem

Continuous time domain( analog ) signal is converted into discrete time signal by sampling process. It should be sampled in such a way that the original signal can be reconstructed from the samples Nyquist criterion or sampling theorem suggest the minimum sampling frequency by which signal should be sampled in order to have proper reconstruction if required. Mathematically, sampled signal xs(t) is obtained by multiplying sampling function gT(t) with original signal x(t)
xs (t ) = x(t ) gT (t )................(1)
Where gT(t) continuous train of pulse with period T (sampling period)
1 samplingfrequency( f s ) = samplingperiod (T )
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Contd..
The Fourier series of periodic signal gT(t) can be given as
g (t ) =
n =
C ne
j 2 nf s t
.......... ........( 2 )
Where
1 j 2nf s t Cn = dt / 2g (t )e T T
T /2
x(t) t
Thus, from eq(1) and eq(2), we get
x s (t ) = x (t ) =
n =
C ne
j 2 nf s t
gT(t)
n =
C n x (t ) e
j 2 nf s t
.......... .........( 3 )
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Contd..
Taking Fourier transform of xs(t), we get
Xs( f ) = =
xs (t )e j 2ft dt

C x(t )e
n
j 2nf s t j 2ft
dt
n =
Interchanging the order of integration and summation , we get j 2 ( f nf s ) t n n =
C
n
x(t )e
s
dt
By definition
Xs( f ) =
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C X ( f nf )
n =
21
Contd..
Thus, spectrum of sampled signal is the spectrum of x(t) plus the spectrum of x(t) translated to each harmonic fo the sampling frequency as shown in figure X(f)
-fh
fh
Xs(f)
-2fs-fh -2fs -2fs+fh -fs-fh
-fs
-fs+fh
-fh
fh
fs-fh
fs
fs+fh 2fs-fh
2fs
2fs+fh
There are three cases when sampling frequency fs is compared with highest frequency present in original signal
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Contd..
Case I: fs > 2fh In this case all spectrums would be isolated from each other . This leads to proper reconstruction of original signal Case II: fs = 2fh Xs(f)
-2fs-fh -2fs -2fs+fh -fs-fh
-fs
-fs+fh
-fh
fh
fs-fh
fs
fs+fh 2fs-fh
2fs
2fs+fh
Case III: fs < 2fh Xs(f)
-2fs
-fs
-fh
fh
fs
2fs
Overlapping of spectrum causes aliasing effect which distorts in reconstruction of original signal
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DFT
DTFT has continuous frequency domain variable which makes impossible to store X(w) with digital device. Thus continuous frequency variable (f or w) from DTFT is sampled to get discrete frequencies (wk). DTFT calculated for discrete frequencies (wk) is called as Discrete Fourier Transform 2k N-points in time wk = domain will give N
DFT
X (k ) =
Inverse DFT ( IDFT)
N 1
x ( n ) e j 2 kn / N
N-points in DFT and vice-versa
n=0
k = 0,1,.......N 1
1 x(n) = N
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N 1
X (k )e
j 2 kn / N
n = 0,1,.......N 1
k =0
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Physical Significance
Signal to be analyzed is 64 points in length x(n) analog discrete
0.5 0.4 0.3 0.2 0.1

0 .1 0 .5 0 .4 0 .3 0 .2
0 -0.1 -0.2 -0.3 -0.4
0 -0 . 1 -0 . 2 -0 . 3 -0 . 4 -0 . 5
-0.5
10
20
30
40
50
60
70
10
20
30
40
50
60
70
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k=0
2nk N
= cos(2nk / N ) + j sin(2nk / N )
SINE SEQUENCE 1 0.5 Amplitude
0.5 0.4 0.3 0.2 0.1 0 -0. 1 -0. 2 -0. 3 -0. 4 -0. 5
0 -0.5 -1
Im{X(0)}
0 10 20 40 n COSINE SEQUENCE 30 50 60 70
10
20
30
40
50
60
70
Amplitude
0.5
Re{X(0)}
0 10 20 30 n 40 50 60 70
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k=1
2nk N
= cos(2nk / N ) + j sin( 2nk / N )

