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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

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

]

]

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

'

( )
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

( ) 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

( ) 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.

## 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.

## 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.

[ ] 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
+

'

(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
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

[ ] [ ] [ ]
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