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Properties of the Discrete Fourier

Transform
( )
2 1 3
, max N N N
[ ] [ ]
3
3
1
1 1 3
0
, 0 1
N
n
n
N
k
X k x n W k N

[ ] [ ]
3
3
1
2 2 3
0
, 0 1
N
n
n
N
k
X k x n W k N

[ ] [ ] [ ] [ ] k bX k aX n bx n ax
DFT
2 1 2 1
+ +

[ ] n x
1 1
N [ ] n x
2
2
N

If has length and has length ,


1 Linearity
2 Circular Shift of a Sequence
( )
[ ]
2
DFT
j k N m
X k e

[ ] [ ] k X N n n x
DFT

1 0 ,
[ ] [ ] k X n x
DFS
~
~

[ ]
( )
[ ]
2
DFS
j k N m
x n m X k e


%
%
( ) ( )
, 0 1
N
x n m n N
]

]
Figure
circular
shift
Ex. Circular Shift of a Sequence
8.6.2 Circular Shift of a Sequence
[ ] [ ]
( )
[ ]
1 1
2
, 0 1
DFT
j k N m
x n n N X k X k e

[ ] [ ] k X N n n x
DFT

1 0 ,
[ ] [ ] k X n x
DFS
~
~

[ ]
( )
[ ]
2
DFS
j k N m
x n m X k e


%
%
[ ] ( )
jw
e X n x
[ ]
( )
jw jwm
x n m X e e


[ ] ( ) ( ) [ ] ( ) ( )
DFS
N N
x n x n X k X k
] ]

] ]

%
%
[ ] ( ) ( ) [ ] ( ) ( )
1 1 1 1
DFS
N N
x n x n X k X k
] ]

] ]

%
%
Circular Shift of a Sequence
[ ]
( )
[ ]
1
2 j k N m
X k X k e

( ) ( )
N
x n m
]

]
[ ] ( ) ( ) [ ] ( ) ( )
DFS
N N
x n x n X k X k
] ]

] ]

%
%
[ ] ( ) ( ) [ ] ( ) ( )
1 1 1 1
DFS
N N
x n x n X k X k
] ]

] ]

%
%
[ ]
( )
( ) ( )
1
2
N
N
j k N m
X k X k e

| `
| `


. ,
. ,

]
%
( )
( ) ( )
2
N
j k N m
X k e

]

]
( )
[ ]
2 j k N m
X k e

%
[ ]
1
x n
%

[ ]
( )
[ ]
2
DFS
j k N m
x n m X k e


%
%
8.6.2 Circular Shift of a Sequence
[ ]
( )
[ ]
1
2 j k N m
X k X k e

( ) ( )
N
x n m
]

]
[ ]
1
x n
%

[ ]
( )
[ ]
2
DFS
j k N m
x n m X k e


%
%
[ ]
[ ] ( ) ( )
1
1
, 0 1
0,
N
x n x n m n N
x n
otherwise

'

%
( ) ( ) [ ]
( )
[ ] k X e N n m n x
m N k j
DFT
N
2
1 0 ,


[ ] [ ] k X N n n x
DFT

1 0 ,
8.6.3 Duality
[ ] [ ] k X n x
DFT

[ ] ( ) ( )
, 0 1
DFT
N
X n Nx k k N
]

]

[ ] [ ] k X n x
DFS
~
~

[ ] ( ) ( ) [ ] ( ) ( )
DFS
N N
x n x n X k X k
] ]

] ]

%
%
[ ] [ ] k x N n X
DFS

~
~
[ ]
[ ] ( ) ( )
1
, 0 1
0,
N
Nx k Nx k k N
X k
otherwise

'

%
[ ] [ ]
1
X k Nx k
%
%
[ ] [ ]
1
x n X n
%
%
[ ] [ ]
1
x n X n
Ex.8.9 The Duality Relationship for the
DFT
[ ]
, 0 1
ep
x n n N
[ ] ( ) ( ) ( ) ( )
{
*
1
2
e
N N
x n x n x n
] ]
+
] ]
%
[ ]
, 0 1
op
x n n N
8.6.4 Symmetry Properties
[ ] ( ) ( ) [ ] 1 0 ,
* *

