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DTFT

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Forward DTFT: The DTFT is a transformation that maps Discrete-time (DT) signal x[n] into a complex valued

function of the real variable w , namely:

X ( w) = x[ n]e jwn , w

(4.1)

n =

Note n is a discrete-time instant, but w represent the continuous real-valued frequency as in the

continuous Fourier transform. This is also known as the analysis equation.

In general X ( w) C

X ( w) =| X ( w) | .e jX ( w)

| X ( w) |: Magnitude Spectrum

(4.2)

(4.3)

The magnitude spectrum is almost all the time expressed in decibels (dB):

| X ( w ) |dB = 20 . log 10 | X ( w ) |

(4.4)

Inverse DTFT: Let X (w) be the DTFT of x[n]. Then its inverse is inverse Fourier integral of X (w) in the

interval { , ).

1

jwn

x[ n] =

(4.5)

X ( w)e dw

2

This is also called the synthesis equation.

4.1

X ( w)e

jwn

dw = { x[ k ]e

k =

jwk

}e

jwn

k =

k =

Note that since x[n] can be recovered uniquely from its DTFT, they form Fourier Pair: x[ n] X ( w).

Convergence of DTFT: In order DTFT to exist, the series x[ n]e jwn must converge. In other words:

n=

n =M

(4.6)

Absolutely summable signals: x[n] is absolutely summable iff | x[ n] | < . In this case, X (w) always

n=

exists because:

n =

n =

n =

(4.7)

Energy signals: Remember x[n] is an energy signal iff E x | x[n ] | 2 < . We can show that X M (w)

n =

Lim | X ( w) X M ( w) | 2 dw = 0

M

(4.8)

Note that mean-square sense convergence is weaker than the uniform (always) convergence of (4.7).

Power signals: x[n] is a power signal iff

N

1

2

Px = Lim

| x[ n] | <

N 2 N + 1 n = N

In this case, x[n] with a finite power is expected to have infinite energy. But X M (w) may still converge

to X (w) and have DTFT.

Examples with DTFT are: periodic signals and unit step-functions.

4.2

n =

n =

(4.9)

(4.10)

n =

Example 4.2 Find the DTFT of an arbitrary finite duration discrete pulse signal in the interval: N 1 < N 2 :

N2

x[ n] = c k [n k ]

k = N1

N2

N2

N2

k = N1

n =

k = N1

n= k = N1

(4.11)

Example 4.3 Find the DTFT of an exponential sequence: x[ n] = a n u[ n ] where | a |< 1 . It is not difficult to see

that this signal is absolutely summable and the DTFT must exist.

1

X ( w ) = a n .u[ n ]e jwn = a n .e jwn = ( ae jw ) n =

(4.12)

n =

n =0

n =0

1 ae jw

Observe the plot of the magnitude spectrum for DTFT and X M (w) for: a = 0.8 and M = {2,5,10,20 , = DTFT}

4.3

For small M , the approximation of a pulse by a finite harmonics have significant overshoots and

undershoots. But it gets smaller as the number of terms in the summation increases.

Example 4.5 Ideal Low-Pass Filter (LPF). Consider a frequency response defined by a DTFT with a form:

1 | w |< w C

X ( w) =

(4.13)

0 w C < w <

4.4

Here any signal with frequency components smaller than wC will be untouched, whereas all other frequencies

will be forced to zero. Hence, a discrete-time continuous frequency ideal LPF configuration.

wC

w n

1 wC jwn

x[ n] =

Sinc( C )

e dw =

2 wC

(4.14)

sin( x)

where Sinc( x ) =

. The spectrum and its inverse transform for wC = / 2 has been depicted above.

x

4.3.1 Real and Imaginary Parts:

x[ n] = x R [ n] + jx I [ n]

4.3.2 Even and Odd Parts:

x[ n] = x ev [n ] + x odd [ n]

X ( w ) = X R ( w) + jX I ( w )

(4.15)

X ( w ) = X ev ( w ) + X odd ( w)

(4.16a)

*

x ev [ n] = 1 / 2.{x[n ] + x * [ n ]} = x ev

[ n ]

X ev ( w ) = 1 / 2 .{ X ( w ) + X * [ w ]} = X

*

ev

[ w]

