Dokumen - Tips Chap3 Discrete Fourier Transform

8/9/2019 Chap3-Discrete Fourier Transform
Chapter 3
Discrete Fourier Transform
Review
 The DTFT provides the frequency-domain ( [)
representation for absolutely summable sequences.
 The z-transform provides a generalized frequency-
domain ( z ) representation for arbitrary sequences.
Features in common
 Defined for infinite-length sequences.
 Functions of continuous variable ( [ or z ).
 They are not numerically computable transform.
We need a numerically computable transform, that is

Discrete Fourier Transform (DFT)
Copyright © 2005. Shi Ping CUC
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Chapter 3
Discrete Fourier Transform
Content
The Family of Fourier Transform
The Discrete Fourier Series (DFS)
The Discrete Fourier Transform (DFT)
The Properties of DFT
The Sampling Theorem in Frequency Domain
Approximating to FT (FS) with DFT (DFS)
Summary
 Introduction
Fourier analysis is named after Jean Baptiste Joseph

Fourier (1768-1830), a French mathematician and
physicist.
A signal can be either continuous or discrete, and it can
be either
these two periodic or aperiodic
features generates .the
The combination
four categoriesof
of
Fourier Transform.
 Aperiodic-ContinuousFourier Transform
g
X ( j;) ! x(t )e  j;t dt
1
´
g
g
j;t
x(t ) ! X ( j;)e d ;
2T
´
g
 Periodic-ContinuousFourier Series
1 T 0 2
 jk ; 0t
X ( jk ; 0 ) ! T 0 T 0 2 x (t )e dt
g ´
x(t ) ! § X ( jk ; )e
! g
0
jk ; 0t
k
2T
; 0 ! 2TF !
T 0
 Aperiodic-DiscreteDTFT
g
X (e j[ ) !
§
n ! g
x( n)e  j[n
1 T
´ X (e
j[ j[n
x( n) ! )e d [
2T T
 Periodic-DiscreteDFS (DFT)
N 1 2T
 j nk
X (k ) ! § x(n)e N
n !0
N 1 2T
1 j nk
x (n) ! § X (k )e N
N k !0
 Summary
Time function Frequency function
Continuous and Aperiodic Aperiodic and Continuous
2T
Continuous and Periodic(T ) Aperiodic and Discrete( ; 0 ! )
0 T 0
2T
Discrete ( T ) and Aperiodic Periodic( ; s ! T ) and Continuous
2T
Periodic( ! )
s
Discrete ( T ) and Periodic (T ) T

0 2T
and Discrete( ; 0 ! )
T 0
Copyright © 2005. Shireturn
Ping CUC
 Definition
Periodic time functions can be synthesized as a linear
combination of complex exponentials whose frequencies
are multiples (or harmonics) of the fundamental frequency
Periodic continuous-time function x ( t ) ! x ( t  rT )
2T g 2T
fundamental j t j kt
frequency e T x
( t ) ! X ( k )e T
§
k ! g
Periodic discrete-time function x ( n) ! x ( n  rN )
fundamental 2T N 1 2T
j n 1 j kn
frequency e N x ( n) ! § X (k )e N
N k ! 0 Copyright © 2005. Shi Ping CUC
2T
2T j rN
1 N 1
j rn 1 1 e N
®1, r ! mN
N
§ e
n !0
N
!
N

j
2T
r
!¯
°0, elsewhere
1 e N
N 1
« 1 N 1
 j rn j N 1kn »  j rn
§ x ( n )e N
! § ¬ §
n ! 0 - N k ! 0
X ( k )e N
¼ e N
n! 0 ½
N 1 « 1 N 1 j N ( k  r ) n »
! § X ( k )¬ § e ¼ ! X ( r )
k ! 0 - N n! 0 ½
N 1 2T
 j kn
X (k ) § x(n)e N
n 0
N 1
§ x (n)e
 j N ( k  mN ) n
Because: X ( k  mN ) !
n!0
N 1  j kn
N
!§
n ! 0 x ( n)e ! X ( k )
The X ( k ) is a periodic sequence with fundamental
period equal to N
 j N T
Let W N ! e
~ k ! DFS[ x
~ n ] ! N 1 x
~ n
§
nk
W N
n!0
N 1
k
~ n ! IDFS[ ~ k ] ! 1 ~ k W N 
x
N k ! 0 §
 Relation to the z-transform

