Biến Đổi Fourier Nhanh Và Ứng Dụng

I HC THI NGUYN
TRNG I HC KHOA HC
-------------***------------
TRN QUC HI
BIN I FOURIER NHANH

V NG DNG
LUN VN THC S TON HC
Thi Nguyn Nm 2010
S ha bi Trung tm Hc liu - i hc Thi Nguyn
http://www.lrc-tnu.edu.vn
I HC THI NGUYN
TRNG I HC KHOA HC
-------------***------------
TRN QUC HI
BIN I FOURIER NHANH

V NG DNG
Chuyn nghnh:
Ton ng dng
M s: 60.46.36
LUN VN THC S TON HC
NGI HNG DN KHOA HC

TS. NGUYN VN NGC
Thi Nguyn Nm 2010
I HC THI NGUYN
TRNG I HC KHOA HC
-------------***------------
TRN QUC HI
BIN I FOURIER NHANH

V NG DNG
Chuyn nghnh:
Ton ng dng
M s: 60.46.36
TM TT LUN VN THC S TON HC
Thi Nguyn Nm 2010
Cng trnh c hon thnh ti

TRNG I HC KHOA HC - I HC THI NGUYN
Ngi hng dn khoa hc: TS. NGUYN VN NGC
Phn bin 1.
....
Phn bin 2.
....
Lun vn s c bo v trc hi ng chm lun vn hp ti

TRNG I HC KHOA HC - I HC THI NGUYN
Ngy.thng.nm 2010
C th tm hiu lun vn ti: Trung tm hc liu i hc Thi Nguyn

Th vin trng i hc Khoa Hc
Mc lc
Mc lc . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
M u . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Chng 1. Bin i Fourier ri rc
1.1. Cn bc N ca n v v cc tnh cht . . . . . . . . . .
1.1.1. nh ngha . . . . . . . . . . . . . . . . . . . . .
1.1.2. Cc tnh cht ca WN . . . . . . . . . . . . . . .
1.2. Hm ri rc tun hon trong khng gian Unita CN . . .
1.2.1. Hm ri rc tun hon . . . . . . . . . . . . . . .
1.2.2. Khng gian Unita CN . . . . . . . . . . . . . . .
1.3. Bin i Fourier ri rc ca dy tun hon . . . . . . . .
1.3.1. Dn lun . . . . . . . . . . . . . . . . . . . . . .
1.3.2. nh ngha bin i Fourier ri rc . . . . . . . .
1.4. Cng thc bin i Fourier ri rc ngc ca dy tun hon
1.5. Cc tnh cht ca bin i Fourier ri rc i vi dy tun
hon . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.5.1. Tnh tuyn tnh. . . . . . . . . . . . . . . . . . .
1.5.2. Tch chp. . . . . . . . . . . . . . . . . . . . . . .
1.5.3. ng thc Parseval . . . . . . . . . . . . . . . . .
1.5.4. Tnh tun hon . . . . . . . . . . . . . . . . . . .
1.5.5. Dch chuyn v bin iu . . . . . . . . . . . . . .
1.6. Cc v d . . . . . . . . . . . . . . . . . . . . . . . . . .
1.7. Bin i Fourier ri rc ca dy khng tun hon c chiu
di hu hn . . . . . . . . . . . . . . . . . . . . . . . . .
1.8. Bin i cosine v sine ri rc . . . . . . . . . . . . . . .
1.8.1. nh ngha bin i ri rc tng qut . . . . . . .
1.8.2. Cc php bin i DCT - 1 v DCT - 2 . . . . . .
1
3
6
7
7
7
8
8
9
11
11
12
13
14
14
14
16
16
17
18
21
22
22
23
Chng 2. Bin i Fourier nhanh

2.1. Thut ton bin i Fourier nhanh rt gn theo thi gian
i vi N = 2k . . . . . . . . . . . . . . . . . . . . . . .
2.1.1. M t thut ton FFT . . . . . . . . . . . . . . .
2.1.2. S thut ton FFT theo thi gian i vi N = 23
2.2. Hiu qu tnh ton ca thut ton FFT . . . . . . . . .
2.3. Thut ton Fourier nhanh rt gn theo tn s . . . . . .
2.3.1. Ni dung ca thut ton rt gn theo tn s . . .
2.3.2. S thut ton FFT theo tn s vi N = 23 . .
2.4. Bin i Fourier nhanh i vi trng hp N = RC . . .
2.4.1. Trng hp N = 6 = 3.2 . . . . . . . . . . . . . .
2.4.2. Dng nhn t FFT tng qut . . . . . . . . . . .
25
Chng 3. Mt s ng dng
3.1. Gii phng trnh vi phn thng . . . . . . . . . .
3.2. Bi ton bin Dirichlet cho phng trnh Helmholz
3.2.1. t bi ton . . . . . . . . . . . . . . . . . .
3.2.2. Ri rc ha bi ton . . . . . . . . . . . . .
3.2.3. Fourier ri rc c Fourier nhanh . . . . . . .
3.3. Tn hiu ting ht . . . . . . . . . . . . . . . . . . .
3.3.1. nh ngha . . . . . . . . . . . . . . . . . .
3.3.2. Cc tnh cht c bn . . . . . . . . . . . . .
3.4. Mt s h thng tuyn tnh trong l thuyt tn hiu
Kt lun . . . . . . . . . . . . . . . . . . . . . . . . . .
Ti liu tham kho . . . . . . . . . . . . . . . . . . . .
39
39
41
41
41
42
43
43
44
47
61
62
. .
. .
. .
. .
. .
. .
. .
. .
s
. .
. .
.
.
.
.
.
.
.
.
.
.
.
26
26
28
28
31
31
33
33
34
36
M u
Li ch ca x l s cc tn hiu ngy cng c khng nh r rng.

N cng c ng dng nhiu dng khc nhau vi nhng hiu qu c
bit l trong cc ngnh khoa hc ch khng phi ch l mt mn hc.
Vi mc pht trin ngy cng cao v c bn, v phng php v kh
nng ng dng n li cun c nhiu k s, cc nh vt l cng nh
cc nh ton hc quan tm nghin cu.
Trong lnh vc x l tn hiu, bin i Fourier ri rc (DFT) chim v
tr hng u nh s tn ti cc thut ton hiu qu ca bin i Fourier
ri rc. Bin i Fourier nhanh (FFT) l cng c hu hiu tnh cc
bin i Fourier ri rc v Fourier ri rc ngc. Thut ton F F T c
ng dng trong nhiu lnh vc khc nhau, t cc php ton s hc ca
s phc n l thuyt tn hiu, l thuyt nhm v l thuyt s.v.v...
T khi Cooley v Tukey pht hin ra thut ton tnh nhanh cc bin
i Fourier ri rc vo nm 1965 (ngi ta quen gi l bin i Fourier
nhanh - FFT), thut ton ny ngy cng khng nh vai tr ca mnh,
c bit l x l tn hiu s. tnh DFT chiu di N cn s php nhn
l N 2 v N (N 1) php ton cng. Thi gian tnh ton s rt ng k
nu N ln. Mt thut ton nhanh hn nhiu c pht trin bi
Cooley v Tukey khong nm 1965 gi l thut ton FFT. i hi bt
buc thut ton ny l chiu di N phi l ly tha ca 2, tc l N
c dng N = 2s . Thut ton ny da vo trn vic khai trin bin i
Fourier ri rc ca dy c chiu di N = 2s thnh cc tng lp nh hn.
Cch m trong nguyn tc ny thc hin a n nhiu thut ton
khc nhau, tt c u c mc ch l ci thin kh nng tng tc tnh
ton. l thut ton FFT phn tch theo thi gian, thut ton FFT
phn tch theo tn s.v.v... i vi cc thut ton FFT chiu di N th
N
ch cn log2 N php ton nhn v N log2 N php cng. Ngoi ra, cn
2
trnh by thut ton bin i Fourier nhanh cho trng hp N = RC,

trong R hoc C khng phi l ly tha ca 2. i vi thut ton bin
i Fourier nhanh cho trng hp N = RC th ch cn N (R + C) php
nhn.
Lun vn trnh by c s l thuyt ca bin i Fourier ri rc v ca
thut ton Fourier nhanh. Ngoi ra, cng gii thiu mt s ng dng
ca bin i trn vo cc bi ton v phng trnh vi phn thng, bi
ton bin Dirichlet ca phng trnh Poisson trong hnh ch nht, x l
tn hiu ting ht trong Rada. Ngoi ra, lun vn trnh by mt s bi
ton v hm h v tn hiu u ra ca cc h thng tuyn tnh trong l
thuyt tn hiu s.
Hin nay ti liu bng ting Anh v DFT v FFT rt phong ph. Tuy
nhin, ti liu bng ting Vit v lnh vc ny cn rt hn ch v ch
yu c trnh by trong cc sch k thut dnh cho cc k s.
Ngoi phn m u, phn kt lun, lun vn gm 3 chng.
Chng 1 Bin i Fourier ri rc.
Trong chng ny trnh by l thuyt ca bin i Fourier ri rc cho
dy s tun hon.
Chng 2 Bin i Fourier nhanh.
Trong chng ny trnh by hai thut ton bin i Fourier nhanh,
l thut ton bin i Fourier nhanh rt gn theo thi gian v thut
ton bin i Fourier nhanh rt gn theo tn s. Ngoi ra, trnh by
thut ton bin i Fourier nhanh cho trng hp N = RC, trong R
hoc C khng phi l ly tha ca 2.
Chng 3 Mt s ng dng.
Trong chng ny trnh by mt s ng dng ca bin i Fourier ri rc
vo cc bi ton v phng trnh vi phn thng, bi ton bin Dirichlet
ca phng trnh Poisson trong hnh ch nht. X l tn hiu ting ht
trong Rada v mt s bi ton v hm h v tn hiu u ra ca cc h
thng tuyn tnh trong l thuyt tn hiu s.
Lun vn ny c hon thnh vi s hng dn v ch bo tn tnh

ca TS. Nguyn Vn Ngc - Vin Ton Hc H Ni. T y lng mnh,
em xin c by t lng bit n su sc i vi s quan tm, ng vin
v s ch bo hng dn ca thy.
Ti xin cm n ti cc Thy C trong Trng i Hc Khoa Hc i Hc Thi Nguyn, phng o To Trng i Hc Khoa Hc. ng
thi ti xin gi li cm n ti tp th lp Cao Hc Ton K2 Trng i
Hc Khoa Hc ng vin gip ti trong qu trnh hc tp v lm
lun vn ny.
Ti xin cm n ti S GD - T Tnh Lng Sn, Ban Gim hiu, cc
ng nghip Trng THPT V L - Bc Sn, Trng THPT Vit Bc TP. Lng Sn to iu kin cho ti hc tp v hon thnh k hoch
hc tp.
Tuy nhin do s hiu bit ca bn thn v khun kh ca lun vn
thc s, nn chc rng trong qu trnh nghin cu khng trnh khi
nhng thiu st, ti rt mong c s ch dy v ng gp kin ca
cc Thy C v c gi quan tm ti lun vn ny.
Thi Nguyn, ngy 10 thng 9 nm 2010
Tc gi
Trn Quc Hi
Chng 1
Bin i Fourier ri rc
Trong chng ny trnh by l thuyt ca bin i Fourier ri rc cho
dy s tun hon. Ni dung ch yu ca chng ny c hnh thnh
t cc ti liu [1], [2], [3] v [8].
M u
Bin i tch phn Fourier ca hm f (t) L1 (R) thng c nh
ngha bi cng thc
Z
f() =
f (t)eit dt, R,
cn bin i Fourier ngc c cho bi cng thc

Z
1
f (t) =
f()eit d.
2
Mt trong cc phng php tnh gn ng cc tch phn trn c th
tin hnh nh sau. Trc ht ta gi thit rng vi cc s a, b c tr tuyt
i ln: a < 0, b > 0 tch phn
Z b
f (t)eit dt,
a
l xp x tt ca tch phn Fourier. T i n nh ngha bin i

