Transform-Domain Representation of Discrete-Time Signals

Transform-Domain
Representation of
Discrete-Time Signals
• Three useful representations of discrete-
time sequences in the transform domain:
- Discrete-time Fourier Transform
- Discrete Fourier Transform
- z Transform
1
Copyright © 2001, S. K. Mitra
Discrete-Time Fourier
Transform
• Definition - The discrete-time Fourier
transform (DTFT) X (e jω ) of a sequence
x[n] is given by
∞
X ( e jω ) = ∑ x[ n ]e − jω n
n = −∞
• In general, X (e jω ) is a complex function
of the real variable ω and can be written as
X (e jω ) = X re (e jω ) + j X im (e jω )
2
Transform
• X re (e jω ) and X im (e jω ) are, respectively,
the real and imaginary parts of X (e jω ), and
are real functions of ω
• X (e jω ) can alternately be expressed as
X (e jω ) = X (e jω ) e jθ(ω)
where
θ(ω) = arg{ X (e jω )}
3
Transform
• X (e jω ) is called the magnitude function
• θ(ω) is called the phase function
• Both quantities are again real functions of ω
• In many applications, the DTFT is called
the Fourier spectrum
• Likewise, X (e jω ) and θ(ω) are called the
magnitude and phase spectra
4
Transform
• For a real sequence x[n], X (e jω ) and X re (e jω )
are even functions of ω, whereas,θ(ω)
and X im (e jω ) are odd functions of ω
• Note: X (e jω ) = X (e jω ) e jθ(ω+ 2 πk )
= X (e jω ) e jθ(ω)
for any integer k
• The phase function θ(ω) cannot be
uniquely specified for any DTFT
5
Transform
• Unless otherwise stated, we shall assume
that the phase function θ(ω) is restricted to
the following range of values:
− π ≤ θ(ω) < π
called the principal value
6
Transform
• The DTFTs of some sequences exhibit
discontinuities of 2π in their phase
responses
• An alternate type of phase function that is a
continuous function of ω is often used
• It is derived from the original phase
function by removing the discontinuities of
2π
7
Transform
• The process of removing the discontinuities
is called “unwrapping”
• The continuous phase function generated by
unwrapping is denoted as θc (ω)
• In some cases, discontinuities of π may be
present after unwrapping
8
Transform
• Example - The DTFT of the unit sample
sequence δ[n] is given by
∞
jω − jωn
∆(e ) = ∑ δ[n]e = δ[0] = 1
n = −∞
• Example - Consider the causal sequence
x[n] = α µ[n],
n
α <1
9
Transform
• Its DTFT is given by
∞ ∞
jω − jωn n − jωn
X (e ) = ∑ α µ[n]e n
= ∑α e
n = −∞ n =0
∞
= ∑ ( α e − jω ) n = 1
n =0 1−α e− jω
− jω
as α e = α <1
10
Transform
• The magnitude and phase of the DTFT
jω − jω
X (e ) = 1 /(1 − 0.5 e ) are shown below
0.6
2
0.4
Phase in radians
0.2
1.5
Magnitude
1 -0.2
-0.4
0.5
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
ω/π ω/π
11
Transform
• The DTFT X (e jω ) of a sequence x[n] is a
continuous function of ω
• It is also a periodic function of ω with a
period 2π:
∞
j ( ωo + 2 πk ) − j ( ωo + 2 πk ) n
X (e ) = ∑ x[n]e
n = −∞
∞ ∞
− jωo n − j 2 π k n − jωo n jωo
= ∑ x[n]e e = ∑ x[n]e = X (e )
n = −∞ n = −∞
12
Transform
• Therefore
∞
jω − jω n
X (e ) = ∑ x[n]e
n = −∞
represents the Fourier series representation
of the periodic function
• As a result, the Fourier coefficients x[n] can
jω
be computed from X (e ) using the Fourier
integral
1 π j ω j ωn
x[n] = ∫ X ( e )e dω
13
2π − π
Transform
• Inverse discrete-time Fourier transform:
1 π jω j ω n
x[n] = ∫ X (e )e dω
2π − π
• Proof:
1 π ∞ − j ωl  j ω n
x[n] = ∫  ∑ x[l]e  e dω
2π − π  l = −∞ 
14
Transform
• The order of integration and summation can
be interchanged if the summation inside the
jω
brackets converges uniformly, i.e. X (e )
exists
1 π ∞ − j ωl  j ω n
• Then ∫  ∑ x[l]e e dω
2π − π  l = −∞ 
∞  1 π jω( n −l )  ∞ sin π(n − l)
= ∑ x[l] ∫e  = ∑ x[l]
l = −∞  2π − π  l = −∞ π(n − l)
15
Transform
• Now sin π(n − l) 1, n = l
=
π( n − l ) 0, n ≠ l
= δ[n − l]
• Hence
∞ sin π(n − l) ∞
∑ x[l] = ∑ x[l]δ[n − l] = x[n]
l = −∞ π(n − l) l = −∞
16
Transform
• Convergence Condition - An infinite
series of the form
∞
jω − jω n
X (e ) = ∑ x[n]e
n = −∞
may or may not converge
• Let K
jω − jω n
X K (e ) = ∑ x[n]e
n=− K
17
Transform
• Then for uniform convergence of X (e jω ) ,
jω jω
lim X (e ) − X K (e ) = 0
K →∞
• Now, if x[n] is an absolutely summable