SINE SEQUENCE 1
0.5
0.5 Amplitude 0 -0.5 -1
0.4 0.3 0.2 0.1 0 -0. 1 -0. 2 -0. 3 -0. 4 -0. 5
Im{X(1)}
10
20
40 n COSINE SEQUENCE
30
50
60
70
1
0 10 20 30 40 50 60 70
0.5 Amplitude 0 -0.5 -1
Re{X(1)}
0 10 20 30 n 40 50 60 70
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k=2
2nk N
= cos(2nk / N ) + j sin(2nk / N )
SINE SEQUENCE 1 0.5 Amplitude 0 -0.5 -1
0.5 0.4 0.3 0.2 0.1 0 -0. 1 -0. 2 -0. 3
Im{X(2)}
1 0.5
0 10 20 30 40 50 60
-0. 5
Amplitude
-0. 4
70
-0.5 -1
10
20
30 n
40
50
60
70
Re{X(2)}
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k=3
2nk N
= cos(2nk / N ) + j sin(2nk / N )
SINE SEQUENCE 1 0.5 Amplitude 0 -0.5 -1
0.5 0.4 0.3 0.2 0.1 0 -0. 1 -0. 2 -0. 3 -0. 4 -0. 5
Im{X(3)}
1 0.5
0 10 20 30 40 50 60 70
Amplitude
0 -0.5 -1
Re{X(3)}
0 10 20 30 n 40 50 60 70
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k=31
2nk N
= cos(2nk / N ) + j sin(2nk / N )
SINE SEQUENCE
SINE SEQUENCE 1 0.5 0 -0.5
1 0.5 0 -0.5 -1
Amplitude
Amplitude
-1
10
20
10
20
30
40
50
60
70
n COSINE SEQUENCE 1
40 n COSINE SEQUENCE
30
50
60
70
1 0.5 Amplitude 0 -0.5 -1
Amplitude
0.5 0 -0.5 -1
10
20
30 n
40
50
60
70
10
20
30 n
40
50
60
70
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Relation bet VA and DFT

Vector algebra -2/3D space DFT
No of analysis vectors
2/3
No of elements in each vector
2/3
Projection measurement method
Inner Product
Inner Product
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Fouriers Idea in 1807
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2D Fourier Transform
2D FT basis images for 8x8
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33
Problem(1)
Find the 6-point DFT of the sequence x(n)= cos(n/6)
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Solution(1)
N=6 x(n) = [cos(0), cos( / 6), cos( / 3), cos( / 2), cos(2 / 3), cos(5 / 6)]
= [1 0.86 0.5 0 0.5 0.86]

We know For k=0
X (k ) = X (0 ) =
N 1
x ( n ) e j 2 kn / N x (n )e =
0
k = 0,1,.......N 1
n=0 5
n=0 5
n=0
x(n)
= 1 + 0 . 86 + 0 . 5 + 0 + ( 0 . 5 ) + ( 0 . 86 )
=1
For k=1
X (1 ) =
n=0
x ( n ) e j n / 3
= x ( 0 ) e 0 + x (1) e j / 3 + x ( 2 ) e j 2 / 3 + x ( 3 ) e j + x ( 4 ) e j 4 / 3 + x ( 5 ) e j 5 / 3
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Contd..
= 1 + 0 . 86 ( 0 . 5 + j 0 . 86 ) + 0 . 5 ( 0 . 5 + j 0 . 86 ) + ( 1 ) + ( 0 . 5 )( 0 . 5 j 0 . 86 ) + ( 0 . 86 )( 0 . 5 j 0 . 86 )
X (1) = 1 + j 2 . 34
Similarly, calculate X(2)---X(5)
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Problem(2)
Calculate DFT of x(n)= {1 2 2 1}. From calculated DFT of x(n), determine x(n) again using IDFT. Verify your answer.
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Solution(2)
N=4
x(n) = {1 2 2 2}
X (k ) = X (0 ) =
We know For k=0
N 1
x ( n ) e j 2 kn / N x (n )e =
0
k = 0,1,.......N 1
n=0 3
n=0
n=0
x(n)
= 1+ 2 + 2 +1 = 6
For k=1
X (1 ) =
n=0
x ( n ) e j n / 4
= x ( 0 ) e 0 + x (1) e j / 4 + x ( 2 ) e j / 2 + x (3 ) e j 3 / 4
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Contd..
= x ( 0 ) e 0 + x (1) e j / 2 + x ( 2 ) e j + x ( 3 ) e j 3 / 2 = 1 + 2 .( j ) + 2 .( 1) + 1 . j
X (1) = 1 j
Similarly, calculate X(2) & X(3) Then use IDFT to calculate x(n)
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Twiddle Factors
Twiddle Factor
WN = e
j 2N l
j 2N 0
j 2N
W 43
WN = e WN
0
WN WN
( ) =e = (e ) = 1 = (e ) = e = (e ) = e
j 2N 1 j 2N 2
j 2N l
W 42
For N=4
W 40
j 2N
W 41 W 86 W 85 W 87
j 4N
W 84
For N=8
W 80
So on.
W 83 W 82
W 81
40
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Contd..
W4 = W
Proof:
mod 4 ( 5 ) 4
=W
1 4
W4 = e
( ) =e
j 24 5
j 10 4
=e =W
j ( 2 + 1 ) 2
j 24
=e
j 2
.e
j 1 2
= 1.e
1 4
=e
j 2 .1 4
Q WN = e
j 2N l
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Contd..
W8 = W
Proof:
3 4
W8 = e
( ) =e
j 28 6
j 12 8
=e
j 64
=e
l
j 2 .3 4
j 2N l
=W
W8 = W82
Proof:
3 4
Q WN = e
W8 = e
( ) =e
j 28 6
j 12 8
=e
4 j (1+ 8 )
=e e
j 2N l
j 48
= (1)W = W
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2 8
Q WN = e
2 8
42
Matrix Method for DFT calculation

