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ELG 3120 Signals and Systems

Chapter 5

Chapter 5 The Discrete-Time Fourier Transform

5.0 Introduction

There are many similarities and strong parallels in analyzing continuous-time and discrete- time signals.

There are also important differences. For example, the Fourier series representation of a discrete-time periodic signal is finite series, as opposed to the infinite series representation required for continuous-time period signal.

In this chapter, the analysis will be carried out by taking advantage of the similarities between continuous-time and discrete-time Fourier analysis.

5.1 Representation of Aperiodic Signals: The discrete-Time Fourier

Transform

5.1.1 Development of the Discrete-Time Fourier Transform

Consider a general sequence that is a finite duration. That is, for some integers

equals to zero outside the range

N

1

£ n £ N , as shown in the figure below.

2

N

1

and

N

2

, x[n]

N , as shown in the figure below. 2 N 1 and N 2 , x

We can construct a periodic sequence

we choose the period N to be larger,

~

x n

[

~

x [ n

]

~

x n

[

]

[

= x n

]

.

]

is identical to x[n] over a longer interval, as

using the aperiodic sequence x[n] as one period. As

,

N

Æ

Based on the Fourier series representation of a periodic signal given in Eqs. (3.80) and (3.81), we have

ELG 3120 Signals and Systems

Chapter 5

~ jk (2 p / N ) n x [ n ] = Â a
~
jk
(2
p /
N
)
n
x
[ n
] =
Â
a e
,
(5.1)
k
k =<
N
>
~
= Â
- jk
(2
p /
N
)
n
a
x n e
[
]
.
(5.2)
k
k =
N
~
If the interval of summation is selected to include the interval
replaced by x[n] in the summation,
£ n £ N
, so
x n
[
]
can be
N 1
2
N
1
2
1
-
jk
(2 p
/
N
)
n
a
=
Â
x n e
[
]
=
Â
-
jk
(2 p
/
N
)
n
x n e
[
]
,
(5.3)
k
N
N
k
=
N
k =-•
1
Defining the function
j
w
X
(
e
)
=
Â
-
j
w
n
x n e
[
]
,
(5.4)
n =-•
So
a
can be written as
k
1
jkw
a
=
X
(
e
0
)
,
(5.5)
k
N
~
Then
x n
[
]
can be expressed as
1
1
~
jk w
(2
p
jk w
Â
jk
/
N
)
n
Â
jk
(2
p
/
N
)
n
x
[
n
] =
X
(
e
0
)
e
=
X
(
e
0
)
e
w
.
(5.6)
0
N
2 p
k
=<
N
>
k
=<
N
>
~
As
N
Æ
x n = x n , and the above expression passes to an integral,
[
]
[
]
1
j
w
j
w
n
x [ n
]
=
Ú
X
(
e
)
e
d w
,
(5.7)
2 p
2 p
The Discrete-time Fourier transform pair:
1
j
w
j
w
n
x n
[
] =
Ú
X
(
e
)
e
d w
,
(5.8)
2 p
2
p
j
w
-
j
w
X
(
e
)
=
Â
n
x n e
[
]
.
(5.9)
n =-•

ELG 3120 Signals and Systems

Chapter 5

Eq. (5.8) is referred to as synthesis equation, and Eq. (5.9) is referred to as analysis equation

and

X

(

e

jkw

0

)

is referred to as the spectrum of x[n] .

5.1.2 Examples of Discrete-Time Fourier Transforms

Example: Consider x[n]

X

(

e

j

w

)

=

Â

n

=-•

x [ n ] e

-

j

w

n

=

=

n

a u[n]

,

Â

n

=-•

a

n

u [ n ] e

-

a

j

w

n

< 1

=

.

Â

n = 0

(

ae

- j

w

)

- n

=

1

1 -

-

ae

j w

 

(5.10)

.

(5.11)

The magnitude and phase for this example are show in the figure below, where a > 0 and a < 0 are shown in (a) and (b).

a > 0 and a < 0 are shown in (a) and (b). Example : X

Example:

X

( e

j w

) =

n x[n] = a , a • n  - j w n a u
n
x[n] = a
,
a
n
Â
- j
w
n
a
u [ n ] e

< 1

=

n =-•

.

- 1

Â

n =-•

a

-

n

e

-

j

w

n

+

Â

n

= 0

a

n

e

-

Let m = -n in the first summation, we obtain

X

( e

j w

) =

Â

n =-•

a

n

u n e

[

]

- j

w

n

=

Â

m = 1

=

ae

j w

1

+

1 -

ae

j

w

1 -

ae

- j

w

=

a

m

e

j

w

m

1 -

+

Â

n =

0

a

2

a

n

e

-

1

-

2

a

cos w

+

a

2

j

w

m 1 - + • Â n = 0 a 2 a n e - 1
 

(5.12)

j

w

n

n

.