Fourier ri rc.
Trong chng ny trnh by mt s tnh cht ca bin i Fourier ri
rc.
T nay v sau ta lun lun hiu N l s nguyn dng, z l s phc
lin hp ca s phc z, cn Z l tp cc s nguyn. K hiu RN v CN
tng ng l cc khng gian vect thc v phc.
1.1.
1.1.1.
Cn bc N ca n v v cc tnh cht
nh ngha
nh ngha 1.1.1. Nghim ca phng trnh z N 1 = 0 c gi l

cn bc N ca n v.
Trong l thuyt s phc ta bit rng n v c N cn bc N khc
nhau v chng c xc nh bi cng thc
k = WNk , (k = 0, 1, ..., N 1),
2i
2
2
+ i sin ,
WN = e N = cos
N
N
(1.1)
(1.2)
trong i l n v o: i2 = 1. D thy rng 1 = WN . Cng thc

(1.2), nh chng bit l cng thc Euler. Sau ny chng ta s gi WN l
hch Euler.
1.1.2.
Cc tnh cht ca WN
Mnh 1.1.1. Hch Euler WN c cc tnh cht c bn sau y

1) WNkN = 1,
(1.3)
2) WN WN = 1,
(1.4)
3) WNk = WN
k(N n)
4) WN
= WNN +k = WN
N k
= WNkn ,
k(n+N )
5) WNkn = WN
(1.5)
(1.6)
(k+N )n
= WN
6) 1 + WN + WN2 + ...WNN 1 = 0,
(
N
1
X
1, nu n = pN,
1
7)
WNmn =
N m=0
0, nu n 6= pN .
(1.7)
(1.8)
(1.9)
Chng minh. Cc tnh cht t 1) n 5) l hin nhin. Tnh cht 6) l

trng hp c bit ca tnh cht 7), v vy ta ch cn chng minh tnh
cht 7). Tht vy, ta c
WNN = e2i = 1.
8
N 1
N 1
N 1
1 X mpN
1 X N mp
1 X
W
=
(W ) =
1 = 1.
N m=0 N
N m=0 N
N m=0
N 1
1 X mn
1 WNN n 1
W = . n
= 0,
N m=0 N
N WN 1
(n 6= pN ).
Vy cng thc (1.9) c chng minh.

1.2.
1.2.1.
Hm ri rc tun hon trong khng gian Unita CN

Hm ri rc tun hon
Cho N l mt s nguyn dng c nh. Khi mi s nguyn m Z

u c th biu din dng
m = n + kN,
n = 0, 1, ..., N 1,
k Z.
nh ngha 1.2.1. Cho hm ri rc f (m) vi m Z. Hm f (m) c

gi l hm tun hon chu k N, nu vi mi m = n + kN th
f (n + kN ) = f (n),
n = 0, 1, 2, ..., N 1,
k Z.
Tp xc nh ca cc hm ri rc bin s nguyn tun hon chu k

N c k hiu l ZN l nhm cyclic ca cc s nguyn theo modulo s
nguyn dng N
ZN = Z/(N ) (Z modulo N ); (N ) = {kN : k Z}.
Tp hp ca cc hm ri rc bin s nguyn tun hon chu k N c
k hiu l L(ZN ).
D thy rng hm
(m) := WNm = em2i/N ,
mZ
l hm tun chu k N. Tht vy, vi m = n + kN ta c

(n + kN ) = e(n+kN )2i/N = en2i/N ek2i = en2i/N = (n).
1.2.2.
Khng gian Unita CN
nh ngha 1.2.2. Gi s f, g l nhng hm tun hon ri rc trong

khng gian CN . Trong CN , ta nh ngha tch v hng hay l tch ngoi
< f, g >=
N
1
X
f (k)g(k).
(1.10)
k=0
Chun ca phn t f c xc nh theo cng thc

p
||f || = < f, f >.
(1.11)
Xt cc hm
j (m) = WNjm = ejm2i/N ,
m, j = 0, 1, 2, ..., N 1
v cc vect
1
uj = (j (0), j (1), ..., j (N 1))
N
1
1 2ij.1/N 1 2ij.2/N
1 2ij.(N 1)/N
= , e
, e
, ..., e
.
N
N
N
N
B 1.2.1. Cc hm uj , j = 0, 1, ..., N 1 l c s trc chun ca
khng gian Unita CN .
Chng minh. Trc ht ta chng minh tnh trc chun ca h {uj }.
Ta c
1 2jn/N 2jn/N 1
1
N
N
X
X
1
e
e
1 21
2
2
||uj || =< uj , uj > =

=
= 1.
N
N
N
n=0
n=0
< uj , uk >=
N
1
X
uj (n).uk (n) =
n=0
N
1
X
(kj)n
WN
(1.12)
n=0
Theo cng thc (1.9), t (1.12) suy ra

< uj , uk >= 0, j 6= k.
Ta chng minh h {uj , j = 0, 1, ..., N 1} l c lp tuyn tnh trong
CN . Tht vy, xt ng thc
co uo + c1 u1 + ... + cN 1 uN 1 = 0,
cj C, j = 0, 1, ..., N 1.
10
bit

1
uj =
j (0), j (1), ..., j (N 1)
N
1
j(N 1)
),
= (WN0 , WNj , ..., WN
N
nn ta c h
c0 + c1 + c2 + ... + cN 1 = 0,
(N 1)
c0 + c1 WN1 + c2 WN2 ... + cN 1 WN

= 0,
.................................
(N 1)
c0 + c1 WN
2(N 1)
+ c2 WN
(N 1)(N 1)
... + cN 1 WN
= 0.
H trn c dng Ac = 0, trong : c = (c0 , c1 , ..., cN 1 )T v
A=
1
..
.
1
WN
1
2
WN
2(N 1)
WN
..
.
...WN
WN
..
.
(N 1)
1 WN
...1
N 1
...WN
2(N 1)
WN
(N 1)(N 1)
...WN
Ma trn A l ma trn i xng nn c = (c0 , c1 , ..., cN 1 )T = 0, do

h {uj , j = 0, 1, ..., N 1} l c lp tuyn tnh.
nh l 1.2.1. Mi vect f CN , tun hon chu k N phn tch c
thnh tng
N
1
X
f=
< f , uj > uj .
(1.13)
j=0
Chng minh. V h cc vect {uj } l c s trc chun trong khng gian

Unita CN , nn mi vect f CN phn tch c theo c s, do ta c
f=
N
1
X
Cj uj .
(1.14)
j=0
Ly tch ngoi hai v ca (1.14), ta c (1.13).
11
1.3.
Bin i Fourier ri rc ca dy tun hon
1.3.1.
Dn lun
Bin i tch phn Fourier ca hm f (t) L1 (R) thng c nh

ngha bi cng thc
Z
f() =
f (t)eit dt, R,
(1.15)
cn bin i Fourier ngc c cho bi cng thc

Z
1
f()eit d.
f (t) =
2
(1.16)
Cc tch phn (1.15), (1.16) ni chung l khng th tnh c dng

ng. Mt trong cc phng php tnh gn ng cc tch phn trn c
th tin hnh nh sau. Ta ch xt tch phn (1.15). Trc ht ta gi thit
rng vi cc s a, b c tr tuyt i ln: a < 0, b > 0 tch phn
Z b
f (t)eit dt,
(1.17)
a
l xp x tt ca tch phn (1.15). tnh gn ng tch phn (1.17) ta

phn hoch on [a, b] bi cc im
to = a < t1 < t2 < .... < tN 1 = b.
t
ba
, tk = a + kt, k = 0, 1, ..., N.
N
Khi xp x ca f c cho bi cng thc
t =
() =
N
1
X
itk
f (tk )e
ia
t = e
N
1
X
k=0
f (tk )eik(ba)/N t.
(1.18)
k=0
2n
, n = 0, 1, ..., N 1
ba
v trong (1.18) cho = n , ta c
n =
ian b
(n ) = e
N 1
aX
f (tk )ei2kn/N .
N
k=0
(1.19)
12
Biu thc v phi ca (1.19) dn n bin i sau y

FN [f ](n) =
N
1
X
f (tk )ei2kn/N .
(1.20)
k=0
Cng thc (1.20) dn n bin i Fourier ri rc di y.

1.3.2.
nh ngha bin i Fourier ri rc
Dng dy ca bin i Fourier ri rc.

nh ngha 1.3.1. Chng ta nh ngha bin i Fourier ri rc (DFT)
ca hm tun hon f (n) chu k N nh sau
F (n) = FN [f (k)](n) =
N
1
X
f (k)WNkn ,
n = 0, 1, 2, ..., N 1.
(1.21)
k=0
Chng ta cng s dng k hiu

f (k) N F (n).
Ch 1.3.1. Ngoi cng thc (1.21) bin i Fourier ri rc cn c
nh ngha bi cng thc
N 1
1 X
f (k)WNkn ,
F (n) = FN [f (k)](n) =
N k=0
n = 0, 1, 2, ..., N 1.
(1.22)
Dng ma trn ca bin i Fourier ri rc.

K hiu f v FN [f ] l cc vect
FN [f ](0)
f (0)
f (1)
F [f ](1)
N
f =
FN [f ] =
,
..
..
.
.
f (N 1)
FN [f ](N 1)
v ma trn
WN =
1
..
.
1
W
W
..
.
1 W
1
2
W
N 1
W
..
.
W
2(N 1)
...1
N 1
...W
...W
...W
2(N 1)
(N 1)(N 1)
13
trong W = WN = e2i/N . S dng cc tnh cht ca WN ta c th

bin i ma trn WN v dng
1
1
1
...1
2
N 1
W
...W
1 W
2
4
N 2
, W = WN .
(1.23)
WN =
W
...W
1 W
.
.
.
.
.
..
..
..
.
N 1
N 2
W
...W
1 W
Khi ta c dng ma trn ca bin i Fourier ri rc
FN [f ] = WN f .
1.4.
(1.24)
Cng thc bin i Fourier ri rc ngc ca dy tun

hon
Trong mc ny s trnh by mt s nh l v cng thc bin i

Fourier ri rc ngc.
nh l 1.4.1. Gi s f (k) l hm ri rc tun hon chu k N.
Vi bin i Fourier ri rc
F (n) = FN [f ](n) =
N
1
X
f (k)WNkn , n = 0, 1, ..., N 1
(1.25)
k=0
ta c
N 1
1 X
f (m) =
F (n)WNmn ,
N n=0
m = 0, 1, ..., N 1.
(1.26)
Chng minh. Nhn hai v ca (1.25) vi WNnm /N ri ly tng hai v theo

n t 0 n N 1, ta c
N 1
N 1
N 1
1 X
1 X nm X
nm
F (n)WN =
WN
f (k)WNkn
N n=0
N n=0
k=0
N
1
X
k=0
N 1
N 1
1 X n(mk) X
W
=
f (k)mk .
f (k)
N n=0 N
k=0
(1.27)
14
Theo cng thc (1.9) tng bn trong v tri ca (1.28) bng k hiu
Kronecker mk . Do ta c
N
1
X
f (k)mk
k=0
N 1
1 X
=
F (n)WNnm .
N n=0
T y suy ra cng thc (1.26). Cng thc (1.26) c gi l cng thc

bin i Fourier ri rc ngc ca bin i Fourier ri rc (1.25). Trong
k thut cng thc (1.25) thng c gi l cng thc phn tch, cn
cng thc (1.26) c gi l cng thc tng hp.
Ch 1.4.1. Nu bin i Fourier ri rc c nh ngha bi cng thc
(1.25) th bin i Fourier ri rc ngc c xc nh theo cng thc
N 1
1 X
f (m) =
F (n)WNmn ,
N n=0
1.5.
m = 0, 1, ..., N 1.
(1.28)
Cc tnh cht ca bin i Fourier ri rc i vi dy

tun hon
Cc tnh cht sau y ca bin i Fourier ri rc c suy ra t nh

ngha.
1.5.1.
Tnh tuyn tnh.
R rng l FN v FN1 l cc nh x tuyn tnh.

