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5.1 Discrete-Time Fourier Transform Representation For Discrete-Time Signals

The document discusses the discrete-time Fourier transform (DTFT) and its properties and relationships to the discrete Fourier transform (DFT) and Fourier series. The DTFT represents a discrete-time signal in the frequency domain. It is defined similarly to the continuous-time Fourier transform but uses a discrete-time index and sums from negative to positive infinity. The DTFT is periodic with period 2π and exhibits other properties like linearity, time/frequency shifts, and conjugation relationships. The DFT can be viewed as a sampled and truncated version of the DTFT, approximating it over a finite frequency range. In the limit as the DFT interval extends to infinity, it converges to the DTFT
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0% found this document useful (0 votes)
42 views96 pages

5.1 Discrete-Time Fourier Transform Representation For Discrete-Time Signals

The document discusses the discrete-time Fourier transform (DTFT) and its properties and relationships to the discrete Fourier transform (DFT) and Fourier series. The DTFT represents a discrete-time signal in the frequency domain. It is defined similarly to the continuous-time Fourier transform but uses a discrete-time index and sums from negative to positive infinity. The DTFT is periodic with period 2π and exhibits other properties like linearity, time/frequency shifts, and conjugation relationships. The DFT can be viewed as a sampled and truncated version of the DTFT, approximating it over a finite frequency range. In the limit as the DFT interval extends to infinity, it converges to the DTFT
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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5.

0 Discrete-time Fourier Transform


5.1 Discrete-time Fourier Transform
Representation for discrete-time signals

Chapters 3, 4, 5
Chap 3
Periodic
Fourier Series
Continuous

Discrete

Chap 4
Aperiodic
Fourier Transform

Chap 5
Aperiodic
Fourier Transform

Fourier Transform (p.3 of 4.0)


T

F
S

periodic

discrete

in

in

aperiodic

in

continuous

in

Discrete-time Fourier Transform


N
dim

N
variables

periodic

in

variable
s

0
discrete

and periodic

in

di
m

(1,0
)

aperiodic

in
continuous

and periodic

Harmonically Related Exponentials for


Periodic Signals (p.11 of 3.0)

All with period T: integer multiples of 0

Discrete in frequency domain

From Periodic to Aperiodic


Considering

x[n], x[n]=0 for n > N2 or n < -N1

x n periodic with period N N1 N 2 1


Construct ~
~
x n x n if N n N
1

~
x n x n if N

From Periodic to Aperiodic


x[n], x[n]=0 for n > N2 or n < -N1
Fourier series for ~
x n

Considering

~
x n

a e

k N

ak 1
N

jk0 n

~
x n e

a e

k N

jk 2 n
N

n N

jk 2 n
N

1
N

x n e

jk 2 n
N

Defining envelope of Nak as X e j

ak 1 X e
N
X e j

jk 2
N

1 X e j
k
N

jn

x
n
e

2
N

k
0

From Periodic to Aperiodic


x[n], x[n]=0 for n > N2 or n < -N1

Considering

~
x n

k N

1
2

1 X e jk0 e jk0n
N
jk0
jk0n
X
e
e
0 ,

k N

0
1
2
N

As N , w 0 0, ~
x n x n
x n 1
2

X e j e jn d signal, time domain, Inverse

x n e

X e

j n

Discrete-time Fourier Transform

spectrum, frequency domain


Discrete-time Fourier Transform

Similar format to all Fourier analysis representations


previously discussed

Considering

as

x(t), x(t)=0 for | t | > T1 (p.10 of 4.0)

T , 0 0, ~
x t x t

X j
x t 1
2

x t e jt dt : spectrum, frequency domain


Fourier Transform

X j e jt d :signal, time domain

Inverse Fourier Transform

Fourier Transform pair, different expressions

x t F X j
very similar format to Fourier Series for periodic
signals

From Periodic to Aperiodic


Considering

x[n], x[n]=0 for n > N2 or n < -N1

Note: X(ej) is continuous and periodic with period


2
Integration over 2 only
Frequency domain spectrum is continuous and
periodic, while time domain signal is discretetime and aperiodic
Frequencies around =0 or 2 are lowfrequencies, while those around = are
high-frequencies, etc.
See Fig. 5.3, p.362 of text
For Examples see Fig. 5.5, 5.6, p.364, 365 of text

From Periodic to Aperiodic


Convergence

Issues

given x[n]

X e j
x n 1
2

jn

x
n
e

n
W

X e j e jn d

x n x n when W
No convergence issue since the integration is over an
finite interval
No Gibbs phenomenon
See Fig. 5.7, p.368 of text

