ET 4020 - Digital Signal Processing Fourier Transforms

Dr. Quang Hieu Dang

http://dsp.edabk.org Hanoi University of Science and Technology School of Electronics and Telecommunications

Spring 2013

Outline

Fourier Transform (FT)

Discrete Fourier Series (DFS)

Discrete Fourier Transform (DFT)

Denition of Fourier Transform (FT)

FT n IFT

FT x (n) X (e j ) = FT{x (n)} =

x =

x (n)e j n

Periodic, 2 Magnitude: |X (e j )|, phase: arg{X (e j )}. Inverse Fourier Transform (IFT):
j

1 IFT X (e ) x (n) = IFT{X (e j )} = 2

X (e j )e j n d

FT examples
1. Find X (e j ), |X (e j )| and arg{X (e j )} of following sequences:
(a) (b) (c) (d) (e) (f) x (n) = (n) x (n) = (n 2) x (n) = (n 2) (n) x (n) = rectN (n) x (n) = (0.5)n u (n) x (n) = u (n)

2. Given an ideal low pass lter of which the frequency response (within one period) is Hlp (e j ) = 1, 0, | | c c < | |

(a) Find the impulse response hlp (n) of this lter. (b) Solve the problem for the high pass case.

Magnitude and phase spectrum of rect10(n)

10 8 |X(j)| 6 4 2 0 8 4 2 0 2 4 8 6 4 2 0 2 4 6 8

arg{X(j)}

Properties

Relation with z transform: X (e j ) = X (z )|z =e j

Convergence condition:
n=

|x (n)| <

Linearity, time shifting, frequency shifting, convolution, etc. Symmetry properties Parsevals relation 1 |x (n)| = 2 n=
2

|X (e j )|2 d

Wiener - Khintchine theorem: If x (n) R then

where SXX (e j ) is the enery density spectrum of x (n).

FT{rxx (n)} = SXX (e j ) := |X (e j )|2

Outline

Fourier Transform (FT)

Discrete Fourier Series (DFS)

Discrete Fourier Transform (DFT)

Denition of periodic sequences

x (n) = x (n N ),

Period N Z . Notation: x (n)N . Can be expanded by Fourier series

Denition of Discrete Fourier Series (DFS)

(k ) = X
N 1 n=0

x (n)e j

2 kn N

1 x (n) = N

N 1 k =0

kn (k )e j 2N X

W N = e j

2 N

(k )|, arg{X (k )}. Magnitude and phase: |X 1, N n N + M 1, 0, otherwise n Z, M < N

Example: Given a periodic signal x (n) with period N : x (n) =

(k ), |X (k )|, arg{X (k )}. Find X

When N = 100, M = 10
0.1 0.09 0.08 0.07 0.06 |X[k]| 0.05 0.04 0.03 0.02 0.01 0 100 80 60 40 20 0 k 20 40 60 80 100

1 arg{X[k]}

3 100

80

60

40

20

0 k

20

40

60

80

100

Properties

Linearity, time shifting, frequency shifting, etc. Duality: If DFS x (n) X (k ) then DFS (n) X N x (k )

Symmetry properties

Periodic convolution

DFS x 1 (n) X1 (k ) DFS x 2 (n) X2 (k ) 3 (k ) = X 1 (k )X 2 (k ) If X Periodic convolution: x 3 (n)N = x 1 (n)( )N x 2 (n) =

N 1 m=0

x 1 (m) x2 (n m)

Calculation steps for periodic convolution

Find x 3 (n0 ), for all n0 [0, (N 1)] (1) Folding (reection) x 2 (m) x 2 (m) (2) Time shifting n0 samples (3) Multiplication: v n0 (m) = x 1 (m) x2 (n0 m) within [0, (N 1)] (4) Summation: Sum all non-zero entries of v n0 (m) within 3 (n0 ) [0, (N 1)] x (5) Result is a periodic sequence with period N : x 3 (n0 ) = x 3 (n0 + rn), r Z.

Illustration
x 1 (m) m -4 -3 -2 -1 0 1 2 3 4 5 6 x 2 (m) m -4 -3 -2 -1 0 1 2 3 4 5 6 x 2 (1 m) m -4 -3 -2 -1 0 1 2 3 4 5 6 x 2 (2 m) m -4 -3 -2 -1 0 1 2 3 4 5 6 -4 -3 -2 -1 0 1 2 3 4 5 6 x 2 (m) m -4 -3 -2 -1 0 1 2 3 4 5 6 v 0 (m) x 3 (0) = 1.75 m -4 -3 -2 -1 0 1 2 3 4 5 6 v 1 (m) x 3 (1) = 2 m -4 -3 -2 -1 0 1 2 3 4 5 6 v 2 (m) x 3 (2) = 2.25 m

