Today’s Agenda

• Fourier Transform
• Discrete Time Fourier Transform
• Discrete Fourier Transform
Fourier Series

f(t) is a continuous function with period T, we have

+∞ j 2π n t
f (t ) = ∑c e
n = −∞
n
T

where

j 2π n t
1 T /2 −
cn =
T ∫−T / 2
f (t ) e T
dt , n = 0, ± 1, ± 2,...
Fourier Transform in 1D

Spatial domain  Frequency domain

∞
F ( µ ) = ∫ f (t )e − j 2πµ t dt Forward transform
−∞

Frequency domain  Spatial domain

∞
f (t ) = ∫ F ( µ )e j 2πµ t dµ Inverse transform
−∞

Fourier transform pair

Basic Properties of FT

Linearity h(t ) = af (t ) + bg (t ) ↔ H ( µ ) = aF ( µ ) + bG ( µ )

Translation h(t ) = f (t − t0 ) ↔ H ( µ ) = e − j 2πt0 µ F ( µ )

Modulation h(t ) = e j 2πµ0t f (t ) ↔ H ( µ ) = F ( µ − µ 0 )

1 µ
Scaling h(t ) = f (at ) ↔ H ( µ ) = F ( )
a a
Conjugation h(t ) = f * (t ) ↔ H ( µ ) = F * (− µ )

Symmetry f (t ) ↔ F ( µ ) ⇒ F (t ) ↔ f (− µ )
Discrete Impulses and Sifting Property

Unit impulse
1 if x = 0 +∞
δ ( x) =  and ∑ δ ( x) = 1
0 if x ≠ 0 x = −∞

Sifting property

� 𝛿 𝑥 𝑔 𝑥 = 𝑔(0)
𝑥=−∞
∞

� 𝛿 𝑥 − 𝑥0 𝑔 𝑥 = 𝑔(𝑥0 )
𝑥=−∞
Impulse Train

∞
s∆T (t ) = ∑ δ (t − n∆T )
n = −∞
Sampling in Spatial Domain
∞
~
f (t ) = f (t ) s∆T (t ) = ∑ f (t )δ (t − n∆T )
n = −∞
 FT of an Impulse Train
∞
1 𝑛
s∆T (t ) ↔ ?𝑆 𝜇 = � 𝛿(𝜇 − )
∆𝑇 ∆𝑇
𝑛=−∞
∞ 2πn

∑c e
j t
Fourier series of an impulse train s∆T (t ) = n
∆T

n = −∞
∆𝑇
1 2 𝑗𝑗𝜋𝜋𝜋
− ∆𝑇 1
where 𝑐𝑛 = � 𝑆∆𝑇 (𝑡)𝑒 𝑑𝑑 𝑐𝑛 =
∆𝑇 −∆𝑇 Δ𝑇
2

∞
1 𝑛 FT of an impulse train
𝑆 𝜇 = � 𝛿(𝜇 − ) is an impulse train in
∆𝑇 ∆𝑇
𝑛=−∞ frequency domain
FT of an Impulse and Impulse Train

δ (t ) ↔ F ( µ ) = 1
δ (t − t0 ) ↔ F ( µ ) = e − j 2πµt 0

e j 2πt0t ↔ δ ( µ − t0 )

∞
1  n 
s∆T (t ) ↔
∆T
∑ δµ −
n = −∞ 

∆T 
Convolution

∞
f (t ) ⊗ h(t ) = ∫ f (τ )h(t − τ )dτ
−∞

convolution

What is its FT?

F (µ ) H (µ )

How to prove it?

 Convolution

f (t ) ⊗ h(t ) = F ( µ ) H ( µ )

f (t )h(t ) = F ( µ ) ⊗ H ( µ )

Note: the image and the kernel should be the same size
Sampling in Spatial Domain
∞
~
f (t ) = f (t ) s∆T (t ) = ∑ f (t )δ (t − k∆T )
k = −∞

𝑓̃ 𝑡 = � 𝑓(𝑘∆𝑇)
𝑘=−∞

1
is the sample rate
∆𝑇
 Sampling in Spatial Domain
∞
~
f (t ) = f (t ) s∆T (t ) = ∑ f (t )δ (t − k∆T )
k = −∞

What is Fourier Transform of 𝑓̃ 𝑡 ?