® x n , 0 e n e N  1
x n ! ¯
° 0, elsewhere
N 1 N 1
~
§ §
n j 2N k  n T
X ( z ) ! x ( n) z , X ( k ) ! x ( n)(e )

n!0 n!0
X
~ ( k ) ! X ( z ) | z ! e j 2 N k T
~
The DFS X ( k ) represents N evenly spaced samples of
the z-transform X ( z ) around the unit circle.
 Relation to the DTFT

~ ( n), 0 e n e N  1
® x
x ( n) ! ¯
° 0, elsewhere
N  1 N  1 2T

 j
~ nk
X ( e j [
)! §n!0
x ( n)e  j [ n
 X ( k ) ! §
n!0
x ( n )e N
~ j [
X ( k ) ! X ( e ) | ! 2 N k

T
[
The DFS is obtained by evenly sampling the DTFT at 2T

N
intervals. It is called frequency resolution and represents the
sampling interval in the frequency domain.
~
X ( k ) ! (e j [
) [ ! 2 N T k
jIm[z]
frequency resolution
N=8
2T
N k ! 0
Re[z]
 The properties of DFS
 Linearity
~ ~ ~ ~
DFS [a x 1 ( n)  b x ( n)] a X 1 ( k )  b X ( k )
 Shift of a sequence T
mk ~ ~
j mk
~
DFS [ x ( nm )] ! W N X ( k ) ! e  N
X ( k )
 Modulation
~ ~ ln
DFS [W N x ( n)] ! X ( k  l )
 Periodic convolution
~ ~ ~
if Y (k ) ! X (k )  X (k )
1 2 N 1
~ ~ ~ ~
then y (n) ! IDFS[Y ( k )] ! § x1 ( m) x2 (n  m)
m !0
N 1
! ~ ~
x (m) x (n  m)
2 1
§
m !0
N 1
~ ~ 1 ~ ~
~
y (n) ! IDFS[ X 1 (k ) X 2 (k )] !
k ! 0
§
X 1 (k ) X 2 ( k )W N  nk
N
1 N 1 « N 1 ~ mk » ~
! ¬
N k !0 -m !0
§§
x1 ( m )W
N ¼
½
X 2 ( )
k W  n k
N
N 1
« »
N 1
!§ ~
x1 ( m ) ¬ N §
1 ~
X 2 ( )
k W  ( n  m ) k
N ¼
m!0 - k !0 ½
N 1 N 1
!§ ~ ~
x1 (m) x2 (n  m) ! § ~ ~
x2 (m) x1 (n  m)
! !
m 0 m 0

Ping CUC
 Introduction
 The DFS provided us a mechanism for numerically
computing the discrete-time Fourier transform. But most of the
signals in practice are not periodic. They are likely to be of
finite length.
 Theoretically, we can take care of this problem by defining a
periodic signal whose primary shape is that of the finite length
signal and then using the DFS on this periodic signal.
 Practically, we define a new transform called the Discrete
Fourier Transform, which is the primary period of the DFS.
 This DFT is the ultimate numerically computable Fourier
transform for arbitrary finite length sequences.
 Finite-length sequence & periodic sequence

x ( n) Finite-length sequence that has N samples
~
x ( n) periodic sequence with the period of N
~ (n),
x 0 e n e N  1
Window operation x(n) !
0, elsewhere
~(n) R (n)
x(n) ! x N
g
~ ( n) !
Periodic extension x § x ( n  rN )
r ! g
~ ( n) ! x (( n))
x N
 The definition of DFT

N 1
X (k ) D T [ x(n)] § x(n)W N nk , 0 e k e N  1

n 0 N 1
1
x(n) ID T [ X ( k )]
N
§ n 0
X (k )W N  nk , 0 e n e N  1
N 1
X ( k ) ! nk

x ( n )W N R N ( k ) ~ ( k ) R N ( k )
! X
n! 0
N 1
1  nk ~ ( n) R ( n)
x ( n ) ! X ( k )W N R N ( n) ! x N
N n!0

Ping CUC
 Linearity
DFT[ax 1 ( n)  bx ( n)] a 1 ( k )  b ( k )
N3-point DFT, N3=max(N1,N2)
 Circular shift of a sequence

k m
[ ((  m )) R ( )] ! W X ( k )
 Circular shift in the frequency domain

l
[W ( )] X (( k l )) R ( k )

! 
 The sum of a sequence

N  1 N  1
§ x (n)W § x ( n)
n
X ( ) !0
! N
!
n!0 ! n! 0
0
 The first sample of sequence

