Discrete Fourier Transform

Dr D. Banda

1
 DT systems these
Can be used

DFT
can be
used to
approx.
these
CT systems these
Were covered

• Summary of direct and inverse Fourier transforms and the key computational
operations required for their evaluation.
•The presence of an infinite sum or integral prevents exact numerical computation
of the corresponding transform
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From DTFT to DFT

(1)

2 problems:
1) Sums over infinity not possible for infinite duration signals.
2) Frequency is continuous but can only process discrete frequencies

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Dealing with the 1st problem:

Approximate by taking N samples from x[n]

(2)

•This approximation will be reasonable if the values of x[n] outside the interval 0 ≤
n ≤ N −1 are either zero or negligibly small
•Performing a windowing operation and has greatest effect on accuracy.

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Dealing with the 2nd problem:

Substitute continuous frequency variable with discrete frequencies:

For convenience we set:

Substituting into (2):

(3)

This can be computed on a digital processor.

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Ho do we synthesis x[n] from X[k]:

Compare (3) to DTFS coefficients formula:

DTFS IDTFS

Can then use the IDTFS to get x[n]:

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 DTF IDTF

Computes N-point DFT Computes N-point IDFT

Of periodic or aperiodic sequence Of N DFT coefficients

•These are known as the DFT and IDFT (they form a DFT pair)
•Similar exercise can be used on CTFT, CTFS,
•therefore DFT can be used to compute exactly or approximately all fourier
decompositions (DTFS, CTFS, DTFT, CTFT).

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Making our lives simpler:
Lets introduce what we call the twiddle factor:

substituting into DFT and IDFT:

•This reduces the computational complexity of calculating DFT and IDFT

•Important in the Fast Fourier transform (FFT) algorithms that calculates the
DFT/IDFT efficiently

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Making our lives simpler (DFT Matrix Formulation):

XN = WN xN

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Making our lives simpler (DFT Matrix Formulation):
XN = WN xN

• WN is linear transformation that maps the signal vector xN to DFT coefficients

vector XN

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Example:

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Zero-padding:
• Until now, for x[n], with 0 ≤ n ≤ N − 1, to determine X(ejω) we approximated using an
N-point DFT.
• That is we evaluated X(ejω) at a set of N equispaced frequencies ωk = (2π/N)k by

• However, we usually choose K much larger than N, so that the plot of X(ej(2π/K)k)
appears to be continuous.
• This is achieved by padding the signal with zeros resulting in a “zero-padded”
sequence:

• Applying the DFT to this yields:

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Zero-padding: Example rectangular pulse

• Using the DTFT the spectral composition of x[n] is given by:

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Zero-padding: Example rectangular pulse
•DTFT the spectral composition of x[n]:

(BUT remember DTFT difficult to implement on Hardware.)

• K-point DFT we make the substitution ωk = (2π/N)k

DFT: DFT:
For K = N = 4 N=4
ω0 = 0
ω1 = π/2
ω2 = π
ω3 = 3π/2 X[0] X[1] X[2] X[3]

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Zero-padding: Example rectangular pulse
ωk = (π/2)k

ωk = (π/4)k

ωk = (π/8)k

Zero-padding helps to make the shape of the DTFT more evident by evaluating
samples at a denser frequency grid.
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Zero-padding:

• The N-point DFT is sufficient to uniquely represent the N-samples of the original
sequence.

• However, it does not provide a “good picture” of the spectral composition of x[n].

• This better picture is obtained by padding the N-point sequence x[n] by (K − N)

zeros and computing the K-point DFT.

• The result is a better representation of X(ejω) for display purposes; there is no

additional information that can be exploited by signal processing algorithms.

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Effects of time-windowing :

• Selecting a finite number of samples is equivalent to multiplying x[n], defined in the

range −∞ < n < ∞, by a finite-length w[n] called a window.

