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    The Discrete Fourier Transform: Quote of The Day

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    Original Title

    Lecture 20

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    Download as ppt, pdf, or txt
    88 views15 pages

    The Discrete Fourier Transform: Quote of The Day

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    fasih
    12345

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    of 15

    The Discrete Fourier Transform

    Quote of the Day


    Mathematics may be defined as the subject in which
    we never know what we are talking about, nor
    whether what we are saying is true.
    Bertrand Russell

    Content and Figures are from Discrete-Time Signal Processing, 2e by Oppenheim, Shafer, and Buck, 1999-2000 Prentice Hall Inc.
    Sampling the Fourier Transform
    Consider an aperiodic sequence with a Fourier transform
    x[n] DTFT
    X e j
    Assume that a sequence is obtained by sampling the DTFT
    ~

    Xk X e j
    X e j 2 / N k
    2 / Nk

    Since the DTFT is periodic resulting sequence is also periodic
    We can also write it in terms of the z-transform
    ~

    Xk X z z e 2 / N k X e j 2 / Nk

    The sampling points are shown in figure


    ~
    Xk could be the DFS of a sequence
    Write the corresponding sequence
    ~ 1 N 1 ~
    x[n] Xk e j 2 / Nkn
    N k 0

    Copyright (C 351M Digital Signal Processing 2


    Sampling the Fourier Transform Contd
    The only assumption made on the sequence is that DTFT exist

    xme

    ~
    Xe j j m

    Xk X e j 2 / Nk ~ 1 N 1 ~
    x[n] Xk e j 2 / Nkn
    m N k 0
    Combine equation to get
    ~ 1 N 1
    x[n] xme j 2 / N km e j 2 / Nkn
    N k 0 m

    1 N 1 j 2 / N k n m
    ~
    xm e x m p n m
    m N k 0 m
    Term in the parenthesis is
    ~ 1 N 1 j 2 / N k n m
    p n m e n m rN
    N k 0 r

    So we get

    ~
    x[n] xn n rN xn rN
    r r

    Copyright (C 351M Digital Signal Processing 3


    Sampling the Fourier Transform Contd

    Copyright (C 351M Digital Signal Processing 4


    Sampling the Fourier Transform Contd
    Samples of the DTFT of an aperiodic sequence
    can be thought of as DFS coefficients
    of a periodic sequence
    obtained through summing periodic replicas of original sequence
    If the original sequence
    is of finite length
    and we take sufficient number of samples of its DTFT
    the original sequence can be recovered by

    ~
    x n 0 n N 1
    xn
    0 else

    It is not necessary to know the DTFT at all frequencies


    To recover the discrete-time sequence in time domain
    Discrete Fourier Transform
    Representing a finite length sequence by samples of DTFT

    Copyright (C 351M Digital Signal Processing 5


    The Discrete Fourier Transform
    Consider a finite length sequence x[n] of length N
    xn 0 outside of 0 n N 1
    For given length-N sequence associate a periodic sequence

    ~
    x n xn rN

    r

    The DFS coefficients of the periodic sequence are samples of


    the DTFT of x[n]
    Since x[n] is of length N there is no overlap between terms of
    x[n-rN] and we can write the periodic sequence as
    ~
    x n x n mod N x n N

    To maintain duality between ~ time and frequency


    We choose one period of Xk as the Fourier transform of x[n]
    ~Xk 0 k N 1 ~
    Xk Xk X k mod N X k N
    0 else
    Copyright (C 351M Digital Signal Processing 6
    The Discrete Fourier Transform Contd
    The DFS pair
    ~ 1 N 1 ~
    ~ x[n] Xk e j 2 / Nkn
    N 1
    Xk ~ x[n]e j 2 / Nkn N k 0
    n0

    The equations involve only on period so we can write


    N 1

    Xk
    ~x[n]e
    n0
    j 2 / N kn
    0 k N1
    0 else
    1 N 1 ~
    Xk e j 2 / Nkn 0 k N 1
    x[n] N k 0
    0 else

    The Discrete Fourier Transform


    N 1
    1 N 1
    Xk x[n]e j 2 / N kn
    x[n] Xk e j 2 / Nkn
    n0 N k 0
    The DFT pair can also be written as
    Xk DFT
    x[n]
    Copyright (C 351M Digital Signal Processing 7
    Example
    The DFT of a rectangular pulse
    x[n] is of length 5
    We can consider x[n] of any
    length greater than 5
    Lets pick N=5
    Calculate the DFS of the periodic
    form of x[n]
    ~ 4
    Xk e j 2 k / 5 n

    n0

    1 e j2 k

    1 e j 2 k / 5
    5 k 0,5,10,...

    0 else

    Copyright (C 351M Digital Signal Processing 8


    Example Contd
    If we consider x[n] of length 10
    We get a different set of DFT
    coefficients
    Still samples of the DTFT but in
    different places

    Copyright (C 351M Digital Signal Processing 9


    Properties of DFT
    Linearity
    x1 n DFT
    X1 k
    x2 n DFT
    X2 k
    ax1 n bx2 n DFT
    aX1 k bX2 k

    Duality

    xn DFT
    Xk
    Xn DFT
    Nx k N

    Circular Shift of a Sequence


    xn DFT
    Xk
    x n m N 0 n N - 1 DFT
    Xk e j 2 k / N m

    Copyright (C 351M Digital Signal Processing 10


    Example: Duality

    Copyright (C 351M Digital Signal Processing 11


    Symmetry Properties

    Copyright (C 351M Digital Signal Processing 12


    Circular Convolution
    Circular convolution of of two finite
    length sequences
    N 1
    x3 n x mx n m
    1 2 N
    m0

    N 1
    x3 n x mx n m
    2 1 N
    m0

    Copyright (C 351M Digital Signal Processing 13


    Example
    Circular convolution of two rectangular pulses L=N=6

    1 0 n L 1
    x1 n x2 n
    0 else

    DFT of each sequence


    2
    N 1
    N k0
    X1 k X2 k
    j kn
    e N

    n0 0 else

    Multiplication of DFTs
    N2 k 0
    X3 k X1 k X2 k
    0 else

    And the inverse DFT


    N 0 n N 1
    x3 n
    0 else
    Copyright (C 351M Digital Signal Processing 14
    Example
    We can augment zeros to
    each sequence L=2N=12
    The DFT of each sequence
    2 Lk
    j
    1e N
    X1 k X2 k 2 k
    j
    1e N

    Multiplication of DFTs
    2
    j
    2 Lk

    1e N
    X3 k 2 k
    1e j
    N

    Copyright (C 351M Digital Signal Processing 15

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