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1
Copyright © 2001, S. K. Mitra
Computation of the DFT of
Computation of the DFT of
Real Sequences
Real Sequences
• In most practical applications, sequences of
interest are real
• In such cases, the symmetry properties of
the DFT given in Table 3.7 can be exploited
to make the DFT computations more
efficient
2
Copyright © 2001, S. K. Mitra
N
N-Point
-Point DFTs
DFTs of Two
of Two Length
Length-
-N
N
Real Sequences
Real Sequences
• Let g[n] and h[n] be two length-N real
sequences with G[k] and H[k] denoting their
respective N-point DFTs
• These two N-point DFTs can be computed
efficiently using a single N-point DFT
• Define a complex length-N sequence
• Hence, g[n] = Re{x[n]} and h[n] = Im{x[n]}
]
[
]
[
]
[ n
h
j
n
g
n
x +
=
3
Copyright © 2001, S. K. Mitra
N
N-Point
-Point DFTs
DFTs of Two Length-
of Two Length-N
N
Real Sequences
Real Sequences
• Let X[k] denote the N-point DFT of x[n]
• Then, from Table 3.6 we arrive at
• Note that
]}
[
*
]
[
{
]
[
2
1
N
k
X
k
X
k
G 〉
〈−
+
=
]}
[
*
]
[
{
]
[
2
1
N
j
k
X
k
X
k
H 〉
〈−
−
=
]
[
*
]
[
* N
N k
N
X
k
X 〉
−
〈
=
〉
〈−
4
Copyright © 2001, S. K. Mitra
N
N-Point
-Point DFTs
DFTs of Two Length-
of Two Length-N
N
Real Sequences
Real Sequences
• Example - We compute the 4-point DFTs of
the two real sequences g[n] and h[n] given
below
• Then is given by
}
{
]}
[
{
},
{
]}
[
{ 1
1
2
2
1
0
2
1 =
= n
h
n
g
↑ ↑
]}
[
{
]}
[
{
]}
[
{ n
h
j
n
g
n
x +
=
}
{
]}
[
{ j
j
j
j
n
x +
+
+
= 1
2
2
2
1
↑
5
Copyright © 2001, S. K. Mitra
N
N-Point
-Point DFTs
DFTs of Two Length-
of Two Length-N
N
Real Sequences
Real Sequences
• Its DFT X[k] is
• From the above
• Hence










−
+
=










+
+
+










−
−
−
−
−
−
=










2
2
2
6
4
1
2
2
2
1
1
1
1
1
1
1
1
1
1
1
1
1
3
2
1
0
j
j
j
j
j
j
j
j
j
j
X
X
X
X
]
[
]
[
]
[
]
[
]
[
]
[
* 2
2
2
6
4 j
j
k
X −
−
−
=
]
2
2
2
6
4
[
]
4
[
* 4 −
−
−
=
〉
−
〈 j
j
k
X
6
Copyright © 2001, S. K. Mitra
N
N-Point
-Point DFTs
DFTs of Two Length-
of Two Length-N
N
Real Sequences
Real Sequences
• Therefore
verifying the results derived earlier
}
{
]}
[
{ j
j
k
G +
−
−
= 1
2
1
4
}
{
]}
[
{ j
j
k
H +
−
= 1
0
1
6
7
Copyright © 2001, S. K. Mitra
2
2N
N-Point DFT of a Real
-Point DFT of a Real
Sequence Using an
Sequence Using an N
N-point DFT
-point DFT
• Let v[n] be a length-2N real sequence with
an 2N-point DFT V[k]
• Define two length-N real sequences g[n]
and h[n] as follows:
• Let G[k] and H[k] denote their respective N-
point DFTs
N
n
n
v
n
h
n
v
n
g ≤
≤
+
=
= 0
1
2
2 ],
[
]
[
],
[
]
[
8
Copyright © 2001, S. K. Mitra
2
2N
N-Point DFT of a Real
-Point DFT of a Real
Sequence Using an
Sequence Using an N
N-point DFT
-point DFT
• Define a length-N complex sequence
with an N-point DFT X[k]
• Then as shown earlier
]}
[
{
]}
[
{
]}
[
{ n
h
j
n
g
n
x +
=
]}
[
*
]
[
{
]
[
2
1
N
k
X
k
X
k
G 〉
〈−
+
=
]}
[
*
]
[
{
]
[
2
1
N
j
k
X
k
X
k
H 〉
〈−
−
=
9
Copyright © 2001, S. K. Mitra
2
2N
N-Point DFT of a Real
-Point DFT of a Real
Sequence Using an
Sequence Using an N
N-point DFT
-point DFT
• Now ∑
−
=
=
1
2
0
2
N
n
nk
N
W
n
v
k
V ]
[
]
[
∑ ∑
−
=
−
=
+
+
+
=
1
0
1
0
1
2
2
2
2 1
2
2
N
n
N
n
k
n
N
nk
N W
n
v
W
n
v )
(
]
[
]
[
∑ ∑
−
=
−
=
+
=
1
0
1
0
2
N
n
N
n
k
N
nk
N
nk
N W
W
n
h
W
n
g ]
[
]
[
∑ ∑
−
=
−
=
−
≤
≤
+
=
1
0
1
0
2 1
2
0
N
n
N
n
nk
N
k
N
nk
N N
k
W
n
h
W
W
n
g ,
]
[
]
[
10
Copyright © 2001, S. K. Mitra
2
2N
N-Point DFT of a Real
-Point DFT of a Real
Sequence Using an
Sequence Using an N
N-point DFT
-point DFT
• i.e.,
• Example - Let us determine the 8-point
DFT V[k] of the length-8 real sequence
• We form two length-4 real sequences as
follows
1
2
0
],
[
]
[
]
[ 2 −
≤
≤
〉
〈
+
〉
〈
= N
k
k
H
W
k
G
k
V N
k
N
N
}
{
]}
[
{ 1
1
1
0
2
2
2
1
=
n
v
↑
11
Copyright © 2001, S. K. Mitra
2
2N
N-Point DFT of a Real
-Point DFT of a Real
Sequence Using an
Sequence Using an N
N-point DFT
-point DFT
• Now
• Substituting the values of the 4-point DFTs
