approach: sample X(ω), then compute inverse DFT (using FFT) −2π 0 0 75π π 2π 0 0 2 0 4 0 6
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approach: sample X(ω), then compute inverse DFT (using FFT) −2π 0 0 75π π 2π 0 0 2 0 4 0 6
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Chapter5
TheDiscreteFourierTransform
Contents
5.1 5.2cDTFTFT
Sum shifted scaled replicatesSum of shifted replicates DTFS ZDFTSinc interpolationRectangular window
Dirichlet interpolationRectangular windowBandlimited:Time-limited:Time-limited:Bandlimited:SamplingSampling
Sample Unit Circle
Unit Circle
PSfragreplacements
x[n]=xa(nTs) x a(t) X a(F)x[n] X(!)x ps[n] X[k]X(z)X[k]=X(!)j!=2
NkTheFTFamilyRelationships
FTXa(F)=R1
1xa(t)e|2Ftdt
xa(t)=R11Xa(F)e|2FtdF
DTFTX(!)=P1
n=1x[n]e|!n=X(z)jz=ej! x[n]=1 2RX(!)e|!nd!
UniformTime-DomainSampling
x[n]=xa(nTs)X(!)=1
TsP 1 k=1Xa!=(2)k Ts (sumofshiftedscaledreplicatesofXa())Xa(F)=Tsrect
F Fs xa(t)=P1 n=1x[n]sinc tnTs Ts DTFS ck=1 NP N1 n=0xps[n]e|2Nkn=1NX(z)jz=e|2Nk xps[n]=PN1 k=0cke|2Nkn,!k=2Nk
UniformFrequency-DomainSampling
X[k]=X(!)
!=2Nk;k=0;:::;N1
X[k]=Nck
xps[n]=1 NP N1 k=0X[k]e|2Nkn xps[n]=P1 l=1x[nlN](sumofshiftedreplicatesofx[n]) k=0X[k]P(!2k=N),whereP(!)=1 NP N1 k=0e|!n. cOverview
Mainpoints
spectrumanalyzerswork.) offrequencies.Whichfrequencies?
!k=2Nk;k=0;1;:::;N1: canrecoverx[n]fromX2 NkN1 k=0.X(!)=1X
n=1x[n]e|!n;x[n]=1 2ZX(!)e|!nd!:
Discrete-timeFourierseries(DTFS)review
RecallthatforaN-periodicsignalx[n],
x[n]=N1X k=0c ke|2Nknwhereck=1NN1X
n=0x[n]e|2 Nkn: 5.4cDenition(s)
X[k]4=
PN1 n=0x[n]e|2Nkn;k=0;:::;N1
??otherwise: Nout fronttomaketheDFTmatchtheDTFS.)Thisisreasonablemathematicallysince
X[n+N]=N1X
n=0x[n]e|2N(k+N)n=N1X
n=0x[n]e|(2Nkn+2kn)=N1X n=0x[n]e|2Nkn=X[k]:2.TreatX[k]asundenedfork=2f0;:::;N1g.
computer.3.TreatX[k]asbeingzerofork=2f0;:::;N1g.
Thisisavariationonthepreviousoption.
~x[n]= 1 NP N1 k=0X[k]e|2Nkn;n=0;:::;N1 ??;otherwise: x[n]= 1 NP N1 k=0X[k]e|2Nkn;n=0;:::;N10;otherwise:
k=0.Theproofofthisis x[n]=1 NN1X k=0X[k]e|2 Nkn:ThisisindeedaN-periodicexpression.
x ps[n]=1 NN1X k=0X[k]e|2 Nkn; eveninthiscase. cExamples
X[k]=N1X
n=0x[n]e|2Nkn=7X
n=0x[n]e|28kn=7X n=0([n]+0:9[n6])ej2kn=8=1+0:9e|28k6:0123456-0.2
0 0.2 0.4 0.6 0.8 1 n x[n]DFT Example
012345670
0.5 1 1.5 2 k |X[k]|01234567-1
-0.5 0 0.5 1 kÐ X[k]
X[k]=X(z)
z=e|2Nk=1+0:9e|2
8k:Example.FindN-pointinverseDFToffX[k]gN1
k=0whereX[k]=1;k=k00;otherwise=[kk0];fork02f0;:::;N1g.
