L7 - DT Fourier Transform

Introduction Derivation Discrete-Time Fourier Transform DTFT for Periodic Signals Discrete Fourier Transform Summary of Fourier Representations
Contents
1 Introduction 4 DTFT for Periodic Signals

Motivation 5 Discrete Fourier Transform
2 Derivation Motivation
Periodic Extension Approach Derivation
Analysis Equation Definition and Notation
Synthesis Equation Relationship between the DTFT
3 Discrete-Time Fourier and the DFT
Transform Picket Fence Effect and Zero
Definition Padding
Existence of the DTFT Fast Fourier Transform (FFT)
S. A. Dorado-Rojas DT Fourier Transform

Motivation
Discrete-Time Fourier Series (DTFS) allowed a periodic signal with a period of N samples to be
reconstructed using N harmonically related exponential basis functions
X 2π 1 X 2π
x [n] = c̄k e jk N n c̄k = x [n] e −jk N n
N
k=<N> n=<N>
However, not all signals of practical interest are periodic. Therefore, we will develop a
frequency-domain representation for both periodic and aperiodic signals that is known as the
Discrete-Time Fourier Transform (DTFT)
1/ 42
Derivation of the DTFT

Main idea: view an aperiodic DT signal as a limit case of a DT periodic signal whose period tends to be
infinitely large. Then, the EFS of the periodic signal will become the DTFT of the aperiodic signal in the
limit
Consider a non-periodic DT signal x [n] as shown in Figure 1
Figure: A DT aperiodic signal x [n] [Alkin, 2014]

Furthermore, assume that x [n] is finite-length and that its significant samples are confined into the range
−M ≤ n ≤ M so that
x [n] = 0 n ≥ M and n ≤ −M
2/ 42

Now, we construct a periodic extension of x [n] taking x [n] as one period in the range
−M ≤ n ≤ M. The fundamental period of this new signal is selected as 2M + 1
X∞
x̃ [n] = · · · + x [n + (2M + 1)] +x [n] + x [n − (2M + 1)] + . . . = x [n + k (2M + 1)] (1)
| {z } | {z }
k=−∞
left-shifted versions right-shifted versions
of x [n] of x [n]
Figure: Periodic extension x̃ [n] of x [n] [Alkin, 2014]

3/ 42
Since x̃ [n] is periodic, we can express it using its DTFS. Therefore, we have
X 2π 1 X 2π
x̃ [n] = c̄k e jk 2M+1 n c̄k = x̃ [n] e −jk 2M+1 n
2M + 1
k=<2M+1> n=<2M+1>
Note that we must choose an interval comprising one period of x̃ [n]. We select the range from
−M to M containing 2M + 1 samples. Then,
M M
X 2π 1 X 2π
x̃ [n] = c̄k e jk 2M+1 n c̄k = x̃ [n] e −jk 2M+1 n
2M + 1
k=−M n=−M
4/ 42
We can replace x̃ [n] by x [n] in the analysis equation because n is restricted to the range
−M ≤ n ≤ M. Moreover, as we increase M, the signal x̃ [n] would start to resemble x [n] more
and more. However, the magnitude of c̄k would decrease proportionally because of the factor
2M + 1.
With all these remarks, we can construct the following expression by multiplying both sides of
the analysis equation by 2M + 1
M
2π
X
(2M + 1) c̄k = x [n] e −jk 2M+1 n
n=−M
5/ 42
At this point, we must analyze the parameter of angular frequency Ω0 that is written as
2π
Ω0 =
2M + 1
The DTFS synthesis and analysis equation for x̃ [n] consequently become
M
X M
X
x̃ [n] = c̄k e jkΩ0 n (2M + 1) c̄k = x [n] e −jkΩ0 n
k=−M n=−M
6/ 42
Derivation of the DTFT - Analysis Eqation

Since −M ≤ k ≤ M, we have that the following are the angular frequency parameters in the DTFS sum are
given by
−MΩ0 , . . . , −Ω0 , |{z}

