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This document provides an overview of the Discrete Time Fourier Transform (DTFT). It discusses how the DTFT can be used to represent aperiodic discrete time signals as a linear combination of complex exponentials. The key properties of the DTFT are described, including the Fourier transform and its inverse, the synthesis equation. The DTFT represents signals in the frequency domain and decomposes them into their frequency components, which is useful for analyzing linear time-invariant systems.

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0% found this document useful (0 votes)
58 views17 pages

SS Mod4@AzDOCUMENTS - in

This document provides an overview of the Discrete Time Fourier Transform (DTFT). It discusses how the DTFT can be used to represent aperiodic discrete time signals as a linear combination of complex exponentials. The key properties of the DTFT are described, including the Fourier transform and its inverse, the synthesis equation. The DTFT represents signals in the frequency domain and decomposes them into their frequency components, which is useful for analyzing linear time-invariant systems.

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Aravind
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Module 4

The Discrete Time Fourier Transform

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:

1. To explain Fourier transform representation of Discrete time non -periodic signals.


2. To explain properties of Fourier Transforms for discrete time signals.

Department of EEE, ATME College of Engineering 1


Module 4
The Discrete Time Fourier Transform

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

{x[n]} = a1 {z1n } + a2 {z2n }

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From the eigenfunction property and superposition property the response


{y[n]} is given by
{y[n]} = a1 H(z1 ){z1n } + a2 H(z2 ){z2n }
More generally if

{x[n]} = ak {zkn }
k

then {y[n]} = an H(zn ){zkn }
k

Thus if input signal can be represented by a linear combination of exponen-


tial signals, the output can also be represented by a linear combination of
same exponentials, moreover the coefficient of the linear combination in the
output is obtained by multiplying,ak , the coefficient in the input representa-
tion by corresponding eigen value H(zk ).
The procedure outlined above is useful if we can represent a large class of
signals in terms of complex exponentials. In this chapter we will consider
representation of aperiodic signals in terms of signals {ejωn }.

4.1 Representation of Aperiodic signals:The Discrete Time Fourier


Transform (DTFT)

Here we take the exponential signals to be {ejωn } where ω is a real number.


The representation is motivated by the Harmonic analysis, but instead of
following the historical development of the representation we give directly
the defining equation.
∞
Let {x[n]} be discrete time signal such that |x[n]| < ∞ that is {x[n]}
n=−∞
sequence is absolutely summable.
The sequence {x[n]} can be represented by a Fourier integral of the form

1
x[n] = X(ejω )ejωn dω

−π

where



x(e ) = x[n]e−jωn
n=−∞

Equations give the Fourier representation of the signal { x[n]}.


Equation is referred as synthesis equation or the inverse discrete time

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Fourier transform (IDTFT) andequation is Fourier transform in theanalysis


equation.Fourier transform of a signal in general is a complex valued
function, we can write

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=−∞

−π
The integral with the parentheses can be evaluated as
if m = n then ejω(n−m) = 1

1
and 1.dω = 1

−π

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if m = n then ejω(n−m) = cos ω(n − m) + j sin ω(n − m)

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

Thus in equation there is only one non-zero term in RHS,correspondingto m


= n, and we get ˆx[ n] = x[ n]. This result is true for all values of n
and so equation is indeed a representation of signal { x[n]} in terms
eigenfunctions {ejωn }
In above demonstration we have assumed that {x[n]} is absolutely summable.
Determining the class of signals which can be represented byequation is
equivalent to considering the convergence of the infinite sum in equation. If
we fix a value of ω = ω 0 then, RHS of equation is a complex
valued series, whose partial sum is given by


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

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summable and so the Fourier transform exists. Since a stable sequence is


by definition, an absolutely summable sequence, its Fourier transform also
exits.
Example: Let {x[n]} = {an u[n]}
Fourier transform of this sequence will exist if it is absolutely summable. We
have
∞ ∞
|x[n]| = |a|n
n=−∞ n=0

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



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
−∞

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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



X(e ) = 2πδ( ω +2πk)
k=−∞

If we substitute this in equation we get


π 

1
x[n] = δ(ω + 2πh)ejωn dω

−π h=−∞

= δ(ω)ejωn dω
−π

Since there is only one impulse in the interval of integration


x[n] = 1
Thus we can say that (5.7) represents Fourier transform of a signal such that
x[n] = 1 for all n.
As a generalization of the above example consider a sequence {x[n]} whose
Fourier transform is



