Fourier Transform and Fast Fourier Transform Algorithms

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FOURIER TRANSFORM (FT) AND

FAST FOURIER TRANSFORM (FFT)
ALGORITHMS
Lectured by Assoc Prof. Dr. Thuong Le-Tien
September 2011
DIGITAL SIGNAL PROCESSING
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DSP lectured by Assoc. Prof. Dr. Thuong Le-Tien
1. Frequency resolution and windowing
Spectrum of sampled analog signal
But if the replicas overlap they will contribute to the right hand side of spectrum
In terms of the time samples x(nT), the original sampled spectrum
and its time-windowed version are given by:
) (
f X
) (
f X
L
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Rectangular window of length L
Then define the windowed signal
The DTFT of windowed signal is
Where W() is the DTFT of the rectangular window w(n)
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Setting W(n) = 1
Magnitude spectrum
of rectangular window
Magnitude spectrum
of rectangular window
Rectangular window width
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To achieve a desired frequency resolution f.
The smaller the desired separation, the
Longer the data record
The Hamming window
The Hamming window
At its center, n=(L-1)/2, the value of w(n) is 0.54+0.46 = 1, and at its endpoint,
n=0 and n=L-1, its value is 0.54-0.46 = 0.08
For any type of window, the effective of the
mainlobe is inversely proportional to L
For any type of window, the effective of the
mainlobe is inversely proportional to L
c is a constant and always c=>1
Frequency resolution
Frequency resolution
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Hamming window in the time and frequency domain
The minimum resolvable frequency difference
The minimum resolvable frequency difference
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Example:
A signal consisting of four sinusoids of frequencies of 1, 1.5, 2.5,
and 2.75 kHz, is sampled at a rate of 10 kHz. What is the minimum
number of samples that should be collected for the frequency
spectrum to exhibit four distinct peaks at these frequencies?
How many samples should be collected if they are going to be
preprocessed by a Hamming window and then Fourier transformed?
Solution:
The smallest frequency separation that must be resolved by the DFT is
f = 2.75-2.5=0.25 kHz, for rectangular window:
Because the mainlobe width of the Hamming window is twice as
wide as that of the rectangular window, it follows that twice as
many samples must be collected, that is L=80 then c can be
calculated to be c=2
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Example:
A 10ms portion of a signal is sampled at a rate of 10kHz. It is known
that the signal consists of two sinusoids of frequencies f
1
=1kHz and
f
2
=2khz. It is also known that the signal contains a third component
of frequency f
3
that lies somewhere between f
1
and f
2
.
a. How close to f
1
could f
3
be in order for the spectrum of the collected
samples to exhibit three distinct peak? How close to f
2
could f
3
be?
b.What are the answers if the collected samples are windowed by a
Hamming window?
Solution:
The total number of samples collected is L= f
s
T
L
=10x10=100.
The frequency resolution of the rectangular window is
f = f
s
/L = 10/100 = 0.1kHz
Thus the closest f
3
to f
1
and f
2
will be
f
3
= f
1
+ f = 1.1kHz and f
3
= f
2
- f = 1.9kHz
In the hamming case, the minimum resolvable frequency separation
doubles, that is,
f = cf
s
/L = 2.10/100 = 0.2kHz which give f
3
= 1.2kHz or f
3
= 1.8kHz
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2. DTFT computation
2.1. DTFT at a single frequency
Rectangular and hamming windows with L=40 and 100
Rectangular and hamming windows with L=40 and 100
DTFT of length-L signal
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Equivalent Nyquist Interval
2.2. DFT over frequency range: Compute DFT over
2.2. DFT over frequency range: Compute DFT over
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2.3. DFT
The N points DFT of a L-length signal defined the DFT frequency as follows,
2.3. DFT
The N points DFT of a L-length signal defined the DFT frequency as follows,
The only difference between DFT and DTFT is that the former has its N
frequencies distributed evenly over the full Nyquist interval [0, 2) whereas
the later has them distributed over any desired subinterval.
The only difference between DFT and DTFT is that the former has its N
frequencies distributed evenly over the full Nyquist interval [0, 2) whereas
the later has them distributed over any desired subinterval.
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Evaluation of z-transform
Evaluation of z-transform
Nth roots of unity for N=8
Nth roots of unity for N=8
The periodicity of X() with a period of 2 or
DFT X(k)=X(
k
) in the index k with period N
The periodicity of X() with a period of 2 or
DFT X(k)=X(
k
) in the index k with period N
N-point DTFTs over [0,2) and over subinterval [
a
,
b
), for N=10
N-point DTFTs over [0,2) and over subinterval [
a
,
b
), for N=10
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2.4. Zeros padding
2.4. Zeros padding
Note that evaluation at the N frequencies DFT are the same for
the cases of padding D zeros at front or delay D samples
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The DTFT and DFT
2.5. The matrix form of DFT
2.5. The matrix form of DFT
Denoted
Where the matrix components
defined by twiddle factors
Where the matrix components
defined by twiddle factors
(matrix form of DFT)
(matrix form of DFT)
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The twiddle factor defined by
For example: L=N and N=2, 4, 8
The corresponding 2-point and 4-point DFT matrices are:
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And the 2-point and 4-point DFT of a length 2 and length 4 signals will be
Thus, the 2-point DFT is formed by taking the sum and difference of the two time
Samples. It will be a convenience starting point for the merging in FFT by hand.
Thus, the 2-point DFT is formed by taking the sum and difference of the two time
Samples. It will be a convenience starting point for the merging in FFT by hand.
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Twiddle factor look up tables for N=2, 4, 8
5. Modulo N reduction
Example L=4N
5. Modulo N reduction
Example L=4N
