a

ann
Properties of Fourier transforms

ng
Ga
Dr Shivaprakash G

sh
aka
Dept. of EIE, RIT, Blr-54
apr
June 25, 2022
iv
Sh
Properties of Discrete Time Fourier Transform

a
ann
ng
Ga
Dr Shivaprakash G

sh
Associate Professor, Department of EIE, RIT, Bengaluru-54
aka
ivapr
Sh
Discrete Time Fourier Transform Pair

a
Forward Discrete Time Fourier Transform

ann
∞
X
X (e jΩ ) = x[n]e −jΩn

ng
(1)
−∞

Ga
Inverse Discrete Time Fourier Transform

sh
Z π
1
x[n] = X (e jΩ )e jΩn dΩ (2)
aka
2π −π
apr
Note:
DTFT is periodic with a period of 2π
iv

On sampling DTFT at regular intervals we get Discrete Fourier

Sh

Transforms (DFT)
1) Statement of Linearity property of DTFT

a
ann
ng
If
x[n] ↔ X (e jΩ )

Ga
and

sh
y [n] ↔ Y (e jΩ )
Then aka
z[n] = ax[n] + by [n] ↔ aX (e jΩ ) + bY (e jΩ ) = Z (e jΩ )
apr
iv
Sh
Proof of Linearity property of DTFT- I

a
By definition of DTFT-

ann
∞
X
Z (e jΩ ) = z[n]e −jΩn

ng
−∞

Ga
substituting for z[n]-

sh
∞
X
Z (e jΩ ) = {ax[n] + by [n]}e −jΩn
aka
−∞
apr
Using the linearity property of Summation we have-
iv

∞
X ∞
X
Sh

Z (e jΩ ) = a x[n]e −jΩn + b y [n]e −jΩn

−∞ −∞
Proof of Linearity property of DTFT- II

a
ann
ng
Which by definition of DTFT is equal to-

Ga
Z (e jΩ ) = aX (e jΩ ) + bY (e jΩ )

sh
Hence Proved aka
apr
iv
Sh
2) Statement of Time Shift property of DTFT

a
ann
ng
If

Ga
x[n] ↔ X (e jΩ )

sh
Then
z[n] = x[n − n0 ] ↔ e −jΩn0 X (e jΩ ) = Z (e jΩ )
aka
ivapr
Sh
Proof of Time Shift property of DTFT I
By definition of DTFT-

a
ann
∞
X
−jΩn
Z (e )= z[n]e −jΩn

ng
−∞

Ga
substituting for z[n]-
∞

sh
X
−jΩn
Z (e )= {x[n − n0 ]}e −jΩn
aka −∞

perform the following change of variables-

apr
l = n − n0 ⇒∴ n = l + n0
There will be no change in the limits of the summation
iv
Sh

∞
X
Z (e −jΩn ) = {x[l]}e −jΩ(l+n0 )
−∞
Proof of Time Shift property of DTFT II

a
ann
∞
X
−jΩn
x[l]e −jΩl e −jΩn0

ng
Z (e )=
−∞

Ga
∞
X
Z (e −jΩn ) = e −jΩn0 x[l]e −jΩl

sh
−∞

aka
By using the definition of DTFT we can write-
apr
Z (e −jΩn ) = e −jΩn0 X (e jΩ )
iv

Hence Proved
Sh
3) Statement of Frequency Shift property of DTFT

a
ann
ng
If

Ga
x[n] ↔ X (e jΩ )

sh
Then
z[n] = e jΓn x[n] ↔ X (e j(Ω−Γ) ) = Z (e jΩ )
aka
ivapr
Sh
Proof of Frequency Shift property of DTFT I

a
Consider the definition of inverse DTFT-

ann
Z π
1
z[n] = Z (e jΩ )e jΩn dΩ
2π −π

ng
Ga
Substituting for Z (e jΩ )-
Z π
1

sh
z[n] = X (e j(Ω−Γ) )e jΩn dΩ
2π
aka
−π

Performing substitution and change of variables-

apr
Ω − Γ = η then Ω = η + Γ
This implies-
iv

dΩ = dη
Sh

Ω = −π ⇒ η = −π − Γ = −π
Ω=π ⇒η =π−Γ=π
Proof of Frequency Shift property of DTFT II

