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Digital Signal Processing ECR 305_L8

Lecture – 8 Objectives

N 1
X  k   DFT [ x(n)]   x  n WNnk
n 0

1 N 1
x  n   IDFT [ X (k )]   X  k WN nk ,
N k 0
2
j
WN  e N
To learn and understand
 DFT - the frequency domain

Discrete Fourier Transform sampling & reconstruction of


discrete-time signal.

& Fast Fourier Transform


 FFT – an efficient computation
technique of DFT.
IUB Dr. Abdur Razzak 1
Introduction ECR 305_L8

In lecture-4 & 5, we have studied transform-domain


representations of discrete signals.
 The discrete-time Fourier transform (DTFT) provides the frequency-
domain () representation for absolutely summable sequences (see
lecture-5).
 The z-transform provides a generalized frequency-domain (z)
representation for arbitrary sequences (see lecture-4).

These transforms have two features in common:


 First, the transforms are defined for infinite-length sequences.
 Second, and the most important, they are functions of continuous
variables ( or z).

From the numerical computation viewpoint (or from MATLAB's


viewpoint), these two features are troublesome because one has
to evaluate infinite sums at uncountably infinite frequencies
IUB Dr. Abdur Razzak 2
Introduction (contd..) ECR 305_L8

To use MATLAB, we have to truncate sequences and then


evaluate the expressions at finitely many points, which are the
approximations to the exact calculations. In other words, the
discrete-time Fourier transform and the z-transform are not
numerically computable transforms.
Therefore we need a numerically computable transform, which is
obtained by sampling the discrete-time Fourier transform in the
frequency domain. This is known Discrete Fourier Transform.
From Fourier analysis we know that a periodic sequence can
always be represented by a linear combination of harmonically
related complex exponentials (which is a form of sampling). This
gives us the Discrete Fourier Series (DFS) to finite-duration
sequence which leads to a new transform, called DFT.
IUB Dr. Abdur Razzak 3
Discrete Fourier Series ECR 305_L8

Let us consider a periodic sequence

x n  ~
~ x n  kN 
where N is the fundamental period of the sequence.

From Fourier analysis, we know that the periodic function can be


synthesized as a linear combinations of complex exponentials
whose frequencies are multiples (or harmonics) of the
fundamental frequency (which in our case is 2/N).

From the frequency-domain periodicity of the discrete-time


Fourier transform, we conclude that there are a finite number of
2
harmonics; the frequencies are { k , k = 0, 1, 2,……, N–1}.
N
IUB Dr. Abdur Razzak 4
Discrete Fourier Series (contd..) ECR 305_L8

Therefore, the discrete Fourier series representation of a periodic


sequence ~x n  can be expressed as

N 1 2
x n    X k e
~ 1 ~ j kn
N
, n  0,1,2,..., N  1 IDFS
N k 0

where X k ,
~
k  0,1,2,..., N  1  are called the discrete

Fourier series coefficients, which are given by

N 1 2


j
X k   x n e
~ ~ nk
N
, k  0,1,2,..., N  1 DFS
n 0

IUB Dr. Abdur Razzak 5


Discrete Fourier Series (contd..) ECR 305_L8

2
j
Using WN  e N , previous 2 equations can be expressed as

 Analysis or a DFS equation:

N 1
ˆ DFS~
X k   x n    ~
x n WNnk
~
n 0

 Synthesis or an inverse DFS equation:

 
N 1
x n  ˆ IDFS X k   X k WN
~ 1 ~
~
N

k 0
 nk

IUB Dr. Abdur Razzak 6


Discrete Fourier Series (contd..) ECR 305_L8

In matrix form, the DFS and IDFS equations can be rewritten as

X N  WN x N 1 *
x N  WN-1X N  WN X N
N
where the matrix WN called a DFS matrix given by


WN ˆ WNkn 
 x0   X 0  
0 k , n  N 1

n
 x1   X 1 
1 1 
xN    XN   
1 ...
 WN1 ... WN N 1   :   
k 1 :
    
 :
 xN - 1  XN  1
: ... 
  N 1  N 12 
1 WN ... WN 

IUB Dr. Abdur Razzak 7


Example-1 ECR 305_L8

Find DFS representation of ~x n   ....,0,1,2,3,0,1,2,3,0,1,2,3,..... .