N 1
1
x (0) !
N
§ X ( k )
k ! 0
 DFT [ x ( n)] ! X ( k )

DFT [ X ( n)] ! Nx (( N  k )) N R N ( k )
 Circular convolution
1
« N
»
x1 ( n) x2 ( n) ! ¬ § x1 (m) x2 ((n  m)) ¼ R (n)
N
N N
- m !0 ½
« 1 N
»
! ¬ § x2 (m) x1 ((n  )) ¼ R ( n) ! x2 (n) N x1 ( n) N N
- m!0 ½
DFT[ x (n) N x (n)] ! X (k ) X (k )

1 2 1 2
 Multiplication
1
DFT[ x 1 ( n)  x 2 ( n )] ! X 1 ( k ) N X 2 ( k )
N
 Circular correlation
Linear correlation
g g
r xy ( m ) ! n§
! g x ( n ) y * ( n  m ) ! n§
! g x ( n  m ) y * ( n )
Circular correlation
N  1
r xy ( m ) ! x
( ) y * ((  m )) R ( m )
N N
§
!0
N  1
! § x ((  m )) N y * ( ) R N ( m )
!0
*
if R xy ( k ) ! X ( k )  Y ( k )
then r xy ( m ) ! IDFT[ R xy ( k )]
N 1
! § x ( n) y * (( n  m )) N R N ( m )
n!0
N 1
! § x (( n  m )) N y * ( n) R N ( m )
n!0
 Parseval¶s theorem
N 1 N 1
1
§ x(n) y §
* *
( n) ! X (k )Y ( k )
! N !
n 0 k 0
let x ( n) y ( n)
N 1 N 1
1
then § x (n) x (n) *
§ ( )
*
( )
n 0 0
N
N 1 N  1
1
§ x (n) §
2 2
( )
n 0 N 0
 Conjugate symmetry properties of DFT

 x ep ( n ) and x op ( n)
~
x ( n) ! x (( n)) N
Let x ( n) be a N-point sequence
~ 1 ~ ~  ( n)] ! 1
xe (n) ! [ x (n)  x [ x((n)) N  x  (( N  n)) N ]
2 2
~ n ! 1 ~ n  ~  n ! 1
n  
n
xo ( ) 2 [ x ( ) x ( )] 2 [ x(( )) N x (( N )) N ]
It can be proved that ~ ( n)
x
~ * (  n)
x
e e
~
x
~ 
 x
*
o o
( n) ( n) Copyright © 2005. Shi Ping CUC
Circular
conjugate ( n ) ! ~ (n) R (n)
symmetric p N
component 1 
! 2 ((n)) N  (( N  n)) N R N ( n)
? ~ A
op ( n) ! o ( n) R N ( n)
Circular
1
! ? ((n)) N  (( N  n)) N A

conjugate R N ( n)
antisymmetric
component 2
x ( n) ! xep ( n)  xop ( n)
*
xep (n) x (( N n)) N R N (n)
!
ep 
*
x ( n) x (( N n)) R ( n)
!  
op op N N
 X ep ( k ) and X op ( k )
X k ! X p k X op k

( ) ( ) ( )
*
X ep ( k ) X (( N  k )) N R N ( k )
ep
X op ( k )  X op

*
(( N  k )) N R N ( k )
Re[ X ep (k )] Re[ X ep (( N k )) N R N (k )]! 
Im[ X (k )] Im[ X (( N k )) R (k )] !  
ep ep N N
Re[ X op ( k )] !  Re[ X op (( N k )) N R N ( k )] 
Im[ X op ( k )] ! Im[ X op (( N k )) N R N ( k )] 
 Circular even sequences
if x(n) ! x(( N  n)) N R N (n)

! 
then X ( k ) X (( N k )) N R N (k )
 Circular odd sequences
if x ( n) !  x (( N  n)) N R N ( n)

then X ( k ) !  X (( N  k )) N R N ( k )
 Conjugate sequences
* *
DFT[ x (n)] X (( k )) N R N ( k ) ! 
! X * (( N k )) N R N (k ) X * ( N

 !  k )
*
D [ x ((  n)) N R N ( n)]
* *
!D [ x (( N  n)) N R N ( n)] ! ( k )
 Complex-value sequences
DFT _Re[ x(n)]a! X ep (k )

!
?
1 X ((k )) N  X * (( N  k )) N R N (k )
2
A
!
DFT _ j Im[ x ( n)]a X op ( k )