*

*

x odd [ n ] = 1 / 2 .{x[ n ] x * [ n]} = x odd

[ n] X odd ( w ) = 1 / 2 .{X ( w) X * ( w)} = X odd

( w)

4.3.3 Real and Imaginary Signals:

If x[n] then X ( w) = X * ( ); even symmetry and it implies:

4.5

(4.16b)

(4.16c)

| X ( w) =| X ( w) |; X ( w) = X ( w)

X R ( w ) = X R ( w ); X I ( w) = X I ( w)

(4.17a)

(4.17b)

4.3.4 Linearity:

a. Zero-in zero-out and

b. Superposition principle applies: A.x[n ] + B. y[n ]

4.3.5 Time-Shift (Delay) Property:

x[ n D ] e jwD . X ( w )

4.3.6 Frequency-Shift (Modulation) Property:

X [ w wC ] e jwC n .x[ n]

A.X ( w) + B. X ( w)

(4.18)

(4.19)

(4.20)

y[ n] = K 0 .x[ n] + K 1 .x[ n 1]

H ( jw ) = Y ( w) / X ( w) = K 0 + K 1 .e jw

x[ n] * h[ n ]

(4.21)

X ( w).H ( w)

x[ n]. y[ n]

1

X ( ).Y ( w ) d

2

(4.22)

j.

dX ( w)

n.x[ n ]

dw

(4.23)

4.6

1

2

| x[ n ] | =

| X ( w) | dw

n=

2

(4.24)

x[ n ]. y * [n ] =

n=

1

*

X ( w).Y ( w)dw

2

(4.25)

Example 4.7 Find the DTFT of a generic discrete-time periodic sequence x[n].

Let us write the Fourier series expansion of a generic periodic signal:

N 1

2

x[ n] = a k e jkw0n where w0 =

k =0

N

N 1

N 1

N 1

k =0

k =0

k =0

(4.26)

Therefore, DTFT of a periodic sequence is a set of delta functions placed at multiples of kw 0 with heights a k .

y[ n] = x[ n] * h[n ] where h[n] is the discrete time impulse response of the system.

H ( w) = h[ n].e jwn , w

(4.27)

n =

4.7

If the LTI system is stable then h[n] must be absolutely summable and DTFT exists and is continuous.

We can recover h[n] from the inverse DTFT:

h[ n] = IDTFT{H ( w)} =

1

jwn

H ( w).e dw

2

(4.28)

Example 4.8 Let

1

1

h[ n] = ( ) n .u[n ] and x[ n] = ( ) n .u[ n ]

2

3

Let us find the output from this system.

1. Via Convolution:

1

1

y[ n] = x[ n] * h[ n ] = ( ) k .u[k ].( ) n k .u[n k ] Not so easy.

k = 3

2

2. Via Fast Convolution or DFTF from Example 4.3 or Equation(4.12):

1

1

H ( w) =

and X ( w) =

1

1

1 e jw

1 e jw

2

3

1

3

2

Y ( w) = X ( w).H ( w) =

=

1

1

1

1

(1 e jw ).(1 e jw ) 1 e jw 1 e jw

3

2

2

3

and the inverse DTFT will result in:

1

1

y[ n] = 3( ) n .u[ n] 2 ( ) n .u[ n]

2

3

Example 4.9 Causal moving average system:

1 M 1

y[ n] =

x[ n k ]

M k =0

If the input were a unit-impulse: x[ n] = [ n] then the output would be the discrete-time impulse response:

4.8

1 M 1

1 / M 0 n < M

1

= (u[ n] n[n M ])

[n k ] =

M k= 0

Otherwise M

0

The frequency response:

1 M 1 jwn 1 e jwM 1 1 e jwM / 2 e jwM / 2 e jwM / 2 1 jw ( M 1) / 2 sin( wM / 2)

H ( w) =

=

=

= .e

.

e

M n=0

M e jw 1 M e jw / 2 e jw / 2 e jw / 2

M

sin( w / 2)

h[ n] =

For M=6 we plot the magnitude and the phase response of this system:

Notes:

1. Magnitude response Zeros at w =

2k

M

where

sin( wM / 2 )

=0

sin( w / w)

3. Phase response with a negative slope of ( M 1) / 2

sin( wM / 2)

2k

4. Jumps of at w =

where

changes its sign.

