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1

Orthogonal Transforms

Let x[n] denote a length-N timeχ [k ]with domain sequence denoting the coefficient of its Npoint orthogonal transform. The general form of the orthogonal transform pair is of the form

N−1

N− 1

∑

n= 0

ψ [ k, n ] ψ [ l,n ] = 1, l=k 0 l≠ k

{ }

x [ k ]=

∑

x [ n ] ψ [ k, n ] , 0≤ k ≤ N − 1

The above condition are said to be orthogonal to each other The verification of this equation in book page 200

n= 0

1 x [ n ]= N

N− 1

∑

x [ n ] ψ [ k, n ] , 0 ≤ k ≤ N − 1

n= 0

** Referred to as the analysis and synthesis equation respectively.
**

2

The Discrete Transform

Definition - The simplest relation between a length-N sequence x[n], defined for 0≤n≤N-1, and its DTFT X(ejω) is obtained by uniformly sampling X(ejω) on the ω-axis between 0≤ω≤2π at ωk= 2πk/N, 0≤k≤N-1

From the definition of the DTFT we thus have

N−1 n=0

Note: X[k] is also a length-N sequence in the frequency domain The sequence X[k] is called the discrete Fourier transform (DFT) of the sequence x[n] Using the notation WN= e-j2π/N the DFT is usually expressed as:

N−1

X [ k ]=

− j2πk / N

X [ k ]= ∑ x [ n ] e

∑

x [ n ] W kn N , 0≤ k ≤ N − 1

, 0≤ k ≤ N − 1

n=0

**The Discrete Transform
**

The inverse discrete transform (IDFT) is given by

1 x [ n ]= N

N− 1

Fourier

Example - Consider the length-N sequence defined for 0 ≤ n ≤ N-1

∑

kn X [ k ] W− N , 0 ≤ n≤ N − 1

x [ n ]= cos( 2π r n N ) , 0≤ n≤ N − 1

Where is r is an integer in the range 0 ≤ n ≤ N-1

k= 0

As can be seen from the above expression, the inverse DFT x[n] can be a complex sequence even when the DFT X[k] is real sequence.

Using a trigonometric identity, we can write as

X [k ]¿

1 j2πrn / N − j2πrn / N x [ n ]= (e +e ) 2 1 rn rn (W − +W N N) 2

4

otherwise } Where X is the vector composed of the N DFT samples and x is the vector of N input samples we get N / 2. 0≤ k≤ N − 1 n=0 0≤ k ≤ N − 1 can be expressed in matrix form as Making use of the identity N− 1 X=DN x ∑ ( k− ℓ ) n W− = N n= 0 { N. fork=r G [ k ]= N / 2.fork − ℓ=rN.ran int eger 0. fork=N − r 0 ，otherwis 0≤ k ≤ N − 1 { } X=[ X [ 0 ] X [ 1 ]⋯ X [ N − 1 ]]t x=[ x [ 0 ] x [ 1 ]⋯ x [ N − 1 ]]t 5 .The Discrete Transform The N-point DFT of g[n] is thus given by N−1 Matrix Relations The DFT samples defined by N−1 X [ k ]= 1 2 ∑ g [ n ] W kn N N−1 n=0 (∑ N− 1 n= 0 ( r− k ) n W− + N ∑ r+k ) n W (N n= 0 ) X [ k ]= ∑ x [ n ] W kNn .

the IDFT relation given by DN = 1 ⋮ −1 [ 1 1 1 1 W− N 2 W− N ⋮ 1 2 W− N 4 W− N ⋮ ⋯ ⋯ ⋯ ⋱ 1 (N−1) W− N 2( N − 1) W− N ⋮ ( N − 1) W− N 2 ( N − 1) 2( N − 1) 1 W− W− ⋯ N N ] 6 1 x [ n ]= N N− 1 ∑ kn X [ K ]W − N . 0≤ n≤ N − 1 Note 1 D− N = k= 0 1 D N N .The Discrete Transform and DN is the N×N DFT matrix given by can be expressed in matrix form as 1 x=D− N X DN = 1 ⋮ 1 [ 1 1 1 W1 N W2 N ⋮ W (NN − 1 ) 1 W2 N W4 N ⋮ ( N − 1) W2 N ⋯ ⋯ ⋯ ⋱ ⋯ 1 W (NN − 1 ) ( N − 1) W2 N ⋮ W (NN − 1 ) 2 ] where D−N1 is the N×N DFT matrix Where Likewise.