(5.13)

ELG 3120 Signals and Systems

Chapter 5

ELG 3120 Signals and Systems Chapter 5 Example : Consider the rectangular pulse [ x n
ELG 3120 Signals and Systems Chapter 5 Example : Consider the rectangular pulse [ x n

Example: Consider the rectangular pulse

[

x n

X

(

] =

Ï Ô 1,

Ì

Ô 0,

Ó

j

w

) =

N

1

Â

n =-

n n
n
n

e

- j

N 1

w

£ N

>

1

N

1

,

n

=

sin

w

sin(

(

N

1

+

1/ 2

/ 2)

)

w

.

£ N > 1 N 1 , n = sin w sin ( ( N 1

(5.14)

(5.15)

This function is the discrete counterpart of the sic function, which appears in the Fourier transform of the continuous-time pulse.

The difference between these two functions is that the discrete one is periodic (see figure) with period of 2p , whereas the sinc function is aperiodic.

5.1.3 Convergence

The equation

X

(

e

j

w

)

=

Â

n =-•

x n e

[

]

-

j

w

n

converges either if x[n] is absolutely summable, that is

Â

n=-•

x[n]

< •

,

or if the sequence has finite energy, that is

Â

n =-•

x n

[

]

2

< •

.

(5.16)

(5.17)

ELG 3120 Signals and Systems

Chapter 5

And there is no convergence issues associated with the synthesis equation (5.8).

If we approximate an aperidic signal x[n] by an integral of complex exponentials with

frequencies taken over the interval

w

£ W

,

x ˆ[ n

] =

1

2 p

W

Ú

- W

X

(

e

j

w

)

e

j

w

n

dw

,

(5.18)

and xˆ[n] = x[n] for W = p . Therefore, the Gibbs phenomenon does not exist in the discrete-time Fourier transform.

Example: the approximation of the impulse response with different values of W .

For W = p / 4, 3p / 8, p / 2, 3p / 4, 7p / 8,p , the approximations are plotted in the figure below.

We can see that when W = p ,

x[n] ) = x[n] .

, the approximations are plotted in the figure below. We can see that when W =

ELG 3120 Signals and Systems

Chapter 5

5.2 Fourier transform of Periodic Signals

For a periodic discrete-time signal,

x n

[

] =

e

j

w

0 n

,

(5.19)

its Fourier transform of this signal is periodic in w with period 2p , and is given

X(e

j

w

)

=

+•

Â

l =-•

2

pd

(

w

-

w

0

-

2

p

l)

.

(5.20)

Now consider a periodic sequence x[n] with period N and with the Fourier series representation

x n

[

] =

k

Â

=<

N

a e

k

>

jk

(2

p

/

N

)

n

.

The Fourier transform is

X

( )

e

j

w

=

+•

Â

k =-•

2

p

a

k

d

(

w

-

2 p k

N

)

.

Example: The Fourier transform of the periodic signal

x n

[

]

= w

cos

0

n

is given as

X

(

e

jw

) =

pd

Ê

Á

Ë

w

=

1

, with w
2

e

j

w

0

n

+

1

2

-

e

j

w

0

n

-

2 p

3

ˆ

˜ +

¯

pd

Ê

Á

Ë

w

+

2 p

3

ˆ

˜

¯

,

0

=

2 p

,
3

- p

£ w

< p

 

(5.21)

(5.22)

(5.23)

.

(5.24)

Ë w + 2 p 3 ˆ ˜ ¯ , 0 = 2 p , 3

ELG 3120 Signals and Systems

Chapter 5

Example: The periodic impulse train

x[n]

=

+•

Â

k =-•

d [n

-

kN] .

(5.25)

The Fourier series coefficients for this signal can be calculated

a

k

=

n

Â

=<

N

x n e

[

]

>

- jk

(2

p /

N

)

n

.

(5.26)

Choosing the interval of summation as 0 £ n £ N - 1 , we have

a k

=

1

N

.

The Fourier transform is

X

(

e

j

w

)

=

2

p

N

Â

k =-•

d

Ê

Á

Ë

w

2 p k ˆ

˜

-

N

.

¯

(5.27)

(5.28)

The Fourier transform is X ( e j w ) = 2 p N • Â

ELG 3120 Signals and Systems

Chapter 5

5.3 Properties of the Discrete-Time Fourier Transform

Notations to be used

X(e

x

[

n

]

j

w

=

)

=

F{x[n]} ,

F

- 1

{

X

(

e

jw

)}

x

[

F

n ¨æÆ X

]

(

e

jw

)

.