G[k] and H[k] computed earlier we get
}
{
]}
[
{
]}
[
{ 1
0
2
1
2 =
= n
v
n
g
↑
}
{
]}
[
{
]}
[
{ 1
1
2
2
1
2 =
+
= n
v
n
h
↑
7
0
],
[
]
[
]
[ 4
8
4 ≤
≤
〉
〈
+
〉
〈
= k
k
H
W
k
G
k
V k
12
Copyright © 2001, S. K. Mitra
2
2N
N-Point DFT of a Real
-Point DFT of a Real
Sequence Using an
Sequence Using an N
N-point DFT
-point DFT
10
6
4
0
0
0 =
+
=
+
= ]
[
]
[
]
[ H
G
V
]
[
]
[
]
[ 1
1
1 1
8 H
W
G
V +
=
4142
2
1
1
1 4
.
)
(
)
( /
j
j
e
j j
−
=
−
+
−
= − π
2
0
2
2
2
2 2
2
8 −
=
⋅
+
−
=
+
= − /
]
[
]
[
]
[ π
j
e
H
W
G
V
]
[
]
[
]
[ 3
3
3 3
8 H
W
G
V +
=
4142
0
1
1
1 4
3
.
)
(
)
( /
j
j
e
j j
−
=
+
+
+
= − π
2
6
4
0
0
4 4
8 −
=
⋅
+
=
+
= − π
j
e
H
W
G
V ]
[
]
[
]
[
13
Copyright © 2001, S. K. Mitra
2
2N
N-Point DFT of a Real
-Point DFT of a Real
Sequence Using an
Sequence Using an N
N-point DFT
-point DFT
]
[
]
[
]
[ 1
1
5 5
8 H
W
G
V +
=
4142
0
1
1
1 4
5
.
)
(
)
( /
j
j
e
j j
+
=
−
+
−
= − π
2
0
2
2
2
6 2
3
6
8 −
=
⋅
+
−
=
+
= − /
]
[
]
[
]
[ π
j
e
H
W
G
V
]
[
]
[
]
[ 3
3
7 7
8 H
W
G
V +
=
4142
2
1
1
1 4
7
.
)
(
)
( /
j
j
e
j j
+
=
+
+
+
= − π
14
Copyright © 2001, S. K. Mitra
Linear Convolution Using the
Linear Convolution Using the
DFT
DFT
• Linear convolution is a key operation in
many signal processing applications
• Since a DFT can be efficiently implemented
using FFT algorithms, it is of interest to
develop methods for the implementation of
linear convolution using the DFT
15
Copyright © 2001, S. K. Mitra
Linear Convolution of Two
Linear Convolution of Two
Finite-Length Sequences
Finite-Length Sequences
• Let g[n] and h[n] be two finite-length
sequences of length N and M, respectively
• Denote
• Define two length-L sequences
1
−
+
= M
N
L



−
≤
≤
−
≤
≤
=
1
0
1
0
L
n
N
N
n
n
g
n
ge ,
],
[
]
[



−
≤
≤
−
≤
≤
=
1
0
1
0
L
n
M
M
n
n
h
n
he ,
],
[
]
[
16
Copyright © 2001, S. K. Mitra
Linear Convolution of Two
Linear Convolution of Two
Finite-Length Sequences
Finite-Length Sequences
• Then
• The corresponding implementation scheme
is illustrated below
]
[
]
[
]
[
]
[
]
[
]
[ n
h
n
g
n
y
n
h
n
g
n
y C
L =
=
= * L
Zero-padding
with
zeros
1)
( −
N point DFT
Zero-padding
with
zeros
1)
( −
M
−
−
+ )
( 1
M
N
point DFT
×
g[n]
h[n]
Length-N
]
[n
ge
]
[n
he −
−
+ )
( 1
M
N
−
−
+ )
( 1
M
N
point IDFT
]
[n
yL
Length-M Length- )
( 1
−
+ M
N
17
Copyright © 2001, S. K. Mitra
Linear Convolution of a Finite-
Linear Convolution of a Finite-
Length Sequence with an
Length Sequence with an
Infinite-Length Sequence
Infinite-Length Sequence
• We next consider the DFT-based
implementation of
where h[n] is a finite-length sequence of
length M and x[n] is an infinite length (or a
finite length sequence of length much
greater than M)
]
[
]
[
]
[
]
[
]
[ n
x
n
h
n
x
h
n
y
M
∑
−
=
=
−
=
1
0
l
l
l *
18
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
• We first segment x[n], assumed to be a
causal sequence here without any loss of
generality, into a set of contiguous finite-
length subsequences of length N each:
where
]
[n
xm
∑
∞
=
−
=
0
m
m mN
n
x
n
x ]
[
]
[


 −
≤
≤
+
=
otherwise
0
1
0
,
],
[
]
[
N
n
mN
n
x
n
xm
19
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
• Thus we can write
where
• Since h[n] is of length M and is of
length N, the linear convolution
is of length
]
[n
xm
]
[
]
[ n
x
n
h m
*
]
[
]
[
]
[ n
x
n
h
n
y m
m = *
∑
∞
=
−
=
=
0
m
m mN
n
y
n
x
n
h
n
y ]
[
]
[
]
[
]
[ *
1
−
+ M
N
20
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
• As a result, the desired linear convolution
has been broken up into a
sum of infinite number of short-length
linear convolutions of length
each:
• Each of these short convolutions can be
implemented using the DFT-based method
discussed earlier, where now the DFTs (and
the IDFT) are computed on the basis of
points
]
[
]
[
]
[ n
x
n
h
n
y = *
1
−
+ M
N
)
( 1
−
+ M
N
]
[
]
[
]
[ n
h
n
x
n
y m
m = L
21
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
• There is one more subtlety to take care of
before we can implement
using the DFT-based approach