Let X(ejω) be the DTFT of a length-N sequence x[n] We wish to evaluate X(ejω) at a dense grid of frequencies ωk=2πk/M. 0≤k≤M-1.where M >> N: X (e )= N− 1 n= 0 n=− ∞ ∑ ∞ x[ n]e − jωn = ∑ x [ n ] e− jωn limit the extent of the summation to N points and evaluate the continuous function of frequency at N equally spaced points N− 1 X (e jω )∣ 2π =X ω= k N ( k ) =X k = ∑ x [ n ] e− j2πkn / N n=0 7 .Relation Between the DTFT and the DFT and Their Inverses Relation with DTFT The FT e jωn of length-N sequence x[n] jω Numerical Computation of the DTFT using the DFT A practical approach to the numerical computation of the DTFT of a finite-length sequence.

Relation Between the DTFT and the DFT and Their Inverses X (e jω k N−1 )= ∑ x[ n]e n=0 − jωk n N−1 = ∑ x [ n ] e− j2πkn/ M n= 0 Thus is essentially an Mpoint DFT Xe[k] of the length-M sequence xe[n] The DFT Xe[k] can be computed very efficiently using the FFT algorithm if M is an integer power of 2 The function freqz employs this approach to evaluate the frequency response at a prescribed set of frequencies of a DTFT expressed as a rational function in e-jω X (e ) jω k Define a new sequence x e [ n ]= x [ n ] . 0 ≤ n ≤ N − 1 0. N ≤ n≤ M − 1 { } Then X (e jω k M−1 )= ∑ x e [ n ] e− j2πkn / M n= 0 .

0 ≤ k ≤ N − 1 Given the N-point DFT X[k] of a length-N sequence x[n]. its DTFT X(ejω) can be uniquely determined from X[k] ∑ [ 1 N n= 0 N− 1 1 N n= 0 N− 1 ∑ x [ n ] e− jωn ∑ kn − jωn X [ k ]W− N ]e N− 1 − j ( ω − 2πk / N ) n k= 0 ∑ X [k] ∑ e k= 0 n= 0 ⏟ S .Relation Between the DTFT and the DFT and Their Inverses DTFT from DFT by Interpolation The N-point DFT X[k] of a length-N sequence x[n] is simply the frequency samples of its DTFT X(ejω) evaluated at N uniformly spaced frequency points Thus N− 1 X ( e jω )= N− 1 ω=ωk = 2πk / N .

equivalently. Therefore X ( e jω ) 1 N N− 1 S − rS= ( 1− r ) S= 1− r N ∑ sin X [k] sin k= 0 ( ( ωN − 2πk 2 ωN − 2πk 2N ) ) ⋅ e− j [ ω− 2πk / N ) ][( N − 1)/ 2 ] . let Hence r=e Then − j ( ω− 2πk / N ) S= ∑ r n From the above 1− r N 1− e− j (ωN − 2πk ) S= = 1− r 1− e− j [ ω − ( 2πk / N ) ] ωN − 2πk sin 2 ⋅ e− j [ ω − 2πk / N )][( N − 1 )/ 2 ] ωN − 2πk sin 2N ( ( ) ) rS= ∑ r n = 1 + ∑ r n +r N − 1 ∑ rn +r N − 1 =S+r N − 1 Or.5.3 Relation Between the DTFT and the DFT and Their Inverses To develop a compact expression for the sum S.

