5.0 Discrete-time Fourier Transform

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1 5.0 Discrete-time Fourier Transform
Representation for discrete-time signals Chapters 3, 4, 5 Chap 3 Periodic Fourier Series Chap 4 Aperiodic Fourier Transform Chap 5 ๐‘ฅ ๐‘ก โ†”๐‘‹ ๐‘—๐œ” ๐‘ฅ[๐‘›]โ†”๐‘‹( ๐‘’ ๐‘—๐œ” ) Continuous ๐‘ฅ ๐‘ก =๐‘ฅ(๐‘ก+๐‘‡) Discrete ๐‘ฅ[๐‘›]=๐‘ฅ[๐‘›+๐‘]

2 Fourier Transform (p.3 of 4.0)
FS ๐œ” ๐‘ก ๐œ” 0 3๐œ” 0 ๐œ” 0 = 2๐œ‹ ๐‘‡ ๐‘’ ๐‘—3 ๐œ” 0 ๐‘ก 2๐œ” 0 Tโ†’โˆž ๐œ” 0 โ†’0 periodic in ๐‘ก discrete in ๐œ” ๐‘ฅ(๐‘ก) ๐‘‹(๐‘—๐œ”) ๐น ๐‘ก ๐‘—๐œ” ๐œ” ๐‘˜ ๐‘’ ๐‘— ๐œ” ๐‘˜ ๐‘ก aperiodic in ๐‘ก continuous in ๐œ”

3 Discrete-time Fourier Transform
N variables N dim periodic in ๐‘› โˆž dim discrete and periodic in ๐œ” โˆž variables ๐ผ๐‘š ๐œ” ๐‘…๐‘’ aperiodic in ๐‘› (1,0) continuous and periodic in ๐œ”

4 Harmonically Related Exponentials for Periodic Signals (p.11 of 3.0)
๐‘‰= ๐‘ฅ(๐‘ก) ๐‘ฅ(๐‘ก) perodic fundamental period [๐‘›] =๐‘‡(๐‘) T (๐‘) ๐‘ก, ๐‘› ๐‘Ž 4 ๐‘ก, ๐‘› ๐œ” 0 = 2๐œ‹ ๐‘‡ ๐‘Ž 1 ๐‘Ž 3 ๐‘Ž 5 (๐‘) ๐‘Ž 0 ๐‘˜=1 ๐‘˜ ๐‘ก, ๐‘› ๐œ” ๐‘˜=2 ๐œ” 0 3๐œ” 0 5๐œ” 0 ๐‘ก, ๐‘› 2๐œ” 0 4๐œ” 0 ๐‘˜=3 All with period T: integer multiples of ฯ‰0 Discrete in frequency domain (๐‘)

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8 From Periodic to Aperiodic
Considering x[n], x[n]=0 for n > N2 or n < -N1 Construct

9 From Periodic to Aperiodic
Considering x[n], x[n]=0 for n > N2 or n < -N1 Fourier series for Defining envelope of

10 From Periodic to Aperiodic
Considering x[n], x[n]=0 for n > N2 or n < -N1 As signal, time domain, Inverse Discrete-time Fourier Transform spectrum, frequency domain Discrete-time Fourier Transform Similar format to all Fourier analysis representations previously discussed

11 Considering x(t), x(t)=0 for | t | > T1 (p.10 of 4.0)
as spectrum, frequency domain Fourier Transform signal, time domain Inverse Fourier Transform Fourier Transform pair, different expressions very similar format to Fourier Series for periodic signals

12 From Periodic to Aperiodic
Considering x[n], x[n]=0 for n > N2 or n < -N1 Note: X(ejฯ‰) is continuous and periodic with period 2๏ฐ Integration over 2๏ฐ only Frequency domain spectrum is continuous and periodic, while time domain signal is discrete- time and aperiodic Frequencies around ฯ‰=0 or 2๏ฐ are low- frequencies, while those around ฯ‰= ๏‚ฑ๏ฐ 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

