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Discrete Fourier Transform

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Presentation on theme: "Discrete Fourier Transform"— Presentation transcript:

1 Discrete Fourier Transform
g(x) is a function of value for We can only examine g(x) over a limited time frame, Assume the spectrum of g(x) is approximately bandlimited; no frequencies > B Hz. Note: this is an approximation; a function can not be both time-limited and bandlimited. F(u) Notes to self: Title? f(x) x -B -B L

2 Sampling and Frequency Resolution
F(u) f(x) x -B -B L We will sample at 2B samples/second to meet the Nyquist rate. We sample N points.

3 Transform of the Sampled Function
Another expression for comes from Views input as linear combination of delta functions where u is still continuous.

4 Transform of the Sampled Function (2)
where To be computationally feasible, we can calculate at only a finite set of points. Since f(x) is limited to interval 0<x<L , can be sampled every Hz. picture? see notes.

5 Discrete Fourier Transform
number of samples Discrete Fourier Transform (DFT): Number of samples in x domain = number of samples in frequency domain.

6 Periodicity of the Discrete Fourier Transform
DFT: F(m) repeats periodically with period N 1) Sampling a continuous function in the frequency domain [F(u) ->f(n)]causes replication of f(n) ( example coming in homework) 2) By convention, the DFT computes values for m= 0 to N-1 DC component positive frequencies negative frequencies

7 Properties of the Discrete Fourier Transform
Let f(n) F(m) 1. Linearity 2. Shifting If f(x) nF(u) and g(x) n G(u) Example : if k=1 there is a 2 shift as m varies from 0 to N-1

8 Inverse Discrete Fourier Transform
If f(n) F(m) Why the 1/N ? Let’s take a look at an example f(n)= { } N = 8 = number of samples. for all values of m continued...

9 Inverse Discrete Fourier Transform (continued)
Now inverse, For n= 0, kernel is simple For other values of n, this identity will help check eqns for correctness?


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