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Discrete Time Fourier Transform (DTFT)

The document provides an overview of the Discrete-Time Fourier Transform (DTFT), including its properties, analysis and synthesis equations, and convergence theorems. It discusses the relationship between DTFT and other signal representations, such as the Discrete Fourier Series (DFS), and outlines necessary conditions for the existence of DTFT. Additionally, it covers various properties such as linearity, time and frequency shifting, and the implications of real-valued sequences.
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0% found this document useful (0 votes)
25 views5 pages

Discrete Time Fourier Transform (DTFT)

The document provides an overview of the Discrete-Time Fourier Transform (DTFT), including its properties, analysis and synthesis equations, and convergence theorems. It discusses the relationship between DTFT and other signal representations, such as the Discrete Fourier Series (DFS), and outlines necessary conditions for the existence of DTFT. Additionally, it covers various properties such as linearity, time and frequency shifting, and the implications of real-valued sequences.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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DTFT Recall: A discrete-time 1-D signal x is a map from Z to C (i.e., x : Z → C).

DTFT

Chirayu Athalye Chirayu Athalye


DTFT
Basics of DTFT Basics of DTFT
DTFT
DTFT Properties ∞
X DFS
iω −iωn
DTFT Pairs Analysis Equation: X (e ) := x[n] e ; DTFT Properties
Frequency Response of n=−∞ DTFT Pairs
Discrete Time Fourier Transform (DTFT) LTI Systems Z
1 Frequency Response of
References
Synthesis Equation: x[n] = X (e iω ) e iωn dω. LTI Systems
2π 2π
References

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=−∞

2 DTFT X : R → C is periodic with period 2π. (Why?)


3 When is the DTFT analysis equation well-defined?

M
X DTFT DTFT

Let XM (e iω ) := x[n] e −iωn . Chirayu Athalye Remark Chirayu Athalye


n=−M
Basics of DTFT 1 If x[·] is absolutely summable, then the analysis equation of DTFT converges uniformly. Basics of DTFT
DTFT DTFT
Theorem (DTFT: Uniform Convergence) DFS 2 If x[·] is square summable (finite energy), then the analysis equation of DTFT converges in DFS


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

n=−∞ Frequency Response of Frequency Response of


LTI Systems 4 Over a finite interval, uniform convergence ⇒ mean-square convergence. LTI Systems

lim XM (e iω ) = X (e iω ) ∈ C ∀ω ∈ R; References 5 Absolute summability ⇒ square summability; the converse is not true (Counterexample?). References
M→∞

i.e., XM → X (pointwise convergence). In fact, XM ⇒ X (uniform convergence). Remark


Using Dirac delta (impulse) function, it is possible to find DTFT of certain bounded
Theorem (DTFT: Mean-Square Convergence) sequences which are not square summable.

X In this case, DTFT X : R → Ce , where Ce is the extended complex plane.
If x : Z → C is square summable (i.e., |x[n]|2 < ∞). Then,
n=−∞
Z Necessary Conditions for DTFT
iω iω 2
lim |X (e ) − XM (e )| dω = 0; 1 If DTFT exists for x : Z → C, then x[·] is a bounded sequence.
M→∞ 2π
2 Moreover, if DTFT is finite valued, then lim x[n] = lim x[n] = 0.
n→∞ n→−∞
i.e., XM converges to X in the mean-square sense.
2π DTFT DTFT
Let x̃ : Z → C be periodic with the fundamental period N; thus, ω0 = N
. DTFT of Periodic Signals (Relation Between DTFT and DFS)
Chirayu Athalye Chirayu Athalye

DFS (Representation-1) [Signals & Systems (Oppenheim et al.)] Basics of DTFT
Let x̃ : Z → C be periodic with the fundamental period N; thus, ω0 = N
. Basics of DTFT
DTFT DTFT
X 1 X
iω 0 kn
X̃ [k] WN−kn .
DFS DFS
N−1 x̃[n] = ak e or x̃[n] =
1 X 1 X DTFT Properties N DTFT Properties
Analysis Equation: ak := x̃[n] e −iω0 kn = x̃[n] e −iω 0 kn
; DTFT Pairs
k=hNi k=hNi
DTFT Pairs
N N n=0
n=hNi Frequency Response of ∞ Frequency Response of
LTI Systems iω
X LTI Systems
X N−1
X X̃ (e ) = 2π ak δ(ω − kω0 ).
iω 0 kn iω 0 kn References References
Synthesis Equation: x̃[n] = ak e = ak e . k=−∞
k=hNi k=0

DFS (Representation-2) [Discrete-Time Signal Processing (Oppenheim et al.)]