M

sin( w / w)

4.9

Signal

DTFT

[n]

2 . ( w)

e jwC n

2 . ( w wC )

N 1

jkw n

a k .e C

k =0

with

a n .u[n ]; | n |< 1

NwC = 2

N 1

2 .a k . ( w kwC )

k =0

1

1 a.e jw

a | n| .; | n |< 1

1 a2

1 2 a. cos w + a 2

a.e jw

(1 a.e jw ) 2

rect [

n

]

N

sin wC n

n

sin[ w( N + 1 / 2)]

sin[ w / 2]

rect [ w / 2 w C ]

4.10

1. Linearity

A.x1 [n ] + B.x 2 [ n]

A. X 1 ( w) + B.X 2 ( w)

2. Time-Shift (Delay)

x[n N ]

e jwN . X ( w )

3. Frequency-Shift

x[ n].e jwC n

X (w wC )

4. Linear Convolution

x[ n] * h[ n]

X ( w).H ( w)

5. Modulation

x[n ]. p[ n ]

1

2

6. Periodic Signals

x[ n] = x[ n + N ]

X ( ). H ( w )d

< 2 >

2 .a k . ( w kwC )

k =

wC =

2

N

ak =

1

jkw n

x[n ].e C

N <N >

Example 4.10 Response of an LTI system with H ( w) = DTFT{h[n ]} : Given x[ n] = e jwn ; a complex harmonic.

y[ n] = h[ k ].x[n k ] = h[ k ].e jw ( n k ) ={ h[ k ].e jwk }.e jwn = H ( w). x[ n]

k

(4.29)

Note that this is the ONLY time frequency-domain variable w and the time-domain variable n appear on the

same side of the equation. In all other cases, we have time domain variable in the time-domain and vice

versa. In calculus jargon, e jwn acts as the Eigenvector of the system.

4.11

4.5.1 Ideal Low-Pass and High-Pass Filters

if | w |< wC

1

H LP ( w) =

0 if w C <| w |<

h LP [ n ] =

if | w |< w C

0

H HP ( w ) =

1 if wC <| w |<

wC

w n

.Sinc( C )

h HP [ n ] = [n ] h LP [ n] = [ n ]

(4.30a-d)

wC

w n

.Sinc( C )

1 if | w wC |< B / 2

H BP ( w) =

0 elsewhere in ( , )

h BP [ n ] = 2 . cos( w C n ). h LP [ n ]

wC = B / 2

0 if | w wC |< B / 2

H BS ( w) =

1 elsewhere in ( , )

(4.31a-d)

h BS [ n ] = [n ] h BP [n ] = [ n] 2 . cos(wC n).hLP [n ] w

C =B /2

4.12

They form benchmark for implementable real-life filters.

Consider an integer system, for which the input-output relationship is given by:

y[ n] = x[ n k ], k Integer

The frequency response is computed:

Y ( w)

Y ( w) = e jwk . X ( w) H ( w)

= e jwk

X ( w)

The phase response of this system:

H ( w) = wk

is a linear function of the frequency variable w.

Phase delay PH is defined by:

H ( w)

PH

w

For integer systems, this simplifies to:

H ( w)

=k

w

(4.32a)

(4.32b)

(4.33)

(4.34)

d H ( w)

G

(4.35)

dw

It is useful for dealing with narrow-band input signal x[n] is centered around a carrier frequency w0 .

x[ n] = s[ n].e jw0 n

where s[n] is a slowly-varying envelope. Typical digital communication task, as shown below.

4.13

y[ n] | H ( w 0 ) | .s[ n G ( w)].e jw0 [ n PH ( w0 )]

(4.36)

It is easy to see that the phase delay PH contributes a phase shift to the carrier e jw 0 n , whereas the group

delay G causes a delay to the envelope s[n].

4.14

When a system is a pure delay; i.e., its magnitude response is unity for all w and the phase is a linear

function of the delay .

| H ( w) |= 1 PH ( w) = G ( w) = 1

(4.37)

If the phase is linear but the magnitude may depend on w , then the system is labeled as a linear Phase

system:

H ( w) =| H ( w ) | .e j H ( w)

(4.38a)

where

H ( w) = w

(4.38b)

where the phase is a linear function of w with a slope .

4.15

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