a
ann
This is due to the periodic nature of the DTFT
Z π
1

ng
z[n] = X (e jη )e j(η+Γ)n dη
2π −π

Ga
Z π
1
z[n] = X (e jη )e jηn e jΓn dη

sh
2π −π

z[n] = e
aka
jΓn 1
Z π
X (e jη )e jηn dη
2π
apr
−π

z[n] = e jΓn x[n]

iv
Sh

Hence Proved
4) Statement of Time Scaling property of DTFT

a
ann
ng
If

Ga
x[n] ↔ X (e jΩ )

sh
Then
j( Ω )
z[n] = x[pn] ↔ X (e ) = Z (e jΩ )
aka
apr p
iv
Sh
Proof of Time Scaling property of DTFT I

a
By definition of DTFT-

ann
∞
X
jΩ
Z (e ) = z[n]e −jΩn

ng
−∞

Ga
Substituting for z(t)-

sh
∞
X
Z (e jΩ ) = x[pn]e −jΩn
aka n=−∞
apr
Substitute-
np = m ⇒ n = m p
iv

No change in the range of the summation

Sh

n = −∞ ⇒ m = −∞p = −∞
n = +∞ ⇒ m = +∞p = +∞
Proof of Time Scaling property of DTFT II

a
ann
∞
−jΩ( m )
X
Z (e jΩ ) = x[m]e p

ng
m=−∞

Ga
Rearranging and comparing with the definition of DTFT-
∞

sh
−j( Ω )m
X
jΩ
Z (e ) = x[m]e p

akam=−∞
apr
jΩ
Z (e jΩ ) = X (e p )
iv

Hence Proved
Sh

Alternately we can start from RHS and show that it is equal to LHS
5) Statement of Differentiation in Frequency property of
DTFT

a
ann
ng
Ga
If
x[n] ↔ X (e jΩ )

sh
and Then
aka
z[n] = −jnx[n] ↔
d
dΩ
X (e jΩ ) = Z (e jΩ )
apr
iv
Sh
Proof of Differentiation in Frequency property of DTFT I

By definition of DTFT-

a
ann
n=∞
X
X (e jΩ ) = x[n]e −jΩn

ng
n=−∞

Ga
Differentiate both sides with respect to ’Ω’-
n=∞

sh
dX (e jΩ ) X d(e −jΩn )
= x[n]
dΩ
akan=−∞
n=∞
dΩ

dX (e jΩ )
apr
X
= x[n](−jn)e −jΩn
dΩ n=−∞
iv
Sh

n=∞
dX (e jΩ ) X
= {−jnx[n]}e −jΩn
dΩ n=−∞
Proof of Differentiation in Frequency property of DTFT II

a
ann
ng
Ga
Therefore we can conclude that-

dX (e jΩ )

sh
−jnx[n] ↔
dΩ
aka
apr
iv
Sh
6) Statement of Summation in Time property of DTFT

a
ann
ng
If

Ga
x[n] ↔ X (e jω )
Then

sh
n ∞
X X (e jΩ ) j0
X
x[k] ↔ + πX (e ) δ(Ω − 2πk)
k=−∞ aka
1 − e jΩ
k=−∞
apr
iv
Sh
Proof of Summation in Time property of DTFT I

a
Consider the following convolution intime domain-

ann
∞
X ∞
X ∞
X
x[n] ∗ U[n] = x(k)U(n − k) = x[k] · 1 = x[k]

ng
k=−∞ k=−∞ k=−∞

Ga
(
1, for (−∞ ≤ k ≤ n).
∵ U[n − k] =

sh
0, otherwise.

aka
Using convolution in time domain property of DTFT-
apr
x[n] ∗ U[n] ↔ X (e jΩ )U(e jΩ )
iv

We have-
∞
Sh

jΩ 1 X
U(e ) = +π δ(Ω − 2πk)
1 − e −jΩ
k=−∞
Proof of Summation in Time property of DTFT II
∞
n 1 X o
∴ X (e jΩ )U(e jΩ ) = X (e jΩ ) ·

a
+ π δ(Ω − 2πk)
1 − e −jΩ

ann
k=−∞
∞
X (e jΩ )

ng
X
∴ X (e jΩ )U(e jΩ ) = + πX (e jΩ
) δ(Ω − 2πk)
1 − e −jΩ

Ga
k=−∞

Using sampling property of δ(Ω)

sh
X (e jΩ )δ(Ω − Ω0 ) = X (e jΩ0 )
aka
for Ω0 = 0
apr
X (e jΩ )δ(Ω − Ω0 ) = X (e j0 )
iv