1
! ? *
X (( k )) N X (( N k )) N R N ( k )
  A
2
DFT [ (n)] ! Re[ X (k )]

p
®1 * ¾
!  
DFT °̄2 [ ((n)) (( n)) ] ( n) À
¿
DFT [ x op ( n)] ! j Im[ X ( k )]
®1 ¾
! DFT ¯ [ x (( n)) N  x (( N  n)) N ] R N ( n)¿
*
°2 À
 Real-value sequences
i x(n) is real - value sequence

*
! 
then X ( k ) X (( N k )) N R N ( k )
 Imaginary-value sequences
if x ( n) o ly as imagi ary part

*
t X ( k ) !  X (( N  k )) N R N ( k )
 Summary
x (n) ! Re[ x (n)]  j Im[ x(n)]

D D D

X (k ) ! X ep ( k )  X op ( k )
! 
x ( n ) x ep ( n) x op ( n)
D D D
example
X ( k ) ! Re[ X ( k )]  j Im[ X ( k )]
 Linear convolution & circular convolution

x 1 ( n ) N1 point sequence, 0n N1-1
x ( n) N2 point sequence, 0n N2-1
 Linear convolution
yl (n) ! x1 (n)  x2 ( n)

g N 1 1
!
§ x
m ! g
1 ( m ) x 2 ( n  m ) !
§ x
m !0
1 ( m ) x 2 ( n  m )
yl ( n) L point sequence, L= N1+N2-1

 Circular convolution
We have to make both x ( n) and x 2 ( n ) L-point
sequences by padding an appropriate number of zeros
in order to make L point circular convolution.
® 1 ( n), 0 e n e N 1  1
(n) ! ¯
N 1 e n e L  1
1
°0,
® x ( n), e n e N 
x ( n) ! ¯
°, N e n e L 
« L 1 L »
yc (n) ! x1 (n) x2 (n) ! ¬ § x1 (m) x2 ((n  m)) L ¼ R L (n)
- m !0 ½
L 1 g
! ¬ § x1 (m) § x2 (n  rL  m)»¼ R L (n)
«
- m !0 r ! g ½
« g L 1 »
! ¬ § § x1 (m) x2 (n  rL  m)¼ R L (n)
r ! g m ! 0
-« g » ½
! ¬ § yl (n  rL)¼ R L (n)
- r ! g ½
« g »
yc ( n) ! ¬ § y l ( n  r )¼ R ( n)
- r ! g ½
if L u N 1  N 2  1

then yc (n) ! yl (n)
that is x1 ( n) L x2 (n) ! x1 ( n)  x2 (n)

Ping CUC
 Sampling in frequency domain

g
~
X ( k ) ! X ( z ) |
!
 k
z W N
!
m
§ ! g
x ( m )W N
k m
N 
 kn
x N ( n) ! IDFS[ X (k )] !
N
§ X ( k )W N
k !
« g N 
km »  kn
! N § ¬ § x (m)W N ¼W N
k ! - m ! g ½
g
« N  k ( m ) » g
! § x ( m) ¬ § W N ¼ ! § x( n r N )
m ! g - N ! ½ r ! g
g
~
x N (n) ! § x(n  rN )
r ! g
Frequency Sampling Theorem

For M point finite duration sequence, if the frequency
sampling number N satisfy:
N u M
then
~
x N ( n) ! x N ( n) R N ( n) ! x ( n)
 Interpolation formula of X ( z )
«
N  1
1 1
 k » 
N 1 N
X ( z ) ! § x ( n) z ! § ¬ § X ( k )W ¼ z

 n n n
N
!0 n! 0 - N k ! 0 ½ n
1 1 N
« 1  k  » 1 1 « 1  k 1 »
N N N
! § X ( k )¬ § W z ¼ ! § X ( k )¬ § W z  ¼

n
n n
N N
N k ! 0 - !0 ½ N k ! 0 - !0
n ½ n
N  1  N k  N  N N 1
! 1 § X ( k )¯ 1  W N  k z 1 ¿

¾ ! 1  z § X ( k )
 k 1
N k ! 0 °1  W N z À N k ! 0 1  W N z
 N N  1 N 1

1  z X ( k )
X ( z ) !
N
§ 1  W
k ! 0
 k 1
z
! § X ( k )* k ( z )
k ! 0
N
1 1  z  N
* k ( z ) !  k 1
N 1  W N z
Interpolation
function
 Interpolation formula of X (e j [ )