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17 From Periodic to Aperiodic Convergence Issues
given x[n] No convergence issue since the integration is over an finite interval No Gibbs phenomenon See Fig. 5.7, p.368 of text

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21 Rectangular/Sinc

22 Fourier Transform for Periodic Signals โ€“
Unified Framework (p.14 of 4.0) Given x(t) (easy in one way)

23 Unified Framework: Fourier Transform for Periodic Signals (p. 15 of 4
๐‘ก FS ๐‘’ ๐‘— ๐œ” 0 ๐‘ก ๐น ๐œ” ๐œ” 0 ๐‘ฅ(๐‘ก) 2๐œ‹๐›ฟ(๐œ”โˆ’ ๐œ” 0 ) ๐‘Ž ๐‘˜ ๐‘˜๐œ” 0 ๐‘‹(๐‘—๐œ”) 2๐œ‹ ๐‘Ž ๐‘˜ ๐›ฟ(๐œ”โˆ’ ๐‘˜๐œ” 0 ) If F

24 From Periodic to Aperiodic For Periodic Signals โ€“ Unified Framework
Given x[n] See Fig. 5.8, p.369 of text

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26 From Periodic to Aperiodic For Periodic Signals โ€“ Unified Framework
See Fig. 5.9, p.370 of text

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28 Signal Representation in Two Domains
Time Domain Frequency Domain 2๐œ‹ ๐‘‹( ๐‘’ ๐‘—๐œ” ) ๐‘ฅ[๐‘›] ๐œ” ๐œ” ๐›ฟ[๐‘›โˆ’ ๐‘˜ 1 ] ๐œ” 1 ๐œ” 1 +2๐œ‹ ๐‘˜ 1 ๐œ” ๐œ” 2 ๐œ” 2 +2๐œ‹ ๐›ฟ[๐‘›โˆ’ ๐‘˜ 2 ] ๐‘š=โˆ’โˆž โˆž 2๐œ‹๐›ฟ (๐œ”โˆ’ ๐œ” ๐‘˜ โˆ’2๐œ‹๐‘š) ๐‘˜ 2 { , โˆ’โˆž<๐œ”<โˆž} {๐›ฟ ๐‘›โˆ’๐‘˜ , k: integer, โˆ’โˆž<๐‘˜<โˆž} ๐น ๐‘› ๐‘’ ๐‘— ๐œ” ๐‘˜ ๐‘›

29 5.2 Properties of Discrete-time Fourier Transform
Periodicity Linearity

30 Time/Frequency Shift Conjugation

31

32 Differencing/Accumulation
Time Reversal

33 Differentiation (p.28 of 4.0)
๐‘—๐œ”โ‹…๐‘‹(๐‘—๐œ”) = ๐œ” โ‹… ๐‘‹(๐‘—๐œ”) ๐œ” ๐‘‹(๐‘—๐œ”) ๐œ” ๐‘‹(๐‘—๐œ”) ๐œ” Enhancing higher frequencies De-emphasizing lower frequencies Deleting DC term ( =0 for ฯ‰=0)

34 Integration (p.29 of 4.0) dc term 1 ๐‘— = ๐‘’ โˆ’๐‘—90ยฐ
1 ๐‘— = ๐‘’ โˆ’๐‘—90ยฐ 1 ๐‘—๐œ” โ‹… ๐‘‹(๐‘—๐œ”) = 1 ๐œ” โ‹… ๐‘‹(๐‘—๐œ”) 1 ๐œ” ๐‘‹(๐‘—๐œ”) ๐œ” Enhancing lower frequencies (accumulation effect) De-emphasizing higher frequencies (smoothing effect) Undefined for ฯ‰=0 Accumulation