We know
X (k ) =
and
N 1
x ( n ) e j 2 kn / N
j 2N
k = 0,1,.......N 1
n=0
WN = e
X (k ) =
In matrix form
N 1
x ( n )W N
kn
k = 0,1,.......N 1
n=0
[ X ] = [W Nkn ][ x ]
X ( 0 ) W 40 X (1) 0 = W 4 X ( 2 ) W 40 0 X ( 3 ) W 4 W 40 W 41 W 42 W 43 W 40 W 42 W 44 W 46 W 40 x ( 0 ) W 43 x (1) W 46 x ( 2 ) 9 W 4 x (3)
43
4-point DFT
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Contd..
X ( 0 ) W 40 X (1) 0 = W 4 X ( 2 ) W 40 0 X ( 3 ) W 4 X ( 0 ) W 40 X (1) 0 = W 4 X ( 2 ) W 40 0 X ( 3 ) W 4 W 40 W 41 W 42 W 43 W 40 W 41 W 40 W 41 W 40 W 42 W 40 W 42 W 40 W 40 W 40 W 40 W 40 x ( 0 ) 3 W 4 x (1) W 42 x ( 2 ) 1 W 4 x (3) W 40 x ( 0 ) W 41 x (1) W 40 x ( 2 ) 1 W 4 x (3)
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Problems
Calculate DFT of x(n)= {1 2 2 1} & x(n)={ 0 1 2 3 } by using matrix method.
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Solution(1)
x(n)= {1 2 2 1}
X ( 0 ) W 40 X (1) 0 = W 4 X ( 2 ) W 40 0 X ( 3 ) W 4
W 40 W 41 W 42 W 43
W 40 W 42 W 40 W 42
W 40 x ( 0 ) 3 W 4 x (1) W 42 x ( 2 ) 1 W 4 x (3)
W43 = j
W42 = 1
W40 = 1
W41 = j
X ( 0 ) 1 X (1) 1 = X ( 2 ) 1 X ( 3 ) 1
1 j 1 j
1 1 1 1
1 1 j 2 1 2 j 1
X (0) = 6, X (1) = 1 j , X (2) = 0, X (3) = 1 + j
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Solution(2)
x(n)={ 0 1 2 3 }
X ( 0 ) W 40 X (1) 0 = W 4 X ( 2 ) W 40 0 X ( 3 ) W 4
W 40 W 41 W 42 W 43
W 40 W 42 W 40 W 42
W 40 x ( 0 ) 3 W 4 x (1) W 42 x ( 2 ) 1 W 4 x (3)
W43 = j
W42 = 1
W40 = 1
W41 = j
X ( 0 ) 1 X (1) 1 = X ( 2 ) 1 X ( 3 ) 1
1 j 1 j
1 1 1 1
1 0 j 1 1 2 j 3
X (0) = 6, X (1) = 2 + 2 j , X ( 2) = 2, X (3) = 2 2 j
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DFT using FFT flow diagram

