Professional Documents
Culture Documents
∞
X
X(ω) = x(n)e−jωn.
n=−∞
2π
X(k) = X(k∆ω), ∆ω = =⇒
N
N −1
−j2π kn
X
X(k) = x(n)e N DFT.
n=0
N −1
1 X kn
x(n) = X(k)ej2π N .
N
k=0
−1
N
(N −1 )
1 X X
−j2π km j2π kn
x(n) = x(m)e N e N
N m=0
k=0
−1 −1
N
( N
)
X 1 X
−j2π
k(m−n)
= x(m) e N = x(n).
m=0
N
k=0
| {z }
δ(m−n)
N −1
X kn
X(k) = x(n)e−j2π N analysis
n=0
N −1
1 X j2π kn
x(n) = X(k)e N synthesis.
N
k=0
Alternative formulation:
N −1
X 2π
X(k) = x(n)W kn ←− W = e−j N
n=0
N −1
1 X
x(n) = X(k)W −kn.
N
k=0
N −1
X (k+N )n
−j2π
X(k + N ) = x(n)e N
n=0
−1
N
!
−j2π kn
X
= x(n)e N e−j2πn
n=0
= X(k)e−j2πn = X(k) =⇒
N −1
X kn
X(k) = e−j2π N = N δ(k) =⇒
n=0
the rectangular pulse is “interpreted” by the DFT as a spectral
line at frequency ω = 0.
N −1 M −1
−j2π kn −j2π kn
X X
Y (k) = y(n)e N = y(n)e N
n=0 n=0
sin(π kM
N ) −jπ
k(M −1)
= e N .
sin(π Nk )
Remarks:
X = Wx.
1 H
x= W X,
N
EE 524, Fall 2004, # 5 9
which follows easily by checking W H W = WW H = N I, where
I denotes the identity matrix. Hermitian transpose:
1
Fres ∼ [Hz]
NT
1
∆F = N ∆Fres = = Fs [Hz].
T
where X(k)
e = N Xk . Note that, for integer values of m, we
have
(k+mN )n
−kn j2π kn
W =e N =e j2π N = W −(k+mN )n.
N −1
1 X e j2π kn
x
e(n) = X(k)e N DFS.
N
k=0
N −1
X kn
X(k)
e = e(n)e−j2π N
x inverse DFS.
n=0
Proof.
N −1 N −1 N −1
X
−j2π kn
X 1 X e j2π pn
−j2π kn
x
e(n)e N = X(p)e N e N
N
n=0 n=0 p=0
−1 −1
N
( N
)
X 1 X
j2π
(p−k)n
= X(p)
e e N = X(k).
e
p=0
N n=0
| {z }
δ(p−k)
N −1
X kn
X(k)
e = e(n)e−j2π N
x analysis,
n=0
N −1
1 X e j2π kn
x
e(n) = X(k)e N synthesis.
N
k=0
Linearity
km
X(k)e−j2π N = DFT {x((n − m) mod N )}
km
x((n − m) mod N ) = DFT −1{X(k)e−j2π N }
x
e(n) = x(n mod N ).
N
X −1
x((n − m)modN )W kn
n=0
N
X −1
= W km x((n − m)modN )W k(n−m)
n=0
= W kmX(k),
j2π mn
X((k − m)modN ) = DFT {x(n)e N }.
N −1 N −1
X 1 X
x(n)y ∗(n) = X(k)Y∗(k)
n=0
N
k=0
H
1 H 1 H
yH x = W Y W Y
N N
1 H H 1 H
= Y W W } X = Y X.
N2 | {z
NI
N
N
X −1
{x(n)} ~ {y(n)} = x(m)y((n − m) mod N ).
m=0