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数字信号处理
离散时间线性系统
离散傅立叶级数
(Discrete Fourier Series, DFS)
数字信号处理
离散时间线性系统 2
Teaching Content
Introduction
绪
论
Sampling in Time
Domain
Discrete time
signal analysis
method
Discrete time
system analysis
method
Time domain
analysis of
discrete-time
systems
Transformation domain
(frequency domain and
z domain) analysis of
discrete time systems
数字信号处理
离散时间线性系统 3
Teaching Content
Introduction
绪
论
Sampling in
Time Domain
Frequency domain
analysis of
discrete time
Systems
Time domain
analysis of discrete
time signals
Time domain
analysis of discrete
time Systems
Discrete Fourier Series
(DFS)
Discrete Time Fourier
Transform (DTFT)
Discrete Fourier
Transform (DFT)
Fast Fourier Transform
(FFT)
数字信号处理
离散时间线性系统 4
Application of frequency domain processing
After
noise
cancellation
With
noise
数字信号处理
离散时间线性系统 5
Application of frequency domain processing
数字信号处理
离散时间线性系统 6
Application of frequency domain processing
数字信号处理
离散时间线性系统 7
Classification of signals
Periodic signal Aperiodic signal
Continuous
time signal
Discrete
time signal
( )
x t
t
)
(n
x
n
)
(n
x
n
t
 
n
xa
( )
x t
数字信号处理
离散时间线性系统 8
Method for finding the spectrum according to
the time domain signal
Periodic signal Aperiodic signal
Continuous
time signal
Discrete time
signal
0
( ) ( )
FS
x t X jk

  ( ) ( )
FT
x t X j

 
 
x t
t
 
n
xa
0
( )
X jk
k
( )
x t
t
( )
X j

)
(n
x
n
?
)
(n
x
n
?
• How to get the spectrum based on
the time domain signal?
• Spectrum characteristics?
• How to get the spectrum based on
the time domain signal?
• Spectrum characteristics?
数字信号处理
离散时间线性系统 9
Explain the idea
First, we discuss how to obtain the spectrum of
a periodic discrete time signal.
Based on the relationship between periodic
discrete time signal and aperiodic discrete time
signal, analyze the spectrum of aperiodic
discrete time signal.
This part focus on the method to calculate the
spectrum of periodic discrete time signal.
数字信号处理
离散时间线性系统 10
1 1 2 2
( ) ( ) ( )
y n a n a n
 
   
1 1 2 2
( ) ( ) ( )
x n a n a n
 
   
input :
Output :
( ) ( ) ( )
y n x n h n
 
( ) ( )
m n n m
 
 
Discrete Fourier Series (DFS)
( )
x n ( )
y n
LTI System
T[●]
?
( )=
m n

Building modules:
数字信号处理
离散时间线性系统 11
Discrete Fourier Series (DFS)
Can a discrete periodic signal be
represented by a linear combination
of complex exponential functions?
( ) ( )
x n x n rN
 
0
0
( ) ( )
( ) ( )
a a
jk t
a
k
x t x t kT
x t A k e



 
 
0
jk t
e 
Continuous periodic signal can be
expanded into Fourier series form
0
( ) jk t
k t e
 

Continuous time
period signal:
Period: 0
T
Building modules:
Base frequency:
K subharmonic
component:
0 0
2 /T

 
Discrete time
period signal:
is arbitrary integer
r
is period
N
数字信号处理
离散时间线性系统 12
Discrete Fourier Series (DFS)
0
( ) jk n
k n e 
  0, 1, 2,
k   
A periodic sequence with a period of N:
Its base wave frequencies are:
The base wave is represented by a complex index:
The kth harmonics are:
2
1
j n
N
e e


2
j nk
N
k
e e


0
2
N

 
0
( ) jk t
k t e
 
 0 0
( ) jk Tn jk n
k n e e 
 
 
t nT

Time domain sampling
数字信号处理
离散时间线性系统 13
Discrete Fourier Series (DFS)
Discrete periodic signal can
be represented by a linear
combination of complex
exponential functions
( ) ( )
x n x n rN
 
0
0
( ) ( )
( ) ( )
a a
jk t
a
k
x t x t kT
x t A k e



 
 
Continuous periodic signal can
be expanded into Fourier series
form
Continuous time
period signal:
Discrete time
period signal:
0
( ) jk t
k t e
 
 0 0
2
( )
jk n
jk Tn jk n N
k n e e e



 
 
  
  
t nT

Time domain sampling
2
( )
jk n
N
k n e


 
 
 

2
1
( ) ( )
jk n
N
k
x n X k e
N

 

