Discrete Fourier transform

Fast Fourier transform

& their application in
Signal Processing

A presentation by
Sujoy ketan Saha
Discrete Fourier transform
(DFT) :
„ the discrete Fourier transform (DFT), occasionally called the
finite Fourier transform, is a transform for Fourier analysis of
finite-domain discrete-time signals
„ It is widely employed in signal processing and related fields to
analyze the frequencies contained in a sampled signal, to solve
partial differential equations, and to perform other operations
such as convolutions.
„ The DFT can be computed efficiently in practice using a fast
Fourier transform (FFT) algorithm.

„ DIFFERENCE :between DFT & FFT : though FFT algorithms are

so commonly employed to compute the DFT, there is a difference:
"DFT" refers to a mathematical transformation, regardless of
how it is computed, while "FFT" refers to any one of
several efficient algorithms for the DFT.
DFT…
„ Definition: The sequence of N complex numbers x0, ..., xN−1 is
transformed into the sequence of N complex numbers X0, ..., XN−1
by the DFT according to the formula

[1]:

„ The inverse discrete Fourier transform (IDFT) is given by

[2]:

NB:1.the normalization factor multiplying the DFT and IDFT (here 1 and 1/N)
and the signs of the exponents are merely conventions.
2.A normalization of for both the DFT and IDFT makes the
transforms unitary, which has some theoretical advantages.
3.The convention of a negative sign in the exponent is often convenient
because it means that Xk is the amplitude of a "positive frequency" 2πk /
N. Equivalently, the DFT is often thought of as a matched filter: when
looking for a frequency of +1, one correlates the incoming signal with a
frequency of −1.
 DFT: Properties:
1. Completeness :
The discrete Fourier transform is an invertible, linear transformation

With denoting the set of complex numbers. In other words, for any
N > 0, an n-dimensional complex vector has a DFT and an IDFT
which are in turn n-dimensional complex vectors.
2. Orthogonality :
The vectors form an orthogonal basis over the set of N-
dimensional complex vectors:

where is the Kronecker delta. This orthogonality condition can

be used to derive the formula for the IDFT from the definition of
the DFT.
 DFT: Properties:
3. Periodicity :
If the expression that defines the DFT is evaluated for all integers k
instead of just for then the resulting infinite
sequence is a periodic extension of the DFT, periodic with period N.
The periodicity can be shown directly from the definition:

where we have used the fact that e − 2πi = 1. In the same way it can
be shown that the IDFT formula leads to a periodic extension.
 DFT: Properties:
4. The shift theorem :
Multiplying xn by a linear phase for some integer m
corresponds to a circular shift of the output Xk: Xk is replaced by
Xk − m, where the subscript is interpreted modulo N (i.e. periodically).
Similarly, a circular shift of the input xn corresponds to multiplying
the output Xk by a linear phase. Mathematically, if {xn} represents the
vector x then
If

then

And

Where, the transform [DFT] is denoted by the symbol , as in

 DFT: Properties:
5. Circular convolution theorem and cross-correlation
theorem :The cyclic or circular convolution x*y of the two
vectors
x = xk and y = yn is the vector x*y with components

where we continue y cyclically so that

The DFT turns cyclic convolutions into component-wise

multiplication.

That is, if , then

where capital letters (X, Y, Z) represent the DFTs of sequences

represented by small letters (x, y, z).
DFT: Properties:
Circular convolution theorem and cross-correlation
theorem (contd.)… :

„ NB:if a different normalization convention is adopted for the DFT

(e.g., the unitary normalization), then there will in general be a
constant factor multiplying the above relation
„ The direct evaluation of the convolution summation, above,
would require O(N2) operations, but the DFT (via an FFT)
provides an O(NlogN) method to compute the same thing.

„ It can be shown that if zn is the cross-correlation of xn and yn:

where the sum is again cyclic in m, then the discrete Fourier

transform of zn is:

where capital letters are again used to signify the discrete Fourier
transform.
 DFT: Properties:
6.The unitary DFT :
Another way of looking at the DFT is to note that in the above
discussion, the DFT can be expressed as a Vandermonde matrix:

Where: is a primitive Nth root of unity.

The inverse transform is then given by the inverse of the above
matrix:

With unitary normalization constants the DFT becomes a

unitary transformation, defined by a unitary matrix: ;

; .
DFT: Properties:
7. Expressing the inverse DFT in terms of the DFT :
Can be easily done via several well-known "tricks”.
1st: we can compute the inverse DFT by reversing the inputs:

2nd:one can also conjugate the inputs and outputs:

3rd:a variant of this conjugation trick, which is sometimes preferable because

it requires no modification of the data values, involves swapping real and
imaginary parts (which can be done on a computer simply by modifying
pointers). Define swap(xn) as xn with its real and imaginary parts
swapped—that is, if xn = a + bi then swap(xn) is b + ai. Equivalently,
swap(xn) equals.
then :
i.e. the inverse transform is the same as the forward transform with the real
and imaginary parts swapped for both input and output, up to a
normalization
DFT: Properties:
8. Eigenvalues and eigenvectors:
The eigenvalues of the DFT matrix are simple and well-known,
whereas the eigenvectors are complicated, not unique, and are the
subject of ongoing research.
Consider the unitary form defined above for the DFT of length N,
where

This matrix satisfies the equation:

operating twice gives the original data in reverse order, so
operating four times gives back the original data and is thus
the identity matrix. This means that the eigenvalues λ satisfy a
characteristic equation: λ4 = 1.
SO,the eigenvalues of are the fourth roots of unity:
λ is +1, −1, +i, or −i.
DFT: Properties:
Eigenvalues and eigenvectors (Contd…):

„ Since there are only four distinct eigenvalues for this

matrix, they have some multiplicity. The multiplicity gives the
number of linearly independent eigenvectors corresponding to
each eigenvalues.
„ The multiplicity depends on the value of N modulo 4
DFT: Properties:
„ The real-input DFT:
If are real numbers, as they often are in practical
applications, then the DFT obeys the symmetry:
where the star denotes complex conjugation and the subscripts are
interpreted modulo N.