1.5.2.
Tch chp.
nh ngha 1.5.1. Tch chp ca cc hm f, g L(ZN ) c k hiu

l f g v c xc nh theo cng thc
f g(m) =
N
1
X
f (k)g(m k).
k=0
Mnh 1.5.1. Gi s f, g, h L(ZN ). Khi

a)
f g = g f,
b)
f = f, trong l tn hiu xung ,
c)
f (g h) = (f g) h,
(1.29)
15
(f g) = (f ) (g), = const,
f (g + h) = f g + f h.
d)
e)
Chng minh. a). Theo nh ngha tch chp ta c

f g(k) =
N
1
X
f (j)g(k j) =
j=0
f (k m)g(m)
m=k
(N 1)
kN
X+1
f (k m)g(m) =
m=0
N
1
X
f (k m)g(m) = (g f )(k).
m=0
b) Ta c
f (k) =
N
1
X
f (j)(k j) = f (1)(k 1) + f (2)(k 2) + ...
j=0
+ f (k)(k k) + ... + f (N 1)(k N + 1) = f (k)(0) = f (k),

ngha l
f = f,
f L(ZN ).
Cc tnh cht c)-e) c chng minh tng t.

Mnh 1.5.2. Vi mi f, g L(ZN ) c ng thc
FN [f g](n) = FN [f ](n)FN [g](n).
(1.30)
Chng minh. 1 Theo nh ngha ta c

FN [f g](n) =
N
1
X
g(k)WNkn
k=0
N
1
X
j=0
N
1
X
j=0
N
1N
1
X
X
k=0

f (j)g(k j) WNnk
j=0
1
N

X
kn
f (j)
g(k j)WN
k=0
f (j)WNjn
1
N
X
g(k
(kj)n
j)WN
k=0
= FN [f ](n)FN [g](n).
16
1.5.3.
ng thc Parseval
Mnh 1.5.3. Gi s u, v L(ZN ). Khi

a)
N
1
X
N 1
1 X
u(n)v(n) =
U (k)V (k).
N
n=0
N
1
X
b)
|u(n)|2 =
n=0
Chng minh.
a) Tht vy, ta c
N
1
X
N
1
X
u(n)v(n) =
n=0
n=0
1
N
k=0
N
1
X
|U (k)|2 .
k=0
N 1
1
1 N

X
1 X
jn
kn
U (j)WN
V (k)WN
N j=0
N
k=0
N 1
N
1
N 1
N 1
N
1
X
X
1 X
1 X (kj)n
1 X
=
V (k)
U (j)
WN
=
V (k)
U (j)kj
N
N
N
n=0
j=0
j=0
k=0
k=0
N 1
1 X
=
U (k)V (k).
N
k=0
b) c suy ra t a) bng cch cho u = v.

1.5.4.
Tnh tun hon
Mnh 1.5.4. Gi s a(n) L(ZN ),
A(m) = FN [a](m). Khi
A(m + N ) = A(m),
(1.31)
FN1 [A](n + N ) = FN1 [A](n).
(1.32)
Chng minh. Trc ht ta chng minh cng thc (1.31). Ta c

A(m + N ) =
=
N
1
X
n=0
N
1
X
n(m+N )
a(n)WN
N
1
X
a(n)WNnm .WNnN
n=0
a(n)WNnm = A(m).
n=0
Cng thc (1.32) c chng minh hon ton tng t.
17
1.5.5.
Dch chuyn v bin iu
Mnh 1.5.5. Gi s a(k) l tun hon vi chu k N v A(n) =

FN [a](n). Khi
a)Dch chuyn thi gian : a(k j) N A(n)WNnj .
(1.33)
b)Dch chuyn tn s : a(k)WNjk N A(n j).

1
c)Bin iu : a(k) cos 2jk/N N [A(n j) + A(n + j)].
2
Chng minh. a) Ta c
N
1
X
a(k j)WNkn =
NX
1j
(m+j)n
a(m)WN
WNnj
m=j
k=0
Phn tch tng
NX
1j
thnh:
m=j
NX
1j
(1.34)
(1.35)
a(m)WNmn .
m=j
1
X
NX
1j
m=0
m=j
V a(n) l hm tun hon chu k N, nn

1
X
a(m)WNnm
N
1
X
a(m)WNmn .
m=N j
m=j
Suy ra
N
1
X
a(k
j)WNkn
k=0
1
X
nj
WN (
a(m)WNnm
m=j
N
1
X
nj
WN (
a(m)WNnm
m=N j
WNnj
N
1
X
NX
1j
a(m)WNnm )
m=0
NX
1j
a(m)WNnm )
m=0
a(m)WNnm = WNnj A(n).
m=0
Cng thc (1.33) c chng minh.

b) DF T ca a(k)WNjk l
N
1
X
k=0
a(k)WNjk WNkn
N
1
X
k(nj)
a(k)WN
= A(n j).
k=0
18
c) V

1
jk
jk
a(k) cos 2jk/N =
a(k)WN + a(k)WN
2
nn theo b) th DFT ca a(k) cos 2jk/N s l
1
[A(n 1) + A(n + 1)].
2
Nhn xt 1.1. Vi cc s f (n) v F (m) tng ng trong cc tng (1.25)

v (1.26) bin thin t 0 n N 1 c th tng ng c thay bi n1
v n1 + N 1, trong n1 l mt s nguyn bt k. Trng hp c bit
quan trng l N = 2M + 1 vi n1 = M, ta c
F (m) =
M
X
f (n)WNmn ,
n=M
1.6.
M
X
1
F (m)WNmn . (1.36)
f (n) =
2M + 1
n=M
Cc v d
V d 1.6.1. Tm bin i Fourier ri rc ca tn hiu (xung n v)

(
1, n = 0,
(n) =
0, n 6= 0.
Li gii. R rng l
FN [(n)](m) = 1,
m = 0, 1, 2, ..., N 1.
Nh vy bin i Fourier ri rc ca mt xung n v l mt on xung

n v.
V d 1.6.2. Tm bin i Fourier ri rc ca (n n0 ) (0 < n0 < N ).
Li gii. Ta c
FN [(n n0 )](m) = W mn0 = e2imn0 /N ,
m = 0, 1, ..., N 1.
19
V d 1.6.3. Tm bin i Fourier ri rc ca dy hng x(n) = A (0 6

n 6 N 1).
Li gii. Ta c
X(m) =
N
1
X
Ae2imn/N ,
m = 0, 1, 2, ...., N 1.
n=0
Vi m = 0, ta c
X(0) =
N
1
X
A.1 = N.A.
n=0
Vi m 6= 0, ta c
X(m) = A
N
1
X
2imn/N
n=0
1 e2im
=A
= 0.
1 e2im/N
Vy
FN [A](m) = AN (m).
V d 1.6.4. Cho f (n) l hm tun hon chu k N . Tm hm tun

hon g(n) tun hon chu k N tha mn phng trnh
1
g(n) WNm g(n 1) = f (n).
2
Li gii. Tc ng bin i Fourier ri rc vo hai v ca phng trnh
cho, thi im m, ta c
N
1
X
n=0
g(n)WNmn
N 1
N
1
X
1 mX
mn
WN
g(n 1)WN =
f (n)WNmn ,
2
n=0
n=0
N 2
1 mX
m(k+1)
G(m) WN
g(k)WN
= F (m),
2
k=1
N 2
1 X
G(m)
g(k)WNmk = F (m).
2
k=1
(1.37)
20
V g(n) l hm tun hon chu k N nn ta c

g(1) = g((N 1) + 0.N ) = g(N 1).
Nn ta c th vit li cng thc (1.37) dng
N 1
1X
m(k+1)
g(k)WN
= F (m),
G(m)
2
k=0
1
G(m) G(m) = F (m),
2
G(m) = 2F (m).
Suy ra
g(n) = 2f (n),
l hm tun hon chu k N.
Hnh minh ha
V d 1.6.5. Tm bin i ri rc ca dy
x(n) = {..., 0, 1, 2, 3, 0, 1, 2, 3, 0, 1, 2, 3, ...}.
Li gii. Dy trn c chu k bng 4, v vy W4 = e2i/4 = i. Do
X(m) =
3
X
x(n)W4mn = x(0)i0 + x(1)im + x(2)i2m + x(3)i3m ,
n=0
vi m=0, 1, 2, 3. Ta c
X(0) = x(0) + x(1) + x(2) + x(3) = 6.
21
X(1) = x(0)(i)0 + x(1)(i)1 + x(2)(i)2 + x(3)(i)3 = 2 + 2i.

X(2) = x(0)(i)0 + x(1)(i)2 + x(2)(i)4 + x(3)(i)6 = 2.
X(3) = x(0)(i)0 + x(1)(i)3 + x(2)(i)6 + x(3)(i)9 = 2 2i.
1.7.
Bin i Fourier ri rc ca dy khng tun hon c chiu

di hu hn
Trong thc t, hu ht cc tn hiu l khng tun hon m ch xut

hin trong mt thi gian no . c th biu din Fourier ri rc cc
tn hiu trn chng ta tin hnh nh sau. Gi s tn hiu ri rc x(n) c
N mu c im ko di t 0 6 n 6 N 1. Xt dy sau y
x(n) :=
x(n + kN ).
(1.38)
k=
Mnh 1.7.1. Dy x(n) c xc nh bi cng thc (1.38) l dy

tun hon chu k N.
Chng minh. Theo cng thc (1.38) ta c
x(n + lN ) =
x(n + lN + kN ) =
k=
x(n + (l + k)N ).
k=
Nu t j = l + k, th ng thc trn y c th vit li dng

x(n + lN ) =
x(n + jN ).
(1.39)
j=
T (1.38) v (1.39) suy ra

x(n + lN ) = x(n).
(1.40)
D dng thy rng N l s dng nh nht c ng thc (1.40), tc

N l chu k ca dy x(n). T y ta c nh ngha.
22
nh ngha 1.7.1. Bin i Fourier ri rc (DFT) i vi dy khng

tun hon c chiu di hu hn N c xc nh theo cng thc
N
1
x(n)WNkn ,
0 6 k 6 N 1,
(1.41)
X(k) = n=0
0,
k cn li.
Cng thc bin i Fourier ri rc ngc ( IDFT) c xc nh theo
cng thc
N
1
1
X(k)WNkn ,
0 6 n 6 N 1,
x(n) = N n=0
(1.42)
0, n cn li.
1.8.
1.8.1.
Bin i cosine v sine ri rc

nh ngha bin i ri rc tng qut
1
Gi s {k (n)}N
n = 0, 1, ..., N 1 l mt c s trc giao trong
k=0 ,
khng gian Euclide CN
(
N
1
X
1, m = k,
1
k (n)k (n) =
N n=0
0, m 6= k.
Bin i ri rc tng qut thun v ngc tng ng c xc nh bi

cc cng thc
N
1
X
(1.43)
X(k) =
x(n)k (n),
n=0
N 1
1 X
x(n) =
X(k)k (n).
N
(1.44)
k=0
2i
Trong trng hp DFT th k (n) = WNkn = ekn N , cn ni chung dy