Solution: Given N = 4. So W4  e  j 2 / 4
e  j / 2
 cos / 2  j sin  / 2   j
3
X k    ~
x n W4nk ,
~
Now k  0, 1, 2, 3
n 0
3
X 0   ~
x n  j   ~x 0  ~
x 1  ~
x 2  ~
x 3  0  1  2  3  6
Hence ~ n0

n 0
3
X 1   ~
x n  j   0  1 j   2 j   3 j   2  2 j
~
Similarly, n 2 3

n 0

3
X 2    x n  j   0  1 j   2 j   3 j   2
~ ~ 2n 2 4 6

n 0

3
X 3   ~
x n  j   0  1 j   2 j   3 j   2  2 j
~ 3n 3 6 9

n 0

IUB Dr. Abdur Razzak 8


Relation to z-transform ECR 305_L8

x n  by periodically repeating x(n)


Construct a periodic sequence ~
with a period N,
~x n , 0  n  N 1
xn   
 0, elsewhere

x n  is given by,
The DFS of ~
2 2 n
N 1 j N 1  
X k    ~
x n e   xn  e
~ nk j k

N N

n 0 n 0  
Comparing with z-transform, X  z   n0
N 1 ~
x n  z n
,we have

X k   X z  z e j 2N k
~

which means that DFS k  represents N evenly spaced samples


~
X
of the z-transform X(z) around the unit circle.
IUB Dr. Abdur Razzak 9
Relation to DTFT ECR 305_L8

The DTFT of x(n) is given by


N 1
X    n 0
xn e  jn

Comparing DFS & IDFS equations, we have


N 1 2 N 1

 
j
X k   x n e x n e  jn  X     2 k
~ ~ nk
~
N

n 0 n 0 2 N
 k
N

2 2
Let 1 ˆ and k ˆ k  k1 , then the DFS
N N
 
X k   X e jk  X e jk1  
which means that the DFS is obtained by evenly sampling the
2𝜋
DTFT with the sampling interval 𝑁 .
IUB Dr. Abdur Razzak 10
Discrete Fourier transform ECR 305_L8

The discrete Fourier series provided us a mechanism for numerically


computing the discrete-time Fourier transform. It also alerted us to a potential
problem of aliasing in the time domain.

Mathematics dictates that the sampling of the discrete-time Fourier transform


result in a periodic sequence x(n). But most of the signals in practice are not
periodic. They are likely to be of finite duration. How can we develop a
numerically computable Fourier representation for such signals?

Theoretically, we can take care of this problem by defining a periodic signal


whose primary shape is that of the finite-duration signal and then using the
DFS on this periodic signal.

Practically, we define a new transform called the Discrete Fourier Transform


(DFT), which is the primary period of the DFS. This DFT is the ultimate
numerically computable Fourier transform for arbitrary finite-duration
sequences.
IUB Dr. Abdur Razzak 11
Discrete Fourier transform (contd..) ECR 305_L8

Discrete Fourier transform (DFT) of an N-point sequence:

 X k , 0  k  N  1
~
X k  ˆ DFTxn   
 0, elsewhere
N 1
or X k    xn  WNnk , 0  k  N 1
n 0

Inverse discrete Fourier transform (IDFT) of an N-point


sequence:

1 N 1
x  n    X  k  WN nk , 0  n  N 1
N k 0

IUB Dr. Abdur Razzak 12


Properties of DFT ECR 305_L8

Linearity: DFTax1 n  bx2 n  a DFTx1 n  b DFTx2 n

Circular folding: If an N-point sequence is folded, then the


result would not be an N-point sequence, and it would not be
possible to compute DFT. Therefore, we use the modulo-N
operation on the argument (-n) and define folding by

 x0, n0
x n N 
 xN  n , 1  n  N 1

The DFT of a circular folding is given by


 X 0 , k 0
DFTx n N   X  k N 
 X N  k , 1  k  N  1
IUB Dr. Abdur Razzak 13
Properties of DFT (contd..) ECR 305_L8

Circular shifting: An N-point DFT of a finite duration sequence


x(n) of length  N is equivalent to the N-point DFT of a periodic
sequence xp(n), which is obtained by periodically extending x(n),

x p n    xn  rN 
r  

Now suppose that we shift xp(n) by k units to the right,



xp n   x p n  k    xn  k  rN 
r  

 xp n , 0  n  N  1
Then the circular shift is x n   
0, otherwise

Note: Counter clockwise  +ve, clockwise  -ve direction.


