SS Mod4@AzDOCUMENTS - in
SS Mod4@AzDOCUMENTS - in
Outline:
4.0 Objectives
4.1 Representation of Aperiodic signals:The Discrete Time FourierTransform (DTFT).
4.2 Properties of the Discrete Time Fourier Transform.
4.3 Outcomes.
4.4 Further Readings.
Objectives:
In the previous chapter we used the time domain representation of the signal.
Given any signal {x[n]}we can write it as linear combination of basic signals
{δ[n − k]}. Another representation of signals that has been found very useful
is frequency domain representation. In the mid 1960s an algorithm for cal-
culation of the Fourier transform was discovered, known as the Fast-Fourier
Transform (FFT) algorithm. This spurred the development of digital signal
processing in many areas.
The Fourier representation of signals derives its importance from the fact
that exponential signals are eigenfunctions for the discrete time LTI sys-
tems . What we me an by this is that if {z n } is input signal to an LTI system
then soutput is given by H(z){z n }. Let us consider an LTI system with im-
pulse response {h[n]}. Then the
output is given by
∞
y[n] = h[k]x[n − k]
k=−∞
∞
= h[k]z n−k
k=−∞
∞
= z n
h[k]z −k
k=−∞
= H(z)z n
∞
where H(z) = h[k]z −k assuming that the summation in right-hand
k=−∞
side converges. Thus output is same exponential sequence multiplied by a
constant that depends on the value of z.
The constant H(z) for a specified value of z is the eigenvalue associated with
eigenfunction {z n }.
In the analysis of LTI system, the usefulness of decomposing a more general
signal in terms of eigenfunctions can be seen from the following example. Let
{x[n]} correspond to a linear combination of two exponentials
where
∞
jω
x(e ) = x[n]e−jωn
n=−∞
X(ejω ) = XR (ejω)+jXI(ejω)
where XR (eiω ) is the real part of X(ejω ) and XI (ejω ) is imaginary part of
the function X(ejω ). We can also use a polar form
jω )
X(ejω ) = |X(ejω )|eX(e
where |X(ejω )| is magnitude and X(ejω ) is the phase of X(ejω ). We also
use the term Fourier spectrum or simply, the spectrum to refer to X(ejω ).
Thus |X(ejω )| is called the magnitude spectrum and X(ejω ) is called the
phase spectrum.
Form equation (5.2) we can see that X(ejω ) is a periodic function with period
2π i.e. X(ejω+2π ) = X(ejω ). We can interpret (5.1) as Fourier coefficients in
the representation of a perotic function X(ejω ). In the Fourier series analysis
our attention is on the periodic function, here we are concerned with the
representation of the signal {x[n]}. So the roles of the two equation are
interchanged compared to the Fourier series analysis of periodic signals.
Now we show that if we put equation (5.2) in equation (5.1) we indeed get
the signal {x[n]}.
Let
π ∞
1
x̂[n] = x[m]e−jωm e+jωn dω
2π m=−∞
−π
Since we have used n as index on the left hand side we have used m as the
index variable for the sum defining the Fourier transform. Under our as-
sumption that {x[n]} sequence is absolutely summable we can interchange
the order of integration and summation. Thus
∞ π
1
x̂[n] = x[m] e+jω(n−m) dω
m=−∞
2π
−π
The integral with the parentheses can be evaluated as
if m = n then ejω(n−m) = 1
π
1
and 1.dω = 1
2π
−π
π π π
1 1 j
ejω(n−m) dω = cos ω(n − m)dω + sin ω(n − m)dω
2π 2π 2π
−π −π −π
π
1 sin ω(n − m)
π j cos ω(n − m)
=
2π (n − m)
−π 2π n−m
−π
= 0
N
XN (ejω0
)= x[n]e−jω0 n
n=−N
The limit as N → ∞ if the partial sum XN (ejω0 ) exists if the series is abso-
lutely summable.
N
|XN (e
jω0
)| = | x[n]e−jω0 n |
n=−N
N
≤ |x[n]e−jω0 n | by triangle inequality
n=−N
N
= |x[n]|
n=−N
N
Since the limit N → ∞ |x[n]| exists by our assumption the limit
n=−N
N → ∞ XN (ejω0 ) exists for every ω = ω0 . Furthermore it can be shown that
the series converges uniformly to a continuous function of ω.
If a sequence has only finitely many non-zero terms then it is absolutely
This is a geometric series and sum exists if |a| < 1, in that case
1
|a|n = < +∞
1 − |a|
Thus the Fourier transform of the sequence {an u[n]} exists if |a| < 1. The
Fourier transform is
∞
jω
X(e ) = e−jωn
n=0
∞
= (ae−jω )n
n=0
1
=
1 − ae−jω
Where the last equality follows from sum of a geometric series, which exists
if |ae−jωn | < 1 i.e. |a| < 1.