N n k X n x
N
DFT
( ) ( ) [ ] [ ] 1 0 ,
* *


N n k X n x
DFT
N
[ ] ( ) ( ) ( ) ( )
{
*
1
2
o
N N
x n x n x n
] ]

] ]
%
[ ] ( ) ( ) [ ] ( ) ( )
DFS
N N
x n x n X k X k
] ]

] ]

%
%
[ ] [ ] [ ]
{
*
1
2
e
x n x n x n +
% % %
[ ] [ ] [ ]
{
*
1
2
o
x n x n x n
% % %
8.6.4 Symmetry Properties
[ ] ( ) ( ) [ ] ( ) ( ) [ ] { 1 0 ,
2
1
*
+ N n n x n x n x
N N ep
[ ] ( ) ( ) [ ] ( ) ( ) [ ] { 1 0 ,
2
1
*
N n n x n x n x
N N op
0 1, for n N
( ) ( ) ( ) ( )
,
N N
n N n n n
[ ] [ ] [ ]
{
*
1
, 0 1
2
ep
x n x n x N n n N +
[ ] [ ] [ ]
{
*
1
, 0 1
2
op
x n x n x N n n N
[ ] [ ] [ ]
{
[ ] [ ]
{
[ ] {
* *
1 1
0 0 0 0 Re 0
2 2
ep
x x x N x x x + +
[ ] [ ] [ ]
{
[ ] {
*
0
1
0 0 0 Im 0
2
p
x x x j x
8.6.4 Symmetry Properties
[ ] [ ] [ ] {
, 0 1
ep e e
x n x n x n N n N +
[ ] [ ] [ ] {
, 0 1
op o o
x n x n x n N n N +
[ ] [ ] [ ]
{
*
1
, 0 1
2
ep
x n x n x N n n N +
[ ] [ ] [ ]
{
*
1
, 0 1
2
op
x n x n x N n n N
[ ] [ ] [ ]
{
*
1
2
e
x n x n x n +
[ ] [ ] [ ]
{
*
1
2
o
x n x n x n
8.6.4 Symmetry Properties
[ ] { [ ] k X n x
ep
DFT

Re [ ] { [ ] k X n x j
op
DFT

Im
[ ] [ ] { k X n x
DFT
ep
Re

[ ] [ ] { k X j n x
DFT
op
Im

[ ] [ ] [ ]
e o
x n x n x n +
% % %
[ ] [ ] [ ] [ ]
, 0 1
e o
x n x n x n x n n N +
% % %
[ ] [ ]
, 0 1
ep e
x n x n n N
%
[ ] [ ]
, 0 1
op o
x n x n n N
%
[ ] [ ] [ ]
ep op
x n x n x n +
Symmetry Properties
8.6.5 Circular Convolution

For two finite-duration sequences and , both of


length N, with DFTs and
[ ]
1
x n
[ ]
2
x n
[ ]
1
X k
[ ]
2
X k
[ ] [ ] [ ]
3 1 2
X k X k X k
[ ] [ ] [ ]
1
3 1 2
0
, 0 1
N
m
x n x m x n m k N

% %
[ ] ( ) ( ) ( ) ( )
1
3 1 2
0
, 0 1
N
N N
m
x n x m x n m k N

] ]

] ]

[ ] ( ) ( )
1
1 2
0
, 0 1
N
N
m
x m x n m k N

]

]

( ) ( )
, 0 1
N
since m m for k N
[ ] [ ]
1 2
X k X k
% %
[ ] [ ]
1
1 2
0
N
m
x m x n m

% %
DFS

8.6.5 Circular Convolution


[ ] [ ] ( ) ( )
[ ] [ ]
1
3 1 2
0
1 2
N
N
m
x n x m x n m
x n N x n

]

]