0 , Ω0 , . . . , MΩ0
| {z } |{z} |{z} | {z }
k=−M k=−1 k=0 k=1 k=M

2M 2 2 2M
− π, . . . , − π. . . . , π , 0 ,− π
2M + 1 2M + 1 2M + 1 M +1
2π

As M → ∞, we get that 2M/(2M + 1) → 1 and kΩ0 = k 2M+1 → Ω becomes a continuous variable.
Therefore,
−π ≤ Ω ≤ π
Lastly, by defining X (Ω) = (2M + 1) c̄k , we obtain the following relationship that is known as the
analysis equation of the DTFT
∞
X
X (Ω) = x [n] e −jΩn
n=−∞
7/ 42
Derivation of the DTFT - Synthesis Eqation

To derive the synthesis equation, we will take the limit as M → ∞ of x̃ [n]
M
X 2π
x [n] = lim x̃ [n] = lim c̄k e jk 2M+1 n
M→∞ M→∞
k=−M
We will multiply and divide the right-hand side of the last equation by 2π. Hence,
M
1 X 2π
x [n] = lim x̃ [n] = lim 2π c̄k e jk 2M+1 n
M→∞ M→∞ 2π
k=−M
Note now that, as M → ∞

I c̄k = 1
2M+1
X (Ω) and k → ±∞
∞
1 X 2π 2π
x [n] = lim x̃ [n] ≈ lim X (Ω) e jk 2M+1 n
M→∞ 2π M→∞ 2M + 1
k=−∞ | {z }
c̄k
8/ 42
∞
1 X 2π 2π
x [n] = lim x̃ [n] ≈ lim X (Ω) e jk 2M+1 n
M→∞ 2π M→∞ 2M + 1
k=−∞ | {z }
c̄k
I 2π
2M+1
= Ω0 → ∆Ω
∞
1 X 2π
x [n] = lim x̃ [n] ≈ (∆Ω)X (Ω) lim e jk 2M+1 n
M→∞ 2π M→∞
k=−∞
2π

I Since k → ±∞, the quantity kΩ0 = k becomes a continuous variable Ω
2M+1
∞
1 X
x [n] = lim x̃ [n] ≈ X (Ω) e jΩn ∆Ω
M→∞ 2π
k=−∞
9/ 42
∞
1 X
x [n] = lim x̃ [n] ≈ X (Ω) e jΩn ∆Ω
M→∞ 2π
k=−∞
I As we have seen before, Ω ranges from −π to π. Moreover, taking the limit as M → ∞ transforms
∆Ω into dΩ and the sum becomes an integral. Thus,
1 π
Z
x [n] = X (Ω) e jΩn dΩ
2π −π
This integral shows that x [n] can be reconstructed by a continuous sum of complex exponentials at
harmonic frequencies that are infinitesimaly close to each other. This is the synthesis equation of the
DTFT
10/ 42
Definition of the DTFT
Discrete-Time Fourier Transform (DTFT)

The DT Fourier Transform (DTFT) of a (not necessarily periodic) discrete-time signal is a
continuous representation of x [n] in the frequency domain. It is computed through the analysis
equation
∞
X
X (Ω) := x [n] e −jΩn (2)
n=−∞
The synthesis equation, or Inverse DTFT, allows to reconstruct the time-domain representation
from X (Ω)
Z π Z
1 1
x [n] = X (Ω) e jΩn dΩ = X (Ω) e jΩn dΩ (3)
2π −π 2π <2π>
11/ 42
Notation
The following short-hand notation is used frequently for the analysis equation

X (Ω) = X e jΩ = F {x [n]} (4)
For the synthesis or inverse DTFT, we have
x [n] = F −1 {X (Ω)}
As happens with the CTFT, we sometimes use the more compact notation
F
x [n] ↔ X (Ω)

F
x [n] ↔ X e jΩ
(Nice to know :]) The use of the notation X e jΩ is as common as X (Ω) in the DTFT. The latter form

emphasizes that X e jΩ is generally an irrational function of Ω. This will become clearer after studying Z

Transform
12/ 42
Notation

Note that we use Ω for the DTFT, and we reserve the variable ω for the CTFT. Do not
mix up both variables!