N 1 N 1
2T
X ( e ) !
jw
§ X (k )*
k ! 0
K (e
j [
)! § X (k )*(
k ! 0
[ 
N
k )
sin [ N   j [ N 21 

* ([ ) ! 2
e

N sin [2
Interpolation
function
Ping CUC
 Approximating to FT of continuous-time aperiodic

signal with DFT
CTFT
g
´
 j ;t
X ( j ; ) ! x ( t )e dt
g
g
x ( t ) ! 1
2T ´ g
X ( j ; )e j ;t d ;
 Sampling in time domain

g g
t p nT , dt p T ,
´ g
dt p § T
n ! g
g g
´ §
 j ;t
x ( nT )e 
j ;nT
X ( j ; ) ! x ( t )e dt } T 
g
n ! g
1 g
j ; t
x ( t ) ! 2T  g X ( j ; )e d ;

1 ; S
´
2T
´
j ;nT
x ( nt ) } X ( j ; )e d ; ; s ! 2T f s !
2T 0 T
 Truncation in time domain
t : ( 0 ~ T 0 ) , T 0 ! NT , : ( 0 ~ N  1)
N 1
X ( j ; ) } T  § x (nT )e
n! 0
 j ;nT
1
´
S j nT
x ( nT ) X ( j )e d
2T 0
 Sampling in frequency domain N 1

;s
; p k ; , 0
d ; p ; 0 , ´
0
d ; p
n!0
; 0
1 T
T 0 ! ! N ! NT , ; ! 2T F ! T
0 0 2
F 0 f s 0
2T 2T
; T !0
T !
T N
0
N  1 N  1  j
2T
nk
X ( jk ; 0 ) } T  §
n!0
x ( nT )e
 jk ; 0 nT
! T  § x ( n)e
n!0
N
! 
T T[ x ( n)] Copyright © 2005. Shi Ping CUC
; 0 N 1
x ( nT ) }
2T
§ X ( jk ;
k ! 0
0 )e
jk ; 0 nT
N  1 j
2T
nk
! F 0  N  1 X ( jk ; 0 )e N
N k ! 0 §
N 1 2T
1 j nk
! f  X ( jk ; )e N
s 0
N k ! 0
§ 1
! f s  I T[ X ( jk ; 0 )] ! I T[ X ( jk ; 0 )]
T
demo Copyright © 2005. Shi Ping CUC
 Approximating to FS of continuous-time periodic

signal with DFS
1 T 0
 jk ; 0 t
X ( jk ; 0 ) ! x ( t )e dt
T 0 0
g ´
x ( t ) ! § X ( jk ; 0
)e
jk ; 0 t
k ! g
2T
; 0 ! 2T F 0 !
T 0
 Sampling in time domain

N 1
T 0
t nT , d T , T 0 ! N T ´
0
d § T
n!0
N 1 N 1 2T

T 1  j nk
X ( jk ; 0 ) }
T
§ x ( nT )e
 jk ; 0 nT
!
N
§ x ( n)e N
0 n! 0 n!0
1
! N  [ x ( n)]
 Truncating in frequency domain

3 T ! NT , @ f s ! NF , let k : ( , N  )
g
jk ; t
§
0
x ( t ) ! X ( jk ; 0 )e
k ! g
N 1 N 1 2T

j nk
x ( nT ) } § X ( jk ; ! § X ( jk ; 0 )e
jk ; 0 nT N
0 )e
k ! 0 k ! 0
N 1 2T
1 j nk
! N 
N
§ k ! 0
X ( jk ; 0 )e N
! N  IDFS[ X ( jk ; 0 )]
 Some problems
 Aliasing
Sampling in time domain: f s " 2 f h , ! 
f s 2 f h
Otherwise, the aliasing will occur in frequency domain
1
Sampling in frequency domain: T 0 !
F 0
T 0 Period in time domain F 0 Frequency resolution

f s T 0
! ! N f h and F 0
F 0 T is contradictory
 Spectrum leakage
x 1 ( n), infinite - length sequence
x 2 ( n) ! x 1 ( n) R N ( n ), finite - length sequence
j j j
X ( e ) ! X (e )  W R (e )
Spectrum extension (leakage)
Spectrum aliasing demo
 Fence effect
2T ;0 2T F 0 f s

