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dsp Discrete Fourier Transform

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You are on page 1of 7

by

Dr. W. Dan Curtis

Introduction

Suppose we have a signal x(t ) that is periodic of period L. We divide [0,L] into N

equal parts and sample the signal at the evenly spaced times

tn =

nL

, 0 n N 1

N

Note that we dont sample at t N =

have

NL

= L because, since x(t ) has period L, we would

N

x(t N ) = x(t0 ) .

An ordinary sinusoidal function (signal) is a function of the form

where A is called the amplitude and b is the circular frequency. Recall that the complex

exponential is defined by

eibt = cos(bt ) + i sin(bt ) .

We have

eibt + e ibt

eibt e ibt

sin(bt ) =

and cos(bt ) =

,

2i

2

so we see that anything that can be expressed in terms of sines and cosines can also be

expressed in terms of complex exponentials and vice-versa.

If we want to consider signals having period L, we can express them in terms of

complex exponentials such as

2 it

L

which has period L. In fact, we can define a collection of complex exponential signals

having the property that a whole number of complete periods fits into the interval [0, L]

as follows:

sk (t ) = e

ik t

, 0 k N 1

where

k =

Note that sk (t ) has period

Tk =

2 k

L

L

k

so that exactly k complete periods of sk (t ) fit into the interval [0, L] . We can define a

sampled version of the signal sk (t ) as we did for the general signal x(t ) above:

sk = ( sk (t0 ), sk (t1 ), , sk (t N 1 ))

complex number. Addition and scalar multiplication are defined as:

( z1 , z2 , , z N ) + ( w1 , w2 , , wN ) = ( z1 + w1 , z2 + w2 , , z N + wN )

( z1 , z2 , , z N ) = ( z1 , z2 , , z N )

N

We define an inner product on

by

< x, y > =

1

N

x y

k =1

< x, y > = 0 .

The length or norm of a vector x

is

| x|=

x, x .

vectors taken from the set, < x, y > = 0 . If, in addition, each vector in the set has length 1,

we say the set of vectors is orthonormal.

Lemma 1: The set of sampled signals sk , 0 k N 1 is an orthonormal basis for

N

Proof: Since there are N vectors in the set, and since an orthonormal set is automatically

linearly independent, it is enough to prove that the set is orthonormal.

First, we show that each sk is a unit vector.

sk , sk =

1 N 1 ik t j ik t j 1 N 1 ik t j 2 1 N 1

1

e e

= | e | = 1 = N = 1.

N j =0

N j =0

N j =0

N

Now we assume p q and both p and q are among 0,1,, N 1 and we show that

< s p , sq > = 0 .

We have

< s p , sq > =

Now

p tk =

1

N

2 p kL 2 pk

=

L N

N

so

i ptk iqtk =

Note that

so that

N 1

i p tk

iq tk

k =0

and

q t k =

2 i ( p q )k

.

N

N < p q < N

2 qk

N

2 i ( p q )

N

1.

Thus,

1

< s p , sq > =

N

N 1

i p tk

iq tk

k =0

1

=

N

N 1

2 i ( p q ) k

N

k =0

1

=

N

2 i ( p q )

N

2 i (Np q )

e

.

k =0

N 1

2 i (Np q )

1 e

.

2 i ( p q )

1 e N

But the numerator is 0 because

N

2 i ( p q ) N

2 i (Np q )

N

e

=

e

= e 2 i ( p q ) = 1 .

Therefore, s p , sq = 0 , as asserted.

Theorem 1: Let x

s0 , s1 ,, sN 1 as

N 1

x = x , sk sk .

k =0

complex numbers

0 ,1 ,, N 1 such that

x = 0 s0 + 1s1 +

+ N 1sN 1 .

But then if we take the inner product of both sides with the vector sk , we get

x, sk = 0 s0 + 1s1 +

0 s0 , sk + 1 s1 , sk +

k sk , sk = k .

This proves the theorem.