I X (Ω) is a continuous periodic representation with fundamental period 2π. X (jω) is, in
general, non-periodic. Therefore, Ω and ω represent two different phenomena in the
frequency domain
13/ 42
Existence of the DTFT

Existence of the DTFT
A sufficient condition for the convergence of the analysis equation
∞
X
n=−∞
is that the signal x [n] must be absolutely summable

∞
X
|x [n]| < ∞
n=−∞
Alternatively, if the signal x [n] is an energy signal (i.e., square-summable), its DTFT will always
exist
∞
2
X
|x [n]| < ∞
n=−∞ 14/ 42
DTFT for Periodic Signals
In general, a periodic signal is not absolutely summable. However, we can compute a DTFT for
such sequences if we allow singularity functions to appear in the transform.
Consider a periodic signal x [n] with period N samples. Its frequency domain representation is
given by its DTFS coefficients c̄k as
N−1
2π
X
x [n] = c̄k e jk N n
k=0
2π
Since Ω0 = N , we have
N−1
X
x [n] = c̄k e jkΩ0 n
k=0
15/ 42

Now, we will find the DTFT of the periodic signal x [n] by direct application of the DTFT analysis
equation
∞
X
n=−∞
∞ N−1
!
X X
= c̄k e jkΩ0 n
e −jΩn
n=−∞ k=0
We interchange the order of the two summations to obtain

∞
N−1
!
X X
X (Ω) = c̄k e jkΩ0 n e −jΩn
k=0 n=−∞
∞
N−1
!
X X
jkΩ0 n −jΩn
= c̄k e e
k=0 n=−∞
16/ 42
∞
N−1
!
X X
jkΩ0 n −jΩn
X (Ω) = c̄k e e
k=0 n=−∞
| {z }
F {e jkΩ0 n }
The inner summation corresponds to the DTFT of the complex exponential e jkΩ0 n , which is found
to be
∞
X
F e jkΩ0 n = 2π

δ (Ω − kΩ0 − 2πm)
m=−∞
Correspondingly,
N−1
X ∞
X
X (Ω) = 2π c̄k δ (Ω − kΩ0 − 2πm)
k=0 m=−∞
17/ 42

The DTFT for a periodic signal x [n] with a period of N samples is obtained by converting each
DTFS coefficient c̄k to an impulse with area equal to 2π c̄k and placing it at the angular
frequency Ω = kΩ0
N−1
X ∞
X
X (Ω) = 2π c̄k δ (Ω − kΩ0 − 2πm) (5)
k=0 m=−∞
18/ 42

N−1
X ∞
X
X (Ω) = 2π c̄k δ (Ω − kΩ0 − 2πm)
k=0 m=−∞
The structure of the last equation is not as simple as we would like. To simplify it, recall that
X (Ω) is periodic with period 2π. Therefore, we can select a set of N coefficients within this
interval. We do so by choosing m = 0. In this case, we define
N−1
X
X̄ (Ω) = 2π c̄k δ (Ω − kΩ0 ) (6)
k=0
where X̄ (Ω) is the transform in the period 0 ≤ Ω < 2π. Thus,

∞
X
X (Ω) = X̄ (Ω − 2πm) (7)
m=−∞
19/ 42
Figure: Computation of the DTFT of a periodic DT signal by means of its DTFS coefficients
[Alkin, 2014]
20/ 42
Motivation
DTFT DTFS
DT aperiodic and
applies to DT periodic signals
periodic signals
continuous and
nature discrete and N-periodic
2π-periodic
number of
infinite finite (N elements)
elements
21/ 42
Motivation
The result of the DTFT of a DT signal is a continuous signal X (Ω) which is a 2π-periodic
function of the frequency Ω
I Storing the DTFT representation of a DT signal of a computer is impossible because of the
continuous nature of Ω
The DTFS representation of a periodic signal x [n] contains has N different coefficients c̃k . This is
suitable for computer implementation, but it only works for periodic signals

