EEE504-DFT and FFT.
EEE504-DFT and FFT.
EEE504:
DIGITAL SIGNAL PROCESSING (DSP)
LECTURE NOTES
DISCRETE FOURIER (DFT) AND FAST FOURIER TRANSFORM (FFT)
By:
Olorunniwo O.
Dept. of Electronic & Electrical Engineering
Obafemi Awolowo University
Ile-Ife
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f (t ) = f (t ± nT ) n = 0,1,2, K
In addition to being periodic, assume f (t ) has only a finite number of discontinuities in any finite period,
then the integral
α +T
∫α f (t ) dt
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is finite, where α is an arbitrary real number, and f (t ) could be expanded into infinite trigonometric
series
a0
f (t ) = + a1 cos ωt + a2 cos 2ωt + K + b1 sin ωt + b2 sin 2ωt + K , and ω = 2π T
2
The above trigonometric series is referred to as the Fourier series. Compactly, the Fourier series is
expressed as
a0 ∞
f (t ) = + ∑ (an cos nωt + bn sin ωt )
2 n=1
And,
2 α +T
a0 =
T ∫α s (t )
2 α +T
T ∫α
ak = s (t ) cos kωt dt
2 α +T
bk = ∫ s (t ) sin kωt dt
T α
The inverse Fourier transform (IFT) operates on the frequency spectrum of the signal to recover in the
time variation, the signal shape. The IFT is given by
∞
1
f (t ) = ∫ F (s )e
st
ds
2π −∞
Surprisingly, though, there exist some functions without Fourier transform—e.g. pure alternating current,.
sin t , step function H (t ) , an impulse function, δ (t ) to mention a few. Therefore, conditions for the
existence of Fourier transform are:
1. The integral of f (t ) from − ∞ to ∞ must exist;
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1 s 〈 12
Rectangle function, ∏(s ) =
0 s 〉 12
∞ ∞
If f (t ) = sinc 2 t , then F (s ) = ∫ sinc t e dt = Λ(s ) ⇔ ∫ Λ(s )e
2 − st + st
3. ds = sinc 2 t
−∞ −∞
1 − s s 〈1
Note: triangle function, Λ (s ) =
0 s 〉1
2
What does this imply? It postulates that 1. The transform of the Gaussian function, e −πt , is the same
Gaussian function. 2. The transform of the sinc function is the unit rectangle function, ∏ . 3. The
transform of the sinc function is the triangle function, Λ , of unit height and area. Table 2 illustrates
some of the Fourier transform pairs.
differentiation enhances the higher frequencies, attenuates the lower frequencies, and suppresses any
zero-frequency component.
Table2
Signal f ( x ) Fourier Transform F (s )
2π −
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∞
( )
X e jω = ∑ x[n]e − jωn
−∞
In addition to this, there exists a synthesis formula referred to as the inverse Fourier transform. This
represent x[n ] as a superposition of infinitesimally small complex sinusoids of the form,
1
2π
( )
X e jω e jωn dω
( )
with ω ranging over an interval of length 2π and with X e jω determining the relative amount of each
complex sinusoid. Hence, as stated earlier, the Fourier transform is a complex-valued function of ω and
( )
the quantities X e jω and ∠X e ( ) are the magnitude and phase of the Fourier transform.
jω
1 π
X (e )e
2π ∫
Note: Determining the class of signals that can be represented by x[n] = jω jωn
dω is
−π
1
equivalent to considering the convergence of the infinite sum given by
2π
( )
X e jω e jωn dω . That is to say,
1. If the sequence x[n ] is absolutely summable, then the Fourier transform of the sequence
X (e jω ) exists.
2. The series can be shown to converge to a continuous function of ω .
All stable sequences are absolutely summable, therefore, all stable sequences have Fourier transforms.
And by extension, any stable system would have a finite and a continuous frequency response. In
actual fact, absolute summability is a sufficient condition for the existence of Fourier
representation, and it also guarantees convergence.
