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DSP [Digital Signal Processing]

        l-2
      Vo

             Prof. A.H.M. Asadul Huq, Ph.D.
        http://asadul.drivehq.com/students.htm
                  asadul@ulab.edu.bd




February 3, 2013                 A.H.                1
DSP [Digital Signal Processing]


                       DFT [Discrete Fourier Transform]
                                      and
                         FFT [Fast Fourier Transform]




03:02 PM
February 3, 2013                   A.H.                   2
DFT (Discrete Fourier Transform)
      • Discrete samples {X(k)} of the continuous frequency
        domain representation X(ω) of a time domain
        sequence {x(n)} is called DFT.
      • DFT is a numerically computable transform that is
        suitable for computer implementations.
      • DFT is a powerful tool for performing frequency
        analysis of the D-T signals.




February 3, 2013               A.H.                           3
DFT (Discrete Fourier transform)

     DFT
               N −1        − j 2πkn
   X ( k ) = ∑ x ( n )e        N
                                          k = 0,1,2,3,..., N − 1 Eqn. 7.1.20
               n =0


      IDFT

                    N −1         j 2πkn
            1
   x ( n) =
            N
                    ∑ X ( k )e
                    k =0
                                    N
                                           n = 0,1,2,..., N − 1   eqn. 7.1.21


03:02 PM
 February 3, 2013                            A.H.                               4
Continuation of
                          DFT


  • {X(k)} is a sequence of frequency samples
    of length N. The frequencies are discrete.
    So the Eqn. 20 is called Discrete Fourier
    Transform
  • DFT is the only transform that is discrete in
    both the time and frequency domain.



03:02 PM
 February 3, 2013          A.H.                     5
Continuation of
                             DFT
• Now, 7.1.20 can be rewritten as-
                   N −1
     X (k ) = ∑ x(n)WN
                     kN
                                   k = 0,1,2,3,..., N − 1     eqn. 7.1.22
                   n =0

 • And IDFT equation 7.1.21
                   N −1
             1
    x ( n) =
             N
                   ∑        −
                     X (k )WN kN
                   k =0
                                    n = 0,1,2,3,..., N − 1   eqn. 7.1.23


  • Where, W is called Phase factor
                     − j 2π
       WN = e          N
                              eqn. 5.1.22
03:02 PM
February 3, 2013                       A.H.                                 6
DFT Computation Example
• Calculate the 4-point DFT of the sequence, x(n)={1,0,0,1}
Soln.
For, k=0,
                            − j 2π 0 n
             3
 X (0) = ∑ x(n)e                N
            n=0
                         − j 2π .0.0              − j 2π .0.1              − j 2π .0.2              − j 2π .0.3
         = x(0).e             4
                                       + x(1).e        4
                                                                + x(2).e        4
                                                                                         + x(3).e        4

                   − j 2π .0.0                     − j 2π .0.3
         = 1.e          4
                                 + 0 + 0 + 1.e          4


         = 1.e 0 + 0 + 0 + 1.e 0
         = 1+1
         =2
03:02 PM
February 3, 2013                                     A.H.                                                     7
DFT Computation ………Continued
    For k=1,                         − j 2π 1n
                      3
          X (1) = ∑ x(n)e                N
                     n=0
                                 − j 2 π .1 .0              − j 2 π .1 .1              − j 2 π .1 .2              − j 2π .1.3
                   = x(0).e            4
                                                 + x(1).e        4
                                                                            + x(2).e         4
                                                                                                       + x(3).e        4

                           − j 2π .1.0                       − j 2 π .1 .3
                   = 1.e        4
                                         + 0 + 0 + 1.e            4

                                − j 2π .1.3                 − j 3π
                                                        (          )
                   = 1 + 1.e   = 1 + [e
                                     4
                                             ] = 1 + [e − j 270 ]
                                                              2


                                   3π          3x180
               [ π rad = 180°, ∴ rad =                 = 270°
                                    2             2
                = 1 + [cos(270°) − j sin( 270°)]
               [∴ e − jθ = cos θ − j sin θ ( Euler ' sFormula )
                = 1 + [0 − (− j1)] [Use a calculator ]
                = 1+ j
February 3, 2013                                        A.H.                                                                    8
DFT Computation … continued

Similarly, we compute X(2) and X(3) to complete
  DFT of x(n) -
Now, X(k)={X(0),X(1),X(2),X(3)}
          ={ 2, 1+j, 0, 1-j }. Ans.
Note:
X(k) is a complex sequence and it is the 4 point DFT of
  the sequence x(n).