 
 

 
数字信号处理
离散时间线性系统 14
Discrete Fourier Series (DFS)
2 2
30 30
1 1
( ) ( )
j n j n
N
N
n e n e
 
 

 
  The kth harmonic is
still a sequence of N-
period.
Signal sets only N
signals are not the
same
( ) ( )
k k rN
n n
  

数字信号处理
离散时间线性系统 15
( ) ( )
x n x n rN
 
2
( )
jk n
N
k n e


 
 
 

0, 1, 2,
k   
linear combination
represents a general periodic
sequence
( )
k n

Discrete-time Fourier
series (DFS):
Discrete period Sequence
2
1
( ) ( )
jk n
N
k
x n X k e
N

 

 
 

 
2
1
0
1
( ) ( )
N jk n
N
k
x n X k e
N

 

 
 

 
Signal sets only N
signals are not the
same
( ) ( )
k k rN
n n
  

Discrete Fourier Series (DFS)
数字信号处理
离散时间线性系统 16
Discrete Fourier Series (DFS)
2
1
0
1
( ) ( )
N jk n
N
k
x n X k e
N

 

 
 

 
Multiply the coefficient of 1/N for the convenience of the calculation below;
is coefficient of k-th harmonic
( )
X k
?
( )
X k 
Discrete time Fourier series:
2 2
1 1 1 ( )
0 0 0
1
( ) ( )
N N N
j nr j k r n
N N
n n k
x n e X k e
N
 
   
  
 
   
   
  

 
2
1 1 ( )
0 0
1
( )
N N j k r n
N
k n
X k e
N

 
  
 
 
 
 
  
 
 
 
Step 1: Multiply the two sides of the upper formula by
Step 2: Sum from n=0 to N-1 to get:
2
j nr
N
e

 
  
 
数字信号处理
离散时间线性系统 17
Orthogonity by a complex exponential sequence:
2
1
0
( ) ( )
N j nr
N
n
x n e X r

 
   
 



2
2
2
1
( ) ( )
0
( )
1
0
1
N
N
N
N
j k r n j k r N
n
j k r
N k r
e e
k r
e




 





  
 




2 2
1 1 1 ( )
0 0 0
1
( ) ( )
N N N
j nr j k r n
N N
n k n
x n e X k e
N
 
   
  
 
   
   
  
 
  
 
 
  
k r

Discrete Fourier Series (DFS)
数字信号处理
离散时间线性系统 18
Discrete Fourier Series (DFS)
2
1
0
1
( ) ( )
N jk n
N
k
x n X k e
N

 

 
 

 
( )
X k
?
( )
X k 
Discrete time Fourier series:
2
1
0
( ) ( )
N j nr
N
n
x n e X r

 
   
 



2
1
0
( ) [ ( )] ( )
N j nk
N
n
X k DFS x n x n e

 

  
Multiply the coefficient of 1/N for the convenience of the calculation below;
is coefficient of k-th harmonic
数字信号处理
离散时间线性系统 19
The DFS positive transformation of the periodic sequence:
2
1 1
0 0
( ) [ ( )] ( ) ( )
N N
j nk
nk
N
N
n n
X k DFS x n x n e x n W

 

 
  
 
2
1 1
0 0
1 1
( ) [ ( )] ( ) ( )
N N
j nk
nk
N
N
k k
x n IDFS X k X k e X k W
N N

 

 
  
 
2
j
N
N
W e



We have:
Discrete Fourier Series (DFS)
k is a discrete frequency variable; n is a discrete time variable
The DFS inverse transformation of the periodic sequence:
0,1, 1
k N
  0,1, 1
n N
 
( )
X k is called the amplitude characteristic of spectrum ( )
X k
arg ( )
X k
 
  is called the phase characteristic of spectrum ( )
X k
数字信号处理
离散时间线性系统 20
Discrete Fourier Series (DFS)
2 2
1 1
( )
0 0
( ) ( ) ( ) ( )
N N
j k mN n j kn
N N
n n
X k mN x n e x n e X k
 
 
  
 
   
 
2
1
0
1
( ) ( )
N jk n
N
k
x n X k e
N

 

 
 

 
• The spectrum of the periodic sequence with a period of N has only N independent harmonic
components, and the base rate
• Kth harmonic frequency is , represents kth harmonic
component
• Spectrum is discrete, and the base wave frequency is the interval between
two discrete spectral lines adjacent
• The spectrum of a periodic sequence is a discrete periodic sequence with a period of N
2 / N