Relation Between the DTFT and the DFT and Their Inverses Sampling the Fourier Transform Consider a sequence x[n] with a DTFT X(ejω) We sample X(ejω) at N equally spaced points ωk=2πk/N.point IDFT is a length-N sequence y[n] now ∞ 1 y [ n ]= N ℓ=− ∞ ∑ ∞ k＝ 0 ℓ=− ∞ N− 1 ∑ ∑ 1 N k= 0 x[ ℓ ] [ ∑ W −Nk ( n− ℓ) ] X ( e )= jω ℓ ＝－ ∞ ∑ x[ ℓ ]e − jωℓ 1 N N− 1 n＝ 0 1. forr=n+mN k ( n− r ) = ( ∑ W− N 0. otherwise . 0≤k≤N-1 developing the N frequency samples Thus jω k Y [ k ] =X ( e ℓ ＝－ ∞ ∑ ∞ ) =X ( e j2πk / N ) = ℓ ＝－ ∞ x[ ℓ ]e − j2πkℓ / N ∑ ∞ x [ ℓ ] W kℓ N An IDFT of Y[k] yields {X ( e jω )} k y [ n ]= 1 N N−1 k＝ 0 N−1 ∑ Y [ k ] W −Nkn ∞ − kn x [ ℓ ]W kℓ N WN These N frequency samples can be considered as an N-point DFT Y[k] whose N.

for 0≤n≤N-1 Example 5. we assume that the samples outside the specified range are zeros i.e. 0≤k≤3 and then applying a 4-point IDFT to these samples. 0 ≤ n ≤ N − 1 Thus y[n] is obtained from x[n] by adding an infinite number of shifted replicas of x[n]. with each replica shifted by an integer multiple of N sampling instants. then y[n]= x[n] .Relation Between the DTFT and the DFT and Their Inverses we arrive at the desired relation Thus if x[n] is a length-M sequence with M≤N. and observing the sum only for the interval 0≤n≤N-1 To apply By sampling its DTFT X(ejω) at ωk=2πk/4.6 – Let {x[n]}={0 1 2 3 4 5} ↑ y [ n ]= m=− ∞ ∑ ∞ x [ n+mN ] . 0 ≤ n ≤ N − 1 y[n]= x[n]+ x[n+4]+x[n-4] To finite-length sequences. {y[n]}={4 6 2 3} ↑ {x[n]} cannot be recovered from {y[n]} . we arrive at the sequence y[n] given by 0≤n≤3 y [ n ]= m=− ∞ ∑ ∞ x [ n+mN ] .

and the last nonzero value is N−1 y L [ n ]= ∑ g [ m ] h [ n − m ] .Circular Convolution This operation is analogous to linear In computing yL[n] we have assumed that both length-N sequence have convolution. The longer form of y [n] results from L g[n] and h[n]. respectively the time-reversal of the sequence h[n] and its linear shift to the right Their linear convolution results in a length-(2N-1) sequence yL[n] given The first nonzero value of yL[n] is by yL[0]= g[0]h[0] . but with a subtle been zero-padded to extend their difference lengths to 2N-1 Consider two length-N sequences. 0≤ n≤ 2N− 2 yL[2N-2]= g[N-1]h[N-1] m=0 .

denoted as y[n] = g[n] h[n] Resulting operation. we need to define a circular time-reversal.e. and then apply a circular time-shift Since the operation defined involves two length-N sequences. convolution is y C [ n ]= m=0 ∑ g [ m ] h [ 〈 n − m 〉N ] . it is often referred to as an N-point circular convolution. i. called a circular convolution. is defined by N−1 The circular commutative. g[n] h[n] = h[n] g[n] 0≤ n≤ N − 1 .Circular Convolution Definition: To develop a convolution-like operation resulting in a length-N sequence yC[n] .

