Discrete Fourier Transform (DFT) mathematics

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Discrete Fourier Transform (DFT) mathematics

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Mathematics of DFT with Audio Applications

Introduction to Digital Filters

Physical Audio Signal Processing

Spectral Audio Signal Processing

MATHEMATICS OF THE

DISCRETE FOURIER TRANSFORM (DFT)

WITH AUDIO APPLICATIONS

SECOND EDITION

JULIUS O. SMITH III

Department of Music, Stanford University, Stanford, California 94305 USA

Chapters

Preface

Introduction to the DFT

Complex Numbers

Proof of Euler's Identity

Sinusoids and Exponentials

Geometric Signal Theory

Derivation of the Discrete Fourier Transform

(DFT)

Fourier Theorems for the DFT

Preface

Chapter Outline

Acknowledgments

Errata

Introduction to the DFT

DFT Definition

Inverse DFT

Mathematics of the DFT

DFT Math Outline

Fourier Transforms for Continuous/Discrete

Time/Frequency

Selected Continuous-Time Fourier Theorems

Sampling Theory

Taylor Series Expansions

Logarithms and Decibels

Number Systems for Digital Audio

Complex Numbers

Factoring a Polynomial

The Quadratic Formula

Complex Roots

Fundamental Theorem of Algebra

Complex Basics

The Complex Plane

More Notation and Terminology

Elementary Relationships

Euler's Identity

De Moivre's Theorem

Conclusion

Complex_Number Problems

Matrices

Matlab/Octave Examples

Index

About this document ...

FFT Spectral Analysis Software

Euler's Identity

Positive Integer Exponents

Properties of Exponents

The Exponent Zero

Negative Exponents

Rational Exponents

Real Exponents

A First Look at Taylor Series

Imaginary Exponents

Derivatives of f(x)=a^x

Back to e

e^(j theta)

Back to Mth Roots

Roots of Unity

Direct Proof of De Moivre's Theorem

Euler_Identity Problems

See Also

Sinusoids

Example Sinusoids

Why Sinusoids are Important

In-Phase & Quadrature Sinusoidal Components

Sinusoids at the Same Frequency

Constructive and Destructive Interference

Sinusoid Magnitude Spectra

Exponentials

Why Exponentials are Important

Audio Decay Time (T60)

Complex Sinusoids

Circular Motion

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Positive and Negative Frequencies

Plotting Complex Sinusoids versus Frequency

Sinusoidal Amplitude Modulation (AM)

Example AM Spectra

Sinusoidal Frequency Modulation (FM)

Bessel Functions

FM Spectra

Analytic Signals and Hilbert Transform Filters

Generalized Complex Sinusoids

Sampled Sinusoids

Powers of z

Phasors and Carriers

Phasor

Why Phasors are Important

Importance of Generalized Complex Sinusoids

Comparing Analog and Digital Complex Planes

Sinusoid Problems

Geometric Signal Theory

The DFT

Signals as Vectors

An Example Vector View:

Vector Addition

Vector Subtraction

Scalar Multiplication

Linear Combination of Vectors

Linear Vector Space

Signal Metrics

Other Lp Norms

Norm Properties

Banach Spaces

The Inner Product

Linearity of the Inner Product

Norm Induced by the Inner Product

Cauchy-Schwarz Inequality

Triangle Inequality

Triangle Difference Inequality

Vector Cosine

Orthogonality

The Pythagorean Theorem in N-Space

Projection

Signal Reconstruction from Projections

Changing Coordinates

An Example of Changing Coordinates in 2D

Projection onto Linearly Dependent Vectors

Projection onto Non-Orthogonal Vectors

General Conditions

Signal/Vector Reconstruction from Projections

Gram-Schmidt Orthogonalization

Signal Projection Problems

The DFT Derived

Geometric Series

Orthogonality of Sinusoids

Nth Roots of Unity

DFT Sinusoids

Orthogonality of the DFT Sinusoids

Norm of the DFT Sinusoids

An Orthonormal Sinusoidal Set

The Discrete Fourier Transform (DFT)

Frequencies in the ``Cracks''

Spectral Bin Numbers

Fourier Series Special Case

Normalized DFT

The Length 2 DFT

Matrix Formulation of the DFT

DFT Problems

Fourier Theorems for the DFT

The DFT and its Inverse Restated

Notation and Terminology

Modulo Indexing, Periodic Extension

Signal Operators

Operator Notation

Flip Operator

Shift Operator

Examples

Convolution

Commutativity of Convolution

Convolution as a Filtering Operation

Convolution Example 1: Smoothing a Rectangular Pulse

Convolution Example 2: ADSR Envelope

Convolution Example 3: Matched Filtering

Graphical Convolution

Polynomial Multiplication

Multiplication of Decimal Numbers

Correlation

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Stretch Operator

Zero Padding

Causal (Periodic) Signals

Causal Zero Padding

Zero Padding Applications

Ideal Spectral Interpolation

Interpolation Operator

Repeat Operator

Downsampling Operator

Alias Operator

Even and Odd Functions

Fourier Theorems

Linearity

Conjugation and Reversal

Symmetry

Shift Theorem

Linear Phase Terms

Linear Phase Signals

Zero Phase Signals

Application of the Shift Theorem to FFT Windows

Convolution Theorem

Dual of the Convolution Theorem

Correlation Theorem

Power Theorem

Normalized DFT Power Theorem

Rayleigh Energy Theorem (Parseval's Theorem)

