Discrete Time Fourier Transform (DTFT)
Discrete Time Fourier Transform (DTFT)
DTFT
Chirayu D. Athalye F DT F T
−→ X (e iω ) or x[n] ←−−−→ X (e iω ).
DTFT Pair: x[n] ←−
R
Notation: 2π denotes the integral over a period of length 2π.
Department of Electrical & Electronics Engineering,
BITS Pilani, K K Birla Goa Campus.
Remark
2025 1 Notice that DTFT analysis equation is similar to CFS synthesis equation.
∞
X
CFS Synthesis Equation: x(t) = ak e ikω0 t .
k=−∞
M
X DTFT DTFT
∞
X DTFT Properties the mean-square sense. DTFT Properties
If x : Z → C is absolutely summable (i.e., |x[n]| < ∞), then DTFT Pairs 3 Uniform convergence ⇒ pointwise convergence. DTFT Pairs
lim XM (e iω ) = X (e iω ) ∈ C ∀ω ∈ R; References 5 Absolute summability ⇒ square summability; the converse is not true (Counterexample?). References
M→∞
X i 2π
Analysis Equation: X̃ [k] := x̃[n] WNkn , where WN := e − N ;
n=hNi
1 X
Synthesis Equation: x̃[n] = X̃ [k] WN−kn .
N
k=hNi
DF S
DFS Pair: x̃[n] ←−
−→ X̃ [k]. Notice that X̃ [k] = Nak .
Figure: Fourier Series and Fourier Transform
DTFT DTFT
F F
Linearity Chirayu Athalye
−→ X (e iω )
x[n] ←− and −→ Y (e iω ).
y [n] ←− Chirayu Athalye
References References
F
−→ (e iω − 1) X (e iω ).
Forward Difference: x[n + 1] − x[n] ←−
Time Shifting and Frequency Shifting
F F n
−→ e −iωm X (e iω ), where m ∈ Z.
−→ X (e iω ), then x[n − m] ←−
Time Shifting: If x[n] ←−
X
Accumulation: If y [n] = x[m] ∀n ∈ Z, then
m=−∞
F F
−→ X (e iω ), then e iω1 n x[n] ←−
−→ X e i(ω−ω1 ) , where ω1 ∈ R.
Frequency Shifting: If x[n] ←− ∞
X (e iω ) X
Y (e iω ) = −iω
+ πX (e i0 ) δ(ω − 2πk),
1−e
Periodicity and Parseval’s Relation k=−∞
Periodicity: X e i(ω+2π)
iω
= X (e ). where the impulse train reflects the dc or average value that can result from summation.
∞
Differentiation in Frequency Domain
Z
X 1
Parseval’s Relation: |x[n]|2 = |X (e iω )|2 dω.
n=−∞
2π 2π F dX iω
nx[n] ←−
−→ i (e )
dω
DTFT DTFT
F iω
x[n] ←−
−→ X (e ). Chirayu Athalye Chirayu Athalye
References References
Time Expansion
(
x kn , if n is a multiple of k
Let k ∈ N and x(k) [n] :=
0, otherwise.
F
−→ X (e ikω ).
x(k) [n] ←−
Remark: Time-stretched sequence x(k) [n] is obtained from x[n] by placing (k − 1) zeros
between values of x[n].
Recall: Time-compressed sequence x[kn] is obtained by taking k th samples of x[n].
Homework
Let y [n] := x[2n]. Find Y (e iω ) in terms of X (e iω ).
Figure: Inverse Scaling between the Time and Frequency Domains.
DTFT DTFT
F F (
−→ Re X (e iω ) and Od x[n] ←−
−→ i Im X (e iω ) . X1 (e iω ), if ω ∈ [−π, π]
Furthermore, Ev x[n] ←− iω
Let X̂1 (e ) := . Note that
0, otherwise
2 If x[n] is real and even, then X (e iω ) is real and even.
Z ∞
If x[n] is real and odd, then X (e iω ) is purely imaginary and odd. 1
X (e iω ) = X̂1 e iθ X2 e i(ω−θ) dθ.
3
2π −∞
DTFT DTFT
Frequency Response of X ∞
X Frequency Response of
∞
1 X LTI Systems 1. ak e iω0 kn 2π ak δ(ω − kω0 ) {a0 , . . . , aN−1 } LTI Systems
3. u[n] +π δ(ω − 2πk) References k=hNi k=−∞ References
1 − e −iω
k=−∞
∞
1 ∀n ∈ Z
X
δ(ω − 2πk) a0 = 1 (N = 1)
4. an u[n], |a| < 1 2. x̃[n] = 1 2π
1 − ae −iω k=−∞
1
5. a−n u[−n], |a| < 1 ∞ ∞
1 For k ∈ {0, . . . , N − 1},
1 − ae iω
X X
3. δ[n − kN] 2π δ(ω − kω0 )
N ak = N1 .
ae −iω k=−∞ k=−∞
6. n an u[n], |a| < 1
(1 − ae −iω )2 ω
Periodic iff 2π1 = m 1
N ∈ Q.