Results
x 1 (n) n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 x 2 (n) n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 x 3 (n)

n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8

Outline

Fourier Transform (FT)

Discrete Fourier Series (DFS)

Discrete Fourier Transform (DFT)

Concept of DFT
If x (n) is nite-length N, and we take enough samples (at least N per period) of its spectrum X (e j ), then we can reconstruct x (n). DFT for nite-length sequences! Given x (n) with nite length N : x (n) = 0, we construct a periodic sequence x (n): x (n) = x (n mod N ) (k )}: Take one period from its DFS{X X (k ) = (k ), 0 k (N 1) X 0, otherwise n < 0, n > N 1,

Denition of Discrete Fourier Transform (DFT)

X (k ) = DFT{x (n)} =
N 1 n=0 N 1 k =0

x (n)e j

2 kn N

k [0, N 1]

1 x (n) = IDFT{X (k )} = N
x (0) x (1) . . . x (N 1)

X (k )e j

2 kn N

n [0, N 1]
X (0)

DFT N - point

X (1) . . . X (N 1)

Example: Find N-point DFT of x (n) = rectM (n) for three cases M = 1, M = N and 1 < M < N .

Matrix form
kn Consider the matrix WN N where Wkn = WN 1 1 1 1 ( N 1) 1 1 2 WN WN WN 2(N 1) 4 2 WN WN 1 WN W= . . . . .. . . . . . . . . .

1 WN

(N 1)

WN

(N 1)2

and denote

WN

(N 1)2

X = [X (0), X (1), , X (N 1)]T x = [x (0), x (1), , x (N 1)]T DFT and IDFT can be formulated as: X = Wx 1 H x = W X N

Circular shift: Using a periodic sequence

x (n) n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 x (n)N n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 x (n n0 )N n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 x (n n0 )N n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8

Circular shift: Place all on a circle and turn it around

x(1)

x(0)

x(2)

x( n) N

x(0)

x(1)

x(n 1)N

x(3)

x(3)

x(2)

Shifting properties

Time shifting DFT{x (n n0 )N } = e j (2/N )kn0 X (k )

Frequency shifting DFT{e j (2/N )k0 n x (n)} = X (k k0 )N

Duality

If DFT{x (n)} = X (k ) then DFT{X (n)} = Nx (k )N Question: x (k )N =?

Time reversal

If DFT{x (n)} = X (k ) then DFT{x (n)N } = X (k )N

Symmetry properties

(b) DFT{x (n)N } = X (k )

(a) DFT{x (n)} = X (k )N

1 (d) DFT{ 2 [x (n) + x (n)N ]} = Re[X (k )] (e) If x (n) R then

1 [X (k ) + X (k )N ] (c) DFT{Re[x (n)]} = 2

X (k ) = X (k )N = X (N k ) Re[X (k )] = Re[X (N k )] Im[X (k )] = Im[X (N k )] |X (k )| = |X (N k )| arg{X (k )} = arg{X (N k )}

Circular convolution
Denition of circular convolution: x3 (n)N = x1 (n)()N x2 (n) = Applying DFT we have: DFT{x1 (n)()N x2 (n)} = X1 (k )X2 (k ) How to calculate circular convolution: in time domain in frequency domain Example: Find 5-point (N = 5) circular convolution of following sequences: x1 (n) = rect4 (n) + 0.5(n 4) x2 (n) = 1 n 4, 0 n 4 0, otherwise
N 1 m=0

x1 (m)x2 (n m)N ,

n [0, N 1]

Matrix form of circular convolution

where x3 = [x3 (0), x3 (1), , x3 (N 1)]T , x1 = [x1 (0), x1 (1), , x1 (N 1)]T and X2 is a x2 (0) x2 (N 1) x2 (1) x2 (0) X2 = . . .. . . . . . x2 (N 1) x2 (N 2)

x3 = X2 x1

x2 (0)

circulant matrix: x2 (1) x2 (2) . . .

Matrix form of linear convolution Toeplitz matrix! How to calculate circular convolution in Matlab?

Relation between circular convolution and linear convolution

Given two nite length sequences, x (n): [0 (N 1)] and h(n): [0 (M 1)]. If y1 (n) = x (n) h(n) and y2 (n) = x (n)()L h(n) (b) If L = N then for which samples (or which values of n) y1 (n) = y2 (n)? (a) For which values of L we have y1 (n) = y2 (n), n?

Parsevals relation

N 1 n=0

1 x (n)y (n) = N

N 1 k =0

X (k )Y (k )

If x (n) = y (n) then

N 1 n=0

1 |x (n)| = N
2

N 1 k =0

|X (k )|2