• Now the first convolution in the above sum,
, is of length
and is defined for
∑
∞
=
−
=
0
m
m mN
n
y
n
y ]
[
]
[
1
−
+ M
N
2
0 −
+
≤
≤ M
N
n
]
[
]
[
]
[ 0
0 n
x
n
h
n
y = *
22
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
• The second short convolution
, is also of length
but is defined for
• There is an overlap of samples
between these two short linear convolutions
• Likewise, the third short convolution
, is also of length
but is defined for
1
−
+ M
N
2
2 −
+
≤
≤ M
N
n
N
2
0 −
+
≤
≤ M
N
n
1
−
M
]
[
]
[ n
x
n
h 2
*
]
[
]
[ n
x
n
h 1
*
=
]
[
2 n
y
=
]
[
1 n
y
1
−
+ M
N
23
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
• Thus there is an overlap of samples
between and
• In general, there will be an overlap of
samples between the samples of the short
convolutions and
for
• This process is illustrated in the figure on
the next slide for M = 5 and N = 7
]
[
]
[ n
x
n
h r 1
−
* ]
[
]
[ n
x
n
h r
*
1
−
M
1
−
M
]
[
]
[ n
x
n
h 1
* ]
[
]
[ n
x
n
h 2
*
24
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
25
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
Add
Add
26
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
• Therefore, y[n] obtained by a linear
convolution of x[n] and h[n] is given by
],
[
]
[ n
y
n
y 0
=
],
[
]
[
]
[ 7
1
0 −
+
= n
y
n
y
n
y
],
[
]
[ 7
1 −
= n
y
n
y
],
[
]
[
]
[ 14
7 2
1 −
+
−
= n
y
n
y
n
y
],
[
]
[ 14
2 −
= n
y
n
y
•
•
•
6
0 ≤
≤ n
10
7 ≤
≤ n
13
11 ≤
≤ n
17
14 ≤
≤ n
20
18 ≤
≤ n
27
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
• The above procedure is called the overlap-
add method since the results of the short
linear convolutions overlap and the
overlapped portions are added to get the
correct final result
• The function fftfilt can be used to
implement the above method
28
Copyright © 2001, S. K. Mitra
Overlap-Add Method
Overlap-Add Method
• Program 3_6 illustrates the use of fftfilt
in the filtering of a noise-corrupted signal
using a length-3 moving average filter
• The plots generated by running this program
is shown below
0 10 20 30 40 50 60
-2
0
2
4
6
8
Time index n
Amplitude
s[n]
y[n]
29
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• In implementing the overlap-add method
using the DFT, we need to compute two
-point DFTs and one -
point IDFT since the overall linear
convolution was expressed as a sum of
short-length linear convolutions of length
each
• It is possible to implement the overall linear
convolution by performing instead circular
convolution of length shorter than
)
( 1
−
+ M
N )
( 1
−
+ M
N
)
( 1
−
+ M
N
)
( 1
−
+ M
N
30
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• To this end, it is necessary to segment x[n]
into overlapping blocks , keep the
terms of the circular convolution of h[n]
with that corresponds to the terms
obtained by a linear convolution of h[n] and
, and throw away the other parts of
the circular convolution
]
[n
xm
]
[n
xm
]
[n
xm
31
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• To understand the correspondence between
the linear and circular convolutions,
consider a length-4 sequence x[n] and a
length-3 sequence h[n]
• Let denote the result of a linear
convolution of x[n] with h[n]
• The six samples of are given by
]
[n
yL
]
[n
yL
32
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
]
[
]
[
]
[ 0
0
0 x
h
yL =
]
[
]
[
]
[
]
[
]
[ 0
1
1
0
1 x
h
x
h
yL +
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 0
2
1
1
2
0
2 x
h
x
h
x
h
yL +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 1
2
2
1
3
0
3 x
h
x
h
x
h
yL +
+
=
]
[
]
[
]
[
]
[
]
[ 2
2
3
1
4 x
h
x
h
yL +
=
]
[
]
[
]
[ 3
2
5 x
h
yL =
33
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• If we append h[n] with a single zero-valued
sample and convert it into a length-4
sequence , the 4-point circular
convolution of and x[n] is given
by
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 2
2
3
1
0
0
0 x
h
x
h
x
h
yC +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 3