X(k) ni chung l phc ngay c khi dy x(n) l thc. Tuy nhin, nu
cc hm k (n) l hm cosine hay hm sine th cc bin i (1.43), (1.44)
s bin cc dy thc tng ng vo dy thc. Chng ta s dng DCT
23
k hiu bin i ri rc cosine. Hm cosine l tun hon v i xng

chn, nn khai trin ca x(n) trong phng trnh tng qut (1.44) bn
ngoi vng 0 6 n 6 N 1 cng s tun hon v i xng chn. Ni cch
khc, ngoi tnh tun hon ging nh DFT, DCT cn c thm tnh i
xng chn na. V vy DCT rt thch hp cho vic to ra mt dy tun
hon v i xng t mt dy c chiu di hu hn v theo cch nh vy
th tn hiu gc cng c th c khi phc li mt cch duy nht t
cc mu ri rc.
C nhiu cch nh ngha v DCT. Ni chung c 4 cch nh ngha
tng ng vi 4 cch khia trin tun hon i xng l DCT - 1, DCT 2, DCT - 3 v DCT - 4. Ngoi ra, cng c th to ta cc dy thc tun
hon i xng l t x(n) i vi hm sine. Trong cc php bin i ,
ch c DCT - 1 v DCT - 2 l hay c s dng nht, nn y chng
ta ch tp trung xt hai php bin i ny.
1.8.2.
Cc php bin i DCT - 1 v DCT - 2
Khai trin DCT - 1 c nh ngha nh sau

c1
X (k) = 2
N
1
X
(n)x(n) cos(
n=0
nk
),
N 1
0k N 1
(1.45)
N 1
nk
1 X
x(n) =
(k)X c1 (k) cos(
),
N 1
N 1
0nN 1
(1.46)
k=0
vi
1,
(n) = 2
1,
n = 0 v n = N 1,
(1.47)
1 n N 2.
Khai trin DCT - 2 c nh ngha bi

c2
X (k) = 2
N
1
X
n=0
x(n) cos(
(2n + 1)k
),
2N
N 1
1 X
(2n + 1)
x(n) =
(k)X c2 (k) cos(
),
N
2N
0k N 1
0nN 1
k=0
(1.48)
(1.49)
24
trong
1 , k = 0,
(k) = 2
1, 1 k N 1.
(1.50)
25
Chng 2
Bin i Fourier nhanh
Trong chng ny trnh by hai thut ton bin i Fourier nhanh
l thut ton bin i Fourier nhanh rt gn theo thi gian v thut
ton bin i Fourier nhanh rt gn theo tn s. Ngoi ra, trnh by
hoc C khng phi l ly tha ca 2. Ni dung ch yu ca chng ny
c hnh thnh t cc ti liu t [1-8].
M u
Bin i Fourier ri rc ng vai tr quan trng trong phn tch, thit
k v thc hin cc thut ton v cc h thng x l tn hiu ri rc.
Chng ta bit rng DFT chnh l cc mu ca bin i Fourier ri rc
ti cc tn s cch u nhau. V vy, vic tnh ton FN tng ng vi
s tnh ton N mu ca bin i Fourier ri rc ti N tn s cch u
nhau mt lng bng k = 2k/N, tc l ti N im trn vng trn n
v ca mt phng phc.
Trong phn ny chng ta s xt mt s thut ton tnh nhanh cc
gi tr ca DFT c gi l thut ton bin i Fourier nhanh (FFT).
Thut ton FFT phi tnh tt c N gi tr ca DFT sao cho c hiu
qu cao nht. Nu yu cu tnh ton ch mt phn ca vng tn s
0 6 < 2 th cc thut ton khc c th hiu dng v mm do hn,
v d nh cc thut ton Goertzel, hay nh thut ton bin i ting
ht.
Tip theo chng ta xt vn tnh nhanh cc s F (n) c xc nh
bi cng thc (1.21). Ta c
(N 1)n
F (n) = f (0) + f (1)WNn + f (2)WN2n + ... + f (N 1)WN
n = 0, 1, ...., N 1.
Nh vy vi mi n > 0 chng ta cn phi tin hnh N 1 php nhn
phc (tng ng vi 4(N-1) php nhn thc) v N 1 php cng phc
26
( tng ng vi 2(N 1) php cng thc). Nh vy tm c tt c

cc s F (0), F (1), ..., F (N 1) cn phi thc hin (N 1)2 php nhn
phc v N (N 1) php cng phc. Suy ra vi N cng ln th s php
tnh cn thc hin cng tng ln rt nhiu. Cn phi khc phc kh
khn trn y. Vn trn y lin quan n mt thut ton c gi
l bin i Fourier nhanh (FFT). Nm 1965 hai nh ton hc Cooley v
Turkey tm ra thut ton tnh ton nhanh bin i Fourier ri rc.
T mt s thut ton tnh ton nhanh khc c xut hin vi tn
gi chung l FFT. im ging nhau ca cc thut ton ny l u da
trn nguyn tc phn tch dy N s thnh cc bin i Fourier ri rc
vi cc dy s b hn.
2.1.
Thut ton bin i Fourier nhanh rt gn theo thi gian

i vi N = 2k
2.1.1.
M t thut ton FFT
Thut gii FFT ch p dng cho trng hp N = 2s , s N. V N

chn, nn tng (1.21) c th phn tch thnh hai tng
F (k) =
N
1
X
f (n)W kn =
n=0
f (n)W kn +
n chn
f (n)W kn
n l
N/21
N/21
2 km
f (2m)(W )
+W
m=0
:= Fe (k) + W
f (2m + 1)(W 2 )km
m=0
k
Fo (k).
V W 2 = e2.2i/N = e2i/(N/2) , nn ta thy Fe (k) v Fo (k) ln lt l bin

i Fourier ca hai dy
{f (2m)| m = 0, 1, ..., N/2 1} v {f (2m + 1)| m = 0, 1, ...., N/2 1}.
C ngha l mi mt Fe (k) v Fo (k) c phn tch thnh tng ca hai
php bin i Fourier ri rc ca N/2 im. Tip tc qu trnh trn cho
n khi cho n khi ta c bin i Fourier ri rc ca 2 im. Ngoi
ra, do tnh tun hon chu k N/2 nn ch cn tnh Fe (k) v Fo (k) vi
N/2 6 k 6 N 1 hoc vi 0 6 k 6 N/2 1.
27
Lp li vic tch tng nh trn i vi Fe (k), Fo (k), ta c

N/21
Fe (k) =
N/41
2 km
f (2m)(W )
m=0
f (4p)(W 4 )kp
p=0
N/41
+ W 2k
f (4p + 2)(W 4 )kp = Fee + W 2k Feo ,
p=0
N/21
Fo (k) =
N/41
f (2m + 1)(W 2 )km =
m=0
f (4p + 1)(W 4 )kp +
p=0
N/41
W 2k
f (4p + 3)(W 4 )kp = Foe + W 2k Foo .
p=0
4.2i/N
W4 = e
= e2i/(N/4) = WN/4 .
Thc hin qu trnh trn i vi Fee , Feo , ..., ta c

N/41
Fee (k) =
N/81
f (4p)(W 4 )kp =
p=0
f (8q)(W 8 )kq
q=0
N/81
+ W 4k
f (8q + 4)(W 8 )kq = Feee + W 4k Feeo ,
q=0
N/41
Feo =
N/81
f (4p + 2)(W 4 )kp =
q=0
f (8q + 2)(W 8 )kq
q=0
N/81
+ W 4k
f (8q + 6)(W 8 )kq = Feoe + W 4k Feoo .
q=0
Di y chng ta s chng minh rng, nu N = 2s v f (n) CN ,

N
th tnh F (m) = FN [f ](m) bng thut ton FFT cn
log2 N php
2
nhn phc thay cho (N 1)2 php nhn phc v N log2 N php cng
phc thay v N (N 1). Xt v d sau y thy s php ton gim
i ng k. Vi N = 26 = 64, th
N
log2 N = 192,
2
(N 1)2 = 632 = 3969,
28
N log2 N = 384,
N (N 1) = 4032.
Nh vy, s php nhn phc gim i khong 20 ln, cn s php cng

phc gim i khong 10 ln.
2.1.2.
2.2.
S thut ton FFT theo thi gian i vi N = 23
Hiu qu tnh ton ca thut ton FFT
nh l 2.2.1. Gi s N = 2k v f CN . Khi tnh FN f s cc

php nhn l
2N log2 N = 2k+1 k.
29
Chng minh. Chng ta s chng minh nh l theo quy np theo k.

Vi k = 1, f C2 ta c

1 1
f (0)
f (0) + f (1)
FN f = W2 f =
=
,
1 1
f (1)
f (0) f (1)
gm c bn php nhn, hay 2.21 .log2 2. Gi s rng kt qu ng cho
N = 2k1 , ngha l 2.2k1 .log2 2k1 php nhn v xt N = 2k . Ta c
FN [f ](n) =
N
1
X
f (k)WNkn , n = 0, 1, .., N 1.
(2.1)
k=0
Chia k cho 2 v chia n cho N/2 v biu din chng dng

k = 2ko + k1 ,
n = (N/2)no + n1 .
V k v n thay i gia 0 v N 1, nn
k0 = 0, 1, ..., N/2 1;
no = 0, 1;
k1 = 0, 1,
n1 = 0, 1, .., N/2 1.
Do
(2ko +k1 )((N/2)no +n1 )
WNkn = WN
(N/2)k1 no
= WNN ko no WN
WN2ko n1 WNk1 n1 .
Thay biu thc trn vo (2.1) ta c

FN [f ](n) =
WNN ko no
1 N/21
X
X
(N/2)k1 no
f (2ko + k1 )WN
WN2ko n1 WNk1 n1 .
k1 =0 ko =0
Thay k1 = 0, 1 ta c
N/21
FN [f ](n) =
WNN ko no
f (2ko )WN2ko n1
ko =0
N/21
+WNN ko no
(N/2)no
f (2ko + 1)WN
WN2ko n1 WNn1 .
ko =0
(2.2)
30
ko n1
1
v ta c
, nn ta c th thay WN2ko n1 bi WN/2
V WN2 = WN/2
N/21
FN [f ](n) =
WNN ko no
ko n1
f (2ko )WN/2
+
ko =0
N/21
(N/2)no
+WN
WNn1
ko n1
f (2ko + 1)WN/2
.
(2.3)
ko =0
(N/2)n
o
Thay (N/2)no + n1 bi n, khi WN
WNn1 = WNn . Do tng
th hai trong (2.3) c vit li dng gn hn
N/21
FN [f ](n) =
WNN ko no
N/21
ko n1
f (2ko )WN/2
++WNn
ko =0
ko n1
f (2ko +1)WN/2
,
ko =0
(2.4)
no = 0, 1;
n1 = 0, 1, 2, ..., N/2 1.
Vit cc s hng
N/21
N/21
ko n1
f (2ko )WN/2
,
ko =0
ko n1
f (2ko + 1)WN/2
ko =0
dng ct ta c :
f (0)
f (1)
f (2)
v FN/2 [fo ] = MN/2 f (3) .

FN/2 [fe ] = MN/2
...
...
f (N 2)
f (N 1)
Nh vy, (2.4) c vit li dng
N
no + n1 ) = WNN ko no FN/2 [fe ](n1 ) + WNn FN/2 [fo ](n1 ).
2
(2.5)
By gi ta tnh xem cn bao nhiu php nhn thc i vi
FN [f ](n) = FN [f ](
FN/2 [fe ](n1 ) = WN/2 fe (n1 ) = W2k1 fe (n1 ).

Vi mi n1 , theo gi thit quy np chng ta cn 2(N/2)log2 N/2 php
nhn. Chng ta cng cn tng y php nhn i vi FN/2 [fo ](n1 ). Nh
31
vy i vi hai s hng ny cn tt c l 2N log2 N/2 php nhn thc.

Vi mi n c nh ta cn hai php nhn ( bi WNN ko no v WNn ) i vi
FN [f ](n). V n = 0, 1, ..., N 1, nn ta cn thm 2N php nhn, do
s php nhn tt c s l
2N + 2N log2 (N/2) = 2N (1 + log2 N 1) = 2N log2 N.
Nhn xt 2.1. Trong nh l 2.2.1 s php nhn phc l 2N log2 N,

trong k c php nhn vi 1. Nu ta khng k n php nhn vi 1
th s tt c cc php nhn ch l (N/2)log2 N, ch bng mt phn t s
2N log2 N.
iu ch yu trong thut ton FFT l phng trnh (2.5), biu din
FN [f ] qua FN/2 [fe ] v FN/2 [fo ]. Trong (2.5) ln lt cho no = 0 v no = 1,
ta c
FN [f ](n) = FN/2 [fe ](n) + WNn FN/2 [fo ](n),
0 6 n 6 N/2 1
(2.6)
v
(N/2+n)
FN [f ](N/2 + n) = WNN ko FN/2 [fe ](n) + WN

(N/2)
V WNN ko = 1 v WN
FN/2 [fo ](n).
(2.7)
= 1 cc phng trnh trn tr thnh
FN [f ](n) = FN/2 [fe ](n) + WNn FN/2 [fo ](n),
0 6 n 6 N/2 1,
(2.8)
FN [f ](N/2 + n) = FN/2 [fe ](n) WNn FN/2 [fo ](n), 0 6 n 6 N/2 1.