35 Differencing/Accumulation
2๐œ‹ 1 2 ๐œ” 1 ๐œ” โˆ’2๐œ‹ 2๐œ‹ Enhancing higher frequencies De-emphasizing lower freq Deleting DC term ๐‘’ โˆ’๐‘—๐œ” 1โˆ’ ๐‘’ โˆ’๐‘—๐œ” =2 sin ( ๐œ” 2 ) Differencing/Accumulation Accumulation 2๐œ‹ โˆ’2๐œ‹ 2๐œ‹

36 Time Reversal (p.29 of 3.0) Time Reversal
unique representation for orthogonal basis Time Reversal

37 Time Expansion If n/k is an integer, k: positive integer
See Fig. 5.13, p.377 of text See Fig. 5.14, p.378 of text

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40 Time Expansion ๐‘˜๐œ” 3๐œ” ๐‘˜๐œ” 3๐œ” ๐‘‹ ๐‘’ ๐‘—๐œ” = ๐‘›=โˆ’โˆž โˆž ๐‘ฅ[๐‘›] ๐‘’ โˆ’๐‘—๐œ”๐‘›

41 Time Expansion Discrete-time Continuous-time = ? ๐‘› -1 0 1 2 -3 0 3 6
Discrete-time Continuous-time ๐‘ฅ ๐‘ก = ๐‘› ๐‘ฅ[๐‘›] ๐›ฟ(๐‘กโˆ’๐‘›) ๐‘ฅ[๐‘›] ๐น (chap4) ๐น (chap5) ๐‘› ๐‘ฅ[๐‘›] ๐‘’ โˆ’๐‘—๐œ”๐‘› โˆ’โˆž โˆž { ๐‘› ๐‘ฅ ๐‘› ๐›ฟ (๐‘กโˆ’๐‘›)} ๐‘’ โˆ’๐œ”๐‘ก ๐‘‘๐‘ก ๐‘› ๐‘ฅ[๐‘›] ๐‘’ โˆ’๐‘—๐œ”๐‘› = ๐‘ก ๐‘ก ? ๐‘ฅ ๐‘Ž ๐‘ก ๐น ๐‘Ž ๐‘‹ ( ๐‘—๐œ” ๐‘Ž ) ๐‘Ž= 1 ๐‘˜ , k=integer

42 Differentiation in Frequency
Parsevalโ€™s Relation

43 Multiplication Property
Convolution Property frequency response or transfer function Multiplication Property periodic convolution

44 Input/Output Relationship
(P.50 of 4.0) ๐‘ฆ(๐‘ก) ๐‘ฅ(๐‘ก) Time Domain ๐›ฟ(๐‘ก) โ„Ž(๐‘ก) ๐‘ก Frequency Domain ๐œ” ๐œ” ๐œ” 1 ๐œ” 3 ๐œ” 5 ๐œ” 1 ๐œ” 3 ๐œ” 5

45 Convolution Property (p.52 of 4.0)

46 System Characterization
Tables of Properties and Pairs See Table 5.1, 5.2, p.391, 392 of text

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49 Vector Space Interpretation
{x[n], aperiodic defined on -โˆž < n < โˆž}=V is a vector space basis signal sets repeats itself for very 2๏ฐ

50 Vector Space Interpretation
Generalized Parsevalโ€™s Relation {X(ejฯ‰), with period 2ฯ€ defined on -โˆž < ฯ‰ < โˆž}=V : a vector space inner-product can be evaluated in either domain

51 Vector Space Interpretation
Orthogonal Bases

52 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.