For the analysis of discrete-time aperiodic signals, it is convenient to have a Fourier
transform that is also discrete. This can be accomplished by virtue of the Discrete
Fourier Transform (DFT) as long as the signal under consideration has a finite number
of relevant samples

22/ 42
Derivation of the DFT
Let x [n] be an aperiodic signal with N relevant samples (N length) arranged in the interval
0 ≤ n ≤ N − 1. Hence,
x [n] = 0 n < 0 and n ≥ N

Consider x [n] as one period of a periodic signal x̃ [n] which is a periodic extension of x [n]
x̃ [n] = · · · + x [n + N] + x [n] + x [n − N] + . . .
X ∞
= x [n − mN]
m=−∞
23/ 42
x̃ [n] = · · · + x [n + N] + x [n] + x [n − N] + . . .
X ∞
= x [n − mN]
m=−∞
Since x̃ [n] is periodic, we can compute its DTFS coefficients c̃k by
1 X 2π
c̃k = x̃ [n] e −jk N n
N
n=<N>
and we write
DTFS
x̃ [n] ←→ c̃k
Nevertheless, if we select the period 0 ≤ n ≤ N − 1, x̃ [n] = x [n] and we get
N−1
1 X 2π
c̃k = x [n] e −jk N n
N n=0
24/ 42
N−1
1 X 2π
c̃k = x [n] e −jk N n
N n=0
The DTFS coefficients c̃k can be understood as a periodic signal with period N. Correspondingly,
we extract one period of these coefficients
ck = c̃k k = 0, . . . , N − 1
| {z }
one period
Notice that the signal x [n] is represented by the set of coefficients ck which has N elements
N−1
2π
X
x [n] = ck e jk N n
k=0
25/ 42
N−1
2π
X
x [n] = ck e jk N n
k=0
Moreover, we can bring this result into a transform-like form if we define
X [k] := Nck
we get
N−1
2π
X
X [k] = x [n] e −jk N n
n=0
N−1
1 X 2π
x [n] = X [k] e jk N n
N
k=0
26/ 42
Definition - Discrete Fourier Transform (DFT)
Discrete Fourier Transform (DFT)

The Discrete Fourier Transform (DFT) of an N-length signal x [n] is a frequency-domain
representation of x [n] defined as
N−1
2πk
x [n] e −j ( )n k = 0, . . . , N − 1
X
X [k] := N (8)
n=0
The inverse DFT enables us to compute x [n] from its DFT representation through
N−1
1 X 2πk
x [n] = X [k] e j ( N )n n = 0, . . . , N − 1 (9)
N
k=0
27/ 42
Notation
The short-hand notation for the DFT is
X [k] = DFT {x [n]}

x [n] = DFT−1 {X [k]}
Alternatively, we can represent the relationship between x [n] and X [k] as
DFT
x [n] ←→ X [k]
28/ 42
DTFT and DFT
Consider an N-length aperiodic signal x [n] defined in the interval 0 ≤ n ≤ N − 1. Its DTFT is
given by
∞
X N−1
X
X (Ω) = x [n] e −jΩn = x [n] e −jΩn
n=−∞ n=0
This expression looks similar to that of the DFT of x [n] which is

N−1
2πk
x [n] e −j ( )n
X
X [k] = N
n=0
29/ 42
DTFT and DFT

N−1 N−1
2π
X X
X (Ω) = x [n] e −jΩn X [k] = x [n] e −jk N n
n=0 n=0
Note that. In fact, if we define

2πk
Ωk :=
N
we get
N−1
X N−1
X
X (Ω) = x [n] e −jΩn X [k] = x [n] e −jΩk n
n=0 n=0

For an N-length signal x [n], we can obtain the DFT X [k] by sampling the DTFT X (Ω) at
uniformly spaced frequencies Ω = Ωk = 2πk/N where k = 0, . . . , N − 1 [Sadiku, 2015]