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

F F Basics of DTFT Basics of DTFT


−→ X1 (e iω ) and x2 [n] ←−
If x1 [n] ←− −→ X2 (e iω ), then DTFT Properties DTFT Properties

F iω iω DTFT Pairs Difference and Accumulation DTFT Pairs


a x1 [n] + b x2 [n] ←−
−→ a X1 (e ) + b X2 (e ),
Frequency Response of F Frequency Response of
−iω iω
where a, b ∈ C. LTI Systems Backward Difference: x[n] − x[n − 1] ←−
−→ (1 − e ) X (e ). LTI Systems

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 )

DTFT DTFT

F iω
x[n] ←−
−→ X (e ). Chirayu Athalye Chirayu Athalye

Basics of DTFT Basics of DTFT


Time Reversal DTFT Properties DTFT Properties

F −iω DTFT Pairs DTFT Pairs


x[−n] ←−
−→ X (e ). Frequency Response of Frequency Response of
LTI Systems LTI Systems

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

Chirayu Athalye Chirayu Athalye


F F
Conjugation Basics of DTFT −→ X1 (e iω )
x1 [n] ←− and −→ X2 (e iω ).
x2 [n] ←− Basics of DTFT

DTFT Properties DTFT Properties


F iω ∗ F ∗ −iω
If x[n] ←−
−→ X (e ), then x [n] ←−
−→ X (e ). DTFT Pairs DTFT Pairs

Frequency Response of Convolution Property Frequency Response of


LTI Systems LTI Systems
Conjugate Symmetry for Real-Valued Sequences F iω iω
References (x1 ∗ x2 )[n] ←−
−→ X1 (e ) X2 (e ). References

1 If x[n] is a real-valued sequence, then X (e iω ) = X ∗ (e −iω ). Note that


X (e iω ) = X ∗ (e −iω ) ⇐⇒ X (e −iω ) = X ∗ (e iω ). Multiplication/Modulation Property
Therefore,
Z
Re X (e iω ) and X (e iω ) are even functions; whereas, 1

a F
−→ X (e iω ) = X1 e iθ X2 e i(ω−θ) dθ.
 
x[n] = x1 [n] x2 [n] ←− (Periodic Convolution)
b Im X (e iω ) and ]X (e iω ) are odd functions.
 2π 2π

 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

Signal DTFT Chirayu Athalye



Chirayu Athalye
For periodic sequences (with the fundamental period N), ω0 = N
.
Basics of DTFT Basics of DTFT
1. δ[n] 1 DTFT Properties DTFT Properties
Signal DTFT DFS {a0 , . . . , aN−1 }
2. δ[n − m] e −iωm DTFT Pairs DTFT Pairs

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

Signal DTFT DFS {a0 , . . . , aN−1 } Chirayu Athalye


Homework Chirayu Athalye

∞ 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

Chirayu Athalye Chirayu Athalye


Example (Rectangular Sequence) Example (Ideal Lowpass Filter)
( Basics of DTFT Basics of 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

Frequency Response of Frequency Response of


( LTI Systems LTI Systems
M
X M + 1, if ω ∈ {2πk | k ∈ Z} 1 Ideal LPF is non-causal.
iω −iωn References References
X (e ) = e = 1−e −iω(M+1)
, otherwise. 2 Since h[·] is not absolutely
n=0 1−e −iω
summable, it’s unstable.
Notice that for all ω ∈ R \ {2πk | k ∈ Z}, (
1, if |ω| < ωc ,
iω(M+1)
 iω(M+1) iω(M+1)
 H(e iω ) =
e− 2 e 2 − e− 2 sin ω(M+1) 0, if ωc < |ω| ≤ π; (a) Impulse Response

iωM

X (e ) = iω iω iω
= 2
ω
 e− 2 .
− 2 − 2 sin

e e −e
2 2 and it is periodic with period 2π.

What is lim X (e )? How to get HPF from LPF?
ω→2π

(b) Frequency Response


sin(2ω) sin(2ω) sin(3ω) F
Remark: Note that lim = −2, lim = 2, and lim = 3. −→ H(e iω )?
In what sense, h[n] ←−
Figure: Discrete-time Ideal Lowpass Filter.
ω→π sin(ω) ω→2π sin(ω) ω→π sin(ω)

DTFT DTFT

Chirayu Athalye x[n] h[n] y [n] X (e iω ) H(e iω ) Y (e iω ) Chirayu Athalye

Example (Ideal Lowpass Filter) Basics of DTFT (a) Time Domain (b) Frequency Domain Basics of DTFT

DTFT Properties DTFT Properties


M Figure: DT-LTI (Discrete LSI) System

X −iωn DTFT Pairs DTFT Pairs
HM (e ) := h[n] e . Frequency Response of Frequency Response of
n=−M LTI Systems Frequency Response and Eigenfunction Property of DT-LTI Systems LTI Systems

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=−∞

Therefore, x[n] := e iω1 n is an eigenfunction of DT-LTI Systems.

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