53 Summary and Duality (p.1 of 5.0)
Chap 3 Periodic Fourier Series Chap 4 Aperiodic Fourier Transform Chap 5 ๐‘ฅ ๐‘ก โ†”๐‘‹ ๐‘—๐œ” <A> <D> ๐‘ฅ[๐‘›]โ†”๐‘‹( ๐‘’ ๐‘—๐œ” ) Continuous <C> ๐‘ฅ ๐‘ก =๐‘ฅ(๐‘ก+๐‘‡) Discrete <B> ๐‘ฅ[๐‘›]=๐‘ฅ[๐‘›+๐‘]

54 5.3 Summary and Duality <A> Fourier Transform for Continuous-time Aperiodic Signals (Synthesis) (4.8) (Analysis) (4.9) -x(t) : continuous-time aperiodic in time (โˆ†tโ†’0) (Tโ†’โˆž) -X(jฯ‰) : continuous in aperiodic in frequency(ฯ‰0โ†’0) frequency(Wโ†’โˆž) Duality<A> :

55 Case <A> (p.40 of 4.0) ๐‘ฅ ๐‘ก :๐‘ฆ(๐‘ก) ๐‘‹ ๐‘—๐œ” :๐‘ง(๐œ”) ๐น ๐‘‡โ†’โˆž ๐‘Šโ†’โˆž ๐œ” ๐‘ก ๐น โˆ’1
๐œ” 0 โ†’0 โˆ†๐‘กโ†’0 2๐œ‹๐‘ฆ(โˆ’๐œ”) ๐‘ง(๐‘ก) ๐น ๐œ” ๐‘ก

56 <B> Fourier Series for Discrete-time Periodic Signals
(Synthesis) (3.94) (Analysis) (3.95) -x[n] : discrete-time periodic in time (โˆ†t = 1) (T = N) -ak : discrete in periodic in frequency(ฯ‰0 = 2๏ฐ / N) frequency(W = 2๏ฐ) Duality<B> :

57 Case <B> Duality
๐‘ฅ[๐‘›]:๐‘”[๐‘›] ๐‘Ž ๐‘˜ :๐‘“[๐‘˜] ๐‘ ๐น๐‘† ๐‘ ๐‘Š=2๐œ‹ ๐‘‡ ๐‘› ๐‘˜ โˆ†๐‘ก=1 ๐œ” 0 = 2๐œ‹ ๐‘ ๐‘“[๐‘›] ๐‘ 1 ๐‘ ๐‘”[โˆ’๐‘˜] ๐‘ ๐น๐‘† ๐‘› ๐‘˜

58 <C> Fourier Series for Continuous-time Periodic Signals
(Synthesis) (3.38) (Analysis) (3.39) -x(t) : continuous-time periodic in time (โˆ†t โ†’ 0) (T = T) -ak : discrete in aperiodic in frequency(ฯ‰0 = 2๏ฐ / T) frequency(W โ†’ โˆž)

59 Case <C> <D> Duality
๐‘Ž ๐‘˜ :๐‘”[๐‘˜] ๐‘‡ ๐‘Šโ†’โˆž ๐‘ฅ(๐‘ก):๐‘ฃ(๐‘ก) ๐น๐‘† ๐‘ฆ[โˆ’๐‘˜] ๐‘‡ ๐‘ง(๐‘ก) ๐‘ก ๐‘˜ ๐œ” 0 = 2๐œ‹ ๐‘‡ โˆ†๐‘กโ†’0 ๐‘‹ ๐‘’ ๐‘—๐œ” :๐‘ง(๐œ”) <D> ๐‘‡โ†’โˆž 2๐œ‹ ๐‘ฃ[โˆ’๐œ”] ๐น ๐‘ฅ[๐‘›]:๐‘ฆ[๐‘›] ๐‘› ๐œ” ๐‘”[๐‘›] โˆ†๐‘ก=1 ๐œ” 0 โ†’0 For <C> For <D> Duality

60 <D> Discrete-time Fourier Transform for Discrete-time
Aperiodic Signals (Synthesis) (5.8) (Analysis) (5.9) -x[n] : discrete-time aperiodic in time (โˆ†t = 1) (Tโ†’โˆž) -X(ejฯ‰) : continuous in periodic in frequency(ฯ‰0โ†’0) frequency(W = 2๏ฐ)