Rectangular/Sinc

Fourier

Transform for Periodic Signals


Unified Framework (p.14 of 4.0)
Given x(t)

assume X j 2 0
x t 1
2
e

j 0 t

2 0 e jt d e j0t

F 2 0
(easy in one way)

Unified Framework: Fourier Transform


for Periodic Signals (p.15 of 4.0)

X j

If x t

jk0 t
a
e
k

F
S

2a k

x t FS
a k X j

From Periodic to Aperiodic


For

Periodic Signals Unified Framework

Given x[n]

assume X e j

x n 1
2

e j0 n F

2k

X e j e j n d e j 0 n

See Fig. 5.8, p.369 of text

2k

From Periodic to Aperiodic


For

Periodic Signals Unified Framework

If

x n

X e

a e

k N

2
n
N

jk

k
ak 2
2m
k N
m
N

k
, ak ak mN
2ak
k
N

See Fig. 5.9, p.370 of text

Signal Representation in Two Domains


Time Domain

Frequency Domain

, k: integer,

5.2 Properties of Discrete-time Fourier


Transform

x n

X e

Periodicity

X e j 2 X e j
Linearity

x1 n F X 1 e j , x2 n F X 2 e j

ax1 n bx2 n F aX 1 e j bX 2 e j

x n

X e

Time/Frequency

x n n0

Shift

jn0

X e

e j0 n x n F X e j 0

Conjugation

x n F X e j

X e j X e j if x n real
Even/Odd Relations

x n

X e

Differencing/Accumulation

x n x n 1 F 1 e j X e j
n

x m F

Time

1
X e j X e j 0 2k
j
k
1 e

Reversal

x n F X e j

Differentiation (p.28 of 4.0)


dx t
F jX j
dt

Enhancing higher frequencies


De-emphasizing lower frequencies
Deleting DC term ( =0 for =0)

Integration (p.29 of 4.0)


1 X j X j 0
F

j
t

dc term

Enhancing lower frequencies (accumulation effect)


De-emphasizing higher frequencies
Accumulati
(smoothing
effect)
on
Undefined for =0

Differencing/Accumulation

Differencing

Differencing/Accumulation

Accumulation

x n x n 1 F 1 e j X e j

Enhancing higher frequencies


De-emphasizing lower freq
Deleting DC term

x m F

j
1

X
e
1 e j

X e

j0

2k
k

Time Reversal (p.29 of 3.0)

unique representation for orthogonal basis


Time

Reversal

x n F X e j

x n
Time

X e

Expansion

define x k n x n / k , If n/k is an integer,


k: positive integer
0, else
See Fig. 5.13, p.377 of text

x k n F X e jk

See Fig. 5.14, p.378 of text

Time Expansion

Time Expansion
-1 0 1
2
Discrete-time

-3
0
3
6
Continuous-time

(chap
5)

(chap
4)

-1 0 1
2

, k=integer

-3
6

x n

X e

Differentiation

nx n

Parsevals

dX e

Relation

x n

in Frequency

1
2

X e

x n

Convolution

X e

Property

y n x n h n F Y e j X e j H e j
H e j : frequency response or transfer function

h n F H e j

n F 1, 0 2
Multiplication

Property

y n x1 n x2 n F Y e j 1 X 1 e j X 2 e j d
2 2
periodic convolution

Input/Output Relationship (P.50 of 4.0)

Time

Domain

Frequency

Domain

Convolution Property (p.52 of 4.0)

x n
System

X e

Characterization

a y n k b x n k
k 0

k 0

b e

jk
j
a
e
Y
e

k
k 0

k 0

jk

X e j
M

h n
Tables

jk
b
e
k

H e

X e
a e
j

Y e j

of Properties and Pairs

See Table 5.1, 5.2, p.391, 392 of text

k 0
N

k 0

jk

Vector

Space Interpretation

{x[n], aperiodic defined on - < n < }=V


is a vector space

x1 n x2 n x1 k x2 k
k

basis signal sets

n e jn ,
n 2k n

repeats itself for very 2

Vector

Space Interpretation

Generalized Parsevals Relation

1
x

1
2
n
2

X 1 e j X 2 e j d

{X(ej), with period 2 defined on - < < }=V :


a vector space
inner-product can be evaluated in either domain

Vector

Space Interpretation

Orthogonal Bases

e j n F 2 k 2m
k

j j n

n n

2 k 2 m
2
m

0, k j
1, k j

2l

2 l d

Vector

Space Interpretation

Orthogonal Bases
Similar to the case of continuous-time Fourier
transform. Orthogonal bases but not normalized,
while makes sense with operational definition.