IUB Dr. Abdur Razzak 14
Properties of DFT (contd..) ECR 305_L8

Circular convolution: Consider 2 N-point sequences x1(n) and


x2(n). The respective N-point DFTs are
N 1 2
X 1 k    x1 n e
j nk
N
, k  0,1,2,..., N  1
n 0

N 1 2
X 2 k    x2 n e
j nk
N
, k  0,1,2,..., N  1
n 0

Then X 3 k   X 1 k X 2 k 

Then the IDFT of X3(k), called the circular convolution, given by


N 1
x3 m    x nx m  n
n 0
1 2 N m  0,1,2,..., N  1

IUB Dr. Abdur Razzak 15


Example-2 ECR 305_L8

Determine the circular shifting of the sequence by 2 units:


x n   1,2,3,4
Solution:

IUB Dr. Abdur Razzak 16


Example-2 (contd..) ECR 305_L8

IUB Dr. Abdur Razzak 17


Example-3 ECR 305_L8

Determine the circular folding of the sequence:


x n   1,3,5,7,9,7,5,3,1

IUB Dr. Abdur Razzak 18


Example-4 ECR 305_L8

Determine the circular convolution of the following two


sequences: x n   2,1,2,1 x2 n   1,2,3,4
1

 
Solution:
N 1
x3 m    x nx m  n
n 0
1 2 N

where m  0,1,2,..., N  1

x3 m   14,16,14,16

IUB Dr. Abdur Razzak 19
Example-4 (contd..) ECR 305_L8

N 1
x3 m    x nx m  n
n 0
1 2 N

where m  0,1,2,..., N  1

x3 m   14,16,14,16

IUB Dr. Abdur Razzak 20
Fast Fourier Transform ECR 305_L8

Although DFT is a computable transform, the numerical


computation of the DFT is time consuming and its straightforward
implementation is very inefficient especially for large sequences.

Therefore, several algorithms have been developed to efficiently


compute the DFT. These are collectively called Fast Fourier
Transform (FFT) algorithms.

In 1965, Cooley and Tukey showed a procedure to substantially


reduce the amount of computations involved in the DFT, which
led to the explosion of the application of the DFT including in the
digital signal processing area and to the development of other
efficient algorithms. These are collectively known as Fast Fourier
Transform (FFT).
IUB Dr. Abdur Razzak 21
Fast Fourier Transform (contd..) ECR 305_L8

Consider an N-point sequence x(n). Its N-point DFT is given by


N 1
X k    xn WNnk , 0  k  N 1
n 0

where WNnk  e  j 2 / N. To obtain one sample of X(k), we need N complex


multiplications and (N–1) complex addition.

Hence to obtain a complete set of DFT coefficients, we need N2


complex multiplications and N(N-1)  N2 complex additions. Also one
has to store N2 complex coefficients  WNnk  or generate internally at an
extra cost.

Therefore, the number of DFT computation for an N-point sequence


depends quadratically on N, i.e. N4 . Generally processing time for one
addition is much less than for one multiplication.

IUB Dr. Abdur Razzak 22


Fast Fourier Transform (contd..) ECR 305_L8

Goal of an efficient computation: In an efficiently designed


algorithm the number of computation should be constant per data
sample, and therefore the total number of computation should be
linear with respect to N.

The quadratic dependence of N can be reduced by realizing that


most of the computations (which are done again and again) can
be eliminated using the periodicity property

WNnk  WNk n  N   WNn k  N 

and the symmetry property WNnk  N / 2  WNnk

of the factor W .
nk
N

IUB Dr. Abdur Razzak 23


Example-5 ECR 305_L8

Compute a 4-point DFT of x(n) = {1, 1, 1, 1} and develop an


efficient algorithm for its computation.
3
X k    xn W4nk , 0  k  3; W4  e  j 2 / 4   j
n 0

The above computation can be done in the matrix form


 X 0 W40 W40 W40 W40   x0
 X 1   0 1 2 3 
x 1 
 W4 W 4 W4 W4   
 X 2 W4 W4 W4 W4   x2
0 2 4 6

   0 9  
 X 3 
  4
W W4
3
W4
6
W 
4  
x 3 

which requires 16 complex multiplications.