61 Duality<C> / <D>
For <C> For <D> Duality taking z(t) as a periodic signal in time with period 2๏ฐ, substituting into (3.38), ฯ‰0 = 1 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

62 ๐’

63 More Duality Discrete in one domain with โˆ† between two values
โ†’ periodic in the other domain with period Continuous in one domain (โˆ† โ†’ 0) โ†’ aperiodic in the other domain

64 Harmonically Related Exponentials for Periodic Signals (p.11 of 3.0)
๐‘‰= ๐‘ฅ(๐‘ก) ๐‘ฅ(๐‘ก) perodic fundamental period [๐‘›] =๐‘‡(๐‘) T (๐‘) ๐‘ก, ๐‘› ๐‘Ž 4 ๐‘ก, ๐‘› ๐œ” 0 = 2๐œ‹ ๐‘‡ ๐‘Ž 1 ๐‘Ž 3 ๐‘Ž 5 (๐‘) ๐‘Ž 0 ๐‘˜=1 ๐‘˜ ๐‘ก, ๐‘› ๐œ” ๐‘˜=2 ๐œ” 0 3๐œ” 0 5๐œ” 0 ๐‘ก, ๐‘› 2๐œ” 0 4๐œ” 0 ๐‘˜=3 All with period T: integer multiples of ฯ‰0 Discrete in frequency domain (๐‘)

65 Extra Properties Derived from Duality
examples for Duality <B> duality duality

66 Unified Framework Fourier Transform : case <A> (4.8) (4.9)

67 Unified Framework Discrete frequency components for signals periodic
in time domain: case <C> you get (3.38) (applied on (4.8)) Case <C> is a special case of Case <A>

68 Unified Framework: Fourier Transform for Periodic Signals (p. 15 of 4
๐‘ก FS ๐‘’ ๐‘— ๐œ” 0 ๐‘ก ๐น ๐œ” ๐œ” 0 ๐‘ฅ(๐‘ก) 2๐œ‹๐›ฟ(๐œ”โˆ’ ๐œ” 0 ) ๐‘Ž ๐‘˜ ๐‘˜๐œ” 0 ๐‘‹(๐‘—๐œ”) 2๐œ‹ ๐‘Ž ๐‘˜ ๐›ฟ(๐œ”โˆ’ ๐‘˜๐œ” 0 ) If F

69 Unified Framework Discrete time values with spectra periodic in
frequency domain: case <D> (4.9) becomes (5.9) Case <D> is a special case of Case <A> Note : ฯ‰ in rad/sec for continuous-time but in rad for discrete-time

70 Time Expansion (p.41 of 5.0) Discrete-time Continuous-time = ? ๐‘›
Discrete-time Continuous-time ๐‘ฅ ๐‘ก = ๐‘› ๐‘ฅ[๐‘›] ๐›ฟ(๐‘กโˆ’๐‘›) ๐‘ฅ[๐‘›] ๐น (chap4) ๐น (chap5) ๐‘› ๐‘ฅ[๐‘›] ๐‘’ โˆ’๐‘—๐œ”๐‘› โˆ’โˆž โˆž { ๐‘› ๐‘ฅ ๐‘› ๐›ฟ (๐‘กโˆ’๐‘›)} ๐‘’ โˆ’๐œ”๐‘ก ๐‘‘๐‘ก ๐‘› ๐‘ฅ[๐‘›] ๐‘’ โˆ’๐‘—๐œ”๐‘› = ๐‘ก ๐‘ก ? ๐‘ฅ ๐‘Ž ๐‘ก ๐น ๐‘Ž ๐‘‹ ( ๐‘—๐œ” ๐‘Ž ) ๐‘Ž= 1 ๐‘˜ , k=integer

71 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 (4.8) becomes (4.9) becomes (3.94) (3.95)