the samples of the two sequences are multiplied using the conventional multiplication method as shown on the next slide [ ][ yC [ 0 ] h[ 0 ] h [ N − 1 ] h[ N − 2 ] yC [ 1 ] h[ 1 ] h[ 0 ] h [ N − 1] h[ 1] h[ 0 ] yC [ 2 ] = h [ 2 ] ⋮ ⋮ ⋮ ⋮ yC [ N − 1 ] h [ N − 1 ] h[ N − 2] h [ N − 3] ⋮ ⋮ ⋮ ⋱ ⋮ h[1] g[ 0] h[ 2 ] g [ 1 ] h[3] g[ 2] ⋮ ⋮ h[ 0 ] g [ N − 1 ] ][ ] Note: The elements of each diagonal of the N×N matrix are equal Such a matrix is called a circulant matrix .5.4 Circular Convolution The N-point circular convolution can be written in matrix form as Tabular Method Consider the evaluation of y[n]= h[n] g[n] where {g[n]} and {h[n]} are length-4 sequences First.

and 4th rows are circularly shifted to the left as indicated above . 3rd.Circular Convolution The partial products generated in the 2nd.

The samples of the sequence { yc[n]} are obtained by adding the 4 partial products in the column above of each sample Circular conjugate-symmetry Circular conjugate-antisymmetry .Circular Convolution The modified table after circular shifting is shown below Thus yc[0]=g[0]h[0]+ g[3]h[1]+ g[2]h[2]+ g[1]h[3] yc[1]=g[1]h[0]+ g[0]h[1]+ g[3]h[2]+ g[2]h[3] yc[2]=g[2]h[0]+ g[1]h[1]+ g[0]h[2]+ g[3]h[3] yc[3]=g[3]h[0]+ g[2]h[1]+ g[1]h[2]+ g[0]h[3] The definition of circular conjugatesymmetric sequence and circular conjugate-antisymmetric sequence.

Xev[n] is its circular even part and Xca[n] is its circular odd part. defined by: . Xcs[n] is its circular conjugate-symmetric part and Xca[n] is its circular conjugate-antisymmetric part. it can be expressed as: Where. defined by: Where.Classifications of Finite-Length Sequences Classifications Based on Conjugate Symmetry Any complex length-N sequence x[n] can be expressed as: For a real sequence x[n].

Classifications of Finite-Length Sequences Classifications Based on Geometric Symmetry Two types of geometric symmetries are usually defined:For a real (1) Symmetric sequence (2) Antisymmetric sequence Type1: Symmetric impulse response with odd length. Type1: Anti-symmetric response with even length. impulse . four types Type1: Anti-symmetric impulse of geometric symmetry are defined: response with odd length. Type2: Symmetric impulse response Since the length N of a sequence with even length can be either even or odd.

Classifications of Finite-Length Sequences Type 1 Symmetry with Odd Length Type 1 symmetric sequence. . is x[n]= x[0]+ x[1]+ x[2]+ x[3]+ x[4]+ x[5]+ x[6]+ x[7]+ x[8] • The Fourier transform is Factoring out e-j4ω in the right hand side Taking e-j4ω as a common factor in each group of. with N=9.

can be written. for Type 1 linear-phase sequence of length-N In general. and hence the phase is a linear function of ω Type 2 Symmetry with Even Length Similarly. where the phase is given by In general. { }. with N=8. is a real function of ω and can assume positive or negative values in the range 0≤ω≤π The of the sequence is given by θ (ω) = −4ω + β where β is either 0 or π. for Type 2 linear-phase sequence of length-N . the Fourier transform of Type 2 symmetric sequence.Classifications of Finite-Length Sequences Notice that the quantity inside the braces.

x[1]=-x[7]. is (notice that x[4]=0) Multiplying by j=ejπ/2 and 2. we obtain which results in Now. x[2]=-x[6]. x[0]=-x[8]. x[3]=-x[5] and x[4]=0 The phase is now The antisymmetry introduces a phase shift of π/2 .Classifications of Finite-Length Sequences Type 3 Antisymmetry with Odd Length The Fourier transform of Type 3 antisymmetric sequence. with N=9.