(2.9)
2.3.
2.3.1.
Thut ton Fourier nhanh rt gn theo tn s

Ni dung ca thut ton rt gn theo tn s
Thut ton FFT phn tch theo thi gian da trn vic phn tch dy
tn hiu li vo x(n) thnh cc dy con u nhau c chiu di nh hn
v tnh DFT trn cc dy con . Nu ta phn tch tn hiu li ra X(k)
32
thnh cc dy con nh hn v cng cng cch lm nh trc th s c

thut ton gi l thut ton FFT rt gn theo tn s.
thit lp thut ton ny ta gi thit N = 2s v phn tch dy
X(k) =
N
1
X
x(n)WNnk ,
k = 0, 1, ..., N 1
(2.10)
n=0
thnh hai dy con, mt dy vi ch s chn X(2r), cn dy kia vi ch

s l X(2r + 1).
1) Mu tn s vi ch s chn:
X(2r) =
N
1
X
x(n)WN2rn ,
r = 0, 1, ..., (N/2) 1.
(2.11)
n=0
Dy ny c th biu din dng

(N/2)1
X(2r) =
x(n)WN2rn
n=0
N
1
X
x(n)WN2rn .
(2.12)
n=N/2
Tng th hai trong (2.12) thay n bi n + N/2, ta c

(N/2)1
X(2r) =
(N/2)1
x(n)WN2rn
n=0
2r(n+N/2)
x(n + N/2)WN
(2.13)
n=0
S dng tnh tun hon

2r(n+N/2)
WN
= WN2rn WNrN = WN2rn
v v
1
WN2 = WN/2
nn ng thc (2.13) c th vit li nh sau

(N/2)1
X(2r) =
{x(n) + x(n + N/2)}WN2rn ,
r = 0, 1, .., (N/2) 1.
n=0
(2.14)
2) Mu tn s vi ch s l:
X(2r + 1) =
N
1
X
(2r+1)n
x(n)WN
r = 0, 1, 2, ..., (N/2) 1.
n=0
(2.15)
33
Tng trn y c th tch thnh hai nh sau

(N/2)1
X(2r + 1) =
(2r+1)n
x(n)WN
n=0
N
1
X
(2r+1)n
x(n)WN
(2.16)
n=N/2
Tng t nh trn kia, ta c th sp xp li tng th hai trong (2.16)

vi vic s dng cc cng thc
(N/2)2r
WN
= 1,
N/2
WN
= 1,
1
WN2 = WN/2
v nhn c
(N/2)1
N n 2rn
) WN WN , r = 0, 1, ..., (N/2)1.
2
n=0
(2.17)
Cc phng trnh (2.14) v (2.17) l cc phng trnh c bn
tnh DFT (2.10) vi cc ch s chn v l tng ng. Nu t g(n) =
x(n)+x(n+N/2) v h(n) = x(n)x(n+N/2) th DFT c th tnh c
bng cch u tin to ra cc dy g(n) v h(n), sau tnh WNn h(n), v
cui cng tnh DFT(N/2)- im ca hai dy ny thu c dy mu
li ra ca cc ch s chn v dy mu li ra ca cc ch s l.
Cng hon ton tng t ging nh trong thut ton rt gn theo
thi gian, v N l lu tha ca 2, nn N/2 l chn, DFT(N/2)-im li
c th tnh c bng cch tnh DFT ca cc mu li ra theo cc ch s
chn v cc ch s l. C ngha l li tip tc chia dy mu li ra thnh
N/4 v tnh DFT(N/4)-im v.v.. Th d, xt N=8, th DFT(N/4)-im
chnh l DFT 2-im rt n gin.
Nh vy, nu N = 2s , th thut ton FFT rt gn theo tn s ch i
hi (N/2)log2 N php nhn phc v N log2 N php cng phc. C ngha
l cc yu cu v tnh ton trong thut ton rt gn theo tn s v trong
thut ton rt gn theo thi gian l nh nhau.
X(2r+1) =
X
x(n)x(n+
2.3.2. S thut ton FFT theo tn s vi N = 23

2.4. Bin i Fourier nhanh i vi trng hp N = RC
Trong phn ny trnh by thut ton FFT cho trng hp N = RC,
trong R hoc C khng phi l ly tha ca 2. Chng ta s tnh
34
F N f = WN f .
2.4.1.
Trng hp N = 6 = 3.2
Chng ta s nhm cc s hng trong W6 f bng hai cch.

Vi W
1
1
1
W6 f =
1
1
1
Cch 1.)
= W6 = e2i/6 v f (k) = ak (k = 0, 1, ..., 5) ta c

1
1
1
1
1
ao
1
2
3
4
5
W
W
W
W
W a1
2
4
2

W
W
1 W
W 4
a2 .

W 3 1 W 3 1 W 3
a3
W 4 W 2 1 W 4 W 2 a4
W 5 W 4 W 3 W 2 W 1
a5
Nh vy
W6 f =
ao + a1 + a2 + a3 + a4 + a5
ao + a1 W 1 + a2 W 2 + a3 W 3 + a4 W 4 + a5 W 5
ao + a1 W 2 + a2 W 4 + a3 + a4 W 2 + a5 W 4
.
ao + a1 W 3 + a2 + a3 W 3 + a4 + a5 W 3
4
2
4
2
ao + a1 W + a2 W + a3 + a4 W + a5 W
ao + a1 W 5 + a2 W 4 + a3 W 3 + a4 W 2 + a5 W 1
(2.18)
35
V 6 = 2.3 nn ta nhm cc s hng trong W6 f thnh hai nhm, mi

nhm ba s hng nh sau:
(ao + a2 + a4 ) + (a1 + a3 + a5 )
(ao + a2 W 2 + a4 W 4 ) + (a1 W 1 + a3 W 3 + a5 W 5 )
4
2
2
4
(a
+
a
W
+
a
W
)
+
(a
W
+
a
+
a
W
)
o
2
4
1
3
5
.
W6 f =
3
3
3
(a
+
a
+
a
)
+
(a
W
+
a
W
+
a
W
)
o
2
4
1
3
5
2
4
4
2
(ao + a2 W + a4 W ) + (a1 W + a3 + a5 W )
(ao + a2 W 4 + a4 W 2 ) + (a1 W 5 + a3 W 3 + a5 W 1 )
(2.19)
6k
2i6k/6
V W
=e
= 1 vi mi k nguyn, nn chng ta c th phn
tch cc s hng nh sau
0
1
2
W6 f =
3
4
5
(ao + a2 + a4 ) + (a1 + a3 + a5 )
(ao + a2 W 2 + a4 W 4 ) + W 1 (a1 + a3 W 2 + a5 W 4 )
(ao + a2 W 4 + a4 W 2 ) + W 2 (a1 + a3 W 4 + a5 W 2 )
.
(ao + a2 + a4 ) + W 3 (a1 + a3 + a5 )
2
4
4
2
4
(ao + a2 W + a4 W ) + W (a1 + a3 W + a5 W )
(ao + a2 W 4 + a4 W 2 ) + W 5 (a1 + a3 W 4 + a5 W 2 )
(2.20)
Nhn xt rng trong (2.20) cc biu thc trong ngoc v tr tng
ng ca cc hng 0 v hng 3 ging nhau, hng 1 v hng 4 ging nhau,
hng 2 v hng 5 ging nhau. Do khi lng tnh ton c gim i
kh nhiu.
Cch 2.
W6 f =
By gi trong (2.18) chng ta nhm cc s hng nh sau
(ao + a3 ) + (a1 + a4 ) + (a2 + a5 )

(ao + a3 W 3 ) + (a1 W 1 + a4 W 4 ) + (a2 W 2 + a5 W 5 )
(ao + a3 ) + (a1 W 2 + a4 W 2 ) + (a2 W 4 + a5 W 4 )

.
(ao + a3 W 3 ) + (a1 W 3 + a4 ) + (a2 + a5 W 3 )
(ao + a3 ) + (a1 W 4 + a4 W 4 ) + (a2 W 2 + a5 W 2 )

(ao + a3 W 3 ) + (a1 W 5 + a4 W 2 ) + (a2 W 4 + a5 W 1 )
(2.21)
36
V W 6k = e2i6k/6 = 1 vi mi k nguyn, nn chng ta c th phn

tch cc s hng nh sau
0
(ao + a3 ) + (a1 + a4 ) + (a2 + a5 )
1 (ao + a3 W 3 ) + W 1 (a1 + a4 W 3 ) + W 2 (a2 + a5 W 3 )
2
4
2
(a
+
a
)
+
W
(a
+
a
)
+
W
(a
+
a
)
o
3
1
4
2
5
.
W6 f =
3
3
3
3
3
(a
+
a
W
)
+
W
(a
+
a
W
)
+
(a
+
a
W
)
o
3
1
4
2
5
4
(ao + a3 ) + W 4 (a1 + a4 ) + W 2 (a2 + a5 )
5 (ao + a3 W 3 ) + W 5 (a1 + a4 W 3 ) + W 4 (a2 + a5 W 3 )
(2.22)
Nhn xt rng trong (2.22) biu thc trong ngoc ca cc dng 0-2-4
ging nhau, cc dng 1-3-5 ging nhau. Do s lng tnh ton s c
gim i ng k.
2.4.2.
Dng nhn t FFT tng qut
nh l 2.4.1. Nu N = RC, th DFT WN f ca bt k vector f

L(ZN ) c th c tnh ton vi N (R + C) = RC(R + C) php nhn.
Chng minh. Ta c
FN [f ](M ) =
N
1
X
f (K)W KM ,
M = 0, 1, 2..., N 1; W = WN = e2i/N .
K=0
(2.23)
Chia K cho C v chia M cho R ta c
K = Ck + ko ; k = 0, 1, ...R 1; ko = 0, 1, ..., C 1,
M = Rn + no ; n = 0, 1, ..., C 1; no = 0, 1, ..., R 1.
Do
W KM = W (Ck+ko )(Rn+no )
= W N kn W Ckno W ko Rn W ko no .
V W N kn = 1 vi mi k v n, nn thay W KM vo (2.23) ta c
FN [f ](M ) =
C1 h X
R1
X
ko =0
f (kC + ko )W
Ckno
W ko (no +nR) .
k=o
(2.24)
37
Vi
WR = e2i/R ,
WC = e2i/C
ta c
no Ck
WRC
= WRno k ,
ko nR
WRC
= WCko n .
t
k = 0, 1, ..., R 1.
f (kC + ko ) = gko (k),

Ta tnh DFT ca gko (k) :
hko (no ) = FR [gko (k)](no ) =
R1
X
gko (k)WRno k ,
no = 0, 1, ..., R 1.
k=o
(2.25)
Ta thay biu thc trong ngoc trong (2.24) bi hko (no ) :
FN [f ](M ) =
C1
X
hko (no )W
ko no
ko nR
ko =0
C1
X
hko (no )W ko no WCko n .
ko =0
(2.26)
Trong (2.25) vi mi no ta cn R php nhn. V no thay i t 1 n
R 1, nn vi ko , bit c ton b hko (no ) ta cn R2 php nhn. V
c C gi tr ca ko , nn bit c tt c cc gi tr ca hko (no ) cn
CR2 php nhn.
By gi xt phng trnh (2.26). Mi gi tr FN [f ](M ) c th tnh
ton bng cch thm C gi tr ca hko (no )W ko no W ko nR . V c N = RC
hng, nn tt c c C.N = C.RC = RC 2 php nhn b sung. Nh vy
tnh hko (no ) ta cn RC 2 php nhn, cn tnh FN [f ](M ) ta cn
RC 2 php ton nhn na. Vy c
CR2 + RC 2 = RC(C + R) = N (C + R).
Nhn xt 2.2. Gi N = k 2 v ln. Khi s php nhn theo thut
ton trnh by trn s t hn rt nhiu so vi tnh trc tip. Tht vy,
ta c
N (R + C)
k 2 (k + k)
2k
2
=
lim
=
lim
=
lim
= 0.
k
k
k k 2
k k
N2
k4
lim
38
V d 2.4.1. Gi s N = 900. Nu tnh trc tip DFT th c 9002 =

810000 php nhn. V 900 c phn tch nhn t l 30.30 nn vi phng
php trnh by trn ch cn 900(30+30)=54 000 php nhn. Ta c
N (R + C) R + C
60
1
=
=
=
.
N2
N
900 15
39
Chng 3
Mt s ng dng
Trong chng ny, trnh by mt s ng dng ca bin i Fourier ri
rc tm nghim gn ng tun hon ca phng trnh vi phn thng,
bi ton bin Dirichlet ca phng trnh Poisson trong hnh ch nht,
mt s vn x l tn hiu ting ht trong Rada. Ngoi ra, cn trnh
by mt s h thng tuyn tnh ca l thuyt tn hiu s, l vn
tm hm h v tn hiu ra khi bit tn hiu vo. Ni dung ch yu ca
chng ny c hnh thnh t cc ti liu [2], [4], [9] v [10].
3.1.
Gii phng trnh vi phn thng
Xt phng trnh vi phn

u00 + au0 + bu = f (t),
(3.1)
trong f l hm lin tc, 2 - tun hon theo t, a, b l cc hng s.