2 /
k N
 2 /
( ) ( )
j k N
X k X e 

0 2 / N
 

  ( )
x nT x n

n
0 1 2 3 4 N-1N
( )
X k
0 1 2 3 4 N-1 N k
数字信号处理
离散时间线性系统 21
Example
1
0
( ) ( )
N
nk
N
n
X k x n W


 
7
8
0
( ) nk
n
x n W

 
2 2 2
2 3
8 8 8
1
j k j k j k
e e e
  
  
   
3
8
0
nk
n
W

 
   
   
(0) 4 (1) 1 2 1 (2) 0 (3) 1 2 1
(4) 0 (5) 1 2 1 (6) 0 (7) 1 2 1
X X j X X j
X X j X X j
       
       
4
Problem: Given sequence extend to a periodic
sequence , the period is
( ) ( ), ( )
8 Find the DFS for
, ( ).


x n R n x n
N
x(n x
) n
:
数字信号处理
离散时间线性系统 22
 
 
 
 
2
2
2
2
(1) 1 2 1
(0) 4
(2) 0
(3) 1 2 1
(5) 1 2 1
(4) 0
(6) 0
(7) 1 2 1
X
X
X
X
X
X
X
X
  


  
  


  
Example
4
Problem: Given sequence extend to a periodic
sequence , the period is
( ) ( ), ( )
8 Find the DFS for
, ( ).


x n R n x n
N
x(n x
) n
:
数字信号处理
离散时间线性系统 23
 
 
 
 
arg (1) arctan 2 1
arg (0) 0
arg (2) 0 arg (1) arctan 2 1
arg (1) arctan 2 1
arg (4) 0
arg (6) 0 arg (1) arctan 2 1
X
X
X X
X
X
X X
   
    
 
      
   
   
    
 
      
   
Example
4
Problem: Given sequence extend to a periodic
sequence , the period is
( ) ( ), ( )
8 Find the DFS for
, ( ).


x n R n x n
N
x(n x
) n
:
数字信号处理
离散时间线性系统 24
References
1、程佩青,《数字信号处理教程(第四版)》,清华大学出版社,2015.
2、唐向宏、孙闽红,《数字信号处理——原理、实现与仿真(第二版)》,高
等教育出版社,2014.
3、唐向宏、岳恒立、孙闽红,《数字信号处理实践教程》,高等教育出版社,
2013.
4、A.V.Oppenheim、R.W. Schafer,《离散时间信号处理(第3版)》(英文
版),电子工业出版社,2011.
5、J. G.Proakis,D.G. Manolakis,《数字信号处理:原理、算法与应用(第4
版)》(英文版),电子工业出版社,2013.
6、V.K. Ingle、J.G. Proakis,《数字信号处理——应用MATLAB(第三版)》
(英文影印版),科学出版社,2016.
7、S. Poornachandra、B. Sasikala,《数字信号处理》(英文影印版),科学
出版社,2012.
8、James McNames 教授的讲义http://web.cecs.pdx.edu/~mcnames/
数字信号处理
离散时间线性系统
Thank you
南京信息工程大学
25

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1 周期离散时间信号的频域分析1——离散傅立叶级数(dfs)(在线版)