x n 1
2

X e j

X e j e j n d

j n

x
n
e
x n n

Summary and Duality (p.1 of 5.0)

Chap 3
Periodic
Fourier Series
Continuous

<C>

Chap 4
Aperiodic
Fourier Transform

Chap 5
Aperiodic
Fourier Transform

<A>
Discrete

<B>

<D>

5.3 Summary and Duality


<A> Fourier Transform for Continuous-time Aperiodic Signals

j t
1

x t
X
j

e
d
(Synthesis) (4.8)

2
X j

x t e jt dt

-x(t) : continuous-time
(t0)
-X(j) : continuous in
frequency(00)

(Analysis) (4.9)
aperiodic in time
(T)
aperiodic in
frequency(W)

Duality<A> : x t F X j y t F z

z t F 2y

Case <A> (p.40 of 4.0)

x t F X j y t F z
z t F 2y

<B> Fourier Series for Discrete-time Periodic Signals


jk0 n
2
a
e
,

k
0
k N
N
ak 1 x n e jk0 n , 0 2
N n N
N

x n

(Synthesis)

(Analysis) (3.95)

-x[n] : discrete-time
(t = 1)

periodic in time
(T = N)

-ak : discrete in
frequency(0 = 2 / N)

periodic in
frequency(W = 2)

Duality<B> : x n ak g n f k
1
FS
f n g k
N
FS

(3.94)

FS

Case <B> Duality

x n ak g n f k
FS

f n
FS

FS

1
N

g k

<C> Fourier Series for Continuous-time Periodic Signals


x t

ak e

ak 1
T

jk 0t

, 0 2
T

(Synthesis)

x t e jk0t dt , 0 2
T

-x(t) : continuous-time
(t 0)

aperiodic in
frequency(W )

x t ak v t g k
FS

(Analysis) (3.39)

periodic in time
(T = T)

-ak : discrete in
frequency(0 = 2 / T)
FS

(3.38)

Case <C> <D> Duality


<C>

012
3

<D>

For <C> x t FS
ak

v t FS
g k

For <D> x n F X e j
y n F z
Duality z t FS
y k , g n F v

<D> Discrete-time Fourier Transform for Discrete-time


Aperiodic Signals
x n 1
2

X e e
j

x n e

X e j

j n

j n

(Synthesis)

(5.8)

(Analysis) (5.9)

-x[n] : discrete-time
(t = 1)

aperiodic in time
(T)

-X(ej) : continuous in
frequency(00)

periodic in
frequency(W = 2)

x n F X e j

y n F z

Duality<C> / <D>
ak
v t FS
g k
For <C> x t FS
y n F z
For <D> x n F X e j
y k , g n F v
Duality z t FS
taking z(t) as a periodic signal in time with period 2,
substituting into (3.38), 0 = 1
zt

jkt
a
e
k

which is of exactly the same form of (5.9) except for a


sign change, (3.39) indicates how the coefficients ak are
obtained, which is of exactly the same form of (5.8)
except for a sign change, etc.
See Table 5.3, p.396 of text

More

Duality

Discrete in one domain with between two values

periodic in the other domain with period


Continuous in one domain ( 0)
2

aperiodic in the other domain

Harmonically Related Exponentials for


Periodic Signals (p.11 of 3.0)

All with period T: integer multiples of 0

Discrete in frequency domain

Extra

Properties Derived from Duality

examples for Duality <B>

x n n0 ak e
FS

jm

n0

x n ak m
FS

x n y n

a b

l N

x r y n r

l N

duality

FS

jk

l k l

duality
FS

Nak bk

Unified Framework
Fourier

Transform : case <A>

x t 1
2
X j

X j e j t d
x t e jt dt

(4.8)
(4.9)

Unified Framework
Discrete

frequency components for signals periodic


in time domain: case <C>

j 0 t

F 2 0

x t FS
ak
x t

ak e

jk0t

F X j 2

you get (3.38)

a k

(applied on
(4.8))

Case <C> is a special case of Case <A>

Unified Framework: Fourier Transform


for Periodic Signals (p.15 of 4.0)

X j

If x t

jk0 t
a
e
k

F
S

2a k

x t FS
a k X j

Unified Framework
Discrete

time values with spectra periodic in


frequency domain: case <D>
t t0 e
F

jt 0

x n F X e j
x n x t

x n t n

(4.9) becomes
X j x n e jn
n

(5.9)

Case <D> is a special case of Case <A>


Note : in rad/sec for continuous-time but in rad for
discrete-time

Time Expansion (p.41 of 5.0)


-1 0 1
2
Discrete-time

-3
0
3
6
Continuous-time

(chap
5)

(chap
4)

