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## Mathematics of the DFT

Chapter Contents:

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## Free Online Books

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

## Center for Computer Research in Music and Acoustics (CCRMA)

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

## Example Applications of the DFT

Chapter Outline
Acknowledgments
Errata
Introduction to the DFT
DFT Definition
Inverse DFT
Mathematics of the DFT
DFT Math Outline

## Fast Fourier Transform (FFT) Algorithms

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
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
FFT Spectral Analysis Software

## Proof of Euler's Identity

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

## Sinusoids and Exponentials

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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## Projection of Circular Motion

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 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
Causal (Periodic) Signals
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
Fast Fourier Transforms (FFT)
Decimation in Time
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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## Relation of the DFT to Fourier Series

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
Previous:
Next: Preface

## Order a Hardcopy of Mathematics of the DFT

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.

## EV SSL Certificates Plus

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mmoctar wrote:

5/5/2009

Thank you.

vampiro wrote:

5/13/2009

JOS wrote:

5/13/2009

## An e-book version is planned for summer 2009

vasim_babu wrote:

7/4/2009

## sir really your book was superb....

ratna2t2 wrote:

12/7/2009

nice 1

davidsg123 wrote:

12/10/2009

## sir e book available now?

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

## The book is also available at:

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

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