2
0
1
1
0
1 x
h
x
h
x
h
yC +
+
=
]
0
[
]
2
[
]
1
[
]
1
[
]
2
[
]
0
[
]
2
[ x
h
x
h
x
h
yC +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 1
2
2
1
3
0
3 x
h
x
h
x
h
yC +
+
=
]
[n
he
]
[n
he
]
[n
yC
34
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• If we compare the expressions for the
samples of with the samples of ,
we observe that the first 2 terms of do
not correspond to the first 2 terms of ,
whereas the last 2 terms of are
precisely the same as the 3rd and 4th terms
of , i.e.,
]
[n
yL
]
[n
yL
]
[n
yL
]
[n
yC
]
[n
yC
]
[n
yC
],
[
]
[ 0
0 C
L y
y ≠ ]
[
]
[ 1
1 C
L y
y ≠
],
[
]
[ 2
2 C
L y
y = ]
[
]
[ 3
3 C
L y
y =
35
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• General case: N-point circular convolution
of a length-M sequence h[n] with a length-N
sequence x[n] with N > M
• First samples of the circular
convolution are incorrect and are rejected
• Remaining samples correspond
to the correct samples of the linear
convolution of h[n] with x[n]
1
−
M
1
+
− M
N
36
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• Now, consider an infinitely long or very
long sequence x[n]
• Break it up as a collection of smaller length
(length-4) overlapping sequences as
• Next, form
]
[n
xm
∞
≤
≤
≤
≤
+
= m
n
m
n
x
n
xm 0
3
0
2 ,
],
[
]
[
]
[
]
[
]
[ n
x
n
h
n
w m
m = 4
37
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• Or, equivalently,
• Computing the above for m = 0, 1, 2, 3, . . . ,
and substituting the values of we
arrive at
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 2
2
3
1
0
0
0 m
m
m
m x
h
x
h
x
h
w +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 3
2
0
1
1
0
1 m
m
m
m x
h
x
h
x
h
w +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 0
2
1
1
2
0
2 m
m
m
m x
h
x
h
x
h
w +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 1
2
2
1
3
0
3 m
m
m
m x
h
x
h
x
h
w +
+
=
]
[n
xm
38
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 2
2
3
1
0
0
0
0 x
h
x
h
x
h
w +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 3
2
0
1
1
0
1
0 x
h
x
h
x
h
w +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 2
0
2
1
1
2
0
2
0 y
x
h
x
h
x
h
w =
+
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 3
1
2
2
1
3
0
3
0 y
x
h
x
h
x
h
w =
+
+
=
←Reject
←Reject
←Save
←Save
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 4
2
5
1
2
0
0
1 x
h
x
h
x
h
w +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 5
2
2
1
3
0
1
1 x
h
x
h
x
h
w +
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 4
2
2
3
1
4
0
2
1 y
x
h
x
h
x
h
w =
+
+
=
]
[
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 5
3
2
4
1
5
0
3
1 y
x
h
x
h
x
h
w =
+
+
=
←Reject
←Reject
←Save
←Save
39
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 6
2
5
1
4
0
0
2 x
h
x
h
x
h
w +
+
= ←Reject
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 7
2
4
1
5
0
1
2 x
h
x
h
x
h
w +
+
= ←Reject
]
[
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 6
4
2
5
1
6
0
2
2 y
x
h
x
h
x
h
w =
+
+
= ←Save
]
[
]
[
]
[
]
[
]
[
]
[
]
[
]
[ 7
5
2
6
1
7
0
3
2 y
x
h
x
h
x
h
w =
+
+
= ←Save
40
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• It should be noted that to determine y[0] and
y[1], we need to form :
and compute for
reject and , and save
and
]
[n
x 1
−
,
]
[
,
]
[ 0
1
0
0 1
1 =
= −
− x
x
]
[
]
[
]
[ n
x
n
h
n
w 1
1 −
− = 4 3
0 ≤
≤ n
]
[0
1
−
w ]
[1
1
−
w ]
[
]
[ 0
2
1 y
w =
−
]
[
]
[ 1
3
1 y
w =
−
]
[
]
[
],
[
]
[ 1
3
0
2 1
1 x
x
x
x =
= −
−
41
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• General Case: Let h[n] be a length-N
sequence
• Let denote the m-th section of an
infinitely long sequence x[n] of length N
and defined by
with M < N
1
0
)],
1
(
[
]
[ −
≤
≤
+
−
+
= N
n
m
N
m
n
x
n
xm
]
[n
xm
42
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• Let
• Then, we reject the first samples of
and “abut” the remaining samples of
to form , the linear convolution of
h[n] and x[n]
• If denotes the saved portion of ,
i.e.