  • 2. 数字信号处理 离散时间线性系统 2 Teaching Content Introduction 绪 论 Sampling in Time Domain Discrete time signal analysis method Discrete time system analysis method Time domain analysis of discrete-time systems Transformation domain (frequency domain and z domain) analysis of discrete time systems
  • 3. 数字信号处理 离散时间线性系统 3 Teaching Content Introduction 绪 论 Sampling in Time Domain Frequency domain analysis of discrete time Systems Time domain analysis of discrete time signals Time domain analysis of discrete time Systems Discrete Fourier Series (DFS) Discrete Time Fourier Transform (DTFT) Discrete Fourier Transform (DFT) Fast Fourier Transform (FFT)
  • 4. 数字信号处理 离散时间线性系统 4 Application of frequency domain processing After noise cancellation With noise
  • 7. 数字信号处理 离散时间线性系统 7 Classification of signals Periodic signal Aperiodic signal Continuous time signal Discrete time signal ( ) x t t ) (n x n ) (n x n t   n xa ( ) x t
  • 8. 数字信号处理 离散时间线性系统 8 Method for finding the spectrum according to the time domain signal Periodic signal Aperiodic signal Continuous time signal Discrete time signal 0 ( ) ( ) FS x t X jk    ( ) ( ) FT x t X j      x t t   n xa 0 ( ) X jk k ( ) x t t ( ) X j  ) (n x n ? ) (n x n ? • How to get the spectrum based on the time domain signal? • Spectrum characteristics? • How to get the spectrum based on the time domain signal? • Spectrum characteristics?
  • 9. 数字信号处理 离散时间线性系统 9 Explain the idea First, we discuss how to obtain the spectrum of a periodic discrete time signal. Based on the relationship between periodic discrete time signal and aperiodic discrete time signal, analyze the spectrum of aperiodic discrete time signal. This part focus on the method to calculate the spectrum of periodic discrete time signal.
  • 10. 数字信号处理 离散时间线性系统 10 1 1 2 2 ( ) ( ) ( ) y n a n a n       1 1 2 2 ( ) ( ) ( ) x n a n a n       input : Output : ( ) ( ) ( ) y n x n h n   ( ) ( ) m n n m     Discrete Fourier Series (DFS) ( ) x n ( ) y n LTI System T[●] ? ( )= m n  Building modules:
  • 11. 数字信号处理 离散时间线性系统 11 Discrete Fourier Series (DFS) Can a discrete periodic signal be represented by a linear combination of complex exponential functions? ( ) ( ) x n x n rN   0 0 ( ) ( ) ( ) ( ) a a jk t a k x t x t kT x t A k e        0 jk t e  Continuous periodic signal can be expanded into Fourier series form 0 ( ) jk t k t e    Continuous time period signal: Period: 0 T Building modules: Base frequency: K subharmonic component: 0 0 2 /T    Discrete time period signal: is arbitrary integer r is period N
  • 12. 数字信号处理 离散时间线性系统 12 Discrete Fourier Series (DFS) 0 ( ) jk n k n e    0, 1, 2, k    A periodic sequence with a period of N: Its base wave frequencies are: The base wave is represented by a complex index: The kth harmonics are: 2 1 j n N e e   2 j nk N k e e   0 2 N    0 ( ) jk t k t e    0 0 ( ) jk Tn jk n k n e e      t nT  Time domain sampling
  • 13. 数字信号处理 离散时间线性系统 13 Discrete Fourier Series (DFS) Discrete periodic signal can be represented by a linear combination of complex exponential functions ( ) ( ) x n x n rN   0 0 ( ) ( ) ( ) ( ) a a jk t a k x t x t kT x t A k e        Continuous periodic signal can be expanded into Fourier series form Continuous time period signal: Discrete time period signal: 0 ( ) jk t k t e    0 0 2 ( ) jk n jk Tn jk n N k n e e e              t nT  Time domain sampling 2 ( ) jk n N k n e          2 1 ( ) ( ) jk n N k x n X k e N           
  • 14. 数字信号处理 离散时间线性系统 14 Discrete Fourier Series (DFS) 2 2 30 30 1 1 ( ) ( ) j n j n N N n e n e          The kth harmonic is still a sequence of N- period. Signal sets only N signals are not the same ( ) ( ) k k rN n n    
  • 15. 数字信号处理 离散时间线性系统 15 ( ) ( ) x n x n rN   2 ( ) jk n N k n e          0, 1, 2, k    linear combination represents a general periodic sequence ( ) k n  Discrete-time Fourier series (DFS): Discrete period Sequence 2 1 ( ) ( ) jk n N k x n X k e N            2 1 0 1 ( ) ( ) N jk n N k x n X k e N            Signal sets only N signals are not the same ( ) ( ) k k rN n n     Discrete Fourier Series (DFS)