Absolute summability is a sufficient condition for the existence of a Fourier
transform. Fourier transform also exists for square summable sequence.
∞
|x[n]|2 < ∞
n=−∞
For such signals the convergence is not uniform. This has implications in the
design of discrete system for filtering.
We also deal with signals that are neither so absolutely summable nor square
summable. To deal with some of these signals we allow impulse functions,
which is not an ordinary function but a generalized function as a Fourier
transform. The impulse function is defined by the following properties
∞
(a) δ(ω)dω = 1
−∞
∞
(b) X(ejω )δ(ω−ω0 )dω = X(ejω0 ) if X(ejω ) is continuous at ω = ω0 ;(shifting
−∞
or convolution property)
(c) X(ejω )δ(ω) = X(ej0 )δ(ω) if X(ejω ) is continuous at ω = 0
Since X(ejω ) is a periodic function, let us consider
∞
jω
X(e ) = 2πδ( ω +2πk)
k=−∞
4.2 PropertiesoftheDiscreteTimeFourierTransform:
In this section we use the following notation.Let{ x[n]} and {y[ n]} be two
signal, then their DTFT is denoted by X(ejω ) and Y (ejω ). The notation
{x[n]} ↔ X(ejω )
is used to say that left hand side is the signal x[n] whose DTFT is X(ejω ) is
given at right hand side.
As noted earlier that the DTFT X(ejω ) is a periodic function of ω with period
2π. This property is different from the continuous time Fourier transform of
a signal.
X(ejω ) = X ∗ (e−jω )
This follows from property 3. If x[n] is real valued then x[n] = x∗ [n], so
{x[n]} = {x∗ [n]} and hence
X(ejω ) = X ∗ (e−jω )
which implies
XR (ejω ) = XR (e−jω )
and
XI (ejω ) = −XI (e−jω )
That is real part of the Fourier transform is an even function of ω and
imaginary part is an odd function of ω.
The magnitude spectrum is given by
|X(e )| = XR (e ) + XI (e ) = XR2 (e−jω ) + XI2 (e−jω ) = |X(e−jω )|
jω 2 jω 2 jω
Ev({x[n]}) ↔ Re X(ejω )
Re({x[n]}) ↔ Ev(X(ejω ))
Im({x[n]}) ↔ Od(X(ejω ))
n
y[n] = x[m]
m=−∞
since y[n] − y[n − 1] = x[n], we are tempted to conclude that the DTFT of
{y[n]} is DTFT of {x[n]} divided by (1 − e−jω ). This is not entirely true
as it ignores the possibility of a dc or average term that can result from
summation. The precise relationship is
n
1 ∞
x[m] ↔ jω
X(e ) + πX(e )j0
δ(ω + 2πk)
m=−∞
1 − e−jω k=−∞
n
1 ∞
{u[n]} = { δ[n]} ↔ +π δ(ω + 2πk)
m=−∞
1 − e−jω k=−∞
x[ n ], if n is multiple of k
x(k) [n] = k
0, if n is not a multiple of k
∞
jω
X(k) (e ) = x(k) [n]e−jωn
n=−∞
∞
= x[km]e−jωkm
m=−∞
jkω
= X(e )
Here we can note the time frequency uncertainly. Since {x(k) [n]} is expanded
sequence, the Fourier transform is compressed.
d ∞
jω
X(e ) = −jnx[n]e−jωn
dω n=−∞
We have ∗
∞
∞ ∞
1
|x[n]|2 = x[n] X(ejω )ejωn dω
n=−∞ n=−∞
2π
−∞
∞
jω
Y (e ) = y[n]e−jωn
n=−∞
∞
∞
= k=−∞ h[k]x[n − k] e−jωn
n=−∞
This looks like convolution of two functions, only the interval of integration
is −π to π. X(ejω ) and Y (ejω ) one periodic functions, and equation (5.21)
is called periodic convolution. This
1
{x[x[n]y[n]} ←→X(ejω ) ⊗ Y (ejω )
2π
where ⊗ denotes periodic convolution.
Example 1
Example 2
Example 3
Example 4
Example 5
4.3 Outline:
1. https://en.wikipedia.org/wiki/Discrete-time_Fourier_transform
2. http://fourier.eng.hmc.edu/e101/lectures/handout3/node6.html
3. https://ocw.mit.edu/resources/res-6-007-signals-and-systems-spring-2011/lecture-notes/MITRES_
6_007S11_lec11.pdf
4. https://matel.p.lodz.pl/wee/i12zet/The%20discrete-time%20Fourier%20transform.pdf