[
0 ! ! ! , F 0 !
N f s f s N
 Frequency resolution
f s 1 1
F ! ! !
0
T T 0
demo
 Comments
 Zero-padding is an operation in which more zeros are
appended to the original sequence. It can provides closely
spaced samples of the DFT of the original sequence.
 The zero-padding gives us a high-density spectrum and
provides a better displayed version for plotting. But it does
not give us a high-resolution spectrum because no new
information is added.
 To get a high-resolution spectrum, one has to obtain
more data from the experiment or observation.
demo example
Ping CUC
Summary
z-transform of x(n)
The frequency representations of x(n) Complex
frequency domain
X ( z )
DTFT of x(n) ZT interpolation

j [ 2
z ! j k Time
Frequency
z ! sequence
domain
x ( n ) DFT of x(n)
DTFT Discrete frequency

domain
2T DFT
! k
j [ N
X ( e ) X ( k )

Ping CUC
interpolation
8/9/2019
Illustration of the four Fourier transforms
Chap3-Discrete Fourier Transform
Fourier Transform
Signals that are continuous
and aperiodic
Fourier Series
Signals that are continuous
and periodic
DTFT
Signals that are discrete and
aperiodic
Discrete Fourier Series

Signals that are discrete and
periodic
~ ( m )
x
8/9/2019 1 Chap3-Discrete Fourier Transform
n!0 0 m
n!1
n!2
~ ( n  m )
x
2
n!3
n!4
n!5
m
n!6 0
~
y ( n)
n
0 1 2 3 4 5 6

Ping CUC
1
8/9/2019
xep ( n) ! ? x(n)  x (( N  n)) N R N ( n) A

2
x ( n)
n
0
x N  n
(( )) N
n
 5 0 5
x ep n( )
n
5
Ping CUC
0
*
8/9/2019
xep (n) ! x (( N  n)) N R N (n)
ep
x ( n)
ep
n
0 5
ep ((  n))
0 5 n
R N ( n)

Ping CUC
n
8/9/2019 O r Chap3-Discrete
ig i n a l s e qFourier
u e n cTransform
e 1 v ( .8 ) R11 ( n )
1 0
)
n
( 5
x
0
0 1 2 3 4 5 6 7 8 9 10 n
C i r c u l ar c o n j u g a t e s y m m e t r ic c o m p o n e n t
1 0
)
(
n
p 5
e
x
0
0 1 2 3 4 5 6 7 8 9 10 n
C i r c u l ar c o n j u g a t e an t is y m m e t r ic c o m p o n e n t
4
) 2
n
(
p 0
o
x
-2
-4
0 1 2 3 4 5 6 7 8 9 10 n

Ping CUC
C i l Chap3-Discrete
v Fourier Transform


 £  ¤ ¤ ¥ ¦ ¤ § ¤ ¥ ¤ ¥
¨
8/9/2019
¡ ¢ ¢ ¡ ©
1 0
5
0
0 1 2 3 4 5 6 7 8 9 10
¥
T h e D F T f

 ¥
¨
©
4 0 X ( k )
2 0
0
0 1 2 3 4 5 6 7 8 9 1 0 k
4 0
X (( N  k )) N N
( n)
2 0
0
0 1 2 3 4 5 6 7 8 9 1 0 k

Ping CUC
C i l Chap3-Discrete
d d e qFourier
u e n cTransform
e n )
    

8/9/2019
  
0
-2
-4
0 1 2 3 4 5 6 7 8 9 1 0 n
T h e i i n a r y a r t f D F T [x (n )]
  ! " 
1 0 X d
( k )
0
-1 0
0 1 2 3 4 5 6 7 8 9 1 0 k
1 0  X d N  (( k )) R ( n)
N N
0
-1 0
0 1 2 3 4 5 6 7 8 9 1 0 k

Ping CUC
*
X ( k ) ! X (( N  k )) N ( k )
N
X (0) ! X ?

(( N  k )) N R N ( k )A ! X (0)
*
k ! 0
*
@ X (0) is a real number
if N is even

N N
X ( )! ? X (( N *
)) N R N ( ) A !
N ! X
*
( )
2 2
2
N
@ X ( ) is a real number
2
Ping CUC
*Chap3-Discrete Fourier Transform
X ( k ) !  X (( N  k N R N
)) ( k )
8/9/2019
X ( 0) !  X * (( N  )) N R N ( ) ! X

*
( 0)
!0
@ X ( 0 ) is an imaginary numb r
if N is even

N N
*
?
X ( )  X (( N  k )) N R N ( k ) A k
N  X ( )
*
2
2 N 2
@ X ( ) is an imginary number
2

