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These methods are to replace the continuous-time methods when one only has
discrete-time samples of the continuous-time signal.
Some material is taken from Prof. J. Pauly’s notes (Stanford University) and is used with his permission
Signals and Systems, 2009 2
Suppose we only know samples of x(t), taken every by Ts seconds, i.e, we take
Ns = T0 /Ts samples of x(t) per period.
Ns −1
1 X −j2πk Nns
≈ x(nTs )e for |k| ¿ Ns .
Ns n=0
The expression in the box is called the Discrete Fourier Transform of the periodic
sequence x[n] = x(nTs ).
• The term ‘Fourier Transform’ could be confusing, since the DFT is a finite series.
Signals and Systems, 2009 4
• The DFT takes a finite sequence of numbers representing one period of x[n], and
produces another periodic sequence, with the same period N .
• Conversely, given the DFT of a periodic sequence x[n], X[k] , the corresponding
time-domain sequence x[n] is obtained from X[k] using the inverse DFT, or IDFT:
N −1
1 X k
j2πn N
x[n] = X[k] e .
N
k=0
• In Matlab, the name of the DFT function is fft, which stands for Fast Fourier
Transform, with reference to one particular algorithm for computing the DFT. The
name of the IDFT function is ifft.
Signals and Systems, 2009 5
DTFS DFT
N −1 N −1
1 X n
X n
Direct X[k] = x[n]e X[k] = x[n]e
−j2πk N −j2πk N
N n=0 n=0
N −1 N −1
X k
j2πn N 1 X k
Inverse x[n] = X[k]e x[n] = X[k] ej2πn N
N
k=0 k=0
• When using the Matlab fft function be sure to normalize the result, because
1 1
X[k] = X[k] , DT F S(x[n]) = DF T (x[n]).
N N
Signals and Systems, 2009 6
• Linearity Let x and y be two periodic signals, and let N be the least common
multiple of their periods. Then
The sequences are of infinite length, but the summation is over one common period of
the two sequences. The result is the same as using linear convolution with one of the
sequences padded with 0 beyond the fundamental period.
• Multiplication
1
DF T (x[n]·y[n]) = Y[k] °
∗ X[k] , DF T S(x[n]·y[n]) = N ·Y [k]°
∗ X[k].
N
Signals and Systems, 2009 8
Commonly occurring problems in using DFT are due to aliasing and spectrum leakage
Truncation effectively introduces a time window WT (t) = rectT (t) during which the
continuous-time signal is observed. The DFT then generates the approximate
spectrum of the truncated signal xT (t) = rectT (t) cos(ω0 t),
0.5
0.8
cos(5]pi t), t ∈ [−1,1]
cos(5π t), t ∈ [−.5,.5]
0.6
cos(5π t), with Hanning Window
0.4
0.4
0.2
0.3
|X(f)|
x(t)
0.2
−0.2
−0.4
0.1
−0.6
−0.8
0
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 −10 −8 −6 −4 −2 0 2 4 6 8 10
Time, sec Frequency (Hz)
• The convolution produces two overlapping (to a various degree) main lobes around
±ω0 and many smaller side lobes. This effect is known as spectrum leakage -
small spectrum peaks appear everywhere.
• To reduce leakage
(a) Use wider windows (longer signals), sinc gets compressed as T → ∞, hence
less leakage.
(b) Use non-rectangular windows.
Signals and Systems, 2009 10
• The windowed signal xT (t) has a finite duration, hence it is no longer band-limited.
Sampling such a signal within the window will produce aliases in the spectrum by
creating multiple replicas of XT (jω) repeated periodically, and the adjacent
replicas will overlap.
• To reduce aliasing
(a) Oversample! A high sampling rate helps to reduce overlapping of aliases of
XT (jω). In the example, a sampling rate of 64kHz was used for the signal of
2.5Hz.
(b) Use antialiasing (low-pass) filter to narrow the bandwidth of the signal.
Signals and Systems, 2009 11
Windowing
1
0.8
0.6
1 2πn
0.5
0.3
2 L−1 0.2
n = 0, . . . , L − 1, 0.1
0
0 5 10 15 20 25
Time, sec
window. 0.5
0.3
|X(f)|
Using nonrectangular windows, suppresses 0.2
sidelobes. 0.1
Conclusion
• In addition to formal mathematical similarities, similarities and differences between
various Fourier operations are related to the nature of signals and systems
analyzed.
– If signal is discrete in one domain, it is periodic in another domain. In particular,
periodic signals have discrete spectra, they are are power signals.
– Time-domain sampling of continuous time signals causes signal spectra to
become periodic by generating aliases. Yet, aperiodic sampled signals will
generally have continuous spectrum and must be analyzed using Discrete-Time
Fourier Transform.
– Continuous time periodic signals have a discrete frequency spectrum, and
therefore, can be resolved in to a sum of complex sinusoids rather than an
integral (i.e. can be analyzed using CTFS).
– Bandlimited signals have infinite duration. Finite duration signals have infinite
spectra. Sampling such signals produces overlapping aliases. One side effect
of aliasing due to finite signal capture is spectrum leakage.
• Each method has its own version of Parseval Theorem to facilitate calculations of
signal power/energy, and its own version of convolution to facilitate calculations of
zero-state response.