Chapter 12

Fourier Transforms of Discrete Signals

 Sampling
• Continuous signals are digitized using digital computers
• When we sample, we calculate the value of the continuous
signal at discrete points
– How fast do we sample
– What is the value of each point
• Quantization determines the value of each samples value
 Sampling Periodic Functions

- Note that wb = Bandwidth, thus if then aliasing occurs

(signal overlaps)
-To avoid aliasing
-According sampling theory: To hear music up to 20KHz a CD
should sample at the rate of 44.1 KHz
 Discrete Time Fourier Transform
• In likely we only have access to finite amount of data
sequences (after sampling)
• Recall for continuous time Fourier transform, when the
signal is sampled:

• Assuming
• Discrete-Time Fourier Transform (DTFT):
 Discrete Time Fourier Transform
• Discrete-Time Fourier Transform (DTFT):

• A few points
– DTFT is periodic in frequency with period of 2

– X[n] is a discrete signal

– DTFT allows us to find the spectrum of the discrete signal as viewed
from a window
Example D

See map!
 Example of Convolution
• Convolution
– We can write x[n] (a periodic function) as an infinite sum of the
function xo[n] (a non-periodic function) shifted N units at a time

– This will result

– Thus
See map!
 Finding DTFT For periodic signals
• Starting with xo[n]

• DTFT of xo[n]

Example
 Example A & B

notes

X[n]=a|n|, 0 < a < 1.

notes
DT Fourier Transforms
1.  is in radian and it is between
0 and 2 in each discrete time
interval
2. This is different from where it
was between – INF and + INF
3. Note that X() is periodic
Properties of DTFT
• Remember:
• For time scaling note that
m>1  Signal spreading
 Fourier Transform of Periodic Sequences
• Check the map~~~~~
See map!
 Discrete Fourier Transform
• We often do not have an infinite amount of data which is
required by DTFT
– For example in a computer we cannot calculate uncountable infinite
(continuum) of frequencies as required by DTFT
• Thus, we use DTF to look at finite segment of data
– We only observe the data through a window

– In this case the xo[n] is just a sampled data between n=0, n=N-1 (N
points)
 Discrete Fourier Transform
• It turns out that DFT can be defined as

• Note that in this case the points are spaced 2pi/N; thus the
resolution of the samples of the frequency spectrum is
2pi/N.

• We can think of DFT as one period of discrete Fourier series

 A short hand notation

remember:
 Inverse of DFT
• We can obtain the inverse of DFT

• Note that
 Using MATLAB to Calculate DFT
• Example:
– Assume N=4
– x[n]=[1,2,3,4]
– n=0,…,3
– Find X[k]; k=0,…,3

or
 Example of DFT

• Find X[k]

– We know k=1,.., 7; N=8

Example of DFT
 Example of DFT

Polar plot for

Time shift Property of DFT

Other DFT properties: http://cnx.org/content/m12019/latest/

Example of DFT
 Example of DFT

Summation for X[k]

Using the shift property!

 Example of IDFT

Remember:
 Example of IDFT

Remember:
 Fast Fourier Transform Algorithms
• Consider DTFT

• Basic idea is to split the sum into 2 subsequences of length

N/2 and continue all the way down until you have N/2
subsequences of length 2
Log2(8)

N
 Radix-2 FFT Algorithms - Two point FFT
• We assume N=2^m
– This is called Radix-2 FFT Algorithms
• Let’s take a simple example where only two points are given n=0, n=1; N=2

Butterfly FFT

y0
y0

Advantage: Less y1
computationally
intensive: N/2.log(N)

http://www.cmlab.csie.ntu.edu.tw/cml/dsp/training/coding/transform/fft.html
 General FFT Algorithm
• First break x[n] into even and odd

• Let n=2m for even and n=2m+1 for odd

• Even and odd parts are both DFT of a N/2 point
sequence

N / 2 1 N / 2 1

WN / 2 x[2m] WN (  WN / 2 x[2m  1])

• Break up the size N/2 subsequent in half by letting mk k mk
2mm
• The first subsequence here is the term x[0], x[4], … m 0 m 0
• The second subsequent is x[2], x[6], … 2 mk mk
WN  WN / 2
m N / 2 m N /2 m
WN / 2  W N / 2 WN / 2  WN / 2
WN  e  2j  cos(2 )  j sin(2 )  1
N

N /2
WN  1
 Example
Let’s take a simple example where only two points are given n=0, n=1; N=2
N / 2 1 N / 2 1
X [k ]  WN / 2 x[2m] WN (
m 0
mk k
WN / 2 x[2m  1])
m 0
mk

2 mk mk
WN  WN / 2
m N / 2 m N /2 m
WN / 2  WN / 2 WN / 2  WN / 2
WN  e 2j  cos( 2 )  j sin(2 )  1
N

N /2
WN  1

0 0 Same result
X [ k  0]   W x[0] W ( W
0.0 0 0.0
1 1 1 x[1])  x[0]  x[1]
m 0 m 0
0 0
X [k  1]  W x[0] W ( W1 x[1])  x[0]  W1 x[1]  x[0]  x[1]
0.1 1 0.1 1
1 1
m 0 m 0
 FFT Algorithms - Four point FFT
First find even and odd parts and then combine them:

The general form:

 FFT Algorithms - 8 point FFT

Applet: http://www.falstad.com/fourier/directions.html

http://www.engineeringproductivitytools.com/stuff/T0001/PT07.HTM
 A Simple Application for FFT

t = 0:0.001:0.6; % 600 points

x = sin(2*pi*50*t)+sin(2*pi*120*t);
y = x + 2*randn(size(t));
plot(1000*t(1:50),y(1:50))
title('Signal Corrupted with Zero-Mean Random Noise')
xlabel('time (milliseconds)')

Taking the 512-point fast Fourier transform (FFT): Y = fft(y,512)

The power spectrum, a measurement of the power at various ML Help!
frequencies, is Pyy = Y.* conj(Y) / 512;
Graph the first 257 points (the other 255 points are redundant) on a
meaningful frequency axis: f = 1000*(0:256)/512;
plot(f,Pyy(1:257))
title('Frequency content of y')
xlabel('frequency (Hz)')

This helps us to design an effective filter!

 Example
• Express the DFT of the 9-point {x[0], …,x[9]} in terms of the
DFTs of 3-point sequences {x[0],x[3],x[6]}, {x[1],x[4],x[7]},
and {x[2],x[5],x[8]}.

Later
 References
• Read Schaum’s Outlines: Chapter 6
• Do Chapter 12 problems: 19, 20, 26, 5, 7