,

5.3.1 Periodicity of the Discrete-Time Fourier Transform

The discrete-time Fourier transform is always periodic in w with period 2p , i.e.,

(

X e

j w

(

+2

p

)

)

(

= X e

jw

)

.

5.3.2 Linearity

If

x

1

[

n

]

then

F

¨æÆ X

1

(

e

jw

)

, and

x

2

[

n

]

F

¨æÆ X

2

(

e

jw

)

,

F jw jw ax [ n + bx ] [ n ¨æÆ aX ] (
F
jw
jw
ax
[
n + bx
]
[
n ¨æÆ aX
]
(
e
)
+ bX
(
e
)
1
2
1
2

5.3.3 Time Shifting and Frequency Shifting

If

x n

[

]

then

F

¨æÆ X

(

e

jw

)

,

[

x n

-

n

0

]

F

¨æÆ

-

e

j

w

n

0

X

(

e

j w

)

and

j

w

n

]

F

¨æÆ

X

(

j

(

w-w

 

)

)

 

e

0

[

x n

e

 

0

(5.30)

(5.29)

(5.31)

(5.32)

ELG 3120 Signals and Systems

Chapter 5

5.3.4 Conjugation and Conjugate Symmetry

If

x n

[

]

then

F

¨æÆ X

(

e

jw

)

,

F - jw x *[ n ] ¨æÆ X *( e )
F
- jw
x
*[
n
]
¨æÆ
X
*(
e
)

If x[n] is real valued, its transform

X

(

X e

jw

)

= X

*(

e

- jw

)

From this, it follows that Re{ (

X

e

jw

)}

(

e

jw

 

(5.33)

)

is conjugate symmetric. That is

 

(5.34)

is an even function of w and Im{

X

(

e

jw

)}

is an odd

jw function of w . Similarly, the magnitude of an odd function. Furthermore, X (
jw
function of w . Similarly, the magnitude of
an odd function. Furthermore,
X
(
e
)
is an even function and the phase angle is
F
{
Ev x[n] ¨æÆ Re X (e
{
}
jw
}
,
(5.35)
and
{
}
F
{
jw
}
Od
x[n] ¨æÆ j Im X (e
.
(5.36)
5.3.5
Differencing and Accumulation
F
jw
If
x
[
n
]
¨æÆ X
(
e
)
,
then
F
(1
-
jw
)
jw
x n
[
]
-
x n
[
-
1]
¨æÆ
-
e
X
(
e
)
.
(5.37)
For signal
n
y[n]
= Â
x[m] ,
(5.38)

m =-•

its Fourier transform is given as

ELG 3120 Signals and Systems

Chapter 5

n

m =-•

1 X

1 -

e

+•

m =-•

.

Â

[

x m

F

] ¨æÆ

- j w

(

e

j

w )

+

p X

(

e

j 0

)

Â

d

(

w

-

2

p

k

)

(5.39)

The impulse train on the right-hand side reflects the dc or average value that can result from summation.

For example , the Fourier transform of the unit step x[n] = u[n] can be obtained by using the accumulation property.

We know

g n

[

] =

d

[

n

F

] ¨æÆ

(

G e

j w

) = 1

 

n

[

x n

]

=

Â

m =-•

[

g m

]

F

¨æÆ

(

1 -

1

e

-

j w

)

5.3.6

Time Reversal

 
 

F

 

jw

If

[

x n

]

¨æÆ X

(

e

)

then

 

,

F

x -n ¨æÆX -e

[

]

(

jw

)

.

(

G e

j

w

)

5.3.7 Time Expansion

, so

+

p

(

G e

j 0

)

+•

Â

d

k =-•

(

w

For continuous-time signal, we have

(

x at

)

F

¨æÆ

1

a
a

X Ê Á j

Ë

w

a

ˆ

˜

¯

.

-

2

p

k

)

1

=

(

1 -

e

- j w

)

+

p

+•

Â

d

k =-•

(

w

-

2

p k

)

.

(5.40)

(5.41)

(5.42)

For discrete-time signals, however, a should be an integer. Let us define a signal with k a positive integer,

x

(

k

)

[

n

] =

Ï x n

Ì

Ó

0,

[

/

k

],

if n is a multiple of k

.

if n is not a multiple of k

(5.43)

x

(

k

)

[

n

]

signal.

is obtained from x[n] by placing k -1 zeros between successive values of the original

The Fourier transform of

x

(

k

)

[

n

]

is given by

ELG 3120 Signals and Systems

Chapter 5

X

(

k )

( e

j w

)

That is,

=

+•

Â

n =-•

x

(

k )

[

n ] e

-

j

w

n

=

+•

Â

r =-•

x

(

k )

[

rk ] e

-

j

w

rk

x (

k )

[

F

n ¨æÆX e

]

(

jkw

)

.