i vi phng trnh (3.1) c cc phng php gii tch tm nghim
tun hon duy nht, nu hm f c bit vi mi t. Tuy nhin, nu ch
bit gi tr ca f ti cc im tj = jh, trong h = 2/N vi N > 1 th
phng php trn y khng th vn dng c. Trong phn ny chng
ti trnh by cch vn dng bin i Fourier ri rc tm nghim gn
ng ca phng trnh (3.1).
Chng ta ri rc ha phng trnh (3.1) bng cch thay cc o hm
bi cc sai phn sau y
u(t) u(t h)
,
h
u(t + h) + u(t h) 2u(t)
u00 (t)
.
h2
u0 (t)
(3.2)
(3.3)
S dng cc phng trnh (3.2) v (3.3), ta thay phng trnh (3.1)

bi phng trnh
u(t + h) + u(t h) 2u(t)
u(t) u(t h)
+
a.
+ bu(t) = f (t).
h2
h
40
Phng trnh trn y c vit li nh sau

u(t + h) + (bh2 + ah 2)u(t) + (1 ah)u(t h) = h2 f (t).
(3.4)
Trong (3.4) cho t = tj = 2j/N v t

uk = u(2k/N ), fk = f (2k/N ), = bh2 ah 2, = 1 ah
ta c phng trnh sai phn cp hai sau y
uk+1 + uk + uk1 = h2 fk .
(3.5)
Chng ta s gi thit rng

WNn + + WNn 6= 0,
n.
(3.6)
T gi thit f (t) v u(t) l nhng hm tun hon chu k 2 suy ra cc

hm ri rc uk , fk l nhng hm tun hon chu k N. Tc ng bin i
Fourier ri rc FN vo hai v ca phng trnh (3.5), s dng cng thc
dch chuyn
FN [uk+1 ](n) = WNn Un ,
FN [uk1 ](n) = WNn Un ,
ta c
(WNn + + WNn )Un = h2 Fn .
(3.7)
Vi gi thit (3.6) t (3.7) ta tm c

h2 Fn
Un = n
.
WN + + WNn
(3.8)
Cng thc (3.8) cho ta bin i Fourier ri rc ca n hm uk . Ly

bin i Fourier ri rc ngc ca (3.8) ta c
N
1 X
h2 Fn
kn
uk =
n WN .
n
N n=0 WN + + WN
(3.9)
41
3.2.
Bi ton bin Dirichlet cho phng trnh Helmholz
3.2.1.
t bi ton
Xt bi ton Dirichlet cho phng trnh

u + u = f
trong D,
(3.10)
u = 0 trn D,
(3.11)
trong > 0 l hng s cho trc, f l hm cho trong min

D = {0 6 x 6 1, 0 6 y 6 1} c trn cn thit. Ta bit rng vi
mi f L2 (D) bi ton (3.10) - (3.11) c nghim duy nht trong khng
gian Sobolev Ho1 (D). Trong mc ny s trnh by cch tm nghim gn
ng ca bi ton (3.10) - (3.11) bng phng php sai phn v gii cc
phng trnh sai phn bng phng php bin i Fourier nhanh [ 10,
tr. 226].
3.2.2.
Ri rc ha bi ton
Bi ton (3.10)-(3.11) c dng sai phn tng ng

4uk,l uk1,l uk+1,l uk,l1 uk,l+1
+ uk,l = fk,l trongDh , (3.12)
h2
uk,l = 0 trn Dh , (3.13)
1
1
(3.14)
0 6 k 6 = N, 0 6 l 6 =N.
h
h
K hiu
u1,l
ul = ... ,
uN 1,l
f1,l
fl = ... ;
fN 1,l
l = 1, 2, ..., N 1,
2 1 0... 0 0 0
1 2 1... 0 0 0
..
A= .
.
0 0 0... 1 2 1
0 0 0... 0 1 2
42
A l ma trn vung c cp bng N 1. K hiu E l ma trn n v

cng cp. Bi ton (3.12)-(3.13) c vit li dng
Bu1 u2 = h2 f1 ,
ul1 + Bul ul+1 = h2 fl ,
(3.15)
l = 2, 3, ..., N 2,
uN 2 + BuN 1 = h2 fN 1 ,
(3.16)
(3.17)
trong
B = A + (2 + h2 )E.
3.2.3.
Fourier ri rc c Fourier nhanh
Cc ma trn A, B c chung c s ca cc vector ring v cc tr ring

tng ng
Av(m) = m v(m) , m = 1, 2, ..., N 1,
r
m
2
mk
(m)
m = 2(1 cos
), vk =
sin
N
N
N
k = 1, 2, ..., N 1, m = 1, 2, ..., N 1
(m)
trong vk
l phn t th k ca vector ring v(m) . Ta c

||v
(m) 2
|| =
N
1
X
(m)
(vk )2 = 1.
k=1
V cc vector v(m) to thnh c s trc chun trong khng gian Euclide

RN 1 nn cc vector ul , fl (l = 1, 2, ..., N 1) c th biu din dng
ul =
N
1
X
Um,l v
(m)
fl =
m=1
N
1
X
Fm,l v(m) .
(3.18)
m=1
t cc biu thc ny vo (3.15) - (3.17), s dng tnh trc giao ca

h {v(m) } ta c h cc phng trnh i s sau y
m Um,1 Um,2 = h2 Fm,1 ,
(3.19)
Um,l1 + m Um,l Um,l+1 = h2 Fm,l , l = 2, ..., N 2,

Um,N 2 + m Um,N 1 = h2 Fm,N 1 .
(3.20)
(3.21)
43
Nh vy, gii h (3.15) - (3.17) ch cn tnh N 1 ln cc h

s Fourier ca cc vctor fl , gii N 1 h vi cc ma trn dng ba
ng cho (3.19) - (3.21) xc nh cc h s Fourier ca cc vector
ul (l = 1, 2, ..., N 1), v tnh ul theo cng thc (3.18).
S khai trin vo chui Fourier (3.18) c th c thc hin bng
cch s dng bin i Fourier nhanh. Ta c
r N 1
r 2N 1
2 X
mn
2 X
2mn
Fm.l =
fn,l sin
=
fn,l sin
,
(3.22)
N n=1
N
N n=1
2N
trong fN,l = ... = f2N 1,l = 0. Vic tnh ton cc vector ul cng
c thc hin bng cch tng t.
3.3.
Tn hiu ting ht
3.3.1.
nh ngha
2
Cc tn hiu dng an W n /2 thng c gp trong cc h thng Rada

v c gi l tn hiu ting ht. V th bin i Fourier ri rc ca cc
tn hiu ting ht c gi l bin i Fourier ri rc ting ht (DCFT).
Trong mc ny s gii thiu mt s tnh cht ca bin i Fourier ri
rc ting ht [9].
nh ngha 3.3.1. Gi s x(n), 0 6 n 6 N 1 l tn hiu chiu di N.
Bin i Fourier ri rc ting ht ca tn hiu x(n) c xc nh bi
cng thc
N 1
1 X
2
Xc (k, l) =
x(n)WNln +kn ,
N n=0
0 6 k, l 6 N 1,
(3.23)
trong WN = exp(2i/N ).
Nhn xt rng bin i Fourier ri rc tn hiu ting ht theo cng
thc (3.23) tng t cng thc (1.22).
T cng thc (3.23) ta thy rng, vi mi l c nh, th Xc (k, l) l
2
bin i Fourier ri rc ca x(n)W ln . Khi l = 0, th DCFT trng vi
44
DF T. Do , bin i Fourier ri rc ting ht ngc c xc nh

theo cng thc
x(n) = W
3.3.2.
ln2
N 1
1 X
Xc (k, l)WNkn , 0 6 n 6 N 1.
N k=0
(3.24)
Cc tnh cht c bn
B 3.3.1. Khi N l s nguyn t, vi 0 6 k, l 6 N 1, c ng thc

sau y
k = l = 0,
1
N,

N
X ln2 +kn
WN
(3.25)
=

N , l 6= 0,
n=0
0, l = 0, k 6= 0.
Chng minh. K hiu
P (k, l) :=
N
1
X
WNln
+kn
(3.26)
n=0
Khi , vi 0 < l 6 N 1 ta c
2
|P (k, l)| =
=
1
N
X
2
WNln +kn
n=0
N
1
1
XN
X
1
N
X
2
WNlm km
m=0
(nm)[l(n+m)+k]
WN
n=0 m=0
N
1 N
1
X
X
r=0
:=
N
1 N
1
X
X
r[l(2nr)+k]
WN
n=0 r=0
WN2rln
WNr
l+rk
(r = n m).
(3.27)
n=0
Khi N l s nguyn t ,2rl l bi ca N khi v ch khi r l bi ca N,

khi r phi bng khng hay
N
1
X
WN2rln = 0 vi 0 r, l N 1.
n=0
Khi nu l = 0 v k = 0 th
2
|P (k, l)| =
N
1 N
1
X
X
r=0

1 1 = N 2.
n=0
45
Suy ra
|P (k, l)| = N.
Khi l 6= 0 ta c
2
|P (k, l)| =
N
1 N
1
X
X
r=0
WN2rln
2
WNr l+rk
n=0
N
1
X
1 = N.
n=0
Nn ta s c
|P (k, l)| =
N.
Khi l = 0 v k 6= 0 ta c
2
|P (k, l)| =
N
1 N
1
X
X
r=0
WN2rln
2
WNr l+rk
n=0
=N
N
1
X
WNrk = 0.
r=0
Khi ta phi c
|P (k, l)| = 0.
Vy b c chng minh
nh l 3.3.1. Gi s x(n) l tn hiu ting ht n c
x(n) = W (lo n
+ko n)
(3.28)
i vi cc s nguyn ko , lo : 0 6 ko , lo , 6 N 1. Nu chiu di N l s
nguyn t th DCFT ca n c cng
N , khi l = lo , k = ko ,
|Xc (k, l)| = 1, khi l 6= lo ,
(3.29)
0, khi l = lo , k 6= ko .
Chng minh. Ta c
N 1
N 1
1 X (llo )n2 +(kko )n
1 X
ln2 +kn
x(n)WN
=
WN
.
|Xc (k, l)| =
N n=0
N n=0
p dng b (3.3.1) ta c iu phi chng minh.
46
nh l 3.3.2. Gi s x(n) nh trong nh l 3.3.1, ngha l c dng

(3.28). Nu chiu di N khng phi l s nguyn t th bin i Fourier
ri rc ting ht ca n tho mn bt ng thc
max |Xc (k, l)| 2.