72 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

73 Summary and Duality (p.1 of 5.0)
Chap 3 Periodic Fourier Series Chap 4 Aperiodic Fourier Transform Chap 5 ๐‘ฅ ๐‘ก โ†”๐‘‹ ๐‘—๐œ” <A> <D> ๐‘ฅ[๐‘›]โ†”๐‘‹( ๐‘’ ๐‘—๐œ” ) Continuous <C> ๐‘ฅ ๐‘ก =๐‘ฅ(๐‘ก+๐‘‡) Discrete <B> ๐‘ฅ[๐‘›]=๐‘ฅ[๐‘›+๐‘]

74 Examples Example 5.6, p.371 of text

75 Examples Example 4.8, p.299 of text (P.73 of 4.0)
Discrete (โˆ†๐‘ก=๐‘‡) โ†’ Periodic Periodic ( ๐‘‡=๐‘‡) โ†’ Discrete (๐‘Š= 2๐œ‹ ๐‘‡ ) ( ๐œ” 0 = 2๐œ‹ ๐‘‡ )

76 Examples Example 5.11, p.383 of text time shift property

77 Examples Example 5.14, p.387 of text

78

79

80 Examples Example 5.17, p.395 of text

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

82 Rectangular/Sinc (p.21 of 5.0)

83 Problem 5.36(c), p.411 of text

84 Problem 5.36(c), p.413 of text

85 Problem 5.46, p.415 of text

86 Problem 5.56, p.422 of text

87 Problem 3.70, p.281 of text 2-dimensional signals (P. 65 of 3.0)

88 Problem 3.70, p.281 of text 2-dimensional signals (P. 64 of 3.0)

89 An Example across Cases <A><B><C><D>
<C> ๐‘ฅ ๐›ผ๐‘ก ๐น๐‘† ๐‘Ž ๐‘˜ (Sec ) ( ๐‘‡ โ€ฒ =๐‘‡/๐›ผ, ๐œ” 0 โ€ฒ =๐›ผ ๐œ” 0 ) (Table 3.1) <B> ๐‘ฅ (๐‘š) [๐‘›] ๐น๐‘† 1 ๐‘š ๐‘Ž ๐‘˜ (table 3.2)

90 Time/Frequency Scaling (p.31 of 4.0)
(time reversal) ๐‘ก ๐น ๐œ” ๐‘ฅ(๐‘ก) ๐‘ฅ ๐‘Ž๐‘ก , ๐‘Ž>1 ๐‘ฅ ๐‘Ž๐‘ก , ๐‘Ž<1 ๐‘‹(๐‘—๐œ”) 1 ๐‘Ž ๐‘‹ ๐‘— ๐œ” ๐‘Ž , ๐‘Ž>1 1 ๐‘Ž ๐‘‹ ๐‘— ๐œ” ๐‘Ž , ๐‘Ž<1 See Fig. 4.11, p.296 of text

91 Single Frequency (p.33 of 4.0)
cos ๐œ” 0 ๐‘ก = ๐‘’ ๐‘— ๐œ” 0 ๐‘ก + ๐‘’ โˆ’๐‘— ๐œ” 0 ๐‘ก ๐น ๐œ” ๐‘ก โˆ’๐œ” 0 ๐œ” 0 ๐œ” ๐น ๐‘ก โˆ’2๐œ” 0 2๐œ” 0 ๐œ” ๐น ๐‘ก โˆ’ ๐œ” 0 1 2 ๐œ” 0

92 Parsevalโ€™s Relation (p.30 of 4.0)
total energy: energy per unit time integrated over the time total energy: energy per unit frequency integrated over the frequency ๐ด = ๐‘– ๐‘Ž ๐‘– ๐‘ฃ ๐‘– = ๐‘˜ ๐‘ ๐‘˜ ๐‘ข ๐‘˜ ๐ด 2 = ๐‘– ๐‘Ž ๐‘– 2 = ๐‘˜ ๐‘ ๐‘˜ 2

93 Single Frequency

94 Another Example

95 Cases <C><D>

96 Cases <B>


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