( ) ( )
X e jω = X e e jω + X o e jω ( )
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Table3
( ) [X (e ) + X (e )]
X e e jω = 1
2
jω ∗ jω
Xo (e ) = [X (e ) − X (e )]
jω 1
2
jω ∗ jω
In addition to the Symmetry properties, a variety of theorems govern the operations on the sequences to
obtain a transform. These are similar to the theorems for the Fourier transform of continuous-time
signals. Table 4 summarizes Discrete-time Fourier transform properties.
f [τ ] = v(t o + τT ) τ = 0,1,2,3,..., N − 1
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Table4
1 N −1
and there exist F [υ ] = ∑ f [τ ]e − j 2π (υ N )τ
N τ =0
This implies the DFT approximates the Fourier transform of the function underlying the data samples,
since it provides only for a finite set of discrete frequencies. The DFT is readily implemented using the
MATLAB® using the fft( ).
Further, given the discrete transform, F [υ ] , it is possible to recover the time series f [τ ] with the aid of
the inverse relationship,
N −1
f [τ ] = ∑ F [υ ]e j 2π (v N )τ
υ =0
The inverse summation of the Fourier transform is performed by the ifft ().
Consider a method to understanding FFT: A sequence of N elements may be divided into two shorter
sequences of N/2 elements each placing the even-numbered elements into first sequence and the odd-
numbered ones into the second. For example, {8 7 6 5 4 3 2 1} could be split into {8 6 4 2} and {7 5 3
1}. Each of the sequences possesses a DFT. That is,
{8 7 6 5 4 3 2 1 } = {8 0 6 0 4 0 2 0} + {0 7 0 5 0 3 0 1}
Using the stretching and shift theorem, the desired DFT can be obtained such that, if
1. {P Q R S } corresponds to the sequence {7 5 3 1},
then, {0 7 0 5 0 3 0 1} would correspond to the stretched sequence
1
2
{P Q R S P Q R S } .
2. Similarly, if {8 6 4 2} has {A B C D} as its corresponding sequence,
, then {8 0 6 0 4 0 2 0} would have a corresponding stretched sequence
1
2
{A B C D A B C D}
3. Hence, the shift theorem states,
4. {0 7 0 5 0 3 0 1} ⊃ 12 {P WQ W 2 R W 3 S W 4 P W 5Q W 6 R W 7 S }
5. The DFT is simply the addition of both derivations [(2)+(4)].
The multiplication by W means rotation by one Nth of a revolution in the complex plane, so the effect
of the shift is to apply a phase delay that increases progressively along the sequences of the elements
{P Q R S P Q R S }.
Noticeably, the transformation with N=8 has been broken down into two transformations with N=4,
which potentially represents a 50% saving time.
Review Questions
1. Determine the discrete spectrum of a periodic sequence f [τ ] with period N=4 given by
f [τ ] = {0 1 1 0} for τ = 0,1,2,3 .
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N −1
1
Note: The DFT of a periodic signal is defined as F [υ ] =
N
∑ f [τ ]e
τ=0
− j 2π (υ N )τ
, and the spectrum
is F [υ ] .
2
c. d.
3. A volcano on the floor of the Pacific Ocean erupted near an inhabited island, causing the sea
surface to rise and fall, reaching a maximum height of about 10 m. The height was recorded by
the captain of a vessel standing offshore, using a sextant to determine the distance from the
water to the top of the cliff. Later examination showed that the height h(t ) could be represented
approximately by
(
h(t ) = 11 sin (45° − 72°t ) exp − t 2 5 )
Where, h is in meters and t is in minutes. The volcano erupts from time to time.
(a) Obtain the Fourier transform h ( f ) of h(t )
(b) At what frequency, in cycles per minute, will the excitation be at a maximum?
Assume the Fourier transforms of F (cos πx ) = C(s ) ≡ 12 δ (s + 1
2
) + 12 δ (s − 12 ) and
F (sin πx ) = jI1 (s ) ≡ 12 δ (s + 1
2
) − 12 δ (s − 12 )
4. Outline step-by-step, using the stretching and shift theorems, the FFT algorithm.
i. In what fields of endeavor is the FFT applicable today?
ii. What is the major advantage of FFT implementation over DFT techniques?
i. If the height of a pulse wave is 70%, and the width is doubled, what would be the corresponding
effects on its Fourier transform waveform? What would be the % height of the waveform?
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In radio and television applications, a harmonic carrier wave is modulated by an envelope. Sketch
the Fourier transform of a modulated signal. Describe briefly the spectrum of the envelope. What
is the inverse Fourier Transform of the waveform in P5.
P5