]
[n
wm
]
[n
wm
]
[
]
[
]
[ n
x
n
h
n
w m
m = N
1
−
M
1
+
− M
N
]
[n
yL
]
[n
ym ]
[n
wm



−
≤
≤
−
−
≤
≤
=
2
1
],
[
2
0
,
0
]
[
N
n
M
n
w
M
n
n
y
m
m
43
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• Then
• The approach is called overlap-save
method since the input is segmented into
overlapping sections and parts of the results
of the circular convolutions are saved and
abutted to determine the linear convolution
result
1
1
],
[
)]
1
(
[ −
≤
≤
−
=
+
−
+ N
n
M
n
y
M
N
m
n
y m
L
44
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method
• Process is illustrated next
45
Copyright © 2001, S. K. Mitra
Overlap-Save Method
Overlap-Save Method

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ch3-3

  • 1. 1 Copyright © 2001, S. K. Mitra Computation of the DFT of Computation of the DFT of Real Sequences Real Sequences • In most practical applications, sequences of interest are real • In such cases, the symmetry properties of the DFT given in Table 3.7 can be exploited to make the DFT computations more efficient
  • 2. 2 Copyright © 2001, S. K. Mitra N N-Point -Point DFTs DFTs of Two of Two Length Length- -N N Real Sequences Real Sequences • Let g[n] and h[n] be two length-N real sequences with G[k] and H[k] denoting their respective N-point DFTs • These two N-point DFTs can be computed efficiently using a single N-point DFT • Define a complex length-N sequence • Hence, g[n] = Re{x[n]} and h[n] = Im{x[n]} ] [ ] [ ] [ n h j n g n x + =
  • 3. 3 Copyright © 2001, S. K. Mitra N N-Point -Point DFTs DFTs of Two Length- of Two Length-N N Real Sequences Real Sequences • Let X[k] denote the N-point DFT of x[n] • Then, from Table 3.6 we arrive at • Note that ]} [ * ] [ { ] [ 2 1 N k X k X k G 〉 〈− + = ]} [ * ] [ { ] [ 2 1 N j k X k X k H 〉 〈− − = ] [ * ] [ * N N k N X k X 〉 − 〈 = 〉 〈−
  • 4. 4 Copyright © 2001, S. K. Mitra N N-Point -Point DFTs DFTs of Two Length- of Two Length-N N Real Sequences Real Sequences • Example - We compute the 4-point DFTs of the two real sequences g[n] and h[n] given below • Then is given by } { ]} [ { }, { ]} [ { 1 1 2 2 1 0 2 1 = = n h n g ↑ ↑ ]} [ { ]} [ { ]} [ { n h j n g n x + = } { ]} [ { j j j j n x + + + = 1 2 2 2 1 ↑
  • 5. 5 Copyright © 2001, S. K. Mitra N N-Point -Point DFTs DFTs of Two Length- of Two Length-N N Real Sequences Real Sequences • Its DFT X[k] is • From the above • Hence           − + =           + + +           − − − − − − =           2 2 2 6 4 1 2 2 2 1 1 1 1 1 1 1 1 1 1 1 1 1 3 2 1 0 j j j j j j j j j j X X X X ] [ ] [ ] [ ] [ ] [ ] [ * 2 2 2 6 4 j j k X − − − = ] 2 2 2 6 4 [ ] 4 [ * 4 − − − = 〉 − 〈 j j k X
  • 6. 6 Copyright © 2001, S. K. Mitra N N-Point -Point DFTs DFTs of Two Length- of Two Length-N N Real Sequences Real Sequences • Therefore verifying the results derived earlier } { ]} [ { j j k G + − − = 1 2 1 4 } { ]} [ { j j k H + − = 1 0 1 6
  • 7. 7 Copyright © 2001, S. K. Mitra 2 2N N-Point DFT of a Real -Point DFT of a Real Sequence Using an Sequence Using an N N-point DFT -point DFT • Let v[n] be a length-2N real sequence with an 2N-point DFT V[k] • Define two length-N real sequences g[n] and h[n] as follows: • Let G[k] and H[k] denote their respective N- point DFTs N n n v n h n v n g ≤ ≤ + = = 0 1 2 2 ], [ ] [ ], [ ] [
  • 8. 8 Copyright © 2001, S. K. Mitra 2 2N N-Point DFT of a Real -Point DFT of a Real Sequence Using an Sequence Using an N N-point DFT -point DFT • Define a length-N complex sequence with an N-point DFT X[k] • Then as shown earlier ]} [ { ]} [ { ]} [ { n h j n g n x + = ]} [ * ] [ { ] [ 2 1 N k X k X k G 〉 〈− + = ]} [ * ] [ { ] [ 2 1 N j k X k X k H 〉 〈− − =
  • 9. 9 Copyright © 2001, S. K. Mitra 2 2N N-Point DFT of a Real -Point DFT of a Real Sequence Using an Sequence Using an N N-point DFT -point DFT • Now ∑ − = = 1 2 0 2 N n nk N W n v k V ] [ ] [ ∑ ∑ − = − = + + + = 1 0 1 0 1 2 2 2 2 1 2 2 N n N n k n N nk N W n v W n v ) ( ] [ ] [ ∑ ∑ − = − = + = 1 0 1 0 2 N n N n k N nk N nk N W W n h W n g ] [ ] [ ∑ ∑ − = − = − ≤ ≤ + = 1 0 1 0 2 1 2 0 N n N n nk N k N nk N N k W n h W W n g , ] [ ] [
  • 10. 10 Copyright © 2001, S. K. Mitra 2 2N N-Point DFT of a Real -Point DFT of a Real Sequence Using an Sequence Using an N N-point DFT -point DFT • i.e., • Example - Let us determine the 8-point DFT V[k] of the length-8 real sequence • We form two length-4 real sequences as follows 1 2 0 ], [ ] [ ] [ 2 − ≤ ≤ 〉 〈 + 〉 〈 = N k k H W k G k V N k N N } { ]} [ { 1 1 1 0 2 2 2 1 = n v ↑