phase shift of π/2 j=ejπ/2 introduces a . we obtain which results in Similarly.Classifications of Finite-Length Sequences Type 4 Antisymmetry with Even Length In general. the Fourier transform of Type 4 linear phase antisymmetric sequence of even length-N is The phase is now The antisymmetry introduces a phase shift of π/2 In both cases. the Fourier transform of Type 3 linear phase antisymmetric sequence of odd length-N is Multiplying by j=ejπ/2 and 2.

real and imaginary parts of the DFT sequence are: . the DFT X[k] of a finite sequence x[n] is a sequence of complex numbers and can be expressed as its DFT can be found as: X [ k ]= X re [ k ] + j X im [ k ] Real and imaginary parts of the DFT sequence can be found as: Assuming that the original time-domain signal is complex Therefore.DFT Symmetry Relations In general.

DFT Symmetry Relations Symmetry Properties of the DFT of a complex sequence Symmetry Properties of the DFT of a real sequence .

Discrete Fourier Transform Theorems The DFT satisfies a number of properties that are useful in signal processing. All time domain sequences are assumed to be of length-N with N-point DFT. Circular Frequency Shifting Theorem The inverse DFT of the circularly frequency shifting DFT is given by Duality Theorem If the N-point DFT of the length-N sequence g[n] is G[k]. then Linearity Theorem Consider a sequence x[n] obtained by a linear combination of g[n] and h[n] Circular Convolution Theorem The N-point DFT Y[k] of the length Nsequence is given by Circular Time Shifting Theorem The DFT of the circularly time shifting sequence x[n] is given by .

Let X[k] denote the N-point DFT of x[n] Note that for 0 ≤ k ≤ N −1. .Computation of the DFT of Real Sequence Modulation Theorem The N-point DFT Y[k] of the length-N product sequence is given by a circulation of their DFT’s N-point DFT’s of two Real Sequences using a single N-point DFT Let g[n] and h[n] be two length-N real sequences with G[k] and H[k] denoting their respective N-point DFTs • These two N-point DFTs can be computed efficiently using a single Npoint DFT • Define a complex length-N sequence The inverse DFT of the circularly frequency shifting DFT is given by Parseval’s Theorem The total energy of a length-N sequence g[n] can be computed by summing the square of the absolute values of the DFT.

it is of interest to develop methods for the implementation of linear convolution using the DFT • Let g[n] and h[n] be two finite-length sequences of length N and M.Computation of the DFT of Real Sequence 2N-point DFT of a Real Sequence using a single N-point DFT Let v[n] be a length-N real sequence with a 2N-point DFT V[k] • Define two length-N real sequences g[n] and h[n] as follows: Thus Linear Convolution using the DFT Since a DFT can be efficiently implemented using FFT algorithms. respectively • Define two length-L (L = N + M −1) sequences Let G[k] and H[k] denote their espective N-point DFTs • Define a length-N complex sequence with an N-point DFT X[k] Thus .

into a set of contiguous finite-length subsequences of length N each: We next consider implementation of the DFT-based Where where h[n] is a finite-length sequence of length M and x[n] is an infinite length (or a finite length sequence of length much greater than M) Thus where .Linear Convolution using the DFT The corresponding implementation scheme is illustrated below Linear Convolution of a Finite-Length Sequence with an infinite Length Sequence Overlap-Add Method We first segment x[n]. assumed to be a causal sequence here without any loss of generality.

there will be an overlap of M −1 samples between the samples of the short convolutions h[n] xr-1[n] and h[n] xm[n] for (r −1)N ≤ n ≤ rN + M − 2 .Linear Convolution using the DFT The desired linear convolution y[n] = h[n] x[n] is broken up into a sum of infinite number of short-length linear convolutions of length N + M −1 each: ym[n] = h[n] xm[n] • Consider implementing the following convolutions using the DFT-based method. where now the DFTs (and the IDFT) are computed on the basis of (N + M −1) points In general.