2-point DFT
x(0) W20 X(0)
W21
W20
x(1) W
1 2
X(1)
x(0)
1
X(0)
Looks like Butterfly ?
x(1)
X(1)
x(0)
X(0)
x(1)
1
X(1)
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Contd..
W43
4-point DFT
W42 W40
W41
x(0) W40 W40
X(0)
x(2) W
2 4
X(1) W41
x(1) W W
0 4 2 4
X(2)
x(3) W
2 4
X(3) W
3 4
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Contd..
W43 = j
4-point DFT
W42 = 1 W40 = 1
W41 = j
x(0)
1
X(0)
x(2)
1
X(1)
x(1)
1
X(2)
x(3)
1
j
X(3)
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Problems
Calculate DFT of x(n)= {1 2 2 1} & x(n)={ 0 1 2 3 } by FFT flow diagram
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Solution (1)
x(n)= {1 2 2 1}
1+2=3 x(0)=1
1
3+3=6 X(0)=6
1-2=-1 x(2)=2
1
-1-j1=-1-j X(1)=-1+j
j
2+1=3 3-3=0 X(2)=0
1
x(1)=2
2-1=1 x(3)=1
1
-1+j1=-1+j X(3)=-1+j
X (0) = 6, X (1) = 1 j , X (2) = 0, X (3) = 1 + j

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Solution(2)
x(n)= {0 1 2 3 }
0+2=2 x(0)=0
1
2+4=6 X(0)=6
0-2=-2 x(2)=2
1
-2+j2 X(1)=-2+j2
j
1+3=4 2-4=-2 X(2)=-2
1
x(1)=1
1-3=-2 x(3)=3
1
-2-j2 X(3)=-2-j2
X (0) = 6, X (1) = 2 + 2 j , X ( 2) = 2, X (3) = 2 2 j
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Shuffled sequence
The input sequence placement at FFT flow graph is not in order but in shuffled order. Perfect shuffling can be obtained by using bit reversal algorithm. ( to be used in FFT implementation) 2 point FFT
0 1 0 1 0 1 2 3
4 point FFT
0 1 2 3 0 2 1 3 0 1 2 3 4 5 6 7
8 point FFT
0 1 2 3 4 5 6 7 0 4 1 5 2 3 6 7 0 4 2 6 1 5 3 7
16-point shuffled sequence ?????

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Bit Reversal Algorithm

2 point FFT 0 1 2 3 4 point FFT 00 01 10 11 00 10 01 11 0 2 1 3 0 1 2 3 4 5 Bit Reversal Algorithm Bit Reversal Algorithm
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8 point FFT 000 001 010 011 100 101 110 111 000 100 010 110 001 101 011 111 0 4 2 6 1 5 3 7
0 1
6 7
55
8-point FFT flow diagram

x(0)
W80
W80
W80
X(0)
x(4)
X(1)
W
4 8
2 8
1 8
x(2)
X(2)
W80
W84
W82
x(6)
W
x(1)
4 8
W86 W84
W
0 8
W83
X(3)
X(4)
W80
x(5)
4 8
2 8
W85
X(5)
x(3)
W80
X(6)
W84
W86
x(7)
W84
W86
W87
X(7)
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Contd..
= j
W 86
0.707 + j 0.707 = W85 1 =

W 84 For N=8
W 87
= 0.707 + j 0.707
W 80
=1
0.707 j 0.707 = W83
W 82
W 81
= 0.707 j 0.707
=j
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Problem
Calculate DFT of x(n)= {1 2 2 1 0 1 2 3 } by FFT flow diagram
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x(n)= {1 2 2 1 0 1 2 3 }
1+0=1 x(0)=1 1+4=5 X(0)=5+7=12
1
1-0=1 x(4)=0 1-0=1
1
X (1) = 1 + (0.707 j 0.707)(1 + j 2) = 1 + 2.121 + j 0.707 = 3.121 + j 0.707
0.707 j 0.707
1
2+2=4
j
1-4=-3
X(2)=-3+j
x(2)=2
1
2-2=0 1+0=1
j
X (3) = 1 + (0.707 j 0.707)(1 j 2) = 1 2.121 + j 0.707 = 1.121 + j 0.707
0.707 j 0.707
x(6)=2
1
2+1=3 x(1)=2
j
3+4=7
X(4)=5-7=-2
1 X (5) = 1 + (0.707 + j 0.707)(1 + j 2)
1
2-1=1 x(5)=1 1+j2
= 1 2.121 j 0.707 = 1.121 j 0.707