Efficient approach: Using periodicity
W40  W44  W48  1; W41  W45  W49   j
W42  W46  1; W43  W47   j
IUB Dr. Abdur Razzak 24
Example-5 (contd..) ECR 305_L8

Putting these values into previous equation, we have


 X 0 1 1 1 1   x0
 X 1  1  j  1 j   x1 
    
 X 2 1  1 1  1   x2
     
 X 3  1 j  1  j   x 3

Using symmetry we obtain


X 0   x0   x1  x2   x3  x0   x2   x1  x3
 
g1 g2

X 1  x0   jx1  x2   jx3  x0   x2   jx1  x3


 
h1 h2

X 2   x0   x1  x2   x3  x0   x2   x1  x3


 
g1 g2

X 3  x0   jx1  x2   jx3  x0   x2   jx1  x3


 
h1 h2

IUB Dr. Abdur Razzak 25


4-point DFT (contd..) ECR 305_L8

step 1 step 2
Hence an efficient algorithm is
g1  x0  x2 X 0  g1  g 2
g 2  x1  x3 X 1  h1  jh2
h1  x0  x2 X 2  g1  g 2
h2  x1  x3 X 3  h1  jh2

These requires only 2 complex multiplications, which is a


considerably smaller number. A signal flow graph structure of
this algorithm is shown below:

IUB Dr. Abdur Razzak 26


Assignment-7 (due on next class) ECR305_L8

Problems : 7.8, 7.12, 7.14, 7.17, 7.24, 7.25

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MATLAB implementation ECR 305_L8

MATLAB
Examples

IUB Dr. Abdur Razzak 28


MATLAB implementation of DFS ECR 305_L8

The DFS is a numerically computable representation for which


we need two nested for … end loop (one for summation and
another for DFS coefficients), which is not efficient in MATLAB.

An efficient implementation in MATLAB would be to use a


matrix-vector multiplication same as we used for DTFT.

~
Let ~
x and X denote the column vectors corresponding to the
primary periods of sequences and ~ , respectively.
x n 
~ X k 

IUB Dr. Abdur Razzak 29


MATLAB implementation of DFS (contd..) ECR 305_L8

Then DFS and IDFS equations can be rewritten as


~
X  WN ~
x

~ 1 *~
x  WN X
N
where the matrix WN called a DFS matrix given by
n
1 1 ... 1 
k 1 ... WN N 1 

WN ˆ WNkn 0 k , n  N 1  
 :
WN1
: ... 
  N 1  N 12 
1 WN ... WN 

IUB Dr. Abdur Razzak 30


dfs function ECR 305_L8

~
X  WN ~
x function [Xk] = dfs(xn,N)

% -------------------------------------------------------------------------
% Compute discrete Fourier series coefficients
% Xk : DFS coefficient array over 0 <= k <= N-1
% xn : one period of periodic signal over 0 <= n <= N-1

 
% N : fundamental period of xn
WN ˆ WNkn 0k , n N 1
% -------------------------------------------------------------------------
n = 0:N-1; % row vector for n
k = 0:N-1; % row vector for k
WN = exp(-j*2*pi/N); % Wn factor
nk = n'*k; % N by N matrix of nk values
WNnk = WN.^nk; % DFS matrix
2 Xk = xn*WNnk; % row vector for DFS coefficient
j
WN  e N
% ------------------------------------------------------------------

IUB Dr. Abdur Razzak 31


idfs function ECR 305_L8

~ 1 ~ function [xn] = idfs(Xk,N)


x  WN* X
N %=============================================
% Compute inverse discrete Fourier series coefficients
% Xk : DFS coefficient array over 0 <= k <= N-1
% one period of periodic signal over 0 <= n <= N-1

 
% N : fundamental period of xn
WN ˆ WNkn 0k , n N 1
% -------------------------------------------------------------------------
n = 0:N-1; % row vector for n
k = 0:N-1; % row vector for k
WN = exp(-j*2*pi/N); % Wn factor
nk = n'*k; % N by N matrix of nk values
WNnk = WN.^(-nk); % DFS matrix
2
j xn = (1/n).*(Xk*WNnk); % row vector for DFS coefficient
WN  e N
% -------------------------------------------------------------------------

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MATLAB example 5.2b ECR 305_L8

A periodic square wave sequence is given by

1, mN  n  mN  L  1
x n   
~
0 mN  L  n  m  1N  1

where N is the fundamental period and L/N is the duty cycle.

