Systems for Digital Signal

Processing
3 – Discrete-Time Fourier Transform
• Definition of DTFT and Inverse DTFT
• Notation and conditions for existence
• DTFT properties and known transforms
• Frequency response of an LTI system
• Ideal frequency-selective filters
• An example of frequency response of a feasible LTI system:
the MA case
1
 Definitions - 1
The discrete-time fourier transform (DTFT) of a sequence x(∙) is defined as

X e    x k e
j

 jn   
X e j  X e j  2m  
n   m  0 ,1,2 ,

X(ejω)

4 3 2 2 3 4 
• The DTFT output is a complex-valued function
• The DTFT output is frequency-continuous even if the input is discrete-time
• The DTFT output is periodic with period 2π, because ω=π means high-
frequency in a DTFT the whole frequency axis is mapped in [-π, π]
2
 Definitions - 2
The inverse discrete-time fourier transform (IDTFT) of a function X(ejω)
is defined as

  

x n  
1
X e j  e jn d
2 

• DTFT and IDTFT are essential to describe the behavior of discrete-time

signals and systems in the frequency domain

• Lead to the concept of signal separation in the frequency domain

selectivity and filtering

• Make sampling theory easier to understand and to analyze

3
 Is IDTFT the inverse of DTFT ?

n  If n = m  e j( nm) d  2
X (e j )   x ( n ) e  jn



n  
else 
e j( nm ) d
1  1 
 
j jn
x ( n)  X ( e ) e d  e j( n  m )
dj(n  m)
2  
j (n  m)   The only

 
1  m  1 element

 

2  m
 jm jn
 x ( m ) e e d  e j( nm)   different
j (n  m) from zero


1 m 

2 m

x(m)  e  jm e jn d


1
j (n  m)

e j( nm)  e  j( nm)  is for n = m,
i.e. x(n), as
expected


1 m 


x(m)  e j( nm) d 
1
2 j sin (n  m)
2 m  j (n  m)
2 sin (n  m)
 0
(n  m)

4
 Notations

X (e j )
j
j

x(n) 
 X (e )
F X I (e )
| X (e j ) |

X ( e j )

X R (e j )

Analysis
n 
DTFT
j
X (e )   x ( n )e
n  
 jn
= X (e j )  F [ x(n)]

Synthesis
1 

j
IDTFT x(n)  X ( e j
) e jn
d = x ( n)  F -1
[ X (e )]
2  
5
 A sufficient condition for existence
Theorem: if a sequence is absolutely summable, then the DTFT exists and
it is a continuous function of ω.


 | x(n) | 
n  
| X (e j ) |  for all 
 
| X (e j ) |   x (
n  
n ) e  jn
  | x
n  
( n ) e  jn
|

  | x
n  
( n ) || e  jn
|

  | x ( n) |  
n  

6
 A counterexample of existence
X e  j

-2 2 
 sinc n 
c c

   c  2k F - 1  n0
 
X e j
1
  x n  
1 c jn
2 c 
 n
e d  

0   c  2k  c n0




• x(n) is not absolutely summable. Indeed,  xn   

n  

• However, the DTFT evidently exists even if it is not continuous


• Note that x(n) is square-summable, i.e.  xn 
n  
2


• For signals with a finite energy (i.e. square summable ) the DTFT exists

7
 DTFT properties - 1
1. Linearity: ax(n)  by(n) 

F
aX (e j )  bY (e j )
Proof:
  

[ax(n)  by(n)]e
n  
 jn
 a  x ( n)e
n 1
 jn
 b y(n)e  jn  aX (e j )  bY (e j )
n 1

2. Time shifting/phase change: xn  nd 

F
e  jnd X e j  
Proof:
 
F x n  nd    x n  nd e  jn    
x n e  j n nd   e  jnd X e j
n   n  

3. Frequency shifting/modulation: e j0n x(n) 


F
X (e j (0 ) )
Proof:
  e  

Fe j0n
x n   j0n
x n e  jn  X e j  0 
n  

8
 DTFT properties - 2
4. Time reversal: x(n) 

F
X (e j )
Proof:
 
F x  n    x  n e  jn    
x n e  j  n  X e  j
n   n  
d
5. Differentiantion in frequency: nx(n)  j
F
X (e j )
d
Proof:
 
de  jn

dX e j  
F nx n    nxne  x n  
x n e
 jn 1 d  jn
  j j
n  
 j n  d d n  d

6. Convolution theorem: y ( n)   x (
k  
k )h ( n  k ) 
F
Y ( e j
)  X ( e j
) H ( e j
)
Proof:
     jn  
F y n     

x k hn  k e

  x k e  jk     
hn  k e  j n k   X e j H e j
n    k    k   n  

9
 DTFT properties - 3
1 
7. Windowing theorem: y(n)  x(n) w(n) Y (e )   X (e j )W (e j ( ) )d
F j

2  
Proof:
    
   wn xn e
Y e j   jn

1
2 

wn    

X e j

e jn d e  jn 
1
2    

X e j 

wn e  j   n 

d
n   n      
 n   

1 
8. Parseval’s theorem:  x(n) y * (n)   X (e )Y (e )d
j * j

n   2
Proof: It results immediately from the windowing theorem, assuming that
• w(n)=y*(n)
• ω=0