0.707 + j 0.707
1
1+3=4
j
3-4=-1
X(6)=-3-j
x(3)=1
1
1-3=-2 1-j2
j
X (7) = 1 + (0.707 + j 0.707)(1 j 2) = 1 + 2.121 j 0.707 = 3.121 j 0.707
0.707 + j 0.707
x(7)=3
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Properties of DFT
1) Periodicity If x[n] X(k) , and x[n] is periodic such that Then, x[n+N]=x[n] for all n for all k
X[k+N] = X(k)
i.e. DFT of periodic sequence is also periodic with same period
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2) Linearity
If and
x1[n] X 1[k ]
DFT x2 [n] X 2 [k ]
DFT
then for any real-valued or complex valued constants a1 and a2 ,
a1 x1[n] + a2 x2 [n] a1 X 1[k ] + a2 X 2 [k ]
DFT
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Problem
a) Find the DFT of x1(n)={ 0 1 2 3} and x2(n)= { 1 2 2 1}. b) Calculate the DFT of x3(n)={ 2 5 6 5} using results obtained in a) otherwise not.
X 1 (k ) = {6,2 + 2 j ,2,2 2 j} X 2 (k ) = {6,1 j ,0,1 + j}

Since x1(n) + 2x2(n)= x3(n) , X3(k)= X1(k) + 2X2(k)
X 3 (k ) = {6,2 + 2 j ,2,2 2 j} + 2{6,1 j ,0,1 + j} X 3 (k ) = {18,4,2,4}

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3) Circular time shift, x((n-k))N

x(n)={1 2 3 4 }
x(2)=3
x(1)=2
x(n)
x(0)=1
Circular advance by 1 ,x((n+1)) xp(n)

x(3)=4
x(3)=4 x(2)=3
x((n+1))4
x(1)=2
Circular delay by 1,x((n-1)) xp(n)

x(1)=2
x(0)=1 x(0)=3
x((n-1))4
x(3)=4
x(2)=3
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Contd..
x(3)=4 x(0)=3
x(0)=1
x((n+2))4
x(2)=3
x(1)=2
x((n+3))4
x(3)=4
X(1)=2
x(2)=1
x(3)=4
x(2)=3
x(0)=1
x((n-2))4
x(2)=3
x(3)=4
x((n-3))4
x(1)=2
x(1)=2
x(0)=1
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Contd..
Circular shift property If then
DFT x[n] X [k ]
x((n l )) N X [k ].e
DFT
j 2 kl N
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Problem
If x(n)= { 1 2 3 4} ,find X(k). Also using this result find the DFT of h(n)={ 3 4 1 2}.
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Solution
x(n)= { 1 2 3 4} h(n)={ 3 4 1 2} Circular shift DFT property
X (k ) = {10,2 + j 2,2,2 j 2}
x(n) = h((n-2))4
x((n l )) N X [k ].e
l=2
DFT
DFT
j 2 kl N
h(n) = x((n 2)) 4 X [k ].e c( k ) = e

k j 2 4 2
j 2 4k 2
= {1 1 1 1}
H ( k ) = {10,2 j 2,2,2 + j 2}
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4) Time Reversal
If then
x[n] X [k ]
DFT x(( n)) N = x( N n) X ((k )) N = X ( N k )
DFT
i.e. reversing the N-point sequence in time domain is equivalent to reversing the DFT sequence
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Problem
If x(n)= { 1 2 3 4} ,find X(k). Also using this result find the DFT of h(n)={ 1 4 3 2}. Verify your answer with DFT calculation
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5) Circular frequency shift

If then
DFT x[n] X [k ]
x ( n )e
j 2 nl N
X ((k l )) N
DFT
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Problem
If x(n)= { 1 2 3 4} ,find X(k). Also using this result find the DFT of h(n)={ 1 -2 3 -4}. Verify your answer with DFT calculation
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6) Symmetry properties
e o x(n) = xR (n) + xR (n) + jxIe ( n) + jx Io ( n)
e o X (k ) = X R (k ) + X R (k ) + jX Ie (k ) + jX Io (k )
DFT Re al , Even Re al , Even
DFT Im aginary , Even Im aginary , Even
DFT Re al , Odd Im aginary , Odd DFT Im aginary , Odd Re al , Odd
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Problems
Find DFT for followings
a ) x (n) = {2 1 3 1 3 1} b) x(n) = {2 1 2 3 1 3 2 1} c) x(n) = {0 1 2 3 0 3 2 1} d ) x( n) = { j j2 j3 j4 j j4 j3
a ) X (k ) = {11 1 1 5 1 1}
b ) X ( k ) = {15 1.8284 1 3.8284 1 3.8284 1 1.8284}
c) X (k ) = {0 j 9.65
j 4 j1.65 0
j1.65 j 4
j 9.65}
j 2}
j1.828 j 3 j1.828 j 3 j 3.828}
d ) X (k ) = { j 21 j 3.82 j 3
e) x ( n) = { j
j2
j3
j4
j j 4 j3 j 2}
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7)Parsevals Relation
1 N 1 | x ( n ) | 2 = | X ( k ) |2 N k =0 n=0
N 1
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Problem
1) x(n)= {1 2 3 1}. Prove parsevals relation for this sequence and its DFT . 2) Determine the missing value from following sequence x(n)= { 1 3 _ 2 } if its DFT is X(k)={ 8 -1-j -2 -1+j}
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8) Circular Convolution
If and
x1[n] X 1[k ]
DFT x2 [n] X 2 [k ]
DFT
then
DFT x1[n] x2 [n] X 1[k ]. X 2 [k ]
where
x1[n] x2 [n] = x3 [n] = x1 (k ) x2 ((n k )) N

