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Discrete time fourier transform

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THE DISCRETE-TIME FOURIER TRANSFORM

**Discrete-Time Fourier Transform
**

The FT of an discrete-time signal (DTFT) is similarly deﬁned as

n=∞

X (e ) =

n=−∞

jω

x[n]e−jωn

(1)

then the inverse discrete-time FT is 1 X (ejω )ejωn dω x[n] = 2π 2π Notes: • The DTFT is periodic with the fundamental period of 2π X (ejω ) = X (ej (ω+2π) )

**The periodic signal x ˜[n] has FS coeﬃcients, or the DFT, as ak = 1 N x ˜[n]e−jk(2πn)/N
**

n=<N >

To see this sampling eﬀect, consider a ﬁnite-duration sequence x[n] and construct a periodic signal x ˜[n], for which x[n] is one period x ˜[n] 0 ≤ n ≤ N − 1 x[n] = 0 otherwise

(2)

Let ω0 = 2π/N , then these coeﬃcients are scaled samples of the DTFT as ak = 1 X (ejkω0 ) N

**The FS representation of x ˜[n] becomes x ˜[n] =
**

k=<N >

• The DTFT is continuous in the frequency domain. This is diﬀerent from the DFT (Discrete Fourier Transform, or discrete-time Fourier Series), which is discrete in both the time and frequency domains. • The DFT is the sampled version of the DTFT in the frequency domain.

ES156 – Harvard SEAS 1

1 X (ejkω0 )ejkω0 n N 1 X (ejkω0 )ejkω0 n ω0 2π

=

k=<N >

**As N → ∞, ω0 → 0, and the above sum approaches the integral expression for x[n] in (2).
**

ES156 – Harvard SEAS 2

e. which appears as the Fourier Transform of the rectangular pulse. or if the sequence has ﬁnite energy. |n| > N1 has the DTFT N1 |x[n]|2 < ∞ n=−∞ X (e ) = n=−N1 jω e−jωn = . sin(ω/2) This is the discrete-time counterpart to the sinc function. sin(ω (N1 + 1 2 )) = . . Unlike the continuous-time counterpart. |a| < 1 has the DTFT ∞ Convergence Issues Convergence of the inﬁnite summation in the analysis equation is guaranteed if either x[n] is absolutely summable. the discrete-time sinc function is periodic with period 2π ES156 – Harvard SEAS 3 ES156 – Harvard SEAS 4 . |n| ≤ N 1 • The rectangular pulse s[n] = 0..Examples • x[n] = an u[n]. . i. 1 − ae−jω |x[n]| < ∞ n=−∞ or ∞ 1. ∞ X (e ) = n=−∞ ∞ jω an u[n]e−jωn (ae−jω )n = n=0 = 1 .

Fourier Transform for Periodic Signals The DTFT of a periodic signal is a periodic impulse train in the frequency domain. ∞ x[n] = k=−∞ δ [n − kN ] has Fourier coeﬃcients 1 ak = N for all k (check!) and so has the DTFT. ∞ X (e ) = = 2π N jω 2πak δ ω − k=−∞ ∞ x[n] = e jω0 n ⇔ X (e ) = l=−∞ jω 2πk N 2πδ (w − w0 − 2πl) δ ω− k=−∞ If we consider a periodic sequence x[n] with period N and Fourier series representation x[n] = k=<N > 2πk N ak ej (2π/N )n then its DTFT is given by. ES156 – Harvard SEAS 5 ES156 – Harvard SEAS 6 . N Examples: • The periodic signal jω0 n −jω0 n +1 . we see that ∞ • The periodic impulse train of period N. which repeats periodically with period 2π . with x[n] = cos(ω0 n) = 1 2e 2e 2π ω0 = 5 has the DTFT. X (ejω ) = πδ ω − 2π 5 + πδ ω + 2π 5 . by substitution into the synthesis equation. for −π ≤ ω < π . ∞ X (e ) = k=−∞ jω 2πak δ (ω − 2πk ). First.