∞
Sh

jΩ jΩX (e jΩ ) j0
X
∴ X (e )U(e ) = + πX (e ) δ(Ω − 2πk)
1 − e −jΩ
k=−∞
7) Statement of Convolution Sum in Time domain
property of DTFT

a
ann
If

ng
x[n] ↔ X (e jΩ )

Ga
and
y [n] ↔ Y (e jΩ )

sh
Then
z[n] =
∞
X aka
x[k]y [n − k] ↔ X (e jΩ )Y (e jΩ ) = Z (e jΩ )
apr
k=−∞

i.e Convolution in time domain is equal to Multiplication in frequency

iv

domain
Sh
Proof of Convolution Sum in Time domain property of
DTFT I

a
ann
By the definition of DTFT-
∞

ng
X
jΩ
Z (e ) = z[n]e −jΩn

Ga
n=−∞

Substituting for z[n]-

sh
aka
∞ n X
X ∞ o
Z (e jΩ ) = x[k]y [n − k] e −jΩn
apr
n=−∞ k=−∞

Re-arranging RHS-
iv
Sh

∞
X ∞
X
Z (e jΩ ) = x[k] y [n − k]e −jΩn
k=−∞ n=−∞
Proof of Convolution Sum in Time domain property of
DTFT II

a
ann
Substitute in the inner summation-
n-k=m ⇒ n=m+k

ng
Limits of summation

Ga
n →∞ ⇒ m =∞−k =∞
n → −∞ ⇒ m = −∞ − k = −∞

sh
∞
X ∞
X
y [m]e −jΩ(m+k)
aka
jΩ
Z (e ) = x[k]
k=−∞ m=−∞
apr
Re-arranging-
iv

∞
X ∞
X
−jΩk
jΩ
y [m]e −jΩm = X (e jΩ )Y (e jΩ ) = RHS
Sh

Z (e ) = x[k]e
k=−∞ m=−∞
7) Statement of Multiplication in Time domain property of
DTFT

a
ann
If

ng
x[n] ↔ X (e jΩ )

Ga
and
y [n] ↔ Y (e jΩ )

sh
Then
aka
Z π
1
apr
z[n] = x[n]y [n] ↔ X (e jΓ )Y (e j(Ω−Γ) )dΓ = Z (e jΩ )
2π −π
iv

Multiplication in time domain is equal to Convolution in frequency domain

Sh
Proof of Multiplication in Time domain property of DTFT I
Consider the RHS and take its IDFT-

a
Z πn Z π

ann
1 1 o
z[n] = X (e jΓ )Y (e j(Ω−Γ) )dΓ e jΩn dΩ
2π −π 2π −π

ng
Now multiply and divide by e jΓn

Ga
Z πn Z π
1 1 o e jΓn
z[n] = X (e jΓ )Y (e j(Ω−Γ) )dΓ e jΩn jΓn dΩ

sh
2π −π 2π −π e
Re-arranging-
Z π
aka Z π
1 1 1
apr
z[n] = X (e jΓ )e jΓn dΓ · Y (e j(Ω−Γ) )e jΩn dΩ
2π −π 2π −π e jΓn
iv

But 1
= e −jΓn -
Sh

e jΓn
Z π Z π
1 1
∴ z[n] = jΓ
X (e )e jΓn
dΓ · Y (e j(Ω−Γ) )e jΩn e −jΓn dΩ
2π −π 2π −π
Proof of Multiplication in Time domain property of DTFT
II

a
ann
Z π Z π
1 1
∴ z[n] = X (e jΓ )e jΓn dΓ · Y (e j(Ω−Γ) )e j(Ω−Γ)n dΩ
2π −π 2π −π

ng
Substitute-

Ga
Ω − Γ = β ⇒ dΩ = dβ
Limits of integration-

sh
Ω → −π ⇒ β → (−π − Γ)
Ω → π ⇒ β → (π − Γ)
The changed limit is still 2π interval
aka
apr

Z π Z π
iv

1 jΓ jΓn 1
∴ z[n] = X (e )e dΓ· Y (e j(β) )e j(β)n dβ = x[n]·y [n] = LHS
Sh

2π −π 2π −π
9) Statement of Parseval’s Theorem w.r.t DTFT

a
ann
If

ng
x[n] ↔ X (e jΩ )