9. Parseval’s theorem 1 
(preservation of energy)

n  
| x ( n) |  2

2  
| X ( e j 2
) | d

Proof: It results from the Parseval’s theorem if y(n)=x(n)

10
 Symmetry
Any function (or sequence) can be expressed as the sum of a conjugate-
symmetric one and a conjugate-antisymmetric one, i.e.,
X e (e j )  12 [ X (e j )  X * (e j )] X o (e j )  12 [ X (e j )  X * (e j )]

Called an even Called an odd

sequence if it is real. sequence if it is real
j j j
X (e )  X e (e )  X o (e )
Conjugate Conjugate
Symmetric Antiymmetric
j Re{x(n)}  12 [ x(n)  x * (n)]
Re{x(n)}
 X e (e ) F
[ x(n)  x * (n)] 
 j  j
2 [ X (e )  X (e
1 F 1 *
2 )]

j j Im{x(n)}  12 [ x(n)  x * (n)]

j Im{x(n)}
 X o (e )F
1
2 [ x(n)  x * (n)] 

F j
2 [ X (e )  X (e
1 *  j
)]

11
Symmetry of real-valued sequences

 j
x(n) 
 X (e )
F j
x * (n) 
 X (e
F *
)

magnitude Properties
1. Real part is even X R (e j )  X R (e j )
2. Imag. part is odd X I (e j )   X I (e j )
phase j  j
3. Magnitude is even | X I (e ) || X I (e ) |
4. Phase is odd X (e j )  X (e j )

12
Discrete-time Fourier transform pairs
Sequence x(n) 

F
X (e j ) DTFT
(n) 1
(n  nd ) e  jnd
1
a nu(n) (| a | 1)
1  ae  j


   2k 
1
u (n)  j

1 e k  
1
(n  1)a u(n)
n
(1  ae  j ) 2
r n sin  p (n  1) 1
u (n) (| r | 1)
sin  p 1  2r cos  p e  j  r 2e 2 j


e j0n  2(  
k  
0  2k)

cos(0 n  )   [e j(  0  2k )  e  j(  0  2k )]
k  
13
Frequency response of an LTI system
The frequency transform of an LTI system is the DTFT of its impulse
response

H (e j )   h (
k  
k ) e  jk

j
H (e )
H (e j )  H R (e j )  jH (e j )

j j H ( e j )
H (e ) | H (e ) | e
Phase response

Magnitude response
14
 Complex exponential input sequences

e j0n H (e j )  
H e j0 e jn0
eigenvalue
eigenfunction

A cos 0n    H (e ) j
     
A H e j0 cos 0n    Arg H e j0

The output of an LTI system stimulated by a complex exponential sequence (or a

sinusoidal sequence) of frequency ω0 is still an exponential (or sine) sequence, whose
amplitude and phase are altered by the frequency response of the system at ω0
15
 Ideal frequency selective filters
| H (e j ) |
1
Lowpass Filter

c c 
| H (e j ) |
1
Highpass Filter

c c 
| H (e j ) |
1
Bandpass Filter

b a a b 
None of the ideal filters listed above is feasible in practice: all of them
refer to noncausal systems

16
 Example: ideal lowpass filter
H (e j )


  c c 

x(n) 

F
X (e j ) The ideal lowpass filter is noncausal
0.6
sin c n The ideal lowpass filter
h( n)  n  0,1,2,
0.4 n can be approximated
using a window.
0.2

-0.2
-60 -40 -20 0 20 40 60

17
 Approximated ideal lowpass filter
2
M=3
1

-1
-4 -3 -2 -1 0 1 2 3 4
2

sin c n  jn
M=5
M
H (e )  
j 1
e
n M n 0

-1
-4 -3 -2 -1 0 1 2 3 4
2
M=19
1

-1
-4 -3 -2 -1 0 1 2 3 4

18
 An example of real filter - 1
The Moving Average
1 k M
y ( n)  
M  1 k 0
x( n  k )
1 M  jk 1  1  e  j( M 1) 
 
M  1 k 0
e  
M 1  1 e  j


1 M
h ( n)  
M  1 k 0
(n  k )
1  e  j( M 1) / 2 (e j( M 1) / 2  e  j( M 1) / 2 ) 
   j / 2 j / 2  j / 2

M 1  e (e e ) 
1   jM / 2 (e j( M 1) / 2  e  j( M 1) / 2 ) 
  e j / 2  j / 2

M 1  (e e ) 
h(n)
1   jM / 2 sin[( M  1) / 2] 
0 0 M   e 
M 1  sin( / 2) 

19
 An example of real filter - 2
• If M increases, the filter bandwidth
1   jM / 2 sin[( M  1) / 2] 
H (e j )   e  (i.e. the mainlobe width) decreases
M 1  sin( / 2)  by 1/(M+1)

• The output signal is affected by

1 sin[( M  1) / 2]
| H (e j ) | scalloping loss (due to mainlobe
M 1 sin( / 2) roll-off) and out-of-band signal
infiltration
1.5
Roll-off
1
Magnitude -13dB
0.5
Response
0
-4 -3 -2 -1 0 1 2 3 4
-0.5

0.5
Phase 0
Response -4 -3 -2 -1 0 1 2 3 4
-0.5

-1

20