y[n] obtained by a linear convolution of x[n] and h[n] is given by Overlap-Save Method In implementing the overlap-add method using the DFT. and throw away the other parts of the circular convolution The above procedure is called the overlap-add method since the results of the short linear convolutions overlap and the overlapped portions are added to get the correct final result . keep the terms of the circular convolution of h[n] with that corresponds to the terms obtained by a linear convolution of h[n] and xm[n].Linear Convolution using the DFT Therefore. we need to compute two (N + M −1)-point DFTs and one (N + M −1)-point IDFT for each short linear convolution • It is possible to implement the overall linear convolution by performing instead circular convolution of length shorter than (N + M −1) • To this end. it is necessary to segment x[n] into overlapping blocks xm[n].

the 4-point circular convolution yC[n] of he[n] and x[n] is given by Next form .Linear Convolution using the DFT To understand the correspondence between the linear and circular convolutions. consider a length-4 sequence x[n] and a length-3 sequence h[n] • Let yL[n] denote the result of a linear convolution of x[n] with h[n] • The six samples of yL[n] are given by If we append h[n] with a single zerovalued sample and convert it into a length-4 sequence he[n].

. the linear convolution of h[n] and x[n] If ym[n] denotes the saved portion of wm[n]. 3. .e. . i. . and substituting the values of xm[n] we arrive at Then. 2.Linear Convolution using the DFT Or equivalently Computing the above for m = 0. 1. .. we reject the first M − 1 samples of wm[n] and “abut” the remaining M − M + 1 samples of wm[n] to form yL[n].

Linear Convolution using the DFT The approach is called overlap-save method since the input is segmented into overlapping sections and parts of the results of the circular convolutions are saved and abutted to determine the linear convolution result .

the transform develop via this approach is called discrete cosine transform (DCT) .Discrete Cosine Transform In general. For N even. of which only half of these samples are distinct Orthogonal transform is based on converting an arbitrary sequence into either a symmetric or an anti-symmetric sequence and then extracting the real orthogonal transform coefficients from the DFT. The remaining N-2 DFT samples are complex and only half of these samples are distinct For N odd. the N-point DFT X[k] of length-N real sequence is a complex sequence satisfying the symmetry condition * X[k] = X kN The DFT of a real symmetric and antisymmetric finite sequence is a product of a linear phase term and a real amplitude function. the DFT samples x[0] is real and the remaining N-1 DFT samples are complex. the DFT samples X[0] and X[N-2]/2 are real and distinct.

N n 2 N 1 . extract y[n] of the symmetric periodic sequence y [ n ]x [ n ] x [ 2 N 1 n ] e e 0 n 2 N 1 { y[n] } = { a b c d d c b a } x [ n ]. let x[n] be a length-N sequence defined for 0≤n≤N-1.0 n N 1 x [ n ] e xe [n] 0 . { x[n] } = { a bc d } then the extracted periodic is given by x [ n ].Discrete Cosine Transform To develop the expression for the DCT for symmetric periodic sequence. consider type 1 DCT. x[n] is extended to a length-2N sequence by zero padding. First. type-2 symmetric sequence y[n] of length 2N is formed from xe[n] according to { y[n] } = { a b cdcb } To develop the Type-2 DCT. 0 n N 1 x [ 2 N 1 n ]. N n 2 N 1 Next.

2N ) 0 ≤ k ≤ 2N − 1 The samples of XDCT[k] are real for real sequence x[n] 0k 2 N1 . the DFT Y[k] can be expressed as N1 N1 kn 2 N kn k (2 N1 ) x [ n ] W W . 0 n 2 N 1 2 N n 0 Y [ k ] x [ n ] W n0 W W N1 kn 2 N n0 N1 k/2 2 N n0 2 x [ n ]cos k ( 2 n1 ) . N− 1 rewrite N 1 2 N 1 kn y [ n ] W 2 N. y[n] y [ n ]y [ 2 N 1 n ] the 2N-point DFT Y[k] of the length2N sequence y[n] is thus 2 N 1 kn Y [ k ] y [ n ] W . 2 N n0 Y [ k ] kn y [ n ] W 2 N n0 N 1 kn x [ n ] W . 2 N 0 k 2 N1 The Type-2 N point DCT.Discrete Cosine Transform By making a change of variables. 2 N 2 N n0 kn k/2 kn k/2 x [ n ]W W W W 2 N 2 N 2 N 2 N The generated sequence satisfies the symmetry property. 2 N n0 X DCT [ k ]= ∑ 2x [ n ] cos n= 0 ( π k ( 2n + 1 ) . n0 2 N 1 kn x [ 2 N1 n ] W .