=

+•

Â

r =-•

x [ r ] e

-

j

(

k w

)

r

=

X

(

e

jk

w

)

.

(5.44)

(5.45)

For k > 1 , the signal is spread out and slowed down in time, while its Fourier transform is compressed.

Example: Consider the sequence x[n] displayed in the figure (a) below. This sequence can be related to the simpler sequence y[n] as shown in (b).

x n

[

]

= y

(2)

where

[

n

]

+

2

y

(2)

[

n -

1]

,

y

2

[

n

] =

[

Ï y n

/ 2],

if

n is even

Ì Ó 0,

if

n is odd

The signals

y

(2)

[

n

]

and 2

y

(2)

[

n -

1]

are depicted in (c) and (d).

As can be seen from the figure below, y[n] is a rectangular pulse with transform is given by

N

1

=

2

, its Fourier

Y

(

e

jw

) =

e

-

j

2

w

sin(5

w

/ 2)

sin(

w

.

/ 2)

Fourier Y ( e j w ) = e - j 2 w sin(5 w /
Fourier Y ( e j w ) = e - j 2 w sin(5 w /

Using the time-expansion property, we then obtain

ELG 3120 Signals and Systems

Chapter 5

y

2

(2)

[

n

y

(2)

[

F

] ¨æÆ

n

-

1]

-

e

j

F

¨æÆ

4

w

sin(5

w

)

sin(

w

)

2

-

e

j

5

w

sin(5

w

)

sin(

w

)

Combining the two, we have

X

(

e

jw

)

=

e

-

j

4

w

(1

+

2

e

-

jw

)

Ê sin(5

Á

Á

Ë

w

w

) ˆ

˜

sin(

)

˜

¯

.

5.3.8 Differentiation in Frequency

If

x n

[

]

F

¨æÆ X

(

e

jw

)

,

Differentiate both sides of the analysis equation

dX ( e

j

w

)

d w

=

+•

Â

n =-•

-

jnx [ n ] e

- j

w

n

.

X(e

j

w

)

=

Â

n =-•

x[n]e

-

j

w

n

(5.46)

The right-hand side of the Eq. (5.46) is the Fourier transform of - jnx[n] . Therefore, multiplying

both sides by

j , we see that

d w

.

dX e

(

j w

)

[ ]¨æÆ

F

nx n

j

(5.47)

5.3.9 Parseval’s Relation

If

x n

[

]

F

¨æÆ X

(

e

jw

)

, then we have

+•

2 1

=

 

2

 

Â

[

x n

]

Ú

2

 

X

( e

j w

)

d w

2 p

p

 

n =-•

 

(5.48)

ELG 3120 Signals and Systems

Chapter 5

Example: Consider the sequence x[n] whose Fourier transform

- p £ w £ p in the figure below. Determine whether or not, in the time domain, x[n] is periodic, real, even, and /or of finite energy.

X

(

e

jw

)

is depicted for

even, and /or of finite energy. X ( e j w ) is depicted for The
even, and /or of finite energy. X ( e j w ) is depicted for The

The periodicity in time domain implies that the Fourier transform has only impulses located

. We

conclude that x[n] is not periodic. Since real-valued sequence should have a Fourier transform of even magnitude and a phase

function that is odd. This is true for

at various integer multiples of the fundamental frequency. This is not true for

X

(

e

jw

)

X

(

e

jw

)

and

(

X e

jw

)

. We conclude that x[n] is real.

If x[n] is real and even, then its Fourier transform should be real and even. However, since

X

(

e

j w

) =

X

(

e

j

w

) e

-

j

2 w

,

X

(

e

jw

)

is not real, so we conclude that x[n] is not even.

X

quantity. We conclude that x[n] has finite energy.

Based on the Parseval’s relation, integrating

(

e

jw

)

2

from - p to p will yield a finite

5.4 The convolution Property

If x[n] , h[n] and y[n] are the input, impulse response, and output, respectively, of an LTI system, so that

y[n] = x[n] * h[n] ,

then,

Y

(

e

jw

)

= X

(

e

jw

)

H

(

e

jw

 

(5.49)

)

,

(5.50)

ELG 3120 Signals and Systems

Chapter 5

where

respectively.