(3.30)
(k,l)6=(ko ,lo )
Chng minh. chng minh (3.30) ta ch cn chng minh bt ng thc

sau
max |P (k, l)|2 2N.
(3.31)
(k,l)6=(0.0)
Trong P (k, l) c xc nh bi (3.26). V N khng phi s nguyn

t nn ta t N = N1 N2 vi N1 2,N2 2.
Trng hp 1:
N1 v N2 u l. Trong trng hp ny ta gi s l = N1 v k = 0. Khi
theo (3.27) ta c
2
|P (k, l)| =
=
N
1 N
1
X
X
WN2rn
2
r=0
n=0
N
N
1
2 1
X X
r=0
= N1
WN2rn
2
WNr2
2N
2 1
X
n=0
WN2rn
2
WN2rn
2
N1X
N2 1
+ ... +
n=N2
N
1 N
2 1
X
X
r=0
WN2rn
2
WNr2
n=(N1 1)N2
2
WNr2 .
n=0
Hn th na nu ta t r = r1 N2 , chng ta c
2
|P (k, l)| = N1
N
1 1 N
2 1
X
X
r1 =0
= N1
WN2r21 N2 n
r2 N22
W N2 1
n=0
N
2 1
1 1 N
X
X
N2 = N12 N2 2N.
r1 =0 n=0
Trng hp ii) :
Mt trong N1 v N2 l chn, chng ta gi s N2 = 2 , k = l = N1 .
Trong trng hp ny WN2rln = 1.
47
T (3.27), ta c
2
|P (k, l)| = N
N
1
X
r(r1)
W2
r=0
r(r1)
V r(r 1) l s chn nn W2
= 1.
T ta s c
|P (k, l)|2 = N 2 2N.
T i) v ii) suy ra nh l c chng minh.
3.4.
Mt s h thng tuyn tnh trong l thuyt tn hiu s
. 3.1. Tm tn hiu ra v hm h ca h thng sau
Li gii. T h thng trn ta c phng trnh

f (n) + ag(n 1) = g(n),
g(n) ag(n 1) = f (n).
(3.32)
Tc ng bin i Fourier ri rc vo hai v ca phng trnh trn,

thi im m, ta c
N
1
X
n=0
g(n)WNmn
N
1
X
g(n
1)WNmn
n=0
N
1
X
f (n)WNmn .
n=0
Khi vn dng cng thc dch chuyn thi gian (1.33) v a phng
trnh trn v dng
G(m) aWNm G(m) = F (m).
48
Vi a 6= 1 khi s c
G(m) =
1
F (m).
1 aWNm
(3.33)
1
.
1 aWNm
(3.34)
t
H(m) =
Khi phng trnh (3.33) c vit li l

G(m) = H(m)F (m).
(3.35)
Hm H(m) c gi l hm h ca h thng trn.

tm c tn hiu ra g(n), ta s dng bin i Fourier ri rc
ngc hai v ca phng trnh trn v p dng mnh ( 1.5.2 ) ta thu
c
g(n) = h(n) f (n),
(3.36)
trong
h(n) = F 1 [H(m)](n).
(3.37)
p dng bin i Fourier ri rc ngc ta c

2mn
2mn
+
ia
sin
1
1
N
N
h(n) =

m =
2m
2m
N m=0 1 aWN
N m=0
1 a cos
+ia sin
N
N

2mn
2mn
2m
2m
N
1
(1 a cos
) ia sin
1 X cos N + i sin N
N
N
=

2
2
2m
2m
N m=0
1 a cos
ia sin
N
N
2mn
2m
2mn
2m
N
1 cos
1
a
cos
+a
sin
sin(
)
X
1
N
N
N
N
=
2m
N m=0
1 2a cos
+ a2
N
2mn
2m
2m
2mn
N
1 sin
1
a
cos
a
sin
cos(
)
X
1
N
N
N
N
+i
2m
N m=0
1 2a cos
+ a2
N
N
1
X
WNmn
N
1
X
cos
49

2mn
2m
2mn
2mn
2m
cos
a cos
cos
sin
sin
1
N
N
N
N
N
=
2m
N m=0
+ a2
1 2a cos
N
2mn
2mn
2m
2mn
2m
N 1
1 X sin N a sin N cos N + cos N sin N
+i
2m
N m=0
+ a2
1 2a cos
N
2mn
2m(n + 1)
N
1 cos
a
cos
X
1
N
N
=
2m
N m=0
1 2a cos
+ a2
N
2mn
2m(n + 1)
N 1
1 X sin N a sin
N
+i
.
2m
N m=0
2
1 2a cos
+a
N
N
1
X
Ta xt trng hp N = 2, khi
1
1 X cos(mn) a cos[m(n + 1))

h(n) =
2 m=0
1 2a cos(m) + a2
1
1 X sin(mn) a sin(m(n + 1))

+i
2 m=0
1 2a cos(m) + a2
1 1 a
cos(n) cos((n + 1)) 1 sin(n) a sin((n + 1))
=
+
+i
.
2 (1 a)2
(1 + a)2
2
(1 + a)2
Vi a = 2, th
h(0) = 0, 3888888888 + 0, 0000000000.i
h(1) = 0, 6111111111 + 0, 0000000000.i.
Vi a = 3, th
h(0) = 0, 1388888888 + 0, 0000000000.i
h(1) = 0, 3611111111 + 0, 0000000000.i.
50

Li gii. T h thng trn, ta c h
(
f (n) + f (n 1) = s(n)
s(n) + ag(n 1) = g(n).
(3.38)
Trong h phng trnh (3.38), thay s(n) t phng trnh trn xung
phng trnh di v chuyn v ta thu c
g(n) ag(n 1) = f (n) + f (n 1).
thi im m, ta c
N
1
X
n=0
g(n)WNmn a
N
1
X
g(n1)WNmn
n=0
N
1
X
N
1
X
mn
f (n)WN +
f (n1)WNmn .
n=0
n=0
trnh trn v dng
G(m) aWNm G(m) = F (m) + F (m)WNm .
Vi a 6= 1 khi s c
1 + WNm
G(m) =
F (m).
1 aWNm
(3.39)
1 + WNm
H(m) =
.
1 aWNm
(3.40)
Phng trnh (3.39) c vit li l

G(m) = H(m)F (m).
(3.41)
51

Tm tn hiu ra g(n) ca h thng, tc dng bin i Fourier ri rc
ngc vo hai v ca phng trnh trn v vn dng mnh ( 1.5.2 )
ta thu c
g(n) = h(n) f (n),
(3.42)
trong
h(n) = F 1 [H(m)](n).
(3.43)
p dng bin i Fourier ri rc ngc ta c

N 1
1 X (1 + WNm )WNmn
h(n) =
N m=0 1 aWNm

2m
2m
2mn
2mn
N
1
cos
+ i sin
1 X 1 + cos N i sin N
N
N
=

2m
2m
N m=0
1 a cos
+ia sin
N
N

2m
2mn
2m
2mn
N
1 1 + cos
cos
+
sin(
)
sin
X
1
N
N
N
=
N
2m
2m
N m=0
1 a cos
+ia sin
N
N

2m 2mn
2m
2mn
N
1 1 + cos
sin
sin
cos
X
1
N
N
N
+i
N
2m
2m
N m=0
1 a cos
+ia sin
N
N

2m
2mn
2mn
2m
2mn
N
1
1 X cos N + cos N cos N + sin N sin N
=

2m
2m
N m=0
1 a cos
+ia sin
N
N
2mn
2m
2mn
2m
2mn
N 1
1 X sin N + cos N sin N sin N cos N
+i

2m
2m
N m=0
1 a cos
+ia sin
N
N

2mn
2m(n 1)
N
1 cos
+
cos
X
1
N
=
N

2m
2m
N m=0
1 a cos
+ia sin
N
N
52
2m(n 1)
2mn
N 1
1 X sin N + sin
N
+i

2m
2m
N m=0
1 a cos
+ia sin
N
N
h
2m(n 1) ih
2mn
2m
2m i
N 1
1 a cos
ia sin
1 X cos N + cos
N
N
N
=
2
2

2m
2m
N m=0
ia sin
1 a cos
N
N
h 2mn
2m(n 1) ih
2m
2m i
N
1
1 a cos
ia sin
1 X sin N + sin
N
N
N
+i

2
2
2m
2m
N m=0
1 a cos
ia sin
N
N
2m(n 1) i
2mn
2m
cos
+ cos
1 a cos
1
N
N
N
=
2m
N m=0
1 2a cos
+ a2
N
h 2mn
2m(n 1) i 2m
N 1
sin
1 X a sin N + sin
N
N
+
2m
N m=0
1 2a cos
+ a2
N
h
2m(n 1) i 2m
2mn
N 1
sin
1 X a cos N + cos
N
N
i
2m
N m=0
+ a2
1 2a cos
N
h 2mn
2m(n 1) i
2m
N
1
1 a cos
1 X a sin N + sin
N
N .
+i
2m
N m=0
1 2a cos
+ a2
N
N
1
X
Xt trng hp N = 2, ta thu c
h

i

1
1 a cos(m)
1 X cos(mn) + cos m(n 1))
h(n) =
2 m=0
1 2a cos(m) + a2
h

i

1
1 X a sin(mn) + sin m(n 1) sin(m)
+
2 m=0
1 2a cos(m) + a2
53

i
1
1 X a cos(mn) + cos m(n 1) sin(m)
i
2 m=0
1 2a cos(m) + a2
h

i

1
1 a cos(m)
1 X a sin(mn) + sin m(n 1)
+i
2 m=0
1 2a cos(m) + a2

i
cos(n) + cos(n 1) (1 + a)
1 h 2(1 a)
=
+
2 (1 a)2
(1 + a)2

a h sin(n) + sin(n 1) (1 + a) i
+i
2
(1 + a)2
Vi a = 2, th
h(0) = 1, 0000000000 + 0, 0000000000.i
h(1) = 1, 0000000000 + 0, 0000000000.i.
Vi a = 3, th
h(0) = 0, 5000000000 + 0, 0000000000.i,
h(1) = 0, 5000000000 + 0, 0000000000.i.
Li gii. T h thng trn, ta c h

(
f (n) + as(n 1) = s(n)
bs(n) + cs(n 1) = g(n),
(3.44)
54
s(n) as(n 1) = f (n)

bs(n) + cs(n 1) = g(n).
Gi s c + ab 6= 0. Khi s dng phng php gii h phng trnh

bng nh thc, ta thu c
cf (n) + ag(n)
s(n) =
c + ab
(3.45)
g(n) bf (n)
s(n 1) =
.
c + ab
Trong h (3.45), phng trnh di thay n bi n + 1, h trn c vit
li
cf (n) + ag(n)
s(n) =
c + ab
g(n
+
1)
bf
(n + 1)
s(n) =
.
c + ab
Suy ra
g(n + 1) ag(n) = bf (n + 1) + cf (n).
thi im m, ta c
N
1
X
n=0
g(n+1)WNmn a
N
1
X
g(n)WNmn
=b
n=0
N
1
X
f (n+1)WNmn +c
n=0
N
1
X
f (n)WNmn .
n=0
trnh trn v dng
WNm G(m) aG(m) = bWNm F (m) + cF (m).
Vi a 6= 1 khi s c
bWNm + c
G(m) =
F (m).
WNm a
(3.46)
bWNm + c
H(m) =
.
WNm a
(3.47)
55

G(m) = H(m)F (m).
(3.48)

tm tn hiu ra g(n) ca h thng, ta tc dng bin i Fourier vo
hai v ca phng trnh trn v p dng mnh (1.5.2 ) ta c
g(n) = h(n) f (n),
(3.49)
h(n) = F 1 (H(m)).
(3.50)
trong
p dng bin i Fourier ri rc ngc
N 1
1 X (bWNm + c)WNmn
h(n) =
N m=0
WNm a
2m
2m
2mn
2mn
+
ib
sin
)(cos
+
i
sin
)
1
N
N
N
N
=
2m
2m
N m=0
a) + i sin
(cos
N
N
2m
2mn
2m
2mn
N 1
1 X (c + b cos N ) cos N b sin N sin N
=
2m
2m
N m=0
(cos
a) + i sin
N
N
2m
2mn
2m
2mn
N
1 (c + b cos
)
sin
+
b
sin
cos
X
1
N
N
N
N
+i
2m
2m
N m=0
a) + i sin
(cos
N
N
2mn
2m
2mn
2m
2mn
N
1 c cos
+
(b
cos
cos
b
sin
sin
)
X
1
N
N
N
N
N
=
2m
2m
N m=0
(cos
a) + i sin
N
N
2m
2mn
2m
2mn
2mn
N
1 c sin
+
(b
cos
sin
+
b
sin
cos
)
X
1
N
N
N
N
N
+i
2m
2m
N m=0
(cos
a) + i sin
N
N
N
1
X
(c + b cos
56
2mn
2m(n + 1)
+
b
cos
1
N
N
=
2m
2m
N m=0
(cos
a) + i sin
N
N
2m(n + 1)
2mn
N
1 c sin
+
b
sin
X
1
N
N
+i
2m
2m
N m=0
(cos
a) + i sin
N
N