[ ] [ ] [ ] [ ] 1 0 ,
2 1 3 3

N k k X k X k X n x
DFT
[ ] [ ]
2 1
x n N x n
[ ] ( ) ( )
1
2 1
0
N
N
m
x m x n m

]

]

8.6.5 Circular Convolution


[ ] [ ] [ ] [ ] k X k X n x N n x
DFT
2 1 2 1

[ ] [ ] [ ] n x n x n x if
2 1 3

[ ] [ ] ( ) ( ) [ ]


1
0
2 1 3
1
N
l
N
l k X l X
N
k X
[ ] [ ] [ ] [ ] k X N k X
N
n x n x
DFT
2 1 2 1
1

Ex. 8.10 Circular


Convolution with
a Delayed
Impulse
Sequence
0
0
0
0, 0
1,
0, 1
n n
n n
n n N
<


'

<

[ ] [ ]
1 0
x n n n
2
2 0
[ ] [ 1]
[(( 1)) ], 1
N
x n N n
x n n n N

<
[ ] [ ] ( ) ( )
1
3 1 2
0
N
N
m
x n x m x n m

]

]

Ex. 8.10 Circular Convolution with a


Delayed Impulse Sequence
0
0
0
0, 0
1,
0, 1
n n
n n
n n N
<


'

<

[ ] [ ]
1 0
x n n n
0
[ ] [ 1]
[(( 1)) ], 1
N
x n N n
x n n n N

<
[ ]
0
1
kn
N
W k X
[ ] [ ] [ ]
[ ] k X W
k X k X k X
kn
N 2
2 1 3
0

Example 8.11 Circular


Convolution of Two Rectangular
Pulses
[ ] [ ]

'



otherwise
L n
n x n x
, 0
1 0 , 1
2 1
6 L N
[ ] [ ]

'

otherwise
k N
W k X k X
N
n
kn
N
, 0
0 ,
1
0
2 1
[ ] [ ] [ ]

'



otherwise
k N
k X k X k X
, 0
0 ,
2
2 1 3
[ ]
1
3
0
1
N
kn
N
k
X k W
N


, 0 1
0,
N n L
otherwise

'

[ ] [ ] ( ) ( )
1
3 1 2
0
N
N
m
x n x m x n m

]

]

Ex. 8.11 Circular


Convolution of
Two Rectangular
Pulses
12 2 L N
[ ] [ ]
1 2
0
1
1
1
L
Lk
kn
N
N
k
n
N
W
X k X k W
W

[ ] [ ] [ ]
2
2 1 3
1
1

,
`

.
|


k
N
Lk
N
W
W
k X k X k X
[ ] [ ] ( ) ( )
1
3 1 2
0
N
N
m
x n x m x n m

]

]

8.6.6 Summary of Properties of


the Discrete Fourier Transform
8.6.6 Summary of Properties of the
Discrete Fourier Transform
8.7 Linear Convolution using the
Discrete Fourier Transform
1. Compute the N-point DFT and of
the two sequence and
[ ] k X
1
[ ] k X
2
[ ] n x
1
[ ] n x
2
2. Compute for
[ ] [ ] [ ] k X k X k X
2 1 3

1 0 N k
3. Compute as the inverse DFT of
[ ] k X
3
[ ] [ ] [ ] n x N n x n x
2 1 3

Implement a convolution of two sequences by
the following :
Linear Convolution using the
Discrete Fourier Transform

procedure
Compute the N-point DFT x1[k] and x2[k] of the two sequence x1(n) and x2(n)
Compute x3[k]=x1[k]*x2[k] for
8.7 Linear Convolution using the
Discrete Fourier Transform

In most applications, we are interested in


implementing a linear convolution of two
sequence.