Picture.
x[n]=1 NN1X k=0X[k]e|2Nkn=1Ne|2
Nk0n:ThuswehavethefollowingimportantDFTpair.
Ifk02f0;:::;N1g,then1Ne|2
Nk0nDFT !N[kk0]:
Example.FindN-pointinverseDFToffX[k]gN1
k=0whereX[k]=8
:e |;k=k0 e|;k=Nk00;otherwise;=e|[kk0]+e|[k(Nk0])
fork02f1;:::;N=21;N=2+1;:::;N1g.Picture.
x[n]=1 NN1X k=0X[k]e|2Nkn=1Ne|e|2
Nk0n+1Ne|e|2
N(Nk0)n=2Ncos2Nk0n+
5.6cExpanding:x[n]=3+3cos
2n=3+32e|282n+32e|282n=18h
24+12e|282n+12e|28(82)ni
Sobycoefcientmatching,weseethatX[k]=f24
;0;12;0;0;0;12;0g:Supposex[n]=e|2
FindtheN-pointDFTofx[n].
X[k]=N1X
n=0x[n]e|2Nkn=N1X
n=0e |2Nk0ne|2Nkn=N1X n=0e |2N(kk0)n=N;k=k0+lN;l2Z0;otherwise:
Thus x[n]=e|2Nk0nDFT !NX[k]=N1X l=1[kk0lN]=NN[kk0]; whereN[n]4=P1 l=1[nlN].Nk0foranyintegerk.
FindtheN-pointDFTofx[n].
X[k]=N1X
n=0e |!0ne|2Nkn=N1X
n=0 e|(!02Nk)n=1 e |(!02 Nk)N1e|(!02Nk)=1e|!0N1e|(!02Nk):
ThuswehavethefollowingcuriousDFTpair.
If!0=2Nisnon-integer,thene|!0nDFT !NX[k]=1e|!0N1e|(!02Nk):Whatisgoingonintheseexamples?
rN[n]=1;n=0;:::;N1
0;otherwise;
whichhasthefollowingDTFT:R(!)=N1X
n=0e |!n==e|!(N1)=2Rr(!);whereRr(!)=8 :sin(!N=2) sin(!=2);!6=0N;!=0Nsinc
N!2Thenwehave
wheretheaboveisaDiracimpulse.ThusX[k]=X(!)
!=2Nk=2R2Nk!0
When!0=2
cDTFTsamplingpreview
TheDTFTformulaisX(!)=P1
n=0x[n]e|2 Nkn: n=0x[n]e|!n:X[k]=X(!)
!=2 Nk: synthesisformula:x[n]=1 2RX(!)e|!nd!:
Doesthisapproachalwayswork?No!
X(!)=8
:3 4 !0 2; !0 1 2 1 2 32!0 2;1 2< !0 3 2 0;3 2< !0 !0 -2p 0 0.75p p 2p0 0.2 0.4 0.6 0.8
Challenging DTFT H(w)
w H(w) -2p 0 0.75p p 2p0 0.2 0.4 0.6 0.8Samples, N=16
wH(2p/N k)
015-0.05
0 0.05 0.1 0.15 0.2 0.25 n x[n]015-0.05
0 0.05 0.1 0.15 0.2 0.25 n x ps [n] via ifftInverse DFT of X[k]
-807 0 0.1 0.2 x[n]Exact Inverse DTFT
-807 0 0.1 0.2 n x ps [n] via ifftAfter "fftshift", for N=16
-807-2 0 2 46x 10-4
n Error 5.8cThemodulofunction
Example
.1mod4=1;7mod4=3;1mod4=3;8mod4=0. x ps[n]4=1X l=1x[nlN]:Notethatallthevaluesofx[n]affectxps[n].
x((n))N4=x[nmodN]:Example.x[n]=f4;3;2;1g=4n;0n3
0;otherwise;soL=4.
n 6x[n] -2-1012342 4N-pointperiodicsuperposition:
n6xps[n];N=6
-6062 4 n6xps[n];N=3
03623 5
N-pointcircularextension:
n6x[nmodN];N=6
-6062 4 n6x[nmodN];N=3
03623 4 x[n]!