X

(

e

jw

)

,

H

(

e

jw

)

and

Y

(

e

jw

)

are

the Fourier transforms of

x[n] ,

h[n] and

y[n] ,

)

illustrated in the figure below. Using - p £ w £ p as the interval of integration in the synthesis equation, we have

Example: Consider the discrete-time ideal lowpass filter with a frequency response

H

(

e

jw

[

h n

] =

1

2

p

=

1

2

p

p

Ú

- p

p

Ú - p

H

(

e

j

w

e

n

j

w

)

d w

e

j

w

=

n

d

w

sin w

c

n

p

n

The frequency response of the discrete-time ideal lowpass filter is shown in the right figure.

ideal lowpass filter is shown in the right figure. Example : Consider an LTI system with

Example: Consider an LTI system with impulse response

h[n]

= a

n

u[n]

,

a

<

1

,

and suppose that the input to the system is

x[n]

= b

n

u[n]

,

b

<

1

.

The Fourier transforms for h[n] and x[n] are

H

j w

( )

e

and

X

( )

e

j

w

so that

Y

(

e

j

w

)

=

=

1

1

-

a

e

1

-

j w

1

-

b

-

e

j w

,

,

=

H

(

e

j

w

)

X

(

e

j

w

)

=

 

1

(1

-

a

e

-

j

w

)(1

-

b

e

-

j

w

)

.

ELG 3120 Signals and Systems

Chapter 5

If a b , the partial fraction expansion of

Y

(

e

jw

)

is given by

a

-

b

j

w

)

 

b

 

-

 

a

-

b

 

+

(1

-

b

e

-

j

w

)

,

1

[

u n

]

-

bb

n+

1

[

u n

A

e

-

j

w

)

+

B

(1

-

b

-

e

j

w

)

a

Y

(

e

j

w

) =

(1

- a

=

(1

- a

e

-

We can obtain the inverse transform by inspection:

y

[

n

]

=

a

a

-

b

a

n

[

u n

]

-

a

b

-

b

b

n

u n

[

] =

1

a

-

b

(

a

n+

For a = b ,

Y

(

e

j

w

) =

1

(1

- a

-

e

j w

)

2

, which can be expressed as

])

.

Y

(

e

j

w

)

=

j

a

e

j

w

d

Ê

Á

Á

Ë

1

ˆ

˜

˜

¯

d

w

1 -

a

-

j

w

.

e

Using the frequency differentiation property, we have

n a

n

u n

[

F

] ¨æÆ

j

d

Ê

Á

Á

Ë

1

d

w

1 -

a

-

e

j

w

ˆ

˜

˜

¯

,

To account for the factor

(

n

+

1)

a

n

+ 1

u n

[

+

1]

F

¨æÆ

e jw

je

j

w

, we use the time -shifting property to obtain

d

Ê

Á

Á

Ë

1

d

w

1 -

a

e

- j w

ˆ

˜

˜

¯

,

Finally, accounting for the factor 1/a , we have

y[n] = (n +1)

a

n

u[n +1]

.

Since the factor n + 1 is zero at n = -1, so y[n] can be expressed as

y[n]

=

(n

+

1)

a

n

u[n]

.

Example: Consider the system shown in the figure below. The LTI systems with frequency

response

passband.

H

lp

(

e

jw

)

are ideal lowpass filters with cutoff frequency p / 4 and unity gain in the

ELG 3120 Signals and Systems

Chapter 5

w

1 [

n

]

=

(

W

1

W

2

(

e

j w

(

e

)

-

1)

j

w )

n

x n

[

]

= X

(

e

= H

lp

(

e

j w

w

3

[

n

]

W

3

=

(

-

(

e

j

w

1)

)

n

w

2

[

=

W

2

n

(

W

3

(

e

j

w

)

=

W

2

(

=

j (

e

jpn

w -p

)

)

X

(

e

x n

[

]

)

.

j (

w-p

]

e

=

e

jpn

j (

w -p

)

)

w

2

=

e

j (

w

-

p

)

)

=

periodic with period of 2p ).

W

4

(

Y

(

e

e

j

w

j w

)

)

= H

= W

3

(

lp

e

(

e

j

w

jw

)

)

)

X

+W

4

(

e

jw

(

e

j

w

)

)

)

[

)

n

H

H

.

]

lp

lp

(

(

e

e

(

j

jw

w-p

-

p

)

.

[

= H

lp

(

e

(

j

H . ] lp lp ( ( e e ( j j w w - p

)

w

)

X

(

e

j

)

X

(

e

jw

(

w

)

-

-

p

)

)

+ H

2

p

)

)

.

(Discrete-Fourier

lp

(

e

jw

)]

X

(

e

jw

)

.

transforms

are

always