0 k N 1 k N . 1 /2 .Discrete Cosine Transform The inverse discrete cosine transform (IDCT) of an N-point DCT XDCT[k] is given by N 1 1 k ( 2 n 1 ) x [ n ] [ k ] X [ k ] cos . DCT N 2 N n 0 0 k 2 N 1 In other words. 2 N DCT . k m0 . k / 2 W X [ 2 N k ]. the basis sequence k ( 2 n1 ) cos 2 N are orthogonal to each other. N 1 k 2 N 1 . 0 . k m . Y [ k ]0 . k m0 . To verify that x[n] is indeed the IDCT of XDCT[k] where 1 / 2 [ k ] 1 k 0 1 kN 1 DCT a DCT pair may often be denoted as N 1 N 1 2 l ( 2 n 1 ) k ( 2 n 1 ) X [ k ] [ l ] X [ l ] cos cos DCT DCT N 2 N 2 N n 0l0 N 1 1 l ( 2 n 1 ) k ( 2 n 1 ) 2 [ l ] X [ l ] cos cos DCT N 2 N 2 N l0 l0 N 1 x [ k ] ↔ X DCT [ k ] it can be shown that N 1 1 k ( 2 n1 ) m ( 2 n1 ) cos cos N 2 N 2 N n0 0 kN 1 The IDCT of an N-point DCT XDCT[k] can also be computed using the DFT k / 2 W X [ k ] 2 N DCT 1 .

0 n 2 N 1 properties that are useful in certain 2 N 2 N k 0 application.Discrete Cosine Transform The 2N-point IDFT y[n] of Y[k] is given by DCT Properties The DCT satisfies a number of 2 N 1 1 kn y [ n ] y [ k ] W . g[n] and h[n]. DCT g [ n ] G [ k ] DCT DCT 1 1 X [ k ] W X [ k ] W 2 N 2 N 1 2 N 1 ( n ) k 2 DCT 2 N k 0 N 1 1 1 N 1 ( n ) k ( n )( 2 N k ) 2 2 DCT 2 N DCT 2 N k 0 k 1 1 N 1 ( n ) 2 DCT 2 N k 1 h [ n ] H [ k ] DCT Linearity Property The DCT XDCT[k] of a sequence obtained by a linear combination of two sequences. DCT 1 1 X [ k ] W X [ k ] W 2 N 2 N N 1 X [ 0 ]1 k ( 2 n 1 ) DCT X [ k ] cos DCT 2 NN 2 N k 1 0 n 2 N 1 The length-N IDCT x[n] of the N-point DCT g [ n ]h [ n ] G [ k ]H [ k ] DCT DCT x [ n ]y [ n ]0 n N 1 . Where α and β arbitrary constants. Assume all time domain We get 1 1 N 1 2 N 1 ( n ) k1 ( n ) k 1 2 2 y [ n ] X [ k ] W X [ 2 N k ] W DCT 2 N DCT 2 N 2 N 2 N k 0 k N 1 sequences to be length N with an Npoint DCT.

N 1 N 1 1 2 | g [ n ] | [ k ] | G [ k ] | DCT 2 N n 0 k 0 2 Where variables r and s have ranges 0 ≤ r ≤ v.The Haar Transform Symmetry Properties The DCT of the conjugate sequence is given by The Haar Transform The discrete-time Haar transform is derived by sampling the continousetime Haar function. In defining the Haar function. r and s. 0 ≤ s ≤ 2r . r l 2 s1 g [ n ] G[ k ] * DCT * DCT Energy Preservation Property The energy preservation property of the DCT is similar to the perseval’s relation for the DFT. with N a power-of-2 positive integer: that is N=2v+1. where v ≥ 0. the integer subscript l is uniquely represented as a function of two non negative integer variable. The set of Haar function hl(t) contains N numbers.