-1 0 1
2

, k=integer

-3
6

Unified Framework
Both

discrete/periodic in time/frequency domain:


case <B> -- case <C> plus case <D>

periodic and discrete, summation over a period of N


x t

x n t n

X j 2

a k

(4.8) becomes

x n

a e

n N

(3.94)

(4.9) becomes
jk0 n

ak 1
N
(3.95)

jk0 n
x

n N

Unified Framework
Cases

<B> <C> <D> are special cases of case <A>


Dualities <B>, <C>/<D> are special case of Duality
<A>

Vector

Space Interpretation
----similarly unified

Summary and Duality (p.1 of 5.0)

Chap 3
Periodic
Fourier Series
Continuous

<C>

Chap 4
Aperiodic
Fourier Transform

Chap 5
Aperiodic
Fourier Transform

<A>
Discrete

<B>

<D>

Examples
Example 5.6, p.371 of text

Examples
Example 4.8, p.299 of text (P.73 of 4.0)

Discrete

Periodic

Periodic

Discrete

Examples
Example 5.11, p.383 of text
x[n]
[n]

H e j
Y e

x[n-n0 ] y[n]

[n-n0 ] h[n]

jn0
j n

[
n-n
]
e

jn0

X e j
time shift property

Examples
Example 5.14, p.387 of text

w1[n] (1) n x[ n] e jn x[ n]
W1 (e j ) X (e j ( ) )
H (e j ) H lp (e j ( ) ) H lp (e j )

Examples
Example 5.17, p.395 of text
1,

g (t )

t T1

0, T1 t , in - ,

periodic with T 2 , 0 2 1
T
ak

sin kT1
, (example 3.5 of text)
k

x[n]

sin n 2
, by duality
n

X e j 1, 2

0
,

Examples
Example 3.5, p.193 of text (P. 59 of 3.0)
(a)

(b)

(c)

Rectangular/Sinc (p.21 of 5.0)

Problem 5.36(c), p.411 of text


y[ n] y[ n 1] 14 y[ n 2] x[ n 1] 12 x[n 2]
j
j 2
1
e

e
2
H ( e j )
1 e j 14 e j 2
Inverse system
j
j
j
1
e
e

e
1
4
G ( e j )

H ( e j )
e j 1 12 e j

g[ n]

12 n 1 u[n 1] 12 n u[n] 14 12 n 1 u[n 1]


Not causal

g [ n] 12 u[ n] 12 u[ n 1] 14
Inverse with delay : output x[ n 1]
n

n 1

12 n 2 u[n 2]

Problem 5.36(c), p.413 of text


G ( e j ) ?

g[ n] x[2 n],
v[ n]

x[ n] x[ n]
odd index samples are zero
x[2 n] v[2 n] g[ n]

G (e

1
2

v[2n]e

v[m]e

jn

m
2

, m 2n
V ( e j 2 )

1
2

X (e

j ( 2 )

) X (e

j 2

Problem 5.46, p.415 of text


n u[ n] F

1
1 e j

( n 1) n u[ n] F

1
(1 e j ) 2

j
dX
(
e
)
nx[n] F j
, example 5.13, P.385 of text
d

( n r 1)! n
1
u[ n] F
n! ( r 1)!
(1 e j ) r
true for r 1, 2
when r k is true
show r k 1 is also true

Problem 5.56, p.422 of text


x[m, n] is a two -dimensiona l signal
X (e j1 , e j2 )

j (1m 2 n )
x
[
m
,
n
]
e

n m

x[m, n] e

j1m

j 2 n
e

j1
j 2 n
X
(
e
)
e
n

x[m, n]

21 2 X (e j , e j

)e j1m e j2 n d12

j1

j 2

2 2

1
2

1
2

X (e

,e

)e

j1m

d1 e

j 2 n

d2

Problem 3.70, p.281 of text


2-dimensional signals (P. 65 of 3.0)

Problem 3.70, p.281 of text


2-dimensional signals (P. 64 of 3.0)

An Example across Cases <A><B><C><D>

<A>

(4.34)

<D> (5.45)
<C>

(Sec. 3.5.4)
, (Table 3.1)

<B>

(table 3.2)

Time/Frequency

Scaling (p.31 of 4.0)

j
1

x at
X
a
a
F

x t F X j

(time reversal)

See Fig. 4.11, p.296 of text

Single Frequency (p.33 of 4.0)

Parsevals

x t

Relation (p.30 of 4.0)


2

1
dt
2

X j d
2

total energy: energy per unit time integrated over the


time
total energy: energy per unit frequency integrated
over the frequency

Single Frequency

Another Example

Cases <C><D>

Cases <B>

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