To obtain a linear convolution, we will


discuss the relationship between linear
convolution and circular convolution.
[ ]
2
x n m
L
[ ]
2
1 x m
1 L P +
L
[ ]
2
1 x L P m +
8.7.1 Linear Convolution of Two
Finite-Length Sequences
[ ] [ ] [ ]



m
m n x m x n x
2 1 3
[ ]
3
0, x n
2 0 + P L n
for
is maximum length of
( ) 1 + p L
[ ] n x
3
L
[ ] n x
2
[ ] n x
1
length
L P
8.7.2 Circular Convolution as
Linear Convolution with Aliasing
and linear convolution
[ ] [ ]
1 2
* x n x n
circular convolution corresponding to DFTs:
[ ] [ ]
1 2
X k X k
[ ] [ ]
1 2
x n N x n
, Whether they are same?
depends on the length of the DFT in relation to the
length of and
[ ]
2
x n
[ ]
1
x n
8.7 Linear Convolution using the
Discrete Fourier Transform
1. Compute the N-point DFT and of the
two sequence and
[ ] k X
1
[ ] k X
2
[ ] n x
1
[ ] n x
2
2. Compute for
[ ] [ ] [ ] k X k X k X
2 1 3

1 0 N k
3. Compute as the inverse DFT of
[ ] k X
3
[ ] [ ] [ ] n x N n x n x
2 1 3

Implement a convolution of two sequences by the
following procedure:
Review
8.7.2 Circular Convolution as
Linear Convolution with Aliasing
[ ]
[ ]
, 0 1
0,
p
x n n N
x n
otherwise

'

For finite sequence


( )
jw
X e [ ]
x n
DTFT

( )
( )
( )
2
, 0 1
0,
j k N
X e k N
X k
otherwise

'

( )
( )
( )
2 j k N
X k X e

%
[ ] [ ]
r
x n x n rN

%
DFS

The inverse DFT of is one period of :


( )
X k [ ]
x n
%
[ ]
p
x n
( )
X k
DFT

If N length of x[n], then x
p
[n]= x[n]
8.7.2 Circular Convolution as
Linear Convolution with Aliasing
[ ] [ ] [ ]



m
m n x m x n x
2 1 3

The Fourier transform of is [ ] n x


3
( ) ( ) ( )
jw jw jw
e X e X e X
2 1 3

( )
( )
( )
( )
( )
( )
( )
2 2 2
3 3 1 2
j k N j k N j k N
X k X e X e X e

Linear convolution:

Define a DFT
( ) ( )
1 2
X k X k
0 1 k N

The inverse DFT


of is
( ) k X
3
[ ]
[ ]

'


otherwise
N n rN n x
n x
r
p
, 0
1 0 ,
3
3
[ ] [ ] [ ] n x N n x n x
p 2 1 3

8.7.2 Circular Convolution as
Linear Convolution with Aliasing
( ) ( ) ( ) 1 0
2 1 3
N k k X k X k X
[ ] [ ] [ ] n x N n x n x
p 2 1 3

[ ]
[ ]

'


otherwise
N n rN n x
n x
r
p
, 0
1 0 ,
3
3

And

From

The circular convolution of two-finite sequences is


equivalent to linear convolution of the two sequences,
followed by time aliasing as above.
[ ] [ ] [ ]



m
m n x m x n x
2 1 3

Linear convolution:
8.7.2 Circular Convolution as
Linear Convolution with Aliasing

if N, the length of the DFTs, satisfies


( ) 1 + P L N
[ ] n x
1
[ ] n x
2
[ ] n x
3
( ) 1 + P L

If has length L and has length P, then


has maximum length

The circular convolution corresponding to


is identical to the linear convolution
corresponding to
[ ] [ ]
1 2
X k X k
( ) ( )
1 2
jw jw
X e X e
[ ] [ ] [ ] n x N n x n x
p 2 1 3

[ ] [ ] [ ]



m
m n x m x n x
2 1 3

D
F
T
D
T
F
T
8.7.2 Circular Convolution as
Linear Convolution with Aliasing

if N, the length of the DFTs, satisfies


( ) 1 + P L N
[ ] n x
1
[ ] n x
2
[ ] n x
3
( ) 1 + P L

If has length L and has length P, then


has maximum length

The circular convolution corresponding to


is identical to the linear convolution
corresponding to
[ ] [ ]
1 2
X k X k
( ) ( )
1 2
jw jw
X e X e
[ ] [ ] [ ] n x N n x n x
p 2 1 3

