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ECE 8443 – Pattern Recognition
EE 3512 – Signals: Continuous and Discrete
• Objectives:
Derivation of the DTFT
Transforms of Common Signals
Properties of the DTFT
Lowpass and Highpass Filters
• Resources:
Wiki: Discete-Time Fourier Transform
JOS: DTFT Derivation
MIT 6.003: Lecture 9
CNX: DTFT Properties
SKM: DTFT Properties
LECTURE 16: DISCRETE-TIME FOURIER TRANSFORM
Audio:
URL:
EE 3512: Lecture 16, Slide 1
Discrete-Time Fourier Series
• Assume x[n] is a discrete-time periodic signal. We want to represent it as a
weighted-sum of complex exponentials:
Note that the notation <N> refers to performing the summation over an N
samples which constitute exactly one period.
• We can derive an expression for the coefficients by using a property of
orthogonal functions (which applies to the complex exponential above):
• Multiplying both sides by and summing over N terms:
• Interchanging the order of summation on the right side:
• We can show that the second sum on the right equals N if k = r and 0 if k  r:


 




 otherwise
,
0
...
,
2
,
,
0
,
)
/
2
( N
N
k
N
e
N
n
n
N
jk 
   
 
 
 



 







N
n N
k
n
N
r
k
j
k
N
n N
k
n
N
jr
n
N
jk
k
N
n
n
N
jr
e
c
e
e
c
e
n
x )
/
2
)(
(
)
/
2
(
)
/
2
(
)
/
2
( 



  T
e
c
e
c
n
x
N
k
n
jk
k
N
k
n
T
jk
k /
2
, 0
)
/
2
( 0






 
 



n
N
jr
e )
/
2
( 

  

 








N
n
n
N
r
k
j
N
k
k
N
n
n
N
jr
e
c
e
n
x )
/
2
)(
(
)
/
2
( 

 




N
n
n
N
jk
k e
n
x
N
c )
/
2
(
1 
EE 3512: Lecture 16, Slide 2
Discrete-Time Fourier Series (Cont.)
• This provides a closed-form expression for the Discrete-Time Fourier Series:
• Note that the DT Fourier Series coefficients can be interpreted as in the CT
case – they can be plotted as a function of frequency (k0) and demonstrate
the a periodic signal has a line spectrum.
• As expected, this DT Fourier Series (DTFS) obeys the same properties we
have seen for the CTFS and CTFT.
• Next, we will apply the DTFS to nonperiodic signals to produce the Discrete-
Time Fourier Transform (DTFT).
 
    (analysis)
1
1
)
(synthesis
/
2
,
0
0
)
/
2
(
0
)
/
2
(



















N
n
n
jk
N
n
n
N
jk
k
N
k
n
jk
k
N
k
n
T
jk
k
e
n
x
N
e
n
x
N
c
T
e
c
e
c
n
x






EE 3512: Lecture 16, Slide 3
Periodic Extension
• Assume x[n] is an aperiodic,
finite duration signal.
• Define a periodic extension of x[n]:
• Note that:
• We can apply the complex Fourier series:
• Define: . Note this is periodic in  with period 2.
• This implies: . Note that these are evenly spaced samples of our
definition for .
 
2
2
],
[
~ N
n
N
n
x
n
x 


  ]
[
~
~ n
x
N
n
x 

  

 N
as
n
x
n
x ]
[
~
 
n
jk
n
n
jk
N
N
n
n
jk
N
N
n
n
n
jk
N
N
k
k
e
n
x
N
e
n
x
N
e
n
x
N
c
T
e
c
n
x
0
0
2
1
0
0
]
[
1
]
[
~
1
]
[
~
1
/
2
,
~
2
/
2
/
0
2
/
2
/



























