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Review of Discrete Fourier Transform: Cwliu@twins - Ee.nctu - Edu.tw

The document discusses various types of Fourier transforms, including discrete Fourier transforms (DFT). It explains that DFT treats signals as finite length and computes their spectra at discrete frequency intervals. The properties of DFT are also summarized, such as linearity, circular shifting, and relationships to convolution. Fast convolution using DFT/FFT is also covered, along with overlap-add and overlap-save methods for implementing block convolution with FFTs.

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58 views46 pages

Review of Discrete Fourier Transform: Cwliu@twins - Ee.nctu - Edu.tw

The document discusses various types of Fourier transforms, including discrete Fourier transforms (DFT). It explains that DFT treats signals as finite length and computes their spectra at discrete frequency intervals. The properties of DFT are also summarized, such as linearity, circular shifting, and relationships to convolution. Fast convolution using DFT/FFT is also covered, along with overlap-add and overlap-save methods for implementing block convolution with FFTs.

Uploaded by

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

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4 Forms of Fourier Transform

Sampled frequency

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Continuous-Time and Continuous-Frequency

Continuous Aperiodic

Continuous Aperiodic

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Continuous-Time and Discrete-Frequency

Fourier series of periodic continuous signals

Periodic Continuous
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Discrete Aperiodic
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Discrete-Time and Continuous-Frequency

Fourier transform of aperiodic discrete signals

Discrete Aperiodic
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Continuous Periodic
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Discrete Fourier Transform

DFT is identical to samples of Fourier transforms In DSP applications, we are able to store only a finite number of samples we are able to compute the spectrum only at specific discrete values of
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Discrete Fourier Transform


Discrete Fourier transform (DFT) pairs
kn X [k ] = x[n]WN , k = 0,1, K , N 1 n =0 N 1

1 x[n] = N

kn X [ k ] W n = 0,1, K , N 1, N , k =0 j 2 kn N

N 1

N complex multiplications N-1 complex additions

kn where WN =e

DFT/IDFT can be implemented by using the same hardware It requires N2 complex multiplications and N(N-1) complex additions
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More About DFT


Properties of Discrete Fourier Transform Linear Convolution and Discrete Fourier Transform Discrete Cosine Transform

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Periodic Sequence
Consider a periodic sequence x [n] of period N The sequence can be represented by Fourier series 1 ~ ~ x [n] = X [k ]e j (2 / N )kn N k The Fourier series for any discrete-time signal with period N requires only N harmonically related complex exponentials.

Q ek +lN [n] = e j (2 / N )(k +lN )n = e j (2 / N )kn = ek [n]


1 ~ x [ n] = N ~ j ( 2 / N )kn X [ k ] e
k =0
9

N 1

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Apply the Orthogonality property, we have

Interchange the order of summation

The coefficients are also periodic with period N [email protected]

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DFS Representation of a Periodic Sequence

Synthesis equation

Analysis equation

~ X [k ] and ~ x [n] are periodic sequence of period N


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Physical Significance
Let One period

Then

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~ j X[k] vs X (e )
Example

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Sampling the Fourier Transform


Suppose Then exists
2 N

or The sampling sequence is periodic with period N Since

unit circle

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~ x [n] vs x[n]

By adding together an infinite number of shifted replicas of x[n]


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Aliasing Problem 1
x[n] is infinite-length sequence

~ x [ n]

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Aliasing Problem 2
If x[n] is finite-length sequence, 0nM-1 Consider the case N<M

~ x [ n]

~ x [n] x[n]
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Concluding Remarks
The case NM

~ x [ n]

or
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Property of DFT
Linearity
if of length N1 of length N2 then of length N3=max[N1 , N2]

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Circular Shift of a Sequence


N=15

x[n]

~ x [ n]

~ x [ n 2]

~ x [ n 2] R N [ n ]
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A rotation of the cylinder


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Circular Shift of a Sequence


N=15

x[n]

~ x [ n]

~ x [n + 13]

~ x [n + 13]R15 [n]
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A rotation of the cylinder


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Property of DFT
Circular Shift
if then of length N

m
that is On the other hand

A rotation of the sequence in the interval

0 n N-1 0 l N-1
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Other Properties of DFT


Duality
8.6.3

Symmetry
8.6.4

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More About DFT


Properties of Discrete Fourier Transform Linear Convolution and Discrete Fourier Transform Discrete Cosine Transform