Ga
Then
∞ Z π
X
2 1
|x[n]| = |X (e jΩ )|2 dΩ

sh
−∞
2π −π

aka
Parseval’s relation states that energy(or Power for periodic signals) or
Power in the time domain representation of a signal is equal to the energy
apr
or Power in the Frequency domain representation. Hence, we can conclude
that, energy and power are conserved in Fourier representation
iv
Sh
Proof of Parseval’s Theorem w.r.t DTFT I
Consider the LHS side of the equation-

a
Wx the energy in a CT-Non-periodic signal is given by-

ann
Z ∞
Wx = |x[n]|2

ng
−∞

Ga
x[n] may be complex valued in general. Note that

sh
|x[n]|2 = x[n]x ∗ [n]
Also, we have IDTFT - aka
apr
Z π
1
x[n] = X (e jΩn )e jΩn dΩ
2π −π
iv

Take complex conjugate on both sides-

Sh

Z π
1
x ∗ [n] = X ∗ (e jΩn )e −jΩn dΩ
2π −π
Proof of Parseval’s Theorem w.r.t DTFT II

a
Substituting into the equation of Wx -

ann
Z π Z π Z π
∗ 1
Wx = x[n]x [n]dt = x(t){ X ∗ (jΩ)e −jΩt dΩ}dt

ng
−π −π 2π −π

Ga
Now interchange the order of integration-
Z ∞ Z ∞
1

sh
∗
Wx = X (jω){ x(t)e −jωt dt}dω
2π −∞ −∞

By the definition of FT- aka

apr
Z ∞ Z ∞
1 ∗ 1
Wx = X (jω)X (jω)dω = |X (jω)|2 dω
2π −∞ 2π −∞
iv
Sh

That is, the energy in the time domain signal is equal to the energy in the
frequency domain signal nowmalized by 2π
Proof of Parseval’s Theorem w.r.t DTFT III

a
ann
ng
Ga
Note:A plot of the quantity |X (jω)|2 plotted against ω is termed as the
energy spectrum of the signal. This plot indicates how energy in the

sh
signal is distributed as a function of frequency
aka
apr
iv
Sh
11) Statement of Duality Property w.r.t DTFT

a
ann
ng
If

Ga
x[n] ↔ X (e jΩ )

sh
Then
X (e jt ) ↔ x[−k]
aka
apr
iv
Sh
Symmetry property of DTFT-x[n] is real

a
ann
ng
If

Ga
x[n] ↔ X (e jΩ )
and if x[n] is real, then-

sh
aka
x[n]real ↔ Conjugate{X (e jΩ )} = X (e −jΩ )
apr
iv
Sh
Symmetry property of DTFT-x[n] is Imaginary

a
ann
ng
If

Ga
x[n] ↔ X (e jΩ )
and if x[n] is imaginary, then-

sh
aka
x[n]imaginary ↔ Conjugate{X (e jΩ )} = −X (e −jΩ )
apr
iv
Sh
Symmetry property of DTFT-x[n] is real and even

a
ann
ng
If

Ga
x[n] ↔ X (e jΩ )
and if x[n] is real and even, then-

sh
aka
x[n]realandeven ↔ Im{X (e jΩ )} = 0
apr
iv
Sh
Symmetry property of DTFT-x[n] is real and odd

a
ann
ng
If

Ga
x[n] ↔ X (e jΩ )
and if x[n] is real and odd, then-

sh
aka
x[n]realandeven ↔ Re{X (e jΩ )} = 0
apr
iv
Sh
Time reversal property of DTFT

a
ann
ng
If

Ga
x[n] ↔ X (e jΩ )

sh
Then-
x[−n] ↔ X (e −jΩ )
aka
apr
iv
Sh
Statement of Periodicity property of DTFT

a
ann
If

ng
x[n] ↔ X (e jΩ )

Ga
Then
X (e j(Ω+2π) ) = X (e jΩ )

sh
In general
aka
X (e j(Ω+2kπ) ) = X (e jΩ )
apr
DTFT is a function of ω with its period as 2π
iv
Sh
Proof of Periodicity property of DTFT
By the definition of DTFT we have-

a
ann
∞
X
X (e jΩ ) = x[n]e −jΩn
−∞

ng
Replace Ω with Ω + 2π

Ga
∞
X
X (e j(Ω+2π) ) = x[n]e −j(Ω+2π)n

sh
−∞
aka ∞
X
X (e j(Ω+2π)
)= x[n]e −jΩn e −j2πn
apr
−∞
iv

But e −j2πn =cos(2πn) − jsin(2πn)=1-j0=1 for all n

Sh

∴ X (e j(Ω+2π) ) = X (e jΩ )

Hence proved.