Therefore in spectral analysis, the DFT provides samples of the DTFT of the windowed
signal ˆx[n] = w[n]x[n], not of the original signal x[n]

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Effects of time-windowing :
The application of DFT requires three steps:
i) sample the continuous-time signal,
ii) select a finite number of samples for analysis, and
iii) compute the spectrum at a finite number of frequencies

•To understand how time-windowing changes the spectrum of the original signal we
interchange the order of sampling and windowing operations (as long as w[n] = wc(nT)).

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Effects of time-windowing :

• Understand effects of a finite observation interval, in terms of the physical time and
frequency variables,
• Without interference from the subsequent time and frequency sampling operations.
• Avoid the complications of dealing with periodic spectra.

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Effects of time-windowing: Single frequency sinusoidal signal

The effect of time windowing is to replace each line of the discrete spectrum with a
scaled copy of Wc(jΩ) centred at the frequency of the line.

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Effects of time-windowing: Single frequency sinusoidal signal

2π/T0

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Effects of time-windowing: Single frequency sinusoidal signal

• Mainlobe has zero-crossings at multiples of 2π/T0 (window bandwidth).

• We note that sidelobes adding in (out of) phase can increase (reduce) the heights of
the peaks
•Spectral lines of Xc(jΩ), which have zero width, have been “spread out” or “smeared” in
ˆXc(jΩ) (spectral spreading or smearing)
• The spectrum of ˆxc(t) is zero nowhere because of the sidelobes (leakage)
• Leakage creates “false” peaks, that is, peaks at wrong frequencies, nonexisting peaks,
or changes the amplitude of existing peaks

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Effects of time-windowing: Single frequency sinusoidal signal

• Smearing or blurring introduced by the time-windowing operation reduces the ability

to pick out peaks (resolvability) in the spectrum.

Cannot resolve the 2 spectra

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Effects of time-windowing: Single frequency sinusoidal signal

• Smearing or blurring introduced by the time-windowing operation reduces the ability

to pick out peaks (resolvability) in the spectrum.

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Effects of time-windowing: Signals with continuous spectra
• Single frequency observations can be easily extended to an arbitrary number of
sinusoidal signals.
Spectrum of ideal
bandpass signal

Spectrum of
Rectangular window

Spectrum of signal convolved

with Rectangular window

Spectrum of windowed
signal

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Effects of time-windowing: Signals with continuous spectra

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Effects of time-windowing: Windows

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DFT closing remarks: Effects of Windowing and DFT spectral sampling
• We next illustrate the effects of windowing and DFT spectral sampling by means of
some examples.
DFT DTFT

We consider discrete-time signals:

Example 1:
8 8
Frequencies coincide
With DFT sample points

Example 2:
Frequencies in between
DFT sample points

(32-point DFT ωk = (2π/N)k = (π/16)k )

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DFT closing remarks: Effects of Windowing and DFT spectral sampling
1) Spectrum analysis of the sum of two sinusoids whose frequencies coincide with the
sampling points (bins) of the DFT.
8 8

DFT ω4,8
peak same
as DTFT
DFT correctly gives zero DTFT
Rectangular
window DFT

Spectral spread but no

sidelobes
Hann window

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DFT closing remarks: Effects of Windowing and DFT spectral sampling
2) Spectrum analysis of the sum of two sinusoids whose frequencies do not coincide
with the sampling points (bins) of the DFT.

DFT no longer gives zero

Rectangular
window

Spectral spread but still

no sidelobes
Hann window

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DFT closing remarks: Effects of Windowing and DFT spectral sampling
Example 1: Frequencies coincide Example 2: Frequencies in between
With DFT sample points DFT sample points

•Mismatch between the zero crossings of the rectangular window and the DFT bins
all samples of the DFT are nonzero in Example 2 as opposed to Example 1.
•In contrast, the DFTs for the Hann windowed signals are remarkably similar.
To avoid misleading conclusions we should always use a Hann window and a
DFT with large zero-padding.

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DFT closing remarks: Things to remember
To successfully use the DFT in spectral analysis, keep in mind the following
observations:

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DFT closing remarks: Things to remember

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DFT closing remarks: Operational Properties

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 THE END

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