FT of 𝑆Δ𝑇 (𝑡) ∞
1 𝑘
𝐹� 𝜇 = 𝐹 𝜇 ⨂𝑆 𝜇 = � 𝐹(𝜇 − )
Δ𝑇 Δ𝑇
𝑘=−∞

FT of 𝑓(𝑡)
 Sampling in Frequency Domain

𝐹� 𝜇 is
• a summation of copies of 𝐹 𝑢
𝐹 𝜇
• The separation between
1 Over-sampling
two copies is
Δ𝑇
• Periodic
• Continuous
Critical-sampling

Under-sampling
 Reconstruction and Sampling Theorem
~
f (t ) ↔ F ( µ ) = H ( µ ) F ( µ )

1
> 2 µmax
∆T
Aliasing – Under Sampling
Aliasing
Discrete-Time Fourier Transform
∞
~
f (t ) = f (t ) s∆T (t ) = ∑ f (t )δ (t − k∆T )
k = −∞

Discrete data -> interval has discrete-time

 Discrete-Time Fourier Transform
∞
~
f (t ) = f (t ) s∆T (t ) = ∑ f (t )δ (t − k∆T )
k = −∞
∞
Definition of FT 𝐹� 𝜇 = � 𝑓̃(𝑡) 𝑒 −𝑗𝑗𝜋𝜋𝜋 𝑑𝑑
−∞
∞

= � 𝑓(𝑛∆𝑇) 𝑒 −𝑗2𝜋𝜋𝑛∆𝑇
𝑛=−∞

𝐹� 𝜇 is periodic One period of 𝐹� 𝜇 can represent 𝐹� 𝜇

Original signal can be reconstructed perfectly from sampled data

 Discrete-Time Fourier Transform
∞
~
f (t ) = f (t ) s∆T (t ) = ∑ f (t )δ (t − k∆T )
k = −∞

Discrete-Time Fourier Transform

∞ ∞
1 𝑘
𝐹� 𝜇 = � 𝐹(𝜇 − ) = � 𝑓(𝑛∆𝑇) 𝑒 −𝑗𝑗𝜋𝜋𝜋∆𝑇
Δ𝑇 Δ𝑇
𝑘=−∞ 𝑛=−∞

Difficult to implement in DSP applications

Sample 𝐹� 𝜇 in one period Discrete Fourier

with M equally spaced Transform
samples
Note that

1 unit in spatial domain: ∆T

Total M units in the frequency domain: 1 / ∆T
1 unit in frequency domain: ∆µ = 1 /( M∆T )
Total span of one period in spatial domain: T = M∆T
 Discrete Fourier Transform (DFT)

coefficients of a a finite sequence of

combination of sinusoids equally spaced samples
M −1
F (u ) = ∑ f ( x)e − j 2πxu / M
x =0

1 M −1
f ( x) = ∑
M u =0
F (u ) e j 2πux / M

x, u = 0,1,2,..., M − 1
• 1/M is the sampling interval
2𝜋
• u is an integer  the frequency is an integer multiplier of
𝑀
• Both input & output are finite
 Discrete FT (DFT)

F (u ) = F (u + kM )
• DFT is periodic with a period
f ( x) = f ( x + kM ) of M
• Both input & output are finite
x, u = 0,1,2,..., M − 1

DFT is important for digital signal processing and digital

image processing
 Discrete FT (DFT)

Circular Convolution:

M −1
f ( x ) * h ( x ) = ∑ f ( m) h ( x − m)
m =0

• The convolution is periodic

DFT of this Function:
 FT, FS, DTFT, DFT

https://en.wikipedia.org/wiki/Discrete_Fourier_transform#/media/File:From_Continuous_To_Discrete_Fo
urier_Transform.gif
Reading Assignments

Chapter 4.3 – 4.11