k =0
N 1
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Circular convolution of two sequences

Circular convolution of sequences x1(n)={2 1 2 1} and x2(n)={1 2 3 4 }
x(1)=1 x(1)=2
x(2)=2
x1(n)
x(0)=2
x(2)=3
x2(n)
x(0)=1
x(3)=1
x(3)=4 4
x2(3)=4
x2(2)=3
x2((-n))
x2(0)=1
x1(n)x2((-n))
x3(0)=2+4+6+2 = 14
x2(1)=2
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Contd..
x2(3)=4
x2(0)=1
x2((1-n))
x2(1)=2
x1(n)x2((1-n))
x3(1)=4+1+8+3 = 16
x2(2)=3 x2(1)=2
3 2
x2(0)=1
x2((2-n))
x2(2)=3
x1(n)x2((2-n))
x3(2)=6+2+2+4 = 14
x2(3)=4 x2(2)=3
4 3
x2(1)=2
x2((3-n))
x2(3)=4
x1(n)x2((3-n))
x3(3)=8+3+4+1 = 16
x2(0)=1
x3 (0) = 14, x3 (1) = 16, x3 (2) = 14, x3 (3) = 16
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Problem
Find the circular convolution of sequences x1(n)={2 1 2 1} and x2(n)={1 2 3 4 } using DFT .
Steps: 1. Find DFT of both sequences 2. Multiply both DFTs 3. Take inverse DFT of product ( DFT product IDFT )
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Contd..
x1(n)= {2 1 2 1}
2+2=4 x1(0)=2
1
4+2=6 X(0)=6
2-2=0 x1(2)=2
1
0-0=0 X(1)=0
j
1+1=2 4-2=2 X(2)=2
1
x1(1)=1
1-1=0 x1(3)=1
1
0+0=0 X(3)=0
X 1 (0) = 6, X 1 (1) = 0, X 1 (2) = 2, X 1 (3) = 0

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Contd..
x2(n)= {1 2 3 4}
1+3=4 x2(0)=1
1
4+6=10 X(0)=10
1-3=-2 x2(2)=3
1
-2+j2 X(1)=-2+j2
j
2+4=6 4-6=-2 X(2)=-2
1
x2(1)=2
2-4=-2 x2(3)=4
1
-2-j2 X(3)=-2-j2
X 2 (0) = 10, X 2 (1) = 2 + j 2, X 2 ( 2) = 2, X 2 (3) = 2 j 2

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Contd..
X3(k)= X1(k).X2(k)= {60 0 -4 0}=
60-4=56 X3(0)=60
1
IDFT( Twiddle factors in reverse order and divide by N at the end)

56+0=56 x3(0)=14
60+4=64 X3(2)=-4
1
64-0=64
j
0+0=0 56-0=56
1
1 -4
x3(1)=16
X3(1)=0
x3(2)=14
0-0=0 X3(3)=0
1
64+0=64
x3(3)=16
x3 (0) = 14, x3 (1) = 16, x3 (2) = 14, x3 (3) = 16

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Linear convolution using Circular convolution