Notice the similarities: 1 x[n] = X (ejω )ejωn dω 2π 2π ∞ X (e ) = n=−∞ jω x[n]e−jωn compared to ∞ x(t) = 1 X ejω − jω 1−e ∞ k=−∞ ak ejkω0 t 1 T x(t)e−jkω0 t dt T x[k ] k=−∞ ←→ F ak = δ (ω − 2πk ) +πX (ej 0 ) k=−∞ This property can be used to ease the computation of certain Fourier series coeﬃcients. it has FS representation with coeﬃcients given by x[−n].Properties of the DTFT The DTFT has properties analogous to the continuous-time FT. • Periodicity: X ejω = X ej (ω+2π) • Diﬀerencing in time: x[n] − x[n − 1] ←→ 1 − e−jω X ejω • Accumulation: n F This is the duality between the discrete time Fourier transform and the continuous time Fourier series. A few notable diﬀerences are as follows. Other properties that are similar to the CTFT: • Parseval’s relation: ∞ |x[n]| = n=−∞ 2 1 2π X (ejω ) dω 2π 2 • Linearity: ax1 [n] + bx2 [n] ↔ aX1 (ejω ) + bX2 (ejω ) • Time and Frequency shifting: x[n − n0 ] ↔ e−jωn0 X (ejω ) ejω0 n x[n] ↔ X (ej (ω−ω0 ) ) 7 ES156 – Harvard SEAS 8 Note that all the energy is contained in one period of the DTFT. • Duality: Since X ejω is periodic. ES156 – Harvard SEAS .

you can use the diﬀerentiation in frequency property to conclude that y [n] = (n + 1)αn u[n]. then by taking the DTFTs. ∗ jω jω ↔ Y (ejω ) = 1 2π X1 (ejθ )X2 (ej (ω−θ) dθ 2π Ev {x[n]} ↔ Re{X (ejω ) Example: System input x[n] = (α)n u[n] and impulse response h[n] = (β )n u[n] lead to output y [n] = x[n] ∗ h[n].• Conjugation and Conjugate Symmetry: x∗ [n] ↔ X ∗ (e−jω ) And if x[n] is real. n = km has the DTFT x(k) [n] ↔ X (ejkω ) • Diﬀerentiation in Frequency: dX (ejω ) nx[n] ↔ j dω • Convolution: y [n] = x[n] ∗ h[n] ↔ Y (ejω ) = X (ejω )H (ejω ) • Multiplication property: y [n] = x1 [n]x2 [n] ES156 – Harvard SEAS 9 ES156 – Harvard SEAS 10 . Furthermore. Od{x[n]} ↔ jIm{X (ejω ) • Time reversal: x[−n] ↔ X (e−jω ). n = km • Time expansion: x(k) [n] = :0. we see that Y (ejω ) = X (ejω )H (ejω ) 1 1 · − jω 1 − βe 1 − αe−jω α/(α − β ) −β/(α − β ) = + 1 − αejω 1 − βejω α β (α)n u[n] − (β )n u[n] ⇒ y [n] = α−β α−β for α = β = When α = β . this means X (e ) = X (e ). 8 <x[n/k].

and by inspection. its frequency response is given by H (ejω ) = 2 1− 3 −jω 4e −2jω +1 8e 2 = −jω )(1 − 1 e−jω ) (1 − 1 2e 4 11 We have used partial-fraction expansions. ES156 – Harvard SEAS ES156 – Harvard SEAS 12 . we use the method of partial fractions. using the above equation.Systems characterized by constant coeﬃcient diﬀerence equations A general linear constant-coeﬃcient diﬀerence equation for an LTI system with input x[n] and output y [n] is given by N M To obtain its impulse response. A = 4. the inverse transform of H (ejω ) will be given by: h[n] = 4 1 2 n ak y [n − k ] = k=0 k=0 jω bk x[n − k ] u[n] − 2 The frequency response H (e ) for this system is then given by H (ejω ) = Y (e ) = X (ejω ) jω M −jkω k=0 bk e N −jkω k=0 ak e 1 4 n u[n] We can further use the DTFT to compute the output n of this system to an input x[n] = 1 u[n] by using 4 the convolution property: Y (ejω ) = X (ejω )H (ejω ) – –» » 1 2 = (1 − 1 e−jω )(1 − 1 e−jω ) 1− 1 e−jω 2 4 4 −2 8 −4 = 1 −jω + 1 −jω 2 + 1 −jω 1 − 4e (1 − 4 e ) 1 − 2e „ «n „ «n „ «n ﬀ 1 1 1 u[n] ⇒ y [n] = −4 − 2(n + 1) +8 4 4 2 Example: Consider the following system 1 3 y [n] − y [n − 1] + y [n − 2] = 2x[n] 4 8 Then. B = −2. that is. which are described in the appendix of the textbook. look for constants A. B such that A B + H (ejω ) = −jω −jω 1− 1 1− 1 2e 4e In our case.

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