Therefore, the DFT output for real inputs is half redundant, and one
obtains the complete information by only looking at roughly half
of the outputs . In this case, the "DC" element X0 is purely real,
and for even N the "Nyquist" element XN / 2 is also real, so there
are exactly N non-redundant real numbers in the first half +
Nyquist element of the complex output X.

Using Euler's formula, the interpolating trigonometric polynomial

can then be interpreted as a sum of sine and cosine functions.
Generalized/shifted DFT:
„ It is possible to shift the transform sampling in time and/or
frequency domain by some real shifts a and b, respectively.
This is known as generalized DFT (or GDFT), also called the
shifted DFT or offset DFT , and has analogous properties to the
ordinary DFT:
Generalized/shifted DFT:
„ Most often, shifts of 1 / 2 (half a sample) are used. While the
ordinary DFT corresponds to a periodic signal in both time and
frequency domains, a = 1 / 2 produces a signal that is anti-
periodic in frequency domain (Xk + N = − Xk) and vice-versa for b
= 1 / 2. Thus, the specific case of a = b = 1 / 2 is known as an
odd-time odd-frequency discrete Fourier transform (or O2 DFT).
„ Such shifted transforms are most often used for
symmetric data, to represent different boundary
symmetries, and for real-symmetric data they correspond
to different forms of the discrete cosine and sine
transforms.
„ Another interesting choice is a = b = − (N − 1) / 2, which is
called the centered DFT (or CDFT). The centered DFT has the
useful property that, when N is a multiple of four, all four of its
eigenvalues have equal multiplicities
Applications of DFT:
The DFT has seen wide usage across a large number of fields :

ƒ Spectral analysis,
ƒ Data compression,
ƒ Partial differential equations,
ƒ Multiplication of large integers,
ƒ Outline of DFT polynomial multiplication algorithm.
FFT:
„ A Fast Fourier Transform (FFT) is an efficient algorithm to
compute the discrete Fourier transform (DFT) and its inverse.

„ Let x0, ...., xN-1 be complex numbers. The DFT is defined by the
formula :

Evaluating these sums directly would take O(N2) arithmetical

operations.
An FFT is an algorithm to compute the same result in only O(N log
N) operations. In general, such algorithms depend upon the
factorization of N, but (contrary to popular misconception) there
are O(N log N) FFTs for all N, even prime N.
FFT:
„ Many FFT algorithms only depend on the fact that is a
primitive root of unity, and thus can be applied to analogous
transforms over any finite field, such as number-theoretic
transforms.

„ Since the inverse DFT is the same as the DFT, but with the
opposite sign in the exponent and a 1/N factor, any FFT
algorithm can easily be adapted for it as well.
The Cooley-Tukey algorithm:
„ By far the most common FFT is the Cooley-Tukey algorithm. This is a
divide and conquer algorithm that recursively breaks down a DFT of any
composite size N = N1N2 into many smaller DFTs of sizes N1 and N2,
along with O(N) multiplications by complex roots of unity traditionally
called twiddle factors (after Gentleman and Sande, 1966).
„ This method (and the general idea of an FFT) was popularized by a
publication of J. W. Cooley and J. W. Tukey in 1965, but it was later
discovered that those two authors had independently re-invented an
algorithm known to Carl Friedrich Gauss around 1805 (and subsequently
rediscovered several times in limited forms).
„ The most well-known use of the Cooley-Tukey algorithm is to divide the
transform into two pieces of size N / 2 at each step, and is therefore
limited to power-of-two sizes, but any factorization can be used in
general (as was known to both Gauss and Cooley/Tukey). These are
called the radix-2 and mixed-radix cases, respectively (and other
variants such as the split-radix FFT have their own names as well).
Although the basic idea is recursive, most traditional implementations
rearrange the algorithm to avoid explicit recursion.
Other FFT algorithms:
„ Prime-factor FFT algorithm ,
„ Bruun's FFT algorithm ,
„ Rader's FFT algorithm ,
„ Bluestein's FFT algorithm.
Digital signal processing:
„ Digital signal processing (DSP) is the study of signals in a
digital representation and the processing methods of these
signals. DSP inculdes subfields like: audio signal processing,
control engineering, digital image processing and speech
processing. RADAR Signal processing and communications signal
processing are two other important subfields of DSP.
„ Since the goal of DSP is usually to measure or filter continuous
real-world analog signals, the first step is usually to convert the
signal from an analog to a digital form, by using an analog to
digital converter. Often, the required output signal is another
analog output signal, which requires a digital to analog
converter.
Digital signal processing:
„ The algorithms required for DSP are sometimes performed using
specialized computers, which make use of specialized
microprocessors called digital signal processors (also abbreviated
DSP). These process signals in real time and are generally
purpose-designed application-specific integrated circuits (ASICs).
When flexibility and rapid development are more important than
unit costs at high volume, DSP algorithms may also be
implemented using field-programmable gate arrays (FPGAs).
DSP domains
In DSP, engineers usually study digital signals in one of the
following domains:

„ time domain (one-dimensional signals),

„ spatial domain (multidimensional signals),
„ frequency domain,
„ autocorrelation domain, and
„ wavelet domains.
DSP domains
„ A sequence of samples from a measuring device produces a time
or spatial domain representation,
„ whereas a discrete Fourier transform produces the frequency
domain information, that is the frequency spectrum.
„ Autocorrelation is defined as the cross-correlation of the signal
with itself over varying intervals of time or space.