Steps: 1. Append zeros to both sequence such that both sequence will have same length of N1+N2-1 2. Number of zeros to be appended in each sequence is addition of length of both sequences minus (one plus length of respective sequence) 3. As both sequences are of same length equal to the length of linear convoluted signal, apply circular convolution to both modified signals using DFT ( DFT product IDFT )
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Problem
Calculate the linear convolution of following signals by using DFT method only. x(n)={ 1 2 3 2 -2} and h(n)={ 1 2 2 1} Verify your answer with tabulation method.
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Linear Filtering
If the system has frequency response H(w) and input signal spectrum is X(w)
X(w)
H(w)
Y(w)
Then , out spectrum of the system given by Y(w)=H(w).X(w)
In application, convolution would be used to calculate the output of the system or DFT would be used to calculate the spectrum of output. Even, DFT can be used for convolution
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Contd..
If the input length is very large as compared to impulse response of the system, then computational complexity of the DFT/convolution would be more. Instead of taking DFT/convolution for whole input sequence, DFT/convolution can be applied to smaller blocks of input sequence. This would yields two advantages DFT/convolution size would be smaller and hence computational complexity In online filtering delay can be kept small as only small number of points will required to store in buffer for DFT/convolution calculations There are two methods to do linear filtering by braking up input sequence into smaller blocks Overlap add method Overlap save method
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Overlap-add Method
In the overlap-add method the input x(n) is broken up into consecutive non-overlapping blocks xi(n) The output yi(n) for each input xi(n) is computed separately by convolving (non-cyclic/linear) xi(n) with h(n). The output blocks yi(n) would be lager than corresponding input blocks xi(n) Hence, the each output block yi(n) will be overlapped with next and previous blocks to get y(n)
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Contd..
x(n)
Overlapping length=M-1
xi(n)
h(n)
Length of impulse response = M
yi(n)
Length of each block= N+M-1
Length of each block= N
Adding overlapped points
y(n)
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Problem
An FIR digital filter has the unit impulse response sequence h(n)={ 2 2 1}. Determine the output sequence in response to the input sequence x(n)= {3 0 -2 0 2 1 0 -2 -1 0}
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Solution
x(n)= {3 0 -2 0 2 1 0 -2 -1 0} Length of convolution between each block and impulse response would be 4. x1(n)= {3 0} x2(n)= {-2 0} x3(n)= {2 1} x4(n)= {0 -2} x5(n)= {-1 0} h(n)={ 2 2 1} x1(n)= {3 0 0 0} x2(n)= {-2 0 0 0} x3(n)= {2 1 0 0} x4(n)= {0 -2 0 0} x'5(n)= {-1 0 0 0} h(n)={ 2 2 1 0} X1(k)= {3 3 3 3} X2(k)= {-2 -2 -2 -2} X3(k)= {3 2-j 1 2+j} X4(k)= {-2 j2 2 -j2} X'5(k)= {-1 -1 -1 -1} H(k)={ 5 1-j2 1 1+j2} h(n)={ 2 2 1}
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Contd..
Y1(k)=X1(k)H(k) = {15 3-j6 3 3+j6} Y2(k)=X2(k)H(k) = {-10 -2+j4 -2 -2-j4} Y3(k)=X3(k)H(k) = { 15 -j5 1 j5} Y4(k)=X4(k)H(k) = {-10 4+j2 2 4-j2} Y5(k)=X5(k)H(k) = {-5 -1+j2 -1 -1-j2} Overlapping length= M-1 =3-1=2 y1(n)= { 6 6 3 0} y2(n)= {-4 -4 -2 0} y3(n)= { 4 6 4 1} y4(n)= {0 -4 -4 -2} y5(n)= { -2 -2 -1 0}
y1(n)= { 6 6 3 0} y2(n)= y3(n)= y4(n)= y5(n)= {-4 -4 -2 0} { 4 6 4 1} {0 -4 -4 -2} { -2 -2 -1 0}
y(n)= {6 6 -1 -4 2 6 4 -3 -6 -4 -1 0}
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Problem
Solve previous problem with 8-point DFT
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Overlap-save Method
x(n)
Overlapping length=M-1 Overlapping length=M-1
xi(n)
h(n)
Length of impulse response = M
yi(n)
Length of each block= N+M-1
M-1 zeros
Length of each block= N
Discard overlapped points
y(n)
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Problem
An FIR digital filter has the unit impulse response sequence h(n)={ 2 2 1}. Determine the output sequence in response to the input sequence x(n)= {3 0 -2 0 2 1 0 -2 -1 0}
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Solution
x(n)= {3 0 -2 0 2 1 0 -2 -1 0} h(n)={ 2 2 1}
Length of convolution between modified each block and impulse response would be 8. x1(n)= {3 0 -2 0} x2(n)= {2 1 0 -2} x3(n)= { -1 0 0 0} x1(n)= {0 0 3 0 -2 0} x2(n)= {-2 0 2 1 0 -2} x3(n)= {0 -2 -1 0 0 0} h(n)={ 2 2 1}
y1(n)= {0 0 6 6 -1 -4 -2 0} y2(n)= y3(n)= y(n) = { {-4 -4 2 6 4 -3 -4 -2} {0 -4 -6 -4 -1 0 0 0} 6 6 -1 -4 2 6 4 -3 -6 -4 -1 0 }
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End of Chapter 03
Queries ???
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Chapt 3 Frequency Analysis

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Chapt 3 Frequency Analysis

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Chapt 03 & 04 Frequency Analysis of Signals and System & DFT B.E.