0 s1 s 0 . 0 ≤ n ≤ N-1 where h H .s( Where denotes the kronecker product and IK is the K×K identity. r r 2 2 . 0 t1 0 0 ... x . x [ N 1 ] T . given by t = n/N. X [ N 1 ] Haar Haar Haar Haar xx [ 0 ] x [ 1 ]. 5 s r/2 s 0 2 t r r 2 2 0 otherwise for 0 t 1 r/2 To derive transform the high order Haar H v 2 1 .. 5 2 . t .. v 1 . Haar N l = 2r + s − 1 T h X [ 0 ] X [ 1 ]. The N-point transform XHaar of length N sequence x[n] is given by Definition The N×N discrete-time Haar transform matrix HN is obtained by discretizing the Haar functions at discrete values of t.The Haar Transform h ( t )h ( t ) 1 . 2 I 1 1 v / 2 v 2 H 1 1 v 2 h t) h t) l( r .

n H v1 2 I v 2 1 2 1 2 1 2 1 2 . . v0 . l ) X [ k ] N Haar N k0 0n N 1 H v 2 .l) then N 1 1 x [ n ] h ( k .The Haar Transform Haar Transform Properties The inverse Haar transform is give by 1 x H X N Haar 2 × 2 normalized Haar ransform matrix is given by Orthogonality Property The Haar transform orthogonal and hence 1 H N matrix is 1 1 2 2 x 1 1 2 2 Higher order normalized transform is given by 1 t H N N Haar transform expression reduced to x Haar 1t H X N Haar N If denote the (k. l)-th element of HN as hN(k.

The Haar Transform Energy conservation property The expression is similar to the Parseval’s relation for the DFT also exists for the Haar transform N 1 2 | x [ n ] | n 0 Consider the energy compaction proper of the DFT. the high frequency indices around Energy Compaction Properties If L samples of the transform with X [ k ]. 0 k DFT 2 indices in the range R are set to zero N1 L N1 L with L < < N and if x(m) [n] denotes the ( m ) X [ k ] 0 . then DFT 2 2 a measure of the energy compaction N1 L X [ k ]. k N1 property DFT N1 L 2 N 1 1 ( m ) 2 ( L ) | x [ n ]x [ n ] | N k 0 . the DCT and the Haar transform. The Discrete Fourier Transform 1 2 | H [ k ] | Haar N k 0 N 1 N-point DFT. k inverse of the modified transform.

The Energy Compaction Properties The original time domain sequence x[n] is obtained by computing the IDFT The original time domain sequence x[n] is obtained by computing the IDCT 1 ( m ) kn X [ n ] X [ k ] W DFT N k 0 ( m ) DFT N 1 1 k ( 2 n 1 ) ( m ) X [ n ] [ k ] X [ k ] cos DCT N 2 N Hence the approximation error is N 1 1 ( m ) 2 ( L ) | x [ n ]x [ n ] | DCT N k 0 N 1 L ( m ) DCT k 0 The corresponding error is given by approximation N 1 1 ( m ) 2 ( L ) | x [ n ]X [ n ] | DFT N k 0 The Haar Transform The modified Haar transform obtained The Discrete Cosine Transform The high frequency samples have high indices and thus the modified DCT obtained X [ k ] Haar ( m ) Haar X [ k ] 0 k N 1 L N L k N 1 0 The x[n] is obtained by computing the IDCT N 1 L 1 ( m ) x [ n ] h [ k . n ] X [ k ] Haar Haar N k 0 N 1 1 ( m ) 2 ( L ) | x [ n ]x [ n ] | Haar N k 0 X [ k ] DCT ( m ) DCT X [ k ] 0 k N 1 L N L k N 1 0 .

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Finite-Length Discrete Transforms

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