Plot the magnitude X k  for L = 7 and N = 60.


~

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MATLAB example 5.2b (contd..) ECR 305_L8

% File name: ex5p2.m


% Definition
L = 7; N = 60; k = -N/2:N/2; xn = [ones(1,L), zeros(1,N-L)];
% Calculation
Xk = dfs(xn,N); magXk = abs([Xk(N/2+1:N) Xk(1:N/2+1)]);
% Plotting
Subplot(2,1,1); stem(k, magXk);
title('DFS of square wave'); xlabel('k'); ylabel('Xtilde(k)');

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MATLAB implementation of DFT ECR 305_L8

Then DFT and IDFT equations can be rewritten as

X  WN x

1 *
x  WN X
N
where the matrix WN called a DFT matrix given by
n
1 1 ... 1 
k 1 ... WN N 1 

WN ˆ WNkn 0 k , n  N 1  
 :
WN1
: ... 
  N 1  N 12 
1 WN ... WN 

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dft function ECR 305_L8

X  WN x function [Xk] = dft(xn,N)

% -------------------------------------------------------------------------
% Compute discrete Fourier transform
% Xk : DFT coefficient array over 0 <= k <= N-1
% xn : N-point finite duration sequence

 
% N : Length of DFT
WN ˆ WNkn 0k , n N 1
% -------------------------------------------------------------------------
n = 0:N-1; % row vector for n
k = 0:N-1; % row vector for k
WN = exp(-j*2*pi/N); % Wn factor
nk = n'*k; % N by N matrix of nk values
WNnk = WN.^nk; % DFT matrix
2 Xk = xn*WNnk; % row vector for DFT coefficient
j
WN  e N
% ------------------------------------------------------------------

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idft function ECR 305_L8

1 * function [xn] = idft(Xk,N)


x WN X
N %=============================================
% Compute inverse discrete Fourier transform
% Xk : DFT coefficient array over 0 <= k <= N-1
% xn: N-point sequence over 0 <= n <= N-1

 
% N : Length of DFT
WN ˆ WNkn 0k , n N 1
% -------------------------------------------------------------------------
n = 0:N-1; % row vector for n
k = 0:N-1; % row vector for k
WN = exp(-j*2*pi/N); % Wn factor
nk = n'*k; % N by N matrix of nk values
WNnk = WN.^(-nk); % DTS matrix
2
j xn = (1/N).*(Xk*WNnk); % row vector for DFT coefficient
WN  e N
% -------------------------------------------------------------------------

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MATLAB example 5.6 ECR 305_L8

Let x(n) be an N-point sequence: 1, 0n3


xn   
0, otherwise
(a) Compute the DTFT and plot its magnitude and phase.
(b) Compute the 4-point DFT of x(n).

% Definition % Plotting
Subplot(2,1,1); stem(m,magXk);
n1=0; n2=3; n=n1:n2; M = 200; k = 0:M; title('Magnitude','fontsize',15);
w=(4*pi/M)*k; N = 4; m = 0:N-1; xlabel('k','fontsize',15);
x = [1,1,1,1]; xn = [1,1,1,1]; ylabel('X(k)','fontsize',15);
grid; hold on
% DTFT plot(w/pi,magX,'--'); axis([0 4 0 5]);
X = dtft(x,n,k); magX=abs(X);
Subplot(2,1,2); stem(m,PhaXk);
angX=angle(X)*180/pi; title('Angle','fontsize',15);
xlabel('k','fontsize',15);
% DFT ylabel('Degrees','fontsize',15);
Xk = dft(xn,N); magXk = abs(Xk); grid; hold on
PhaXk = angle(Xk)*180/pi; plot(w/pi,angX,'--'); axis([0 4 -200 200]);

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MATLAB example 5.6 (contd..) ECR 305_L8

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MATLAB example 5.7 ECR 305_L8

How can we obtain further samples of X(ej)?

