More on DFT

       Elena Punskaya
www-sigproc.eng.cam.ac.uk/~op205


                         Some material adapted from courses by
                         Prof. Simon Godsill, Dr. Arnaud Doucet,
                    Dr. Malcolm Macleod and Prof. Peter Rayner


                                                                   39
DFT Interpolation



              normalised




                           40
Zero padding




               41
Padded sequence




                  42
Zero-padding




                   π
               N

                        43
Zero-padding




just visualisation, not additional information!   44
Circular Convolution




          xxxxxxxxx




  m
                circular convolution


                                       45
Example of Circular Convolution

     Circular convolution of x1={1,2,0} and x2={3,5,4}
                                       clock-wise               anticlock-wise
                                                    1


                                                                                         3
                                                                                    5            4
                                       0                        2                folded sequence

y(0)=1×3+2×4+0×5                 y(1)=1×5+2×3+0×4               y(2)=1×4+2×5+0×3
                      1                                 1                                    1


                      3                                 5                                4
                 0 spins                            1 spin                              2 spins
                                                                                                          …
                5         4                         4       3                        3           5
       0                           2       0                        2      0                         2
  x1(n)x2(0-n)|mod3           x1(n)x2(1-n)|mod3                         x1(n)x2(2-n)|mod3            46
Example of Circular Convolution

     clock-wise           anticlock-wise




                                           47
IDFT




        m          +



+
                        +
    +
                       +
                            48
Standard Convolution using Circular Convolution
                                  It can be shown that circular
                                  convolution of the padded
                                  sequence corresponds to the
                                  standard convolution




                                                      49
Example of Circular Convolution


                                    clock-wise                      anticlock-wise
                                                       1

                                                                                                3
                                        0                              2                    5         0
                                                                                                4
                                                                                          folded sequence

y(0)=1×3+2×0+0×4+0×5           y(0)=1×5+2×3+0×0+0×4    0               y(0)=1×4+2×5+0×3+0×0
                       1                                   1                                          1


                       3                                   5                                          4
                    0 spins                            1 spin                                       2 spins
         0      5          0        2       0      4            3          2          0         0         5        2
                       4                                   0                                          3
                                                                                                                   …
   x1(n)x2(0-n)|mod3           x1(n)x2(1-n)|mod3                               x1(n)x2(2-n)|mod3              50
                       0                                   0                                          0
Standard Convolution using Circular Convolution




                                              51
Proof of Validity

Circular convolution of the padded sequence corresponds to the standard
convolution




                                                                          52
Linear Filtering using the DFT

FIR filter:




Frequency domain equivalent:




     DFT and then IDFT can be used to compute standard convolution
     product and thus to perform linear filtering.



                                                                     53
Summary So Far

•  Fourier analysis for periodic functions focuses on the
   study of Fourier series

•  The Fourier Transform (FT) is a way of transforming
   a continuous signal into the frequency domain

•  The Discrete Time Fourier Transform (DTFT) is a
   Fourier Transform of a sampled signal

•  The Discrete Fourier Transform (DFT) is a discrete
   numerical equivalent using sums instead of integrals
   that can be computed on a digital computer

•  As one of the applications DFT and then Inverse DFT
   (IDFT) can be used to compute standard convolution
   product and thus to perform linear filtering      54

More on DFT

  • 1.
    More on DFT Elena Punskaya www-sigproc.eng.cam.ac.uk/~op205 Some material adapted from courses by Prof. Simon Godsill, Dr. Arnaud Doucet, Dr. Malcolm Macleod and Prof. Peter Rayner 39
  • 2.
    DFT Interpolation normalised 40
  • 3.
  • 4.
  • 5.
  • 6.
    Zero-padding just visualisation, notadditional information! 44
  • 7.
    Circular Convolution xxxxxxxxx m circular convolution 45
  • 8.
    Example of CircularConvolution Circular convolution of x1={1,2,0} and x2={3,5,4} clock-wise anticlock-wise 1 3 5 4 0 2 folded sequence y(0)=1×3+2×4+0×5 y(1)=1×5+2×3+0×4 y(2)=1×4+2×5+0×3 1 1 1 3 5 4 0 spins 1 spin 2 spins … 5 4 4 3 3 5 0 2 0 2 0 2 x1(n)x2(0-n)|mod3 x1(n)x2(1-n)|mod3 x1(n)x2(2-n)|mod3 46
  • 9.
    Example of CircularConvolution clock-wise anticlock-wise 47
  • 10.
    IDFT m + + + + + 48
  • 11.
    Standard Convolution usingCircular Convolution It can be shown that circular convolution of the padded sequence corresponds to the standard convolution 49
  • 12.
    Example of CircularConvolution clock-wise anticlock-wise 1 3 0 2 5 0 4 folded sequence y(0)=1×3+2×0+0×4+0×5 y(0)=1×5+2×3+0×0+0×4 0 y(0)=1×4+2×5+0×3+0×0 1 1 1 3 5 4 0 spins 1 spin 2 spins 0 5 0 2 0 4 3 2 0 0 5 2 4 0 3 … x1(n)x2(0-n)|mod3 x1(n)x2(1-n)|mod3 x1(n)x2(2-n)|mod3 50 0 0 0
  • 13.
    Standard Convolution usingCircular Convolution 51
  • 14.
    Proof of Validity Circularconvolution of the padded sequence corresponds to the standard convolution 52
  • 15.
    Linear Filtering usingthe DFT FIR filter: Frequency domain equivalent: DFT and then IDFT can be used to compute standard convolution product and thus to perform linear filtering. 53
  • 16.
    Summary So Far • Fourier analysis for periodic functions focuses on the study of Fourier series •  The Fourier Transform (FT) is a way of transforming a continuous signal into the frequency domain •  The Discrete Time Fourier Transform (DTFT) is a Fourier Transform of a sampled signal •  The Discrete Fourier Transform (DFT) is a discrete numerical equivalent using sums instead of integrals that can be computed on a digital computer •  As one of the applications DFT and then Inverse DFT (IDFT) can be used to compute standard convolution product and thus to perform linear filtering 54