30/ 42
DTFT and DFT
DTFT and DFT

The DFT of an N-length signal is equal to its DTFT evaluated at N angular frequencies equally
spaced in the interval [0, 2π)
Ω
z }|k {
N−1
2πk
−j n
N
X
X [k] = X (Ωk ) = x [n] e (10)
n=0
I DTFT → the transform is computed at every value of Ω in the range 0 ≤ Ω ≤ 2π
I DFT → the transform is computed only at frequencies that are an integer multiple of 2π/N
31/ 42
Picket Fence Effect
The DFT can be understood as a sampled version of the DTFT. Moreover, the DFT can be
understood as to looking at the DTFT placed behind a picket fence with N equally spaced openings
32/ 42
Picket Fence Effect
Example 7.1
Consider the signal
x [n] = u [n] − u [n − 10]
Its DTFT is given by
∞
X sin (5Ω) −j4.5Ω
X (Ω) = (u [n] − u [n − 10]) e −jΩn = e
n=−∞
sin (0.5Ω)
and its DFT is found as

9
X 2π 1 − e −j2πk
X [k] = (u [n] − u [n − 10]) e −jk 10 n =
n=0
1 − e −j2πk/10
33/ 42
Picket Fence Effect
Figure: Example of the picket fence effect [Alkin, 2014]

34/ 42
Zero-Padding
Sometimes we want to have more detail of the DTFT in the DFT (for instance, at which
frequencies the magnitude spectrum shows local minima)
Then, we would like to have more openings in the picket fence behind which we are looking at
the DTFT. This can be done by zero-padding the original signal
35/ 42
Zero-Padding
Zero-Padding
Zero-padding is the process of extending an N-length signal by adding M zero-amplitude samples before
computing its DFT
(
x [n] n = 0, . . . , N − 1
q [n] = (11)
0 n = N, . . . , N + M − 1
The DFT of the extended signal q [n] becomes
N+M−1 N−1
X 2π X 2π
Q [k] = q [n] e −jk N+M n = x [n] e −jk N+M n (12)
n=0 n=0
The relationship between the DTFT of x [n] and the DFT of q [n] is
Q [k] = |X (Ω)|Ω= 2πk (13)

N+M
36/ 42
Zero-Padding Example
Figure: Effect of the zero-padded version q [n] of x [n] with M = 10 samples [Alkin, 2014]
37/ 42
Fast Fourier Transform (FFT)

The DFT analysis and synthesis equations of a signal x [n] with N samples is given by
N−1
X 2π n
X [k] = x [n] e −jk N
n=0
N−1
1 X 2π
x [n] = X [k] e jk N n
N
k=0
I To compute X [k] for any k, we require N multiplications and N − 1 additions
I Therefore, to calculate X [k] for k = 0, 1, . . . , N − 1, we require N 2 multiplications and N (N − 1)

additions
The Fast Fourier Transform (FFT) is an algorithm that reduces the number of computations required in
computing the DFT [Sadiku, 2015]. The number of complex multiplications required by an FFT algorithm is

N
round log2 N
2
38/ 42
Comparison between DFT and FFT
Table: Number of multiplications required in DFT and FFT [Sadiku, 2015]
m N = 2m DFT (N 2 ) FFT (round N2 log2 N)