∞
X For k(∈ {0, . . . , N − 1},
4. e iω1 n 2π δ(ω − ω1 − 2πk)
1, if k = m
Remark (Refer to the Difference and Accumulation Property of DTFT) k=−∞ ak =
0, otherwise.
Let y [n] − y [n − 1] = x[n]. Using the difference property, we can always obtain X (e iω ) from Y (e iω ); in
fact, (1 − e −iω )Y (e iω ) = X (e iω ). However, Y (e iω ) can be obtained from X (e iω ) provided the series in
Analysis Equation of y [n] converges (or X (e i0 ) = 0).
1
m and N are coprime and ω0 = ω1 /m. WLOG, ω1 ∈ [0, 2π); thus, m < N.
DTFT DTFT
∞ ω
Let |r1 | < 1. Show that
2 Basics of DTFT Basics of DTFT
X Periodic iff 2π1 = m N ∈ Q. For
π δ(ω − ω1 − 2πk) + k ∈ {0, . . . , N − 1}, F 1 − (r1 cos ω1 ) e −iω
r1n cos(ω1 n) u[n]
DTFT Properties DTFT Properties
←−
−→
5. cos(ω1 n)
k=−∞
∞
(
1
, if k ∈ {m, N − m}
DTFT Pairs 1 − (2r1 cos ω1 ) e −iω + r12 e −2iω DTFT Pairs
X ak = 2 Frequency Response of Frequency Response of
π δ(ω + ω1 − 2πk) 0, otherwise. −iω
LTI Systems
F (r1 sin ω1 ) e LTI Systems
r1n sin(ω1 n) u[n]
k=−∞ ←−
−→
References
1 − (2r1 cos ω1 ) e −iω + r12 e −2iω References
ω
∞ Periodic iff 2π1 = mN ∈ Q. For
π X k ∈ {0, . . . , N − 1},
δ(ω − ω1 − 2πk) −
i k=−∞
1
Homework
6. sin(ω1 n) 2i ,
if k = m
∞
π X ak = −1
2i , if k = N − m 1 Show that
δ(ω + ω1 − 2πk)
0, otherwise.
i k=−∞ if ω ∈ {2πk | k ∈ Z}
2m + 1,
(
1, if |n| ≤ m F iω
x[n] = ←−
−→ X (e ) = sin
ω(2m+1)
0, otherwise 2
, otherwise.
sin( ω
2 )
Homework
Show that 2 Let x̃ : Z → R be periodic with the fundamental period N s.t. N2 ∈ N; ω0 = 2π . Show that
N
1,
if n > 0 2m+1
F 1 1 N , if k = 0
(
S(e iω ) =
←−
−→ − = −i cot ω/2 .
s[n] = 0, if n = 0 1, if |n| ≤ m DF S
1 − e −iω 1 − e iω x̃[n] = N
←− −→ ak = sin kω0 (2m+1)
−1, if n < 0 0, if m < |n| ≤ 2
2 , if k ∈ {1, . . . , N − 1}.
kω0
N sin 2
2
m and N are coprime and ω0 = ω1 /m. WLOG, ω1 ∈ [0, 2π); thus, m < N.
DTFT DTFT
1, if 0 ≤ n ≤ M DTFT Properties
ωc DTFT Properties
Find the DTFT of x[n] = h[n] = sinc ωc n
.
0, otherwise. DTFT Pairs
π π DTFT Pairs
DTFT DTFT
Example (Ideal Lowpass Filter) Basics of DTFT (a) Time Domain (b) Frequency Domain Basics of DTFT
References References
F
1 −→ H(e iω ).
Consider a DT-LTI system with the impulse response h : Z → C. Let h[n] ←−
Mean-Square Convergence:
Z 2 The output of this system to an input signal x : R → C is given by
lim |H(e iω ) − HM (e iω )|2 dω = 0. y [n] = (h ∗ x)[n] ∀n ∈ Z.
M→∞ 2π
3 Therefore, using the convolution property of DTFT, we have
Pointwise Convergence: Y (e iω ) = H(e iω ) X (e iω ),
HM (e iω ) → H(e iω ) ∀ω ∈ [−π, π]\{±ωc }. where H(e iω ) is the Frequency Response of the DT-LTI system.
Figure: Convergence of DTFT? (Gibbs Phenomenon) 4 For the input signal x[n] := e iω1 n , where ω1 ∈ R, the output is given by
HM ⇒ H (Uniform Convergence). X∞
y [n] = h[k] e iω1 (n−k) = H(e iω1 ) e iω1 n ∀n ∈ Z.
k=−∞