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Discrete Fourier Transform (DFT) : Dr. Muhammad Sarwar Ehsan

The document discusses the discrete Fourier transform (DFT). It states that a finite or periodic sequence has only N unique samples from x[n] for 0 ≤ n ≤ N − 1. The DFT completely defines the spectrum using N distinct frequency samples by dividing 0 to 2π into N equal steps. It provides the formulas for the DFT and inverse DFT, representing them in matrix form using the Nth root of unity. An example is given of applying the DFT to a unit sample and periodic sinusoid.

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47 views20 pages

Discrete Fourier Transform (DFT) : Dr. Muhammad Sarwar Ehsan

The document discusses the discrete Fourier transform (DFT). It states that a finite or periodic sequence has only N unique samples from x[n] for 0 ≤ n ≤ N − 1. The DFT completely defines the spectrum using N distinct frequency samples by dividing 0 to 2π into N equal steps. It provides the formulas for the DFT and inverse DFT, representing them in matrix form using the Nth root of unity. An example is given of applying the DFT to a unit sample and periodic sinusoid.

Uploaded by

Zee Mughal
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Discrete Fourier Transform (DFT)

Discrete Fourier Transform (DFT)

Dr. Muhammad Sarwar Ehsan

Department of Electrical Engineering,


The University of Lahore

March 7, 2011
Discrete Fourier Transform (DFT)

Outline

1 Discrete Fourier Transform


Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

A finite or periodic sequence has only N unique samples,


x[n] for 0 ≤ n ≤ N − 1
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

A finite or periodic sequence has only N unique samples,


x[n] for 0 ≤ n ≤ N − 1
Spectrum completely defined by N dintinct frequency
samples
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

A finite or periodic sequence has only N unique samples,


x[n] for 0 ≤ n ≤ N − 1
Spectrum completely defined by N dintinct frequency
samples
Divide 0...2π into N equal steps, i.e.,

{ωk } = 2πk/N
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

A finite or periodic sequence has only N unique samples,


x[n] for 0 ≤ n ≤ N − 1
Spectrum completely defined by N dintinct frequency
samples
Divide 0...2π into N equal steps, i.e.,

{ωk } = 2πk/N

Uniform sampling of DTFT spectrum:


N −1
X 2πk
y[n] = X(e jωn
)|ω= 2πk = x[n]e−j N
N
n=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

DFT:
N
X −1
X[k] = x[n]WNkn
n=0
−j 2π
where WN = e N is the N th root of unity
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

DFT:
N
X −1
X[k] = x[n]WNkn
n=0
−j 2π
where WN = e N is the N th root of unity
Inverse DFT:
N −1
1 X
x[n] = X[k]WN−kn
N
k=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Inverse Discrete Fourier Transform

N −1
1 X
x[n] = X[k]WN−kn
N
k=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Inverse Discrete Fourier Transform

N −1
1 X
x[n] = X[k]WN−kn
N
k=0
N −1 N −1
!
1 X X
= x[l]WNkl WN−kn
N
k=0 l=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Inverse Discrete Fourier Transform

N −1
1 X
x[n] = X[k]WN−kn
N
k=0
N −1 N −1
!
1 X X
= x[l]WNkl WN−kn
N
k=0 l=0
N −1 N −1
1 X X k(l−n)
= x[l] WN
N
l=0 k=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Inverse Discrete Fourier Transform

N −1
1 X
x[n] = X[k]WN−kn
N
k=0
N −1 N −1
!
1 X X
= x[l]WNkl WN−kn
N
k=0 l=0
N −1 N −1
1 X X k(l−n)
= x[l] WN
N
l=0 k=0
= x[n]
DFT Example
Example
Unit sample:
(
1, n = 0,
x[n] =
0, n = 1, ..., N − 1.
PN −1
⇒ X[k] = n=0 x[n]WNkn = WN0 = 1 ∀k
DFT Example
Example
Unit sample:
(
1, n = 0,
x[n] =
0, n = 1, ..., N − 1.
PN −1
⇒ X[k] = n=0 x[n]WNkn = WN0 = 1 ∀k
Periodic Sinusoid:
 
2πrn 1
WN−rn + WNrn

x[n] = cos =
N 2
N −1
1X
WN−rn + WN−rn WNkn

X[k] =
2
n=0
(
N/2 k = r, k = N − r
=
0 otherwise
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

DFT Matrix Form

N
X −1
X[k] = x[n]WNkn
n=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

DFT Matrix Form

N
X −1
X[k] = x[n]WNkn
n=0
 

X[0] 1 1 1 ... 1 x[0]

1 (N −1) 
 X[1]  1
 WN WN2 . . . WN  x[1] 

2(N −1)  
 
 X[2]  WN2 WN3   x[2] 

  = 1 . . . WN 
 ..   ..
 .. .. .. ..  .. 
. . . . . . .
   

2
X[N − 1] 1 WN
(N −1) 2(N −1)
WN ... W
(N −1) x[N − 1]
N
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

DFT Matrix Form

N
X −1
X[k] = x[n]WNkn
n=0
 

X[0] 1 1 1 ... 1 x[0]

1 (N −1) 
 X[1]  1
 WN WN2 . . . WN  x[1] 

2(N −1)  
 
 X[2]  WN2 WN3   x[2] 

  = 1 . . . WN 
 ..   ..
 .. .. .. ..  .. 
. . . . . . .
   

2
X[N − 1] 1 WN
(N −1) 2(N −1)
WN ... W
(N −1) x[N − 1]
N
X = DN · x
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

IDFT Matrix Form

If X = DN · x then x = D−1
N ·X
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

IDFT Matrix Form

If X = DN · x then x = D−1
N ·X
Inverse DFT matrix:
 
1 1 1 ... 1
−(N −1) 
1
 WN−1 WN−2 . . . WN 
1 1 WN−2 WN−3
−2(N −1) 
D−1

. . . WN
N =

N  .. .. .. .. .. 
. . . . .


−(N −1) −2(N −1) −(N −1)2
1 WN WN . . . WN
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

IDFT Matrix Form

If X = DN · x then x = D−1
N ·X
Inverse DFT matrix:
 
1 1 1 ... 1
−(N −1) 
1
 WN−1 WN−2 . . . WN 
1 1 WN−2 WN−3
−2(N −1) 
D−1

. . . WN
N =

N  .. .. .. .. .. 
. . . . .


−(N −1) −2(N −1) −(N −1)2
1 WN WN . . . WN

D−1
N =
1 ∗
N DN

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