1 2 4 1
2 4 16 4
3 8 64 12
4 16 256 32
5 32 1024 80
6 64 4096 192
7 128 16384 448
8 256 65536 1024
9 512 261144 2304
10 1024 1048776 5120
39/ 42
Summary of Fourier Representations (CT)
Continuous-Time
CTFS CTFT
Type of Signal Continuous and periodic Continuous, periodic and aperiodic
Analysis R∞
c̄k = T1 <T > x (t) e −jkω0 t dt X (jω) = −∞ x (t) e −jωt dt
R
Equation
Frequency-
domain Discrete and generally aperiodic Continuous and generally aperiodic
representation
40/ 42
Summary of Fourier Representations (DT)
Discrete-Time
DTFS DTFT DFT*
Discrete, periodic and Discrete, periodic** and
Type of Signal Discrete and periodic
aperiodic aperiodic of finite-length
X [k] =
Analysis c̄k = X (Ω) = PN−1 2π kn
1
P −jk 2π n P∞ −jΩn n=0 x [n] e −j N k=
Equation N n=<N> x [n] e
N
n=−∞ x [n] e
0, . . . , N − 1
Frequency-
domain Discrete and periodic with Continuous and periodic
Discrete and periodic
representa- period N with period 2π
tion
* The fast Fourier Transform (FFT) is not a transform itself! It is an algorithm to compute a DFT
** In this case, the DFT corresponds to one period of the DTFS coefficients of the DT periodic signal.
Hence, a DFT algorithm can be used to compute DTFS coefficients for any DT periodic signal x [n]
41/ 42
References I
Alkin, O. (2014).
Signals and Systems - A MATLAB Integrated Approach.
CRC Press.
Sadiku, M. (2015).
Signals and Systems - A primer with MATLAB.
CRC Press.
42/ 42

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L7 - DT Fourier Transform

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Introduction Derivation Discrete-Time Fourier Transform DTFT for Periodic Signals Discrete Fourier Transform Summary of Fourier Representations

1 Introduction 4 DTFT for Periodic Signals

S. A. Dorado-Rojas DT Fourier Transform

Derivation of the DTFT

Figure: A DT aperiodic signal x [n] [Alkin, 2014]

Derivation of the DTFT

Figure: Periodic extension x̃ [n] of x [n] [Alkin, 2014]

Derivation of the DTFT

Derivation of the DTFT

Derivation of the DTFT

Derivation of the DTFT - Analysis Eqation

−MΩ0 , . . . , −Ω0 , |{z}

Derivation of the DTFT - Synthesis Eqation

Note now that, as M → ∞

Derivation of the DTFT - Synthesis Eqation

Derivation of the DTFT - Synthesis Eqation

Definition of the DTFT

Discrete-Time Fourier Transform (DTFT)

Existence of the DTFT

is that the signal x [n] must be absolutely summable

DTFT for Periodic Signals

DTFT for Periodic Signals

We interchange the order of the two summations to obtain

DTFT for Periodic Signals

DTFT for Periodic Signals

DTFT for Periodic Signals

DTFT for Periodic Signals

where X̄ (Ω) is the transform in the period 0 ≤ Ω < 2π. Thus,

DTFT for Periodic Signals

Derivation of the DFT

x [n] = 0 n < 0 and n ≥ N

Derivation of the DFT

Derivation of the DFT

Derivation of the DFT

Moreover, we can bring this result into a transform-like form if we define

Definition - Discrete Fourier Transform (DFT)

Discrete Fourier Transform (DFT)

The short-hand notation for the DFT is

X [k] = DFT {x [n]}

DTFT and DFT

This expression looks similar to that of the DFT of x [n] which is

DTFT and DFT

Note that. In fact, if we define

DTFT and DFT

DTFT and DFT

I DTFT → the transform is computed at every value of Ω in the range 0 ≤ Ω ≤ 2π

Picket Fence Effect

Picket Fence Effect

and its DFT is found as

Picket Fence Effect

Figure: Example of the picket fence effect [Alkin, 2014]

Q [k] = |X (Ω)|Ω= 2πk (13)

Fast Fourier Transform (FFT)

I To compute X [k] for any k, we require N multiplications and N − 1 additions

I Therefore, to calculate X [k] for k = 0, 1, . . . , N − 1, we require N 2 multiplications and N (N − 1)

Comparison between DFT and FFT

Table: Number of multiplications required in DFT and FFT [Sadiku, 2015]

m N = 2m DFT (N 2 ) FFT (round N2 log2 N)

Summary of Fourier Representations (CT)

Summary of Fourier Representations (DT)

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