2mn
2m(n + 1)
2m
2m
N
1
cos
a i sin
1 X c cos N + b cos
N
N
N
=

2
2
2m
2m
N m=0
cos
a i sin
N
N

2mn
2m(n + 1)
2m
2m
N
1
cos
a i sin
1 X c sin N + b sin
N
N
N
+i

2
2
2m
2m
N m=0
cos
a i sin
N
N

2mn
2m(n + 1)
2m
N
1
cos
a
1 X c cos N + b cos
N
N
=
2m
N m=0
a2 2a cos
+1
N

2mn
2m(n + 1) 2m
N 1
sin
1 X c sin N + b sin
N
N
+
2m
N m=0
a2 2a cos
+1
N

2mn
2m(n + 1) 2m
N 1
sin
1 X c cos N + b cos
N
N
i
2m
N m=0
a2 2a cos
+1
N

2mn
2m(n + 1)
2m
N
1
cos
a
1 X c sin N + b sin
N
N
+i
.
2m
N m=0
2
a 2a cos
+1
N
N
1
X
c cos
Xt trng hp N = 2, ta c

1
1 X cos(mn) + b cos[m(n + 1)] cos(m) a
h(n) =
2 m=0
a2 2a cos(m) + 1
57

1
1 X sin(mn) + b sin[m(n + 1)] sin(m)
+
2 m=0
a2 2a cos(m) + 1
+i
1
X
1
2 m=0

cos(mn) + b cos[m(n + 1)] sin(m)
a2 2a cos(m) + 1

1
1 X sin(mn) + b sin[m(n + 1)] cos(m) a
2 m=0
a2 2a cos(m) + 1

c cos n + b cos(n + 1) (1 + a) i
1 h (c + b)(1 a)
=
2
(1 a)2
(1 + a)2

i h c sin n + b sin(n + 1) (1 + a) i
.
2
(1 + a)2
Vi a = 2, b = 3, c = 4, th
h(0) = 7, 3333333333 + 0, 0000000000.i

h(1) = 7, 6666666666 + 0, 0000000000.i.
Vi a = 6, b = 8, c = 10, th
h(0) = 1, 942857143 + 0, 0000000000.i
h(1) = 1, 657142857 + 0, 0000000000.i.
58
Li gii. T h thng ta c h
(
f (n) + as(n 1) = s(n)
s(n) + bg(n 1) = g(n).
(3.51)
Trong h trn, phng trnh di thay n bi n 1, ta c h mi
f (n) + as(n 1) = s(n)
g(n) bg(n 1) = s(n)
g(n 1) bg(n 2) = s(n 1).

Suy ra
f (n) + a[g(n 1) bg(n 2)] = g(n) bg(n 1).
Vit li phng trnh trn
g(n) (a + b)g(n 1) + abg(n 2) = f (n).
Tc ng bin i Fourier ri rc vo v ca phng trnh trn, thi
im m, ta c
G(m) (a + b)WNm G(m) + abWN2m G(m) = F (m).

Vi ab (a + b) + 1 6= 0 khi s c
G(m) =
1
1 (a + b)WNm + abWN2m
t
H(m) =
F (m).
(3.52)
(3.53)
1
1 (a + b)WNm + abWN2m

G(m) = H(m)F (m).
(3.54)

tm tn hiu ra g(n), ta bin i Fourier ri rc ngc vo hai v
ca phng trnh trn v p dng mnh ( 1.5.2 ) ta c
g(n) = h(n) f (n),
(3.55)
59
trong
h(n) = F 1 [H(m)](n).
(3.56)
Li gii. T h thng trn, ta c h sau
a1 f (n) + p(n) = g(n)
a2 s(n) + q(n) = p(n)
b1 p(n 1) + f (n) = s(n)
s(n) + b2 q(n 1) = q(n).
(3.57)
Tc ng bin i Fourier ri rc hai v ca tng phng trnh ca h

trn, thi im m, v vn dng cng thc dch chuyn thi gian (1.33)
v a h trn phng trnh trn v dng
a1 F (m) + P (m) = G(m)

(1)
a2 S(m) + Q(m) = P (m)

(2)
F (m) + b1 WNm P (m) = S(m)

(3)
S(m) + b2 WNm Q(m) = Q(m)

(4).
T (3),(4) v b2 6= 1, ta c
F (m) + b1 WNm P (m)
S(m)
Q(m) =
=
. (5)
1 b2 WNm
1 b2 WNm
60
Thay (5) v (3) vo (2) ta thu c

F (m) + b1 WNm P (m)
m
P (m) =
+ a2 F (m) + b1 WN P (m) .
1 b2 WNm
Quy ng v b mu ta thu c

m
m
m
m
(1b2 WN )(1a2 b1 WN )b1 WN P (m) = 1+a2 (1b2 WN ) F (m).
Vi (1 b2 )(1 a2 b1 ) b1 6= 0, b2 6= 0 khi s c
1 + a2 (1 b2 WNm )
F (m).
P (m) =
(1 b2 WNm )(1 a2 b1 WNm ) b1 WNm
Thay P (m) vo phng trnh (1) ta c
1 + a2 (1 b2 WNm )
F (m) = G(m)
h
i
m
m
(1 b2 WN ) a1 (1 a2 b1 WN ) + a2 a1 b1 WNm + 1
G(m) =
F (m).
(3.58)
t
h
i
m
m
(1 b2 WN ) a1 (1 a2 b1 WN ) + a2 a1 b1 WNm + 1
H(m) =
(3.59)
a1 F (m) +
Khi phng trnh (3.58) c vit li l

G(m) = H(m)F (m).
(3.60)

tm tn hiu ra g(n) ca h thng ta s dng bin i Fourier ri
rc ngc v p dng mnh ( 1.5.2) ta c kt qu sau
g(n) = h(n) f (n),
(3.61)
h(n) = F 1 (H(m)).
(3.62)
trong
61
Kt lun
Lun vn trnh by v t c mt s kt qu sau

1. Trnh by l thuyt bin i Fourier ri rc cho cc dy s, c bit
l dy s tun hon.
2. Gii thiu hai thut ton bin i Fourier nhanh, l thut ton
bin i Fourier nhanh rt gn theo thi gian v thut ton bin i
Fourier nhanh rt gn theo tn s. Hai thut ton trn c minh ha
bng s thut ton vi di ly mu l N = 23 . Ngoi ra, trnh by
hoc C khng phi l ly tha ca 2.
3. Trnh by cc ng dng ca bin i Fourier ri rc vo bi ton
phng trnh vi phn thng, bi ton bin Dirichlet ca phng trnh
Poisson trong hnh ch nht.
4. Ngoi ra, lun vn cn gii thiu x l tn hiu s ting ht trong
Rada v mt s h thng tuyn tnh trong l thuyt tn hiu s.
62
Ti liu tham kho
[1] ng nh nh, Trn Lu Cng, Hunh B Ln v Nguyn Vn

Nhn (2001), Bin i tch phn, NXB Gio Dc TP. H Ch Minh.
[2] H Vn Sung (2005), X l s tn hiu, Tp hai, NXB Gio Dc H
Ni.
[3] Nguyn Quc Trung (2006), X l tn hiu v lc s, NXB Khoa
hc v K thut H Ni.
[4] Athanasios Papoulis (1977), Signal Analysis, MCGRAW-HiLL,
INC, New York.
[5] Batenkov D. (2005), Fast Fourier Transform, Key Paper in Computer Science Seminar.
[6] Blahut R.E. (1984), The Fast Fourier Transform for Digital Signal
Processing, New York, Addison-Wesley.
[7] Brigham E.O. (1988), The Fast Fourier Transform and Applications,
Englewood Cliffs, N.J, Prentice-Hall.
[8] George Bachman, Lowrence Narici and Edward Bechenstain (2000),
Fourier and Wavelet Analysis, Springer-Verlag New York Berlin Heidelberg.
[9] Giang-Gen Xia (2000), Discrete Chirp-Fourier Transform and Its
Applications to Chirp Rate Estimation, IEEE Transactions on Signal
Processing, Vol.48, pp. 3122-3133.
[10] Marchuk G.I. (1997), Methods of Comtational Mathematics, Nauka,
Moscow ( in Russian ).
[11] Walker J.S. (1966), Fast Fourier Transform, 2nd ed, Boca Raton,
FL, CRC Press.

Biến Đổi Fourier Nhanh Và Ứng Dụng

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Biến Đổi Fourier Nhanh Và Ứng Dụng

Uploaded by

Copyright:

Available Formats

I HC THI NGUYN

BIN I FOURIER NHANH

LUN VN THC S TON HC

Thi Nguyn Nm 2010

S ha bi Trung tm Hc liu - i hc Thi Nguyn

BIN I FOURIER NHANH

LUN VN THC S TON HC

NGI HNG DN KHOA HC

Thi Nguyn Nm 2010

S ha bi Trung tm Hc liu - i hc Thi Nguyn

BIN I FOURIER NHANH

TM TT LUN VN THC S TON HC

Thi Nguyn Nm 2010

S ha bi Trung tm Hc liu - i hc Thi Nguyn

Cng trnh c hon thnh ti

Ngi hng dn khoa hc: TS. NGUYN VN NGC

Lun vn s c bo v trc hi ng chm lun vn hp ti

C th tm hiu lun vn ti: Trung tm hc liu i hc Thi Nguyn

S ha bi Trung tm Hc liu - i hc Thi Nguyn

S ha bi Trung tm Hc liu - i hc Thi Nguyn

Chng 2. Bin i Fourier nhanh

S ha bi Trung tm Hc liu - i hc Thi Nguyn

Li ch ca x l s cc tn hiu ngy cng c khng nh r rng.

S ha bi Trung tm Hc liu - i hc Thi Nguyn

trnh by thut ton bin i Fourier nhanh cho trng hp N = RC,

S ha bi Trung tm Hc liu - i hc Thi Nguyn

Lun vn ny c hon thnh vi s hng dn v ch bo tn tnh

S ha bi Trung tm Hc liu - i hc Thi Nguyn

cn bin i Fourier ngc c cho bi cng thc

l xp x tt ca tch phn Fourier. T i n nh ngha bin i

S ha bi Trung tm Hc liu - i hc Thi Nguyn

nh ngha 1.1.1. Nghim ca phng trnh z N 1 = 0 c gi l

trong i l n v o: i2 = 1. D thy rng 1 = WN . Cng thc

Mnh 1.1.1. Hch Euler WN c cc tnh cht c bn sau y

Chng minh. Cc tnh cht t 1) n 5) l hin nhin. Tnh cht 6) l

S ha bi Trung tm Hc liu - i hc Thi Nguyn

Vy cng thc (1.9) c chng minh.

Hm ri rc tun hon trong khng gian Unita CN

Cho N l mt s nguyn dng c nh. Khi mi s nguyn m Z

nh ngha 1.2.1. Cho hm ri rc f (m) vi m Z. Hm f (m) c

Tp xc nh ca cc hm ri rc bin s nguyn tun hon chu k

l hm tun chu k N. Tht vy, vi m = n + kN ta c

S ha bi Trung tm Hc liu - i hc Thi Nguyn

Khng gian Unita CN

nh ngha 1.2.2. Gi s f, g l nhng hm tun hon ri rc trong

Chun ca phn t f c xc nh theo cng thc

||uj || =< uj , uj > =

Theo cng thc (1.9), t (1.12) suy ra

c0 + c1 WN1 + c2 WN2 ... + cN 1 WN

H trn c dng Ac = 0, trong : c = (c0 , c1 , ..., cN 1 )T v

Ma trn A l ma trn i xng nn c = (c0 , c1 , ..., cN 1 )T = 0, do

Chng minh. V h cc vect {uj } l c s trc chun trong khng gian

Ly tch ngoi hai v ca (1.14), ta c (1.13).

S ha bi Trung tm Hc liu - i hc Thi Nguyn

Bin i Fourier ri rc ca dy tun hon

Bin i tch phn Fourier ca hm f (t) L1 (R) thng c nh

cn bin i Fourier ngc c cho bi cng thc

Cc tch phn (1.15), (1.16) ni chung l khng th tnh c dng

l xp x tt ca tch phn (1.15). tnh gn ng tch phn (1.17) ta

S ha bi Trung tm Hc liu - i hc Thi Nguyn

Biu thc v phi ca (1.19) dn n bin i sau y

Cng thc (1.20) dn n bin i Fourier ri rc di y.

nh ngha bin i Fourier ri rc

Dng dy ca bin i Fourier ri rc.