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Review of Convolution
x L-point sequence h N-point sequence s (L+N-1)-point sequence

Given two sequences:


Data sequence xi, 0 i N-1, of length N Filter sequence hi, 0 i L-1, of length L

Linear convolution

Direct computation, for example 2-by-2 convolution

yi = xi hi = hi xi , i = 0,1, K, L + N 2
s0 h0 0 s = h h x0 0 1 1 x 1 s 0 h [email protected] 1 2

NL multiplications

require 4 multiplications and 1 addition


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Linear Convolution
Linear Shift

Linear Shift Linear Shift

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Linear Shift vs Circular Shift

Conventional shift (linear shift)


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Circular Shift Example

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Periodic/Circular Convolution

Circular Shift

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Circular Convolution Definition


Suppose two finite-length duration sequences: x1[n] and x2[n] of length N

x3[n] is also a finite-length duration sequences of length N

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Computation for Circular Convolution


1. To period the two sequence with period N (large enough) 2. To compute the periodic convolution of the two periodic sequences 3. To get out the duration sequence between [0, N-1]

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Example
Step 2

Step 1

Step 3

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Circular Convolution Property


Usually, we use the following notation to represent the circular convolution of length N

Circular convolution property

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Circular Convolution Implementation


Direct Implementation
x N-point sequence 44 cyclic convolution Circular Convolution h N-point sequence s N-point sequence

~ O(N2) 16 multiplications 12 additions


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Using Circular Convolution to Implement Linear Convolution


Consider two sequences x1[n] of length L and x2[n] of length P, respectively The linear convolution x3=x1[n] x2[n]

a sequence of length L+P-1

Choose N, such that NL+P-1, then

The same concept related to Winogrand Algorithm

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Linear Convolution

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Circular Convolution with N=L+P-1

Time aliasing in the circular convolution of two finite-length sequence can be avoided if N L+P-1
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Concluding Remarks
The convolution of two finite-length sequences can be interpreted by circular convolution with large enough length Circular convolution can be implemented by DFT/FFT

However, in real applications.


A large delay in processing An indefinite memory

For an FIR system, the input sequence is of indefinite duration To store the entire input signal requires ? Block convolution
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Block Convolution
Step1: To segment a sequence into sections of length L Step2: Each section is convolved with the finite-length impulse response of length P by using DFT/FFT of length N=L+P-1 Step3: The filtered sections are fitted together in an appropriate way Overlap-add method Overlap-save method
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Overlap-Add Method
h[n] x h y x[n]

Step1

Zero padding

Zero padding Zero padding


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Step2 & Step3

yr [n] = xr [n] h[n] = xr [n] N h[n]


Time shift

with L+P-1 length

Time shift

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Overlap-Save Method
Suppose L > P. Consider an L-point circular convolution of a P-point impulse response h[n] with an L-point input sequence xr[n]
Due to aliasing problem, the first (P-1)-point of the result is incorrect the remaining points [P, L-1] are identical to those that would be obtained by linear convolution

Step1: To segment a sequence into sections of length L such that each section overlaps the preceding section by (P-1) points Step2: Each section is convolved with the finite-length impulse response of length P by using DFT/FFT of length L Step3: The first (P-1)-point of each filtered sequence must be discarded. The remaining samples from successive sections are then abutted to construct the final output.
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Step1

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Step2 & Step3

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Fast Convolution with the FFT


Given two sequences x1 and x2 of length N1 and N2 respectively Consider using FFT to convolve two sequences:
Direct implementation requires N1N2 complex multiplications

Pick N, a power of 2, such that NN1+N2-1 Zero-pad x1 and x2 to length N Compute N-point FFTs of zero-padded x1 and x2, one obtains X1 and X2 Multiply X1 and X2 Apply the IFFT to obtain the convolution sum of x1 and x2 Computation complexity: 2(N/2) log2N + N + (N/2)log2N
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Example
A sequence x[n] of length 1024 FIR filter h[n] of length 34 Direct computation: 341024=34816 Using radix-2 FFT: 35840 (N=2048) Using overlap-add radix-2 FFT:

x[n] is segmented into a set of contiguous blocks of equal length 95 Apply radix-2 FFT of length 128 Each segment requires 1472 multiplications This algorithm requires total 16192 multiplications

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