Stretch Theorem (Repeat Theorem)

Downsampling Theorem (Aliasing Theorem)

Illustration of the Downsampling/Aliasing Theorem in Matlab

Zero Padding Theorem (Spectral Interpolation)

Interpolation Theorems

Relation to Stretch Theorem

Bandlimited Interpolation of Time-Limited Signals

DFT Theorems Problems

DFT Applications

Why a DFT is usually called an FFT in practice

Spectrum Analysis of a Sinusoid

FFT of a Simple Sinusoid

FFT of a Not-So-Simple Sinusoid

FFT of a Zero-Padded Sinusoid

Use of a Blackman Window

Applying the Blackman Window

Hann-Windowed Complex Sinusoid

Hann Window Spectrum Analysis Results

Spectral Phase

Spectrograms

Spectrogram of Speech

Filters and Convolution

Frequency Response

Amplitude Response

Phase Response

Correlation Analysis

Cross-Correlation

Unbiased Cross-Correlation

Autocorrelation

Matched Filtering

FIR System Identification

Power Spectral Density

Coherence Function

Coherence Function in Matlab

Recommended Further Reading

Fast Fourier Transforms (FFT)

Mixed-Radix Cooley-Tukey FFT

Decimation in Time

Radix 2 FFT

Radix 2 FFT Complexity is N Log N

Fixed-Point FFTs and NFFTs

Prime Factor Algorithm (PFA)

Rader's FFT Algorithm for Prime Lengths

Bluestein's FFT Algorithm

Fast Transforms in Audio DSP

Related Transforms

The Discrete Cosine Transform (DCT)

Number Theoretic Transform

FFT Software

Continuous/Discrete Transforms

Discrete Time Fourier Transform (DTFT)

Fourier Transform (FT) and Inverse

Existence of the Fourier Transform

The Continuous-Time Impulse

Fourier Series (FS)

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Continuous Fourier Theorems

Differentiation Theorem

Scaling Theorem

The Uncertainty Principle

Second Moments

Time-Limited Signals

Time-Bandwidth Products are Unbounded Above

Sampling Theory

Introduction to Sampling

Reconstruction from Samples--Pictorial Version

The Sinc Function

Reconstruction from Samples--The Math

Aliasing of Sampled Signals

Continuous-Time Aliasing Theorem

Sampling Theorem

Geometric Sequence Frequencies

Taylor Series Expansions

Informal Derivation of Taylor Series

Taylor Series with Remainder

Formal Statement of Taylor's Theorem

Weierstrass Approximation Theorem

Points of Infinite Flatness

Differentiability of Audio Signals

Logarithms and Decibels

Logarithms

Changing the Base

Logarithms of Negative and Imaginary Numbers

Decibels

Properties of DB Scales

Specific DB Scales

DBm Scale

DBV Scale

DB SPL

DBA (A-Weighted DB)

DB for Display

Dynamic Range

Voltage, Current, and Resistance

Exercises

Digital Audio Number Systems

Linear Number Systems

Pulse Code Modulation (PCM)

Binary Integer Fixed-Point Numbers

One's Complement Fixed-Point Format

Two's Complement Fixed-Point Format

Two's-Complement, Integer Fixed-Point Numbers

Fractional Binary Fixed-Point Numbers

How Many Bits are Enough for Digital Audio?

When Do We Have to Swap Bytes?

Logarithmic Number Systems for Audio

Floating-Point Numbers

Logarithmic Fixed-Point Numbers

Mu-Law Coding

Round-Off Error Variance

Matrices

Matrix Multiplication

Solving Linear Equations Using Matrices

Matlab/Octave Examples

Complex Numbers in Matlab and Octave

Complex Number Manipulation

Factoring Polynomials in Matlab

Geometric Signal Theory

Vector Interpretation of Complex Numbers

Signal Metrics

Signal Energy and Power

Inner Product

Vector Cosine

Projection

Projection Example 1

Projection Example 2

Orthogonal Basis Computation

The DFT

DFT Sinusoids for

DFT Bin Response

DFT Matrix

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Spectrogram Computation

Bibliography

Index for this Document

About this document ...

Previous:

Next: Preface

About the Author: Julius Orion Smith III

Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of

Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in

Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music

and audio systems. See http://ccrma.stanford.edu/~jos/ for details.

www.DigiCert.com/EV

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Comments

mmoctar wrote:

5/5/2009

Thank you.

vampiro wrote:

5/13/2009

JOS wrote:

5/13/2009

vasim_babu wrote:

7/4/2009

ratna2t2 wrote:

12/7/2009

nice 1

davidsg123 wrote:

12/10/2009

JOS wrote:

12/17/2009

Not quite yet, but this is planned soon to come out on "Google Editions". Sorry it is taking so long, but the previous attempt (last summer)

did not work out. Essentially there was no feasible way we could find to handle all the math images using the Amazon Kindle conversion

tools.

IanLewis wrote:

5/3/2011

I'm very disappointed in the new format. I used this book when I wrote the FFT for Xbox 360 a few years back, and though it wasn't pretty,

it was easy to navigate and read. The new format is much more difficult to navigate, and I'm finding it difficult to separate content from the

surrounding advertising. What was once the most valuable resource on the planet has become a major frustration. is this a scheme to sell

hardcopy?

stephaneb wrote:

5/3/2011

https://ccrma.stanford.edu/~jos/mdft/

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