03:02 PM
February 3, 2013               A.H.                       9
Direct DFT computation requirements
        • For each point of the DFT: N complex
          multiplications (CM) and N-1 Complex
          additions (CA)
        • N-point DFT: N2 CMs and N(N-1) CAs
        • Direct DFT Computation load ∞ N2
        Notes:
        • A single CM computation: 4 real
          multiplications (RM) and 2 real additions (RA)
        • A complex addition: 2 RAs
03:02 PM
February 3, 2013             A.H. 12
                                Of                         10
Continued …
                   Direct DFT computation requirements

    Examples:
    • 100 point DFT computation requires 1002 =
      10,000 CMs and CAs
    • A 1000 point DFT (common for many real
      systems) requires 106 complex operations.
    • The above operations may consume 60 sec of
      computing time on a speedy computer!



03:02 PM
February 3, 2013                   A.H.                  11
2 Important properties of DFT
 Periodicity property
 • If x(n) and X(k) are an N-point DFT pair, then
 • x(n+N) = x(n) for all n
 • X(k+N) = X(k) for all K
 • Or,

               W k + N = W k  eqn.8.1.5 P.512
                 N        N
 Symmetry Property
                        k+N
                   W   N
                         2
                              = −W   k
                                     N      eqn. 8.1.4 P.512
03:02 PM
February 3, 2013                         A.H.                  12
FFT [Fast Fourier Transform] [449]
     • FFT is a family of algorithms using various
       “tricks” that exploit the symmetry of the
       DFT calculation to make its execution
       much faster
     • Tricks are used to reduce the -
          – Number of additions and multiplications
          – Amount of memory
          – Scalability and regularity


03:02 PM
February 3, 2013             A.H.                     13
Techniques of Efficient Computations of FFT

 • FFT algorithms exploit the following properties of the
   DFT
    – Symmetry and
    – Periodicity Properties
 • Types of FFT algorithms
    – Divide-and-Conquer Approach [450]
    – Radix-2 FFT [519]
    – Radix-4 FFT [527]
    – Split Radix FFT [532]
    – Goertzel Algorithms [542], etc.

03:02 PM
 February 3, 2013                  A.H.                      14
USING MATLAB TO CALCULATE DFT


It is easy to use matlab function< fft> to calculate the DFT of a
sequence.

>>fft([1,0,0,1])

Just enter the above command to get the immediate result –
2.0000         1.0000 + 1.0000i  0        1.0000 - 1.0000i

The above result is same as we calculated before.




February 3, 2013                A.H.                                15
DSP Lecture
                    DFT and FFT