X(e ) = 2π δ(ω − ω0 + 2πk), −π < ω0 ≤ π
k=−∞

substituting this in equation (5.1) we get


π 

1
x[n] = 2πδ(ω − ω0 + 2πh)ejωn dω

−π h=−∞

= δ(ω − ω0 )ejωn dω
−π

as only one term corresponding to k = 0 will be there in the interval of the


integration
x[n] = ejω0 n
So the signal is {ejω0 n } when Fourier transform is given by (5.8). More
generally if x[n] is sum of an arbitrary set if complex exponentials
{x[n]} = a1 {ejω1 n } + a2 {ejω2 n } + ... + am {ejωm n }

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Thus its Fourier transform is



∞ 
∞ 


X(e ) = a1 2πδ(ω−ω1 +2πk)+a2 2πδ(ω−ω2 +2πk)+.....+am 2πδ(ω−ωm +2πk)
k=−∞ k=−∞ k=−∞
(5.9)

Thus X(e ) is a periodic impulse train, with impulses located at the fre-
quencies ω1 , ω2 ...ωm of each of the complex exponentials and at all points
that are multiples of 2π from these frequencies. An interval of 2π contains
exactly one impulse from each of the summation in RHS of (5.9)
Example: Let {x[n]} = {cos ω0 n}
1 1
x[n] = ejω0 n + e−jω0 n
2 2
Hence


X(ejω ) = π[δ(ω − ω0 + 2πk) + δ(ω + ω0 + 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.

4.2.1. Periodicity of the DTFT:

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.

4.2.2. Linearity of the DTFT:


If {x[n]} ↔ X(ejω )
and {y[n]} ↔ Y (ejω )
then a{x[n]} + b{y[n]} ↔ aX(ejω ) + bY (ejω )
This follows easily from the defining equation.

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4.2.3. Conjugation of the signal:


If {x[n]} ↔ X(ejω )
then {x∗ [n]} ↔ X ∗ (e−jω )
where * denotes the complex conjugate. We have DTFT of {x∗ [n]}

∞ 

∗ −jωn
x [n]e = [x[n]ejωn ]∗
n=−∞ n=−∞



= x[n]e−j(−ω)n
n=−∞
∗ −jω
= X (e )

4.2.4. Time Reversal


{x[−n]} ↔ X(e−jω )
The DTFT of the time reversal sequence is


x[−n]e−jωn
n=−∞

Let us change the index of summation as m = −n




= x[m]ejωm = X(e−jω )
m=−∞

4.2.5. Symmetry properties of the Fourier Transform:


If x[n] is real valued than

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 )

expressing X(ejω ) in real and imaginary parts we see that

XR (ejω ) + jXI (ejω ) = XR (e−jω ) − jXI (e−jω )

which implies
XR (ejω ) = XR (e−jω )

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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

Hence magnitude spectrum of a real signal is an even function of ω.


The phase spectrum is given by
XI (ejω )
X(ejω ) = tan−1
XR (ejω )
−XI (e−jω )
= tan−1
XR (e−jω )
XI (e−jω )
= −tan−1
XR (e−jω )
= −X(e−jω )

Thus the phase spectrum is an odd function of ω. We denote the symmetric


and antisymmetric part of a function by
1 1
Ev({x[n]}) = {x[n]} + {x∗ [−n]}
2 2
1 1
Od({x[n]}) = {x[n]} − {x∗ [−n]}
2 2
1 1
Ev(X(ejω )) = X(ejω ) + X ∗ (e−jω )
2 2
1 1
Od(X(ejω )) = X(ejω ) − X ∗ (e−jω )
2 2

Then using property (2) and (3) we see that

Ev({x[n]}) ↔ Re X(ejω )

Od({x[n]}) ↔ jIm X(ejω )


and using property (2) and (4) we can see that

Re({x[n]}) ↔ Ev(X(ejω ))

Im({x[n]}) ↔ Od(X(ejω ))

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4.2.6. Time shifting and frequency shifting:


{x[n − n0 ]} ↔ e−jωn0 X(ejω )
{ejω0 n x[n]} ↔ X(ej(ω−ω0 ) )
These can be proved very easily by direct substitution of x[n − n0 ] in equa-
tion(5.2) and X(ej(ω−ω0 ) ) in equation (5.1).