+ N 1sN 1 , sk =

+ N 1 sN 1 , sk =

Definition: Given a discrete signal x

signal x defined by

x = ( x0 , x1 ,, x N 1 ) where xk = x, sk .

component xk is given by

xk =

1 N 1 ik tn

xne

N n =0

is the signal x defined by

N 1

x = ( x0 , x1 ,, xN 1 ) where xk = xneitkn .

n =0

Theorem 2: The Inverse Fourier Transform is the inverse of the Fourier Transform. That

is, if x N , and X = x , then X = x.

N 1

X e

n =0

itk n

N 1

N 1

N 1

n =0

n =0

n=0

X n sn = xn sn = x, sn sn .

Thus, by Theorem 1,

N 1

X = x , sn s n = x ,

n =0

Example 1: Suppose x is a sampled signal of length N given by

xn = sin(

2 p

tn )

L

L

p

so p complete periods fit into the interval [0, L]. One can show that:

If N = 2r , then:

x p =

1

1

, x N p =

, all other xk = 0 , except when p = 0 or p = r , in which case

2i

2i

x = 0 .

If N is odd, then:

x p =

1

1

, all other xk = 0 , except when p = 0 , in which case x = 0 .

, x N p =

2i

2i

For instance, here is the output for various p values for N=10.

p

p

p

p

p

p

p

p

p

p

=

=

=

=

=

=

=

=

=

=

0:

1:

2:

3:

4:

5:

6:

7:

8:

9:

{0,

{0,

{0,

{0,

{0,

{0,

{0,

{0,

{0,

{0,

0, 0, 0, 0, 0, 0, 0, 0, 0}

-0.5 I, 0, 0, 0, 0, 0, 0, 0, 0.5

0, -0.5 I, 0, 0, 0, 0, 0, 0.5 I,

0, 0, -0.5 I, 0, 0, 0, 0.5 I, 0,

0, 0, 0, -0.5 I, 0, 0.5 I, 0, 0,

0, 0, 0, 0, 0, 0, 0, 0, 0}

0, 0, 0, 0.5 I, 0, -0.5 I, 0, 0,

0, 0, 0.5 I, 0, 0, 0, -0.5 I, 0,

0, 0.5 I, 0, 0, 0, 0, 0, -0.5 I,

0.5 I, 0, 0, 0, 0, 0, 0, 0, -0.5

I}

0}

0}

0}

0}

0}

0}

I}

p

p

p

p

p

p

p

p

p

p

p

=

=

=

=

=

=

=

=

=

=

=

0:

1:

2:

3:

4:

5:

6:

7:

8:

9:

10:

{0,

{0,

{0,

{0,

{0,

{0,

{0,

{0,

{0,

{0,

{0,

0, 0, 0, 0, 0, 0, 0, 0, 0, 0}

-0.5 I, 0, 0, 0, 0, 0, 0, 0, 0, 0.5

0, -0.5 I, 0, 0, 0, 0, 0, 0, 0.5 I,

0, 0, -0.5 I, 0, 0, 0, 0, 0.5 I, 0,

0, 0, 0, -0.5 I, 0, 0, 0.5 I, 0, 0,

0, 0, 0, 0, -0.5 I, 0.5 I, 0, 0, 0,

0, 0, 0, 0, 0.5 I, -0.5 I, 0, 0, 0,

0, 0, 0, 0.5 I, 0, 0, -0.5 I, 0, 0,

0, 0, 0.5 I, 0, 0, 0, 0, -0.5 I, 0,

0, 0.5 I, 0, 0, 0, 0, 0, 0, -0.5 I,

0.5 I, 0, 0, 0, 0, 0, 0, 0, 0, -0.5

I}

0}

0}

0}

0}

0}

0}

0}

0}

I}.

Suppose x0 , x1 ,, xN 1 are numerical values. We can regard them as a sample of a

signal sampled at 0,1,, N 1 . Thus, we take T = 1 and hence L = N . Then we

have

tn = n and n =

2 n

.

N

2 ik

2 ik 2

2 ik ( N 1)

2Nik 0

N

N

sk = e

= 1, e , e

, e N

for 0 k N 1 .

The definition of the inner product does not change. As before, we have the

representation of the sampled signal x in terms of the sk as

N 1

x = x , sk sk

k =0

so that

N 1

xn = x, sk e

2 ikn

N

k =0

where now

2 ikn

1 N 1

xk = x, sk = xn e N

N n =0

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