sequence, i.e., if
∞
∑ x[n] < ∞
n = −∞
18
Transform
• Then
∞ ∞
jω − j ωn
X (e ) = ∑ x[n]e ≤ ∑ x[n] < ∞
n = −∞ n = −∞
• for all values of ω

• Thus, the absolute summability of x[n] is a
sufficient condition for the existence of the
jω
DTFT X (e )
19
Transform
• Example - The sequence x[n] = α nµ[n] for
α < 1 is absolutely summable as
∞ ∞ 1
∑ α µ[n] = ∑ α = <∞
n n
n = −∞ n =0 1− α
jω
and its DTFT X (e ) therefore converges
− jω
to 1 /(1 − α e ) uniformly
20
Transform
• Since
∞ ∞ 2
2  
∑ x[n] ≤  ∑ x[n]  ,
n = −∞  n = −∞ 
an absolutely summable sequence has
always a finite energy
• However, a finite-energy sequence is not
necessarily absolutely summable
21
Transform
• Example - The sequence
 1 / n, n ≥ 1
x[n] = 
 0, n ≤ 0
has a finite energy equal to
∞ 1 2
  π 2
Ex = ∑   =
n =1 n  6
• But, x[n] is not absolutely summable
22
Transform
• To represent a finite energy sequence x[n]
that is not absolutely summable by a DTFT
jω
X (e ) , it is necessary to consider a mean-
jω
square convergence of X (e ):
π
jω jω 2
lim ∫ X (e ) − X K (e ) dω = 0
K →∞ − π
where K
jω − jω n
X K (e ) = ∑ x[n] e
23 n=− K
Transform
• Here, the total energy of the error
X ( e jω ) − X K ( e j ω )
must approach zero at each value of ω as K
goes to ∞
• In such a case, the absolute value of the
jω jω
error X (e ) − X K (e ) may not go to
zero as K goes to ∞ and the DTFT is no
longer bounded
24
Transform
• Example - Consider the DTFT
jω 1, 0 ≤ ω ≤ ωc
H LP (e ) = 
0, ωc < ω ≤ π
shown below
H LP (e jω )
1
ω
− π − ωc 0 ωc π
25
Transform
• The inverse DTFT of H LP (e jω ) is given by
1 ωc jω n
hLP [n] = ∫ e dω
2π −ωc
1  e jωc n e − jωc n  sin ωc n
=  −  = , −∞ < n <∞
2π  jn jn  πn
• The energy of hLP [n] is given by ωc / π
• hLP [n] is a finite-energy sequence,
26 but it is not absolutely summable
Transform
• As a result
K
− jω n
K sin ωc n − jω n
∑ hLP [n] e = ∑ e
n=− K n= − K
π n
does not uniformly converge to H LP (e jω )