Ping CUC
8/9/2019
x 1 ( n) , x 2 ( n) N-point real-value sequences Chap3-Discrete Fourier Transform
( ) ! DFT[ x ( n)], ( ) ! DFT[ x ( n)]

1 1 2 2
y ( ) ! ( )  j ( )
Y ( k ) ! [ y ( )] ! [ ( )  j ( )]
! [ ( )]  j [ ( )] ! (k )  j (k )
1
X 1 ( k ) ! DFT _Re[ y( )]a! Y ep ( k ) ! Y ( k )  Y  (( N  k )) N R N ( k )
2
1 1
X 2 ( k ) ! DFT _Im[ y( n)]a! Y op ( k ) ! ?Y ( k )  Y  (( N  k )) N A R N ( k )
j 2 j

Ping CUC
L i n e a r c o n v o l u ti o n C i r c u l a r c o n v o l u ti o n N = 6
12 12
1 0 1 0
8 8
6 6
4 4
2 2
0 0
0 1 2 3 4 5 6 7 8 9 n 0 1 2 3 4 5 6 7 8 9 n
n !
( ) [1,2,2], !r c u l a r c o n v o l u ti o n N = 5
( ) [1,2,3,2],
C i r c u l a r c o n1v o l u ti o n N = 7 2 n C i
12 12
1 0 1 0
8 8
6 6
4 4
2 2
0 0
0 1 2 3 4 5 6 7 8 9 n 0 1 2 3 4 5 6 7 8 9 n

Ping CUC
* ([ ) M a g n it u d e R e s p o n s e , N = 8
0 .8
0 .6 2T 4T

N N
0 .4
0 .2
0
-1 -0 .8 -0 .6 -0 .4 -0 .2 0 0 .2 0 .4 0 .6 0 .8 1
f r e q u e n c y i n p i u n it s
Phase Response
1
0 .5
i
p
0
-0.5
-1
-1 -0 .8 -0 .6 -0 .4 -0 .2 0 0 .2 0 .4 0 .6 0 .8 1
Ping CUC
X ( k ),N = 8
6
5
4
3
0
0 1 2 3 4 5 6 7 k
X ( 0)* ([ ) X ( )*([  X T

( 3))*4([
T
 6T )
(2)* N
([  ) N
N
4
0
0 0 .1 0 .2 0 .3 0 .4 0 .5 0 .6 0 .7 0 .8 0 .9 1
Ping CUC
t
x a ( t ) ! 0 v (0.8) X a ( j ; )
1 0 5 0
8 4 0
6 FT 3 0
4 2 0
2 1 0
0 0
0 5 10 15 20 25 -1 -0 .5 0 0 .5 1
t j [ ra d
x ( n) X ( e )
1 0 5 0
8 4 0
6 DTFT3 0
4 2 0
2 1 0
0 0
0 5 10 15 20 25 -2 -1 0 1 2
n p i
j [ j [
x ( n ) R ( n) X (e )  R(e )
5 0
1 0
4 0
8
6 DTFT3 0
2 0
4
2 1 0
0 0
-1 0 -5 0 5 10 -2 -1 0 1 2
n ~ p i
~ ( n)
x
N N ( k )
5 0
1 0
4 0
8
6
DF 3 0
2 0
4
2 1 0
0 0
-1 0 0 10 -1 0 0 10
n k
x N ( n) X (k )
N
5 0
1 0
4 0
8
6 DFT 3 0
2 0
4
2 1 0
0 0
-1 0 0 10 -1 0 0 10
n k

Ping CUC
j [
x ( n) X (e )
1 X (e )
0 n 0 [
R ( n) R(e
j [
)
0 n 0 [
j [
x ( n) X 2 ( )
0 n 0 [

Ping CUC
4 x ( n) ! [ , , , ] D T F T
D F T
0
0 0 .2 0 .4 0 .6 0 .8 1 1 .2 1 .4 1 .6 1 .8 2 pi
4 x n ( ) ! [1,1,1,1, , , , ] DT F T

D F T
0
0 0 .2 0 .4 0 .6 0 .8 1 1 .2 1 .4 1 .6 1 .8 2 pi
4 x ( n) ! [1,1,1,1, , , , , , , , , , , , ] D T F T