  • 16. 数字信号处理 离散时间线性系统 16 Discrete Fourier Series (DFS) 2 1 0 1 ( ) ( ) N jk n N k x n X k e N            Multiply the coefficient of 1/N for the convenience of the calculation below; is coefficient of k-th harmonic ( ) X k ? ( ) X k  Discrete time Fourier series: 2 2 1 1 1 ( ) 0 0 0 1 ( ) ( ) N N N j nr j k r n N N n n k x n e X k e N                          2 1 1 ( ) 0 0 1 ( ) N N j k r n N k n X k e N                        Step 1: Multiply the two sides of the upper formula by Step 2: Sum from n=0 to N-1 to get: 2 j nr N e        
  • 17. 数字信号处理 离散时间线性系统 17 Orthogonity by a complex exponential sequence: 2 1 0 ( ) ( ) N j nr N n x n e X r             2 2 2 1 ( ) ( ) 0 ( ) 1 0 1 N N N N j k r n j k r N n j k r N k r e e k r e                     2 2 1 1 1 ( ) 0 0 0 1 ( ) ( ) N N N j nr j k r n N N n k n x n e X k e N                                   k r  Discrete Fourier Series (DFS)
  • 18. 数字信号处理 离散时间线性系统 18 Discrete Fourier Series (DFS) 2 1 0 1 ( ) ( ) N jk n N k x n X k e N            ( ) X k ? ( ) X k  Discrete time Fourier series: 2 1 0 ( ) ( ) N j nr N n x n e X r             2 1 0 ( ) [ ( )] ( ) N j nk N n X k DFS x n x n e        Multiply the coefficient of 1/N for the convenience of the calculation below; is coefficient of k-th harmonic
  • 19. 数字信号处理 离散时间线性系统 19 The DFS positive transformation of the periodic sequence: 2 1 1 0 0 ( ) [ ( )] ( ) ( ) N N j nk nk N N n n X k DFS x n x n e x n W            2 1 1 0 0 1 1 ( ) [ ( )] ( ) ( ) N N j nk nk N N k k x n IDFS X k X k e X k W N N            2 j N N W e    We have: Discrete Fourier Series (DFS) k is a discrete frequency variable; n is a discrete time variable The DFS inverse transformation of the periodic sequence: 0,1, 1 k N   0,1, 1 n N   ( ) X k is called the amplitude characteristic of spectrum ( ) X k arg ( ) X k     is called the phase characteristic of spectrum ( ) X k
  • 20. 数字信号处理 离散时间线性系统 20 Discrete Fourier Series (DFS) 2 2 1 1 ( ) 0 0 ( ) ( ) ( ) ( ) N N j k mN n j kn N N n n X k mN x n e x n e X k                2 1 0 1 ( ) ( ) N jk n N k x n X k e N            • The spectrum of the periodic sequence with a period of N has only N independent harmonic components, and the base rate • Kth harmonic frequency is , represents kth harmonic component • Spectrum is discrete, and the base wave frequency is the interval between two discrete spectral lines adjacent • The spectrum of a periodic sequence is a discrete periodic sequence with a period of N 2 / N  2 / k N  2 / ( ) ( ) j k N X k X e   0 2 / N      ( ) x nT x n  n 0 1 2 3 4 N-1N ( ) X k 0 1 2 3 4 N-1 N k
  • 21. 数字信号处理 离散时间线性系统 21 Example 1 0 ( ) ( ) N nk N n X k x n W     7 8 0 ( ) nk n x n W    2 2 2 2 3 8 8 8 1 j k j k j k e e e           3 8 0 nk n W            (0) 4 (1) 1 2 1 (2) 0 (3) 1 2 1 (4) 0 (5) 1 2 1 (6) 0 (7) 1 2 1 X X j X X j X X j X X j                 4 Problem: Given sequence extend to a periodic sequence , the period is ( ) ( ), ( ) 8 Find the DFS for , ( ).   x n R n x n N x(n x ) n :
  • 22. 数字信号处理 离散时间线性系统 22         2 2 2 2 (1) 1 2 1 (0) 4 (2) 0 (3) 1 2 1 (5) 1 2 1 (4) 0 (6) 0 (7) 1 2 1 X X X X X X X X                 Example 4 Problem: Given sequence extend to a periodic sequence , the period is ( ) ( ), ( ) 8 Find the DFS for , ( ).   x n R n x n N x(n x ) n :
  • 23. 数字信号处理 离散时间线性系统 23         arg (1) arctan 2 1 arg (0) 0 arg (2) 0 arg (1) arctan 2 1 arg (1) arctan 2 1 arg (4) 0 arg (6) 0 arg (1) arctan 2 1 X X X X X X X X                                             Example 4 Problem: Given sequence extend to a periodic sequence , the period is ( ) ( ), ( ) 8 Find the DFS for , ( ).   x n R n x n N x(n x ) n :
  • 24. 数字信号处理 离散时间线性系统 24 References 1、程佩青,《数字信号处理教程(第四版)》,清华大学出版社,2015. 2、唐向宏、孙闽红,《数字信号处理——原理、实现与仿真(第二版)》,高 等教育出版社,2014. 3、唐向宏、岳恒立、孙闽红,《数字信号处理实践教程》,高等教育出版社, 2013. 4、A.V.Oppenheim、R.W. Schafer,《离散时间信号处理(第3版)》(英文 版),电子工业出版社,2011. 5、J. G.Proakis,D.G. Manolakis,《数字信号处理:原理、算法与应用(第4 版)》(英文版),电子工业出版社,2013. 6、V.K. Ingle、J.G. Proakis,《数字信号处理——应用MATLAB(第三版)》 (英文影印版),科学出版社,2016. 7、S. Poornachandra、B. Sasikala,《数字信号处理》(英文影印版),科学 出版社,2012. 8、James McNames 教授的讲义http://web.cecs.pdx.edu/~mcnames/