  • 11. 11 Copyright © 2001, S. K. Mitra 2 2N N-Point DFT of a Real -Point DFT of a Real Sequence Using an Sequence Using an N N-point DFT -point DFT • Now • Substituting the values of the 4-point DFTs G[k] and H[k] computed earlier we get } { ]} [ { ]} [ { 1 0 2 1 2 = = n v n g ↑ } { ]} [ { ]} [ { 1 1 2 2 1 2 = + = n v n h ↑ 7 0 ], [ ] [ ] [ 4 8 4 ≤ ≤ 〉 〈 + 〉 〈 = k k H W k G k V k
  • 12. 12 Copyright © 2001, S. K. Mitra 2 2N N-Point DFT of a Real -Point DFT of a Real Sequence Using an Sequence Using an N N-point DFT -point DFT 10 6 4 0 0 0 = + = + = ] [ ] [ ] [ H G V ] [ ] [ ] [ 1 1 1 1 8 H W G V + = 4142 2 1 1 1 4 . ) ( ) ( / j j e j j − = − + − = − π 2 0 2 2 2 2 2 2 8 − = ⋅ + − = + = − / ] [ ] [ ] [ π j e H W G V ] [ ] [ ] [ 3 3 3 3 8 H W G V + = 4142 0 1 1 1 4 3 . ) ( ) ( / j j e j j − = + + + = − π 2 6 4 0 0 4 4 8 − = ⋅ + = + = − π j e H W G V ] [ ] [ ] [
  • 13. 13 Copyright © 2001, S. K. Mitra 2 2N N-Point DFT of a Real -Point DFT of a Real Sequence Using an Sequence Using an N N-point DFT -point DFT ] [ ] [ ] [ 1 1 5 5 8 H W G V + = 4142 0 1 1 1 4 5 . ) ( ) ( / j j e j j + = − + − = − π 2 0 2 2 2 6 2 3 6 8 − = ⋅ + − = + = − / ] [ ] [ ] [ π j e H W G V ] [ ] [ ] [ 3 3 7 7 8 H W G V + = 4142 2 1 1 1 4 7 . ) ( ) ( / j j e j j + = + + + = − π
  • 14. 14 Copyright © 2001, S. K. Mitra Linear Convolution Using the Linear Convolution Using the DFT DFT • Linear convolution is a key operation in many signal processing applications • Since a DFT can be efficiently implemented using FFT algorithms, it is of interest to develop methods for the implementation of linear convolution using the DFT
  • 15. 15 Copyright © 2001, S. K. Mitra Linear Convolution of Two Linear Convolution of Two Finite-Length Sequences Finite-Length Sequences • Let g[n] and h[n] be two finite-length sequences of length N and M, respectively • Denote • Define two length-L sequences 1 − + = M N L    − ≤ ≤ − ≤ ≤ = 1 0 1 0 L n N N n n g n ge , ], [ ] [    − ≤ ≤ − ≤ ≤ = 1 0 1 0 L n M M n n h n he , ], [ ] [
  • 16. 16 Copyright © 2001, S. K. Mitra Linear Convolution of Two Linear Convolution of Two Finite-Length Sequences Finite-Length Sequences • Then • The corresponding implementation scheme is illustrated below ] [ ] [ ] [ ] [ ] [ ] [ n h n g n y n h n g n y C L = = = * L Zero-padding with zeros 1) ( − N point DFT Zero-padding with zeros 1) ( − M − − + ) ( 1 M N point DFT × g[n] h[n] Length-N ] [n ge ] [n he − − + ) ( 1 M N − − + ) ( 1 M N point IDFT ] [n yL Length-M Length- ) ( 1 − + M N
  • 17. 17 Copyright © 2001, S. K. Mitra Linear Convolution of a Finite- Linear Convolution of a Finite- Length Sequence with an Length Sequence with an Infinite-Length Sequence Infinite-Length Sequence • We next consider the DFT-based implementation of where h[n] is a finite-length sequence of length M and x[n] is an infinite length (or a finite length sequence of length much greater than M) ] [ ] [ ] [ ] [ ] [ n x n h n x h n y M ∑ − = = − = 1 0 l l l *
  • 18. 18 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method • We first segment x[n], assumed to be a causal sequence here without any loss of generality, into a set of contiguous finite- length subsequences of length N each: where ] [n xm ∑ ∞ = − = 0 m m mN n x n x ] [ ] [    − ≤ ≤ + = otherwise 0 1 0 , ], [ ] [ N n mN n x n xm
  • 19. 19 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method • Thus we can write where • Since h[n] is of length M and is of length N, the linear convolution is of length ] [n xm ] [ ] [ n x n h m * ] [ ] [ ] [ n x n h n y m m = * ∑ ∞ = − = = 0 m m mN n y n x n h n y ] [ ] [ ] [ ] [ * 1 − + M N
  • 20. 20 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method • As a result, the desired linear convolution has been broken up into a sum of infinite number of short-length linear convolutions of length each: • Each of these short convolutions can be implemented using the DFT-based method discussed earlier, where now the DFTs (and the IDFT) are computed on the basis of points ] [ ] [ ] [ n x n h n y = * 1 − + M N ) ( 1 − + M N ] [ ] [ ] [ n h n x n y m m = L