                   THANK YOU



                    THE END

03:02 PM
February 3, 2013        A.H.      16

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Dsp lecture vol 2 dft & fft

  • 1. DSP [Digital Signal Processing] l-2 Vo Prof. A.H.M. Asadul Huq, Ph.D. http://asadul.drivehq.com/students.htm asadul@ulab.edu.bd February 3, 2013 A.H. 1
  • 2. DSP [Digital Signal Processing] DFT [Discrete Fourier Transform] and FFT [Fast Fourier Transform] 03:02 PM February 3, 2013 A.H. 2
  • 3. DFT (Discrete Fourier Transform) • Discrete samples {X(k)} of the continuous frequency domain representation X(ω) of a time domain sequence {x(n)} is called DFT. • DFT is a numerically computable transform that is suitable for computer implementations. • DFT is a powerful tool for performing frequency analysis of the D-T signals. February 3, 2013 A.H. 3
  • 4. DFT (Discrete Fourier transform) DFT N −1 − j 2πkn X ( k ) = ∑ x ( n )e N k = 0,1,2,3,..., N − 1 Eqn. 7.1.20 n =0 IDFT N −1 j 2πkn 1 x ( n) = N ∑ X ( k )e k =0 N n = 0,1,2,..., N − 1 eqn. 7.1.21 03:02 PM February 3, 2013 A.H. 4
  • 5. Continuation of DFT • {X(k)} is a sequence of frequency samples of length N. The frequencies are discrete. So the Eqn. 20 is called Discrete Fourier Transform • DFT is the only transform that is discrete in both the time and frequency domain. 03:02 PM February 3, 2013 A.H. 5
  • 6. Continuation of DFT • Now, 7.1.20 can be rewritten as- N −1 X (k ) = ∑ x(n)WN kN k = 0,1,2,3,..., N − 1 eqn. 7.1.22 n =0 • And IDFT equation 7.1.21 N −1 1 x ( n) = N ∑ − X (k )WN kN k =0 n = 0,1,2,3,..., N − 1 eqn. 7.1.23 • Where, W is called Phase factor − j 2π WN = e N eqn. 5.1.22 03:02 PM February 3, 2013 A.H. 6
  • 7. DFT Computation Example • Calculate the 4-point DFT of the sequence, x(n)={1,0,0,1} Soln. For, k=0, − j 2π 0 n 3 X (0) = ∑ x(n)e N n=0 − j 2π .0.0 − j 2π .0.1 − j 2π .0.2 − j 2π .0.3 = x(0).e 4 + x(1).e 4 + x(2).e 4 + x(3).e 4 − j 2π .0.0 − j 2π .0.3 = 1.e 4 + 0 + 0 + 1.e 4 = 1.e 0 + 0 + 0 + 1.e 0 = 1+1 =2 03:02 PM February 3, 2013 A.H. 7
  • 8. DFT Computation ………Continued For k=1, − j 2π 1n 3 X (1) = ∑ x(n)e N n=0 − j 2 π .1 .0 − j 2 π .1 .1 − j 2 π .1 .2 − j 2π .1.3 = x(0).e 4 + x(1).e 4 + x(2).e 4 + x(3).e 4 − j 2π .1.0 − j 2 π .1 .3 = 1.e 4 + 0 + 0 + 1.e 4 − j 2π .1.3 − j 3π ( ) = 1 + 1.e = 1 + [e 4 ] = 1 + [e − j 270 ] 2 3π 3x180 [ π rad = 180°, ∴ rad = = 270° 2 2 = 1 + [cos(270°) − j sin( 270°)] [∴ e − jθ = cos θ − j sin θ ( Euler ' sFormula ) = 1 + [0 − (− j1)] [Use a calculator ] = 1+ j February 3, 2013 A.H. 8
  • 9. DFT Computation … continued Similarly, we compute X(2) and X(3) to complete DFT of x(n) - Now, X(k)={X(0),X(1),X(2),X(3)} ={ 2, 1+j, 0, 1-j }. Ans. Note: X(k) is a complex sequence and it is the 4 point DFT of the sequence x(n). 03:02 PM February 3, 2013 A.H. 9
  • 10. Direct DFT computation requirements • For each point of the DFT: N complex multiplications (CM) and N-1 Complex additions (CA) • N-point DFT: N2 CMs and N(N-1) CAs • Direct DFT Computation load ∞ N2 Notes: • A single CM computation: 4 real multiplications (RM) and 2 real additions (RA) • A complex addition: 2 RAs 03:02 PM February 3, 2013 A.H. 12 Of 10
  • 11. Continued … Direct DFT computation requirements Examples: • 100 point DFT computation requires 1002 = 10,000 CMs and CAs • A 1000 point DFT (common for many real systems) requires 106 complex operations. • The above operations may consume 60 sec of computing time on a speedy computer! 03:02 PM February 3, 2013 A.H. 11
  • 12. 2 Important properties of DFT Periodicity property • If x(n) and X(k) are an N-point DFT pair, then • x(n+N) = x(n) for all n • X(k+N) = X(k) for all K • Or, W k + N = W k  eqn.8.1.5 P.512 N N Symmetry Property k+N W N 2 = −W k N eqn. 8.1.4 P.512 03:02 PM February 3, 2013 A.H. 12
  • 13. FFT [Fast Fourier Transform] [449] • FFT is a family of algorithms using various “tricks” that exploit the symmetry of the DFT calculation to make its execution much faster • Tricks are used to reduce the - – Number of additions and multiplications – Amount of memory – Scalability and regularity 03:02 PM February 3, 2013 A.H. 13
  • 14. Techniques of Efficient Computations of FFT • FFT algorithms exploit the following properties of the DFT – Symmetry and – Periodicity Properties • Types of FFT algorithms – Divide-and-Conquer Approach [450] – Radix-2 FFT [519] – Radix-4 FFT [527] – Split Radix FFT [532] – Goertzel Algorithms [542], etc. 03:02 PM February 3, 2013 A.H. 14
  • 15. USING MATLAB TO CALCULATE DFT It is easy to use matlab function< fft> to calculate the DFT of a sequence. >>fft([1,0,0,1]) Just enter the above command to get the immediate result – 2.0000 1.0000 + 1.0000i 0 1.0000 - 1.0000i The above result is same as we calculated before. February 3, 2013 A.H. 15
  • 16. DSP Lecture DFT and FFT THANK YOU THE END 03:02 PM February 3, 2013 A.H. 16

Editor's Notes

  1. DSP Lecture Vol-2 DFT and FFT Feb 3, 2013 A.H.
  2. DSP Lecture Vol-2 DFT and FFT Feb 3, 2013 A.H.
  3. DSP Lecture Vol-2 DFT and FFT Feb 3, 2013 A.H.