D F T
0
0 0 .2 0 .4 0 .6 0 .8 1 1 .2 1 .4 1 .6 1 .8 2 pi

Ping CUC
( ) cos(
s i g0
n .a48 T )<=n
l x(n), 0  cos(
<=1 9 0.5 T )
0
-1
-2
0 2 4 6 8 10 12 14 16 18 20
n
2 0
X 0 ( k )
1 5
1 0
5
0
0 0 .1 0 .2 0 .3 0 .4 0 .5 0 .6 0 .7 0 .8 0 .9 1
p i
s i g n a l x(n), 0 <=n <=1 9 + 8 0 z e r o s
0
-1
-2
0 10 20 30 40 50 60 70 80 90 100
n
2 0
100 ( k )
1 5
1 0
5
0
0 0 .1 0 .2 0 .3 0 .4 0 .5 0 .6 0 .7 0 .8 0 .9 1
p i
s i g n a l x(n), 0 <=n <=9 9
0
-1
-2
0 10 20 30 40 50 60 70 80 90 100
n
5 0
100 ( k )
4 0
3 0
2 0
1 0
0
0 0 .1 0 .2 0 .3 0 .4 0 .5 0 .6 0 .7 0 .8 0 .9 1
p i
s i g n a l x(n), 0 <=n <=9 9 + 3 0 0 z e r o s
0
-1
-2
0 50 100 150 200 250 300 350 400
n
6 0
X 400 ( k )
4 0
2 0
0
0 0 .1 0 .2 0 .3 0 .4 0 .5 0 .6 0 .7 0 .8 0 .9 1
p i

Ping CUC
8/9/2019
Suppose F 0 e 10 Hz, f h e 4 kHz
Determine T 0 , T , N
Solution
T ! u ! . s
F
T ! 1 e 1 ! 1 ! 0.125 ms
3
s 2 h 2 v 4 v 10
T 0 0.1
N ! T u 0.125 v 10  3 ! 800
N ! 2 m ! 2
10
! 1024

Dokumen - Tips Chap3 Discrete Fourier Transform

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Dokumen - Tips Chap3 Discrete Fourier Transform

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8/9/2019 Chap3-Discrete Fourier Transform

 Functions of continuous variable ( [ or z ).

 They are not numerically computable transform.

We need a numerically computable transform, that is

Copyright © 2005. Shi Ping CUC

The Family of Fourier Transform

Fourier analysis is named after Jean Baptiste Joseph

A signal can be either continuous or discrete, and it can

Copyright © 2005. Shi Ping CUC

The Family of Fourier Transform

Copyright © 2005. Shi Ping CUC

The Family of Fourier Transform

Copyright © 2005. Shi Ping CUC

The Family of Fourier Transform

Copyright © 2005. Shi Ping CUC

The Family of Fourier Transform

Copyright © 2005. Shi Ping CUC

The Family of Fourier Transform

Time function Frequency function

Continuous and Aperiodic Aperiodic and Continuous

Discrete ( T ) and Periodic (T ) T

The Discrete Fourier Series (DFS)

N k ! 0 Copyright © 2005. Shi Ping CUC

The Discrete Fourier Series (DFS)

The Discrete Fourier Series (DFS)

Copyright © 2005. Shi Ping CUC

The Discrete Fourier Series (DFS)

The Discrete Fourier Series (DFS)

 Relation to the z-transform

X ( z ) ! x ( n) z , X ( k ) ! x ( n)(e )

The Discrete Fourier Series (DFS)

 Relation to the DTFT

N  1 N  1 2T

X ( k ) ! X ( e ) | ! 2 N k

The DFS is obtained by evenly sampling the DTFT at 2T

The Discrete Fourier Series (DFS)

Copyright © 2005. Shi Ping CUC

The Discrete Fourier Series (DFS)

 The properties of DFS

Copyright © 2005. Shi Ping CUC

The Discrete Fourier Series (DFS)

Copyright © 2005. Shi Ping CUC

Copyright © 2005. Shireturn

The Discrete Fourier Transform (DFT)

The Discrete Fourier Transform (DFT)

 Finite-length sequence & periodic sequence

The Discrete Fourier Transform (DFT)

 The definition of DFT

X (k ) D T [ x(n)] § x(n)W N nk , 0 e k e N  1

X ( k ) ! nk

Copyright © 2005. Shireturn

The Properties of DFT

 Circular shift of a sequence

 Circular shift in the frequency domain

Copyright © 2005. Shi Ping CUC

The Properties of DFT

 The sum of a sequence

 The first sample of sequence

 DFT [ x ( n)] ! X ( k )

The Properties of DFT

DFT[ x (n) N x (n)] ! X (k ) X (k )

The Properties of DFT

The Properties of DFT