  • 21. 21 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method • There is one more subtlety to take care of before we can implement using the DFT-based approach • Now the first convolution in the above sum, , is of length and is defined for ∑ ∞ = − = 0 m m mN n y n y ] [ ] [ 1 − + M N 2 0 − + ≤ ≤ M N n ] [ ] [ ] [ 0 0 n x n h n y = *
  • 22. 22 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method • The second short convolution , is also of length but is defined for • There is an overlap of samples between these two short linear convolutions • Likewise, the third short convolution , is also of length but is defined for 1 − + M N 2 2 − + ≤ ≤ M N n N 2 0 − + ≤ ≤ M N n 1 − M ] [ ] [ n x n h 2 * ] [ ] [ n x n h 1 * = ] [ 2 n y = ] [ 1 n y 1 − + M N
  • 23. 23 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method • Thus there is an overlap of samples between and • In general, there will be an overlap of samples between the samples of the short convolutions and for • This process is illustrated in the figure on the next slide for M = 5 and N = 7 ] [ ] [ n x n h r 1 − * ] [ ] [ n x n h r * 1 − M 1 − M ] [ ] [ n x n h 1 * ] [ ] [ n x n h 2 *
  • 24. 24 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method
  • 25. 25 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method Add Add
  • 26. 26 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method • Therefore, y[n] obtained by a linear convolution of x[n] and h[n] is given by ], [ ] [ n y n y 0 = ], [ ] [ ] [ 7 1 0 − + = n y n y n y ], [ ] [ 7 1 − = n y n y ], [ ] [ ] [ 14 7 2 1 − + − = n y n y n y ], [ ] [ 14 2 − = n y n y • • • 6 0 ≤ ≤ n 10 7 ≤ ≤ n 13 11 ≤ ≤ n 17 14 ≤ ≤ n 20 18 ≤ ≤ n
  • 27. 27 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method • The above procedure is called the overlap- add method since the results of the short linear convolutions overlap and the overlapped portions are added to get the correct final result • The function fftfilt can be used to implement the above method
  • 28. 28 Copyright © 2001, S. K. Mitra Overlap-Add Method Overlap-Add Method • Program 3_6 illustrates the use of fftfilt in the filtering of a noise-corrupted signal using a length-3 moving average filter • The plots generated by running this program is shown below 0 10 20 30 40 50 60 -2 0 2 4 6 8 Time index n Amplitude s[n] y[n]
  • 29. 29 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • In implementing the overlap-add method using the DFT, we need to compute two -point DFTs and one - point IDFT since the overall linear convolution was expressed as a sum of short-length linear convolutions of length each • It is possible to implement the overall linear convolution by performing instead circular convolution of length shorter than ) ( 1 − + M N ) ( 1 − + M N ) ( 1 − + M N ) ( 1 − + M N
  • 30. 30 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • To this end, it is necessary to segment x[n] into overlapping blocks , keep the terms of the circular convolution of h[n] with that corresponds to the terms obtained by a linear convolution of h[n] and , and throw away the other parts of the circular convolution ] [n xm ] [n xm ] [n xm
  • 31. 31 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • To understand the correspondence between the linear and circular convolutions, consider a length-4 sequence x[n] and a length-3 sequence h[n] • Let denote the result of a linear convolution of x[n] with h[n] • The six samples of are given by ] [n yL ] [n yL
  • 32. 32 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method ] [ ] [ ] [ 0 0 0 x h yL = ] [ ] [ ] [ ] [ ] [ 0 1 1 0 1 x h x h yL + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ 0 2 1 1 2 0 2 x h x h x h yL + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ 1 2 2 1 3 0 3 x h x h x h yL + + = ] [ ] [ ] [ ] [ ] [ 2 2 3 1 4 x h x h yL + = ] [ ] [ ] [ 3 2 5 x h yL =
  • 33. 33 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • If we append h[n] with a single zero-valued sample and convert it into a length-4 sequence , the 4-point circular convolution of and x[n] is given by ] [ ] [ ] [ ] [ ] [ ] [ ] [ 2 2 3 1 0 0 0 x h x h x h yC + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ 3 2 0 1 1 0 1 x h x h x h yC + + = ] 0 [ ] 2 [ ] 1 [ ] 1 [ ] 2 [ ] 0 [ ] 2 [ x h x h x h yC + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ 1 2 2 1 3 0 3 x h x h x h yC + + = ] [n he ] [n he ] [n yC