4.2.7. Differencing and summation:


{x[n] − x[n − 1]} ↔ (1 − e−jω )X(ejω )
This follows directly from linearity property 2.
Consider next the signal {y[n]} defined by


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=−∞

We omit the proof of this property.


If we take {x[n]} = {δ[n]} then we get


n
1 ∞
{u[n]} = { δ[n]} ↔ +π δ(ω + 2πk)
m=−∞
1 − e−jω k=−∞

4.2.8. Time and frequency scaling:


For continuous time signals we know that the Fourier transform of x(at)
is given by 1/|a|X( Ωa ). However if we define a signal {x[an]} we run into
difficulty as the index an must be an integer. Thus if a is an integer say
a = k > 0, then we get signal {x[kn]}. This consists of taking k th sample of
the original signal. Thus the DTFT of this signal looks similar to the Fourier
transform of a sampled signal. The result that resembles the continuous time
signal is obtained if we define a signal {x(k) [n]} by

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 x[ n ], if n is multiple of k
x(k) [n] = k
 0, if n is not a multiple of k

For example {x(2) [n]} is illustrated below


FIGURE 2

The signal {x(h) [h]} is obtained by inserting (k − 1) zeroes between suc-


cessive value if signal {x[n]}.




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.

4.2.9. Diffentiation in frequency domain




ejω
X(e ) x[n]e−jωn
n=−∞

Differentiating both sides with respect to ω, we obtain

d ∞

X(e ) = −jnx[n]e−jωn
dω n=−∞

multiplying both sides by j we obtain


d
{nx[n]} ↔ j X(ejω )

4.2.10. Passeval’s relation:



∞ ∞
2 1
|x[n]| = |X(ejω )|2 dω
n=−∞

−∞

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We have  ∗

∞ 
∞ ∞
1
|x[n]|2 = x[n]  X(ejω )ejωn dω 
n=−∞ n=−∞

−∞

interchanging summation and integration we get


π 

1 ∗
= X (e ) jω
x[n]e−jωn dω
2π n=−∞
−π

1
= X ∗ (ejω )X(ejω )dω

−π

1
= |X(ejω )|2 dω

−π

4.2.11. Convolution property:


This is the eigenfunction property of the complex exponential mentioned
in the beginning of the chapter. The fourier syntaxis equation (5.1) for
the x[n] can be interpreted as a representation of {x[n]} in terms of linear
combinations of complex exponential with amplitude proportional to X(ejω ).
Each of these complex exponential is an eigenfunction of the LTI system and
so the amplitude Y (ejω ) in the decomposition of {y[n]} will be X(ejω )H(ejω ),
where H(ejω ) is the Fourier transform of the impulse response. We prove this
formally. The output {y[n]} is given is terms of convolution sum, so




Y (e ) = y[n]e−jωn
n=−∞
∞  

= k=−∞ h[k]x[n − k] e−jωn
n=−∞

interchanging order of the summation



∞ 

= h[h] x[n − k]e−jωn
l=−∞ n=−∞

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Let m = n − k then n = m + k and we get



∞ 

= h[k] x[m]e−jω(m+k)
k=−∞ m=−∞
∞ 

−jωk
= h[k]e x[m]e−jωm
k=−∞ m=−∞
jω jω
= H(e )X(e )

Thus if {y[n]} = {h[n]}  {x[n]}


then
Y (e jω) = H(ejω)X(ejω)
convolution in time domain becomes multiplication in the frequency do-
main. The fourier transform of the impulse response {h[n]} is known as
frequency response of the system.

4.2.12. The Modulation or windowing property


Let us find the DTFT of product of two sequences

{x[n]}{y[n]} = {x[n]y[n]} = {z[n]}





Z(e ) = x[n]y[n]e−jωn
n=−∞

Substituting for x[n] in terms of IDFT we get


 
∞ π
= 1 X(ejα )ejαn dα y[n]e−jωn
n=−∞

−π

interchanging order of integration and summation


π ∞
1 
jα −j(ω−α)n
= X(e ) y[n]e dα
2π n=−∞
−π

1
= X(ejα )Y (ej(ω−α) )dα

−π

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 )

where ⊗ denotes periodic convolution.

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Example 1

Example 2

Example 3

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Example 4

Example 5

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4.3 Outline:

1.Apply Discretetime Fourier transformrepresentation tostudy signals.


2.Apply continuoustime Fouriertransformrepresentation tostudythe linear time
invariant systems.

4.4 Further readings:

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

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