jω
for all values of ω, but converges to H LP (e )
in the mean-square sense
27
Transform
• The mean-square convergence property of
the sequence hLP [n] can be further
illustrated by examining the plot of the
function
K sin ω n
jω − jω n
H LP , K (e ) = ∑ c e
n= − K
πn
for various values of K as shown next
28
Transform
N = 10 N = 20
1 1
0.8 0.8
Amplitude
Amplitude
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
ω/π ω/π
N = 30 N = 40
1 1
0.8 0.8
Amplitude
Amplitude
0.6 0.6
0.4 0.4
0.2 0.2
0 0
29 0 0.2 0.4
0 0.2 0.4 0.6 0.8 1 Copyright ©0.62001, S.0.8K. Mitra1
ω/π ω/π
Transform
• As can be seen from these plots, independent
of the value of K there are ripples in the plot
jω
of H LP , K (e ) around both sides of the
point ω = ωc
• The number of ripples increases as K
increases with the height of the largest ripple
remaining the same for all values of K
30
Transform
• As K goes to infinity, the condition
π
jω jω 2
lim ∫ H LP (e ) − H LP , K (e ) dω = 0
K →∞ − π
jω
holds indicating the convergence of H LP , K (e )
jω
to H LP (e )
jω
• The oscillatory behavior of H LP , K (e )
jω
approximating H LP (e ) in the mean-
square sense at a point of discontinuity is
known as the Gibbs phenomenon
31
Transform
• The DTFT can also be defined for a certain
class of sequences which are neither
absolutely summable nor square summable
• Examples of such sequences are the unit
step sequence µ[n], the sinusoidal sequence
cos(ωo n + φ) and the exponential sequence Aα n
• For this type of sequences, a DTFT
representation is possible using the Dirac
delta function δ(ω)
32
Transform
• A Dirac delta function δ(ω) is a function of
ω with infinite height, zero width, and unit
area
• It is the limiting form of a unit area pulse
function p∆ (ω) as ∆ goes to zero satisfying
p∆ (ω )
∞ ∞ 1
lim ∫ p∆ (ω)dω = ∫ δ(ω)dω ∆
∆ →0 − ∞ −∞
ω
33 −∆ 0 ∆
2 2
Transform
• Example - Consider the complex exponential
sequence
jωo n
x[n] = e
• Its DTFT is given by
∞
jω
X (e ) = ∑ 2πδ(ω − ωo + 2π k)
k = −∞
where δ(ω) is an impulse function of ω and
34 − π ≤ ωo ≤ π
Transform
• The function
∞
X (e jω ) = ∑ 2πδ(ω − ωo + 2π k)
k = −∞
is a periodic function of ω with a period 2π
and is called a periodic impulse train
jω
• To verify that X ( e ) given above is
jωo n
indeed the DTFT of x[n] = e we
jω
compute the inverse DTFT of X ( e )
35
Transform
• Thus
1 π ∞ j ωn
x[n] = ∫ ∑ 2πδ(ω − ωo + 2π k)e dω
2π − π k = −∞
π
= ∫ δ(ω − ωo )e jωn dω = e jωon
−π
where we have used the sampling property
of the impulse function δ(ω)
36
Commonly Used DTFT Pairs
Sequence DTFT
δ[n] ↔ 1
∞
1 ↔ ∑ 2πδ(ω + 2π k)
k = −∞
∞
jωo n
e ↔ ∑ 2πδ(ω − ωo + 2π k)
k = −∞
1 ∞
µ[n] ↔ − jω
+ ∑ π δ(ω + 2π k)
1− e k = −∞
1
µ[n], ( α < 1) ↔ − jω
37 1− α e Copyright © 2001, S. K. Mitra
DTFT Properties
• There are a number of important properties
of the DTFT that are useful in signal
processing applications
• These are listed here without proof
• Their proofs are quite straightforward
• We illustrate the applications of some of the
DTFT properties
38
Table 3.2:General Properties of
DTFT
39
Table 3.3: DTFT Properties:
Symmetry Relations
40 x[n]: A complex sequence

Table 3.4: DTFT Properties:
Symmetry Relations
41 x[n]: A real sequence


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Transform-Domain

• Now, if x[n] is an absolutely summable

• for all values of ω

does not uniformly converge to H LP (e jω )

40 x[n]: A complex sequence

41 x[n]: A real sequence

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