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Example: Determine the mod-4 and mod-3 reduction of the length-8 signal vector
For N=4 and N=3
For n=0, 1, 2, , N-1
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Periodic extension interpretation of mod-N reduction of a signal
The connection of the mod-N reduction to the DFT is the theorem that the
Length-N wrapped signal x~ has the same N-point DFT as the original
Unwrapped signal x, that is:
The connection of the mod-N reduction to the DFT is the theorem that the
Length-N wrapped signal x~ has the same N-point DFT as the original
Unwrapped signal x, that is:
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The DFT matrices A and A~ have the same definition, except they
differ in their dimensions, which are NxL and NxN, respectively.
We can write the DFT of x~ in the compact matrix form:
The DFT matrices A and A~ have the same definition, except they
differ in their dimensions, which are NxL and NxN, respectively.
We can write the DFT of x~ in the compact matrix form:
In general A is partitioned in the form:
In general A is partitioned in the form:
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N-point DFTs of the full and wrapped signal are equivalent
N-point DFTs of the full and wrapped signal are equivalent
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The same DFT can be computed by the DFT matrix
x~ acted on the wrapped signal x~
The two methods are the same
Example: Compute the 4-point DFT of the length-8 signal in two way:
(a) Working with the full unwrapped vector x and
(b) Computing the DFT of its mod-4 reduction
Solution: The corresponding DFT is
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6. Inverse DFT
The problem for inverse DFT is the length L of signal greater than N-point DFT,
i.e. the matrix A is not invertible
The inverse DFT defined by
The inverse DFT defined by
Where I
N
is the N-dimensional identity matrix and is the complex
conjugate of , obtained by conjugating every matrix element of .
For example, for N=4, we can verify easily:
*
~
A
A
~
A
~
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Similar for FFT
Example for an inverse 4-point DFT
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Therefore the alternative form of IDFT
Therefore the alternative form of IDFT
DFT and IDFT
DFT and IDFT
In term of the DFT frequencies
k
, we have X
k
= X(
k
) and
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7. Sampling of periodic signals and DFT
Discrete Fourier series (DFS)
Discrete Fourier series (DFS)
X~ is periodic in n with period N
Sampling rate is a multiple of the fundamental frequency of signal
Sampling rate is a multiple of the fundamental frequency of signal
Taking the Nyquist interval to be the right-sided one [0, f
s
], we note that
harmonics within that interval are none other than the N DFT frequencies
Taking the Nyquist interval to be the right-sided one [0, f
s
], we note that
harmonics within that interval are none other than the N DFT frequencies
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Given an integer m, we determine its quotient and reminder of the division
And therefore the corresponding harmonic will be
Defining the aliased Fourier series amplitudes
* Which shows that f
m
will be aliased with f
k
. Therefore, if the
signal x(t) is sampled, it will give rise to the samples
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If the sampled signal x(nT) be reconstructed by an ideal reconstructor,
the aliased analog waveform is
Example: determine the aliased signal x
al
(t) resulting by sampling a square
Wave of frequency f
1
=1 Hz. For a sampling rate of f
s
= 4Hz, consider one period
Consisting of N=4 samples and perform its 4-point DFT
The Fourier coefficients:
Corresponding to the harmonic
Where f
3
= 3 was replaced by its negative version f
3
-f
s
= 3-4 = -1. It follows that
the aliased signal will be
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Similarly, for N=8 corresponding to fs=8 Hz, we perform the 8-point DFT of one
period of the square wave, and divide by 8 to get the aliased amplitudes
These amplitudes corresponding to the frequencies f
k
= k f
1
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8. Fast Fourier Transform FFT
Is a fast implementation of DFT. It is based on a divide and conquer
approach in which the DFT computation is divided into smaller, simpler,
problems and the final DFT is rebuilt from the simpler DFTs.
It is required the initial dimension of N to be power of two
The problem of computing the N-point
DFT is replaced by the simpler problems
of computing two (N/2)-point DFT.
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The summation index n ranges over both even and odd values
in the range [0,N-1]. By grouping the even-indexed and
odd-indexed terms, we get
To determine the proper range of summation over n, we consider the two
Terms separately. For even-indexed terms, the index 2n must be within the
range [0,N-1]. But, because N is even (a power of two), the upper limit
N-1 will be odd. Therefore, the highest even index will be N-2,
1 2 / 0 2 2 0 N n N n
Similarly, for the odd-indexed terms, we must have
1 1 2 0 N n
1 2 / 0 2 2 0 1 1 2 1 N n N n n n
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The butterfly merging builds
upper and lower halves of
length-N DFT
The butterfly merging builds
upper and lower halves of
length-N DFT
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and N=8
and N=8
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The typical algorithm consists of three conceptual parts:
1. Shuffling the N-dimensional input into N of 1-D signals
2. Performing N one-point DFTs
3. Merging the N one-point DFTs into one N-point DFT
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Example: Using FFT algorithm, compute the 4-point
wrapped signal (5, 0, -3, 4)
Solution:
The DFT merging stage merges the two 2-DFTs
into the final 4-DFT
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Example: Using FFT algorithm, compute 8-point DFT of the 8 point signal
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Example: 8-point Inverse FFT

Fourier Transform and Fast Fourier Transform Algorithms

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FOURIER TRANSFORM (FT) AND

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