Comps, Mumbai Uni

Prepared by Chandrashekhar Padole Pre Lecturer Watumull Institute of Tech , Worli

Copyright with Authors. All right reserved

Chapt 3 : Frequency Analysis of Signals & Systems

Frequency Analysis: CTS and DTS

This PPT is sponsored by IRDC India www.irdcindia.com

Tp-> is the Fundamental Period of Signal

Fourier Transform for continuous-time periodic signal j 2Ft where

Tp-> is the Fundamental Period of Signal

t Continuous time variable t Continuous frequency variable F Signal to be analyzed is aperiodic

Fourier Series & Fourier Transform

, then it is called as Fourier transform

Fourier Series Tp t F F=1/Tp Fourier Series Tp= F=1/Tp=0 F

Tp-> is the Fundamental Period of Signal

Fourier Transform for discrete-time periodic signal jn where

is the Fundamental Period of Signal

Discrete time variable t Continuous frequency variable F Signal to be analyzed is aperiodic

0te jkw t dw0t

x(t ) = LL j 45 e j 2 w0t j 25 e jw0t + 5 + j 25 e j 2 w0t + j 45 e j 2 w0t + L 2

2 sin( wT / 2) e jwT / 2 e jwT / 2 = = w jw sin( wT / 2) =T = T sin c( wT / 2) wt / 2

Determine the N-point DFT of this sequence for NL

We know summation formula

1 a n +1 ak = 0 1 a k= e jwL / 2 e jwL / 2 e jwL / 2 e jwL / 2 = e jw / 2 e jw / 2 e jw / 2 e jw / 2

e jwL / 2 ( e jwL / 2 e jwL / 2 ) jw ( L 1 ) / 2 sin( wL / 2 ) = e = jw / 2 jw / 2 jw / 2 sin( w / 2 ) e (e e )

Nyquist Criterion Sampling Theorem

Thus, from eq(1) and eq(2), we get

-2fs-fh -2fs -2fs+fh -fs-fh

-2fs-fh -2fs -2fs+fh -fs-fh

Case III: fs < 2fh Xs(f)

N-points in DFT and vice-versa

0.5 0.4 0.3 0.2 0.1

0 -0.1 -0.2 -0.3 -0.4

= cos(2nk / N ) + j sin( 2nk / N )

0.5 Amplitude 0 -0.5 -1

0.4 0.3 0.2 0.1 0 -0. 1 -0. 2 -0. 3 -0. 4 -0. 5

0.5 Amplitude 0 -0.5 -1

0.5 0.4 0.3 0.2 0.1 0 -0. 1 -0. 2 -0. 3

SINE SEQUENCE 1 0.5 0 -0.5

1 0.5 Amplitude 0 -0.5 -1

Relation bet VA and DFT

No of elements in each vector

Projection measurement method

Fouriers Idea in 1807

= [1 0.86 0.5 0 0.5 0.86]

We know For k=0

Matrix Method for DFT calculation

X (0) = 6, X (1) = 1 j , X (2) = 0, X (3) = 1 + j

X (0) = 6, X (1) = 2 + 2 j , X ( 2) = 2, X (3) = 2 2 j

DFT using FFT flow diagram

Looks like Butterfly ?

x(0) W40 W40

X (0) = 6, X (1) = 1 j , X (2) = 0, X (3) = 1 + j

X (0) = 6, X (1) = 2 + 2 j , X ( 2) = 2, X (3) = 2 2 j

16-point shuffled sequence ?????

Bit Reversal Algorithm

8-point FFT flow diagram

0.707 + j 0.707 = W85 1 =

0.707 j 0.707 = W83

= 1 2.121 j 0.707 = 1.121 j 0.707

i.e. DFT of periodic sequence is also periodic with same period

then for any real-valued or complex valued constants a1 and a2 ,

a1 x1[n] + a2 x2 [n] a1 X 1[k ] + a2 X 2 [k ]

X 1 (k ) = {6,2 + 2 j ,2,2 2 j} X 2 (k ) = {6,1 j ,0,1 + j}