[ ] [ ] [ ]



m
m n x m x n x
2 1 3

D
F
T
D
T
F
T
linear convolution
6 points shift right of
the linear convolution
6 points shift left of
the linear convolution
6 points circular convolution=
linear convolution with aliasing
12 points circular convolution
= linear convolution
Ex. 8.12 Circular
Convolution as Linear
Convolution with Aliasing.
[ ] [ ]
1 2
x n x n
[ ] [ ]
3 3 p
r
x n x n rN

N=6
N=12
[ ]
3
x n N +
[ ]
3
x n N
[ ]
3
x n
Which points of
Circular Convolution
equal that of Linear
Convolution when
Aliasing?
[ ] [ ]
3 3 p
r
x n x n rN

0 1 n N
[ ] n x
1
[ ] n x
2

Consider of
length L and of
length P, where P < L
1 L P +
N L
Linear
Convolution
Circular Convolution
1 L P + 1 P
Fig.8.19
Fig.8.20
4 , 8 P L
8 N L
1 11 N L P +
8.7.3 Implementing Linear Time-
Invariant Systems Using the
DFT

Linear time-invariant systems can be


implemented by linear convolution.

Linear convolution can be obtained from the


circular convolution.

So, circular convolution can be used to


implement linear time-invariant systems.
Zero-Pading

Consider an L-point input sequence and a P-


point impulse response
[ ] n x
[ ] n h

The linear convolution of these two sequence


has finite duration with length (L+P-1)
[ ] n y

For the circular convolution and linear convolution


to be identical, the circular convolution must have
a length of at least (L+P-1) points.
Zero-Pading

The circular convolution can be achieved by


multiplying the DFTs of and .
[ ] n x
[ ] n h

Since the length of the linear convolution is (L+P-


1) points, the DFTs that we compute must also
be of at least that length, i.e., both and
must augmented with sequence values of zero.

The process is called Zero-Pading


[ ] n x [ ] n h

Each section can be convolved with the finite-


length impulse response and the output sections
fitted together in an appropriate way.
Block Convolution

If the input signal is of indefinite duration, the


input signal to be processed is segmented into
sections of length L.

The processing of each section can then be


implemented using the DFT.
Block Convolution
[ ] [ ]
0
r
r
x n x n rL

[ ]
[ ]
, 0 1
0,
r
x n rL n L
x n
otherwise
+

'

overlap-add method
(1) segment into sections of length
L;
) (n x
(2) fill 0 into and some section of
, then do L+P-1 points FFT ;
) (n h
) (n x
2 ,... 0 )} ( ) ( { ) ( + P L n k X k H IFFT n y
) (n y
(3) calculate
[ ] [ ] [ ] [ ]
0
r
r
y n x n h n y n rL

P-1 points
(4)add the points n=0P-2 in
y[n] to the last P-1 points in the
former section y[n] the output
for this section is the points
n=0L-1
( ) { ( ) ( )} y n IFFT H k X k
) (n y
(3) calculate
(1) segment into sections of length
L;
) (n x
(2) fill 0 into and some section of
, then do L+P-1 points FFT
) (n h
) (n x
0,..., 2 P n L +
[ ] [ ]
0
r
r
x n x n rL

overlap-add method
[ ] [ ] [ ]
r r
where y n x n h n
L=16
4 , 8 P L
8 N L
8.7.2 Circular Convolution as Linear
Convolution with Aliasing
overlap-save method
P-1 points
(4) the output for this section is
L-P+1 points of y[n]
n=P-1,L-1
(1) segment into sections of length
L, overlap P-1 points;
) (n x
(2) fill 0 into and some section of
, then do L points FFT
) (n h
) (n x
( ) { ( ) ( )} y n IFFT H k X k
) (n y
(3) calculate
0,.. 1 ., n L
L=25