  • 34. 34 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • If we compare the expressions for the samples of with the samples of , we observe that the first 2 terms of do not correspond to the first 2 terms of , whereas the last 2 terms of are precisely the same as the 3rd and 4th terms of , i.e., ] [n yL ] [n yL ] [n yL ] [n yC ] [n yC ] [n yC ], [ ] [ 0 0 C L y y ≠ ] [ ] [ 1 1 C L y y ≠ ], [ ] [ 2 2 C L y y = ] [ ] [ 3 3 C L y y =
  • 35. 35 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • General case: N-point circular convolution of a length-M sequence h[n] with a length-N sequence x[n] with N > M • First samples of the circular convolution are incorrect and are rejected • Remaining samples correspond to the correct samples of the linear convolution of h[n] with x[n] 1 − M 1 + − M N
  • 36. 36 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • Now, consider an infinitely long or very long sequence x[n] • Break it up as a collection of smaller length (length-4) overlapping sequences as • Next, form ] [n xm ∞ ≤ ≤ ≤ ≤ + = m n m n x n xm 0 3 0 2 , ], [ ] [ ] [ ] [ ] [ n x n h n w m m = 4
  • 37. 37 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • Or, equivalently, • Computing the above for m = 0, 1, 2, 3, . . . , and substituting the values of we arrive at ] [ ] [ ] [ ] [ ] [ ] [ ] [ 2 2 3 1 0 0 0 m m m m x h x h x h w + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ 3 2 0 1 1 0 1 m m m m x h x h x h w + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ 0 2 1 1 2 0 2 m m m m x h x h x h w + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ 1 2 2 1 3 0 3 m m m m x h x h x h w + + = ] [n xm
  • 38. 38 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method ] [ ] [ ] [ ] [ ] [ ] [ ] [ 2 2 3 1 0 0 0 0 x h x h x h w + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ 3 2 0 1 1 0 1 0 x h x h x h w + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [ 2 0 2 1 1 2 0 2 0 y x h x h x h w = + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [ 3 1 2 2 1 3 0 3 0 y x h x h x h w = + + = ←Reject ←Reject ←Save ←Save ] [ ] [ ] [ ] [ ] [ ] [ ] [ 4 2 5 1 2 0 0 1 x h x h x h w + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ 5 2 2 1 3 0 1 1 x h x h x h w + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [ 4 2 2 3 1 4 0 2 1 y x h x h x h w = + + = ] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [ 5 3 2 4 1 5 0 3 1 y x h x h x h w = + + = ←Reject ←Reject ←Save ←Save
  • 39. 39 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method ] [ ] [ ] [ ] [ ] [ ] [ ] [ 6 2 5 1 4 0 0 2 x h x h x h w + + = ←Reject ] [ ] [ ] [ ] [ ] [ ] [ ] [ 7 2 4 1 5 0 1 2 x h x h x h w + + = ←Reject ] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [ 6 4 2 5 1 6 0 2 2 y x h x h x h w = + + = ←Save ] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [ 7 5 2 6 1 7 0 3 2 y x h x h x h w = + + = ←Save
  • 40. 40 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • It should be noted that to determine y[0] and y[1], we need to form : and compute for reject and , and save and ] [n x 1 − , ] [ , ] [ 0 1 0 0 1 1 = = − − x x ] [ ] [ ] [ n x n h n w 1 1 − − = 4 3 0 ≤ ≤ n ] [0 1 − w ] [1 1 − w ] [ ] [ 0 2 1 y w = − ] [ ] [ 1 3 1 y w = − ] [ ] [ ], [ ] [ 1 3 0 2 1 1 x x x x = = − −
  • 41. 41 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • General Case: Let h[n] be a length-N sequence • Let denote the m-th section of an infinitely long sequence x[n] of length N and defined by with M < N 1 0 )], 1 ( [ ] [ − ≤ ≤ + − + = N n m N m n x n xm ] [n xm
  • 42. 42 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • Let • Then, we reject the first samples of and “abut” the remaining samples of to form , the linear convolution of h[n] and x[n] • If denotes the saved portion of , i.e. ] [n wm ] [n wm ] [ ] [ ] [ n x n h n w m m = N 1 − M 1 + − M N ] [n yL ] [n ym ] [n wm    − ≤ ≤ − − ≤ ≤ = 2 1 ], [ 2 0 , 0 ] [ N n M n w M n n y m m
  • 43. 43 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • Then • The approach is called overlap-save method since the input is segmented into overlapping sections and parts of the results of the circular convolutions are saved and abutted to determine the linear convolution result 1 1 ], [ )] 1 ( [ − ≤ ≤ − = + − + N n M n y M N m n y m L
  • 44. 44 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method • Process is illustrated next
  • 45. 45 Copyright © 2001, S. K. Mitra Overlap-Save Method Overlap-Save Method