Ans: x n   1,1,1,1,0,0,0,0 <= By padding zeros



% Definition % Plotting
Subplot(2,1,1); stem(m,magXk);
n1=0; n2=7; n=n1:n2; M = 200; k = 0:M; title('Magnitude','fontsize',15);
w=(8*pi/M)*k; N = 8; m = 0:N-1; xlabel('k','fontsize',15);
x = xn = [ones(1,4),zeros(1,4)]; ylabel('X(k)','fontsize',15);
grid; hold on
% DTFT plot(w/pi,magX,'--'); axis([0 4 0 5]);
X = dtft(x,n,k); magX=abs(X);
Subplot(2,1,2); stem(m,PhaXk);
angX=angle(X)*180/pi; title('Angle','fontsize',15);
xlabel('k','fontsize',15);
% DFT ylabel('Degrees','fontsize',15);
Xk = dft(xn,N); magXk = abs(Xk); grid; hold on
PhaXk = angle(Xk)*180/pi; plot(w/pi,angX,'--'); axis([0 4 -200 200]);

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MATLAB example 5.7 (contd..) ECR 305_L8

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MATLAB example 5.7 (contd..) ECR 305_L8

How can we obtain further samples of X(ej)?


Ans: x n   1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0

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MATLAB problem 5.12 ECR 305_L8

(a) Design a MATLAB function to implement an N-point circular


folding operation x2(n) = x1((-n))N.
(b) determine the circular folding of the sequence:
x1(n) = {1,3,5,7,9,-7,-5,-3,-1}

function x2 = circfold(x1,N) % Plotting


n = 0:N-1; subplot(2,1,1)
x2 = x1(mod(-n,N)+1); stem(0:N-1,x1); title ('x_1(n)','fontsize',15);
xlabel('n','fontsize',15); ylabel('x(n)','fontsize',15);
% Function
x1 = [1,3,5,7,9,-7,-5,-3,-1]; subplot(2,1,2)
N = length(x1); stem(0:N-1,x2); title ('x_2(n)','fontsize',15);
% Circular fold of x1 xlabel('n','fontsize',15);
x2 = circfold(x1,N); ylabel('x((-n))_N','fontsize',15);

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MATLAB problem 5.12 (contd..) ECR 305_L8

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MATLAB example ECR 305_L8

Let x(n) = 10(0.9)n, 0  n  10. Plot x((-n))11.

% File name: 5p12b.m % Plotting

% Function x subplot(2,1,1)
n = 0:10; stem(n,real(Y))
x = 10*(0.9).^n; title ('Real{DFT[(x((-n))_1_1]}','fontsize',15);
xlabel('k','fontsize',15);
% Circular fold x
y = circfold(x,11); subplot(2,1,2)
stem(n,imag(Y))
% DFT of y title ('Imaginary{DFT[(x((-n))_1_1]}','fontsize',15);
Y = dft(y,11); xlabel('k','fontsize',15);

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MATLAB example (contd..) ECR 305_L8

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MATLAB example 5.6-fft ECR 305_L8

Let x(n) be an N-point sequence: 1, 0n3


xn   
0, otherwise
(a) Compute the DTFT and plot its magnitude and phase.
(b) Compute the 4-point DFT of x(n).
% File name: ex5p6fft.m % Plotting
Subplot(2,1,1);
% Definition stem(m,magXk');
N = 4; m = 0:N-1; title('Magnitude','fontsize',15);
xlabel('k','fontsize',15);
% Function ylabel('X(k)','fontsize',15);
xn = [1,1,1,1];
Subplot(2,1,2);
% Calculation stem(m,PhaXk');
Xk = fft(xn,N); title('Angle','fontsize',15);
magXk = abs(Xk); xlabel('k','fontsize',15);
PhaXk = angle(Xk)*180/pi; ylabel('Degrees','fontsize',15);

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MATLAB example 5.6-fft (contd..) ECR 305_L8

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References ECR 305_L8

1. John G. Proakis, Digital Signal Processing, Pearson, 4th


Edition, Seventh Impression, 2011. (pp. 449–562)

2. Vinay K. Ingle, and John G. Proakis, Digital Signal


Processing using MATLAB, Thomson Learning
Bookware Companion Series, 2007. (pp. 118–185)

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Next class.. ECR 305_L8

Digital Filter
Structure

IUB Dr. Abdur Razzak 50

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