  n
j
n
j
e
n
x
N
e
X 
 




 ]
[
1
 
0
1 
jk
n e
X
N
c 
 

j
e
X
EE 3512: Lecture 16, Slide 4
• Derive an inverse transform:
• As
• This results in our Discrete-Time Fourier Transform:
Notes:
• The DTFT and inverse DTFT are not symmetric. One is integration over a
finite interval (2π), and the other is summation over infinite terms.
• The signal, x[n] is aperiodic, and hence, the transform is a continuous
function of frequency. (Recall, periodic signals have a line spectrum.)
• The DTFT is periodic with period 2. Later we will exploit this property to
develop a faster way to compute this transform.
The Discrete-Time Fourier Transform
        0
0
0
0
0
0
0
2
1
)
2
(
2
1
)
1
(
~ 








 n
jk
N
N
k
jk
n
jk
N
N
k
jk
n
jk
N
N
k
jk
e
e
X
N
e
e
X
e
e
X
N
n
x 

















 











 


 d
N
n
x
n
x
N 0
0 ,
0
2
],
[
]
[
~
,
 
  equation)
(analysis
]
[
equation)
(synthesis
2
1
]
[
2








n
n
j
j
n
j
j
e
n
x
e
X
d
e
e
X
n
x







EE 3512: Lecture 16, Slide 5
Example: Unit Pulse and Unit Step
• Unit Pulse:
The spectrum is a constant (and periodic over the range [-,].
• Shifted Unit Pulse:
Time delay produces a phase shift linearly proportional to . Note that these
functions are also periodic over the range [-,].
• Unit Step:
Since this is not a time-limited function, it has
no DTFT in the ordinary sense. However, it can
be shown that the inverse of this function is
a unit step:
  1
]
[
]
[
]
[
]
[














n
n
j
n
n
j
j
e
n
e
n
x
e
X
n
n
x





 
    0
0
0
0
0
0
and
1
]
[
]
[
]
[
]
[
n
e
e
X
e
e
X
e
e
n
n
e
n
x
e
X
n
n
n
x
n
j
j
n
j
j
n
j
n
n
j
n
n
j
j





































]
[
]
[ n
u
n
x 
  )
(
1
1






  j
j
e
e
X
EE 3512: Lecture 16, Slide 6
Example: Exponential Decay
• Consider an exponentially decaying signal:
1
]
[
]
[ 
 a
n
u
a
n
x n
 





j
n
n
j
n
n
j
n
n
n
j
j
ae
ae
e
a
e
n
x
e
X















 


1
1
)
(
]
[
0
0
  2
2
2
2
2
2
2
2
)
cos(
2
1
1
Hence,
)
cos(
2
1
)
(
sin
)
(
cos
)
cos(
2
1
))
sin(
(
))
cos(
1
(
:
Note
a
a
e
X
a
a
a
a
a
a
a
j




















 
2
2
))
sin(
(
))
cos(
1
(
1
)
sin(
))
cos(
1
(
1
1
1






a
a
ja
a
ae
e
X j
j







 
EE 3512: Lecture 16, Slide 7
The Spectrum of an Exponentially Decaying Signal
 
 
a
a
a
a
a
a
e
X
a
a
a
a
a
a
e
X
j
j






















1
1
)
1
(
1
)
2
1
(
1
)
cos(
2
1
1
1
1
)
1
(
1
)
2
1
(
1
)
0
cos(
2
1
1
2
2
2
2
2
2
0





 Lowpass Filter:
Highpass Filter:
EE 3512: Lecture 16, Slide 8
Finite Impulse Response Lowpass Filter












1
1
1
1
,
0
,
1
,
0
]
[
N
n
N
n
N
N
n
n
h
  )
2
/
sin(
))
2
/
1
(
sin(
)
( 1
1
1
1
1




 


 
 




 N
e
e
e
X
N
N
n
n
j
N
N
n
n
j
j
• The frequency response of
a time-limited pulse is a
lowpass filter.
• We refer to this type of
filter as a finite impulse
response (FIR) filter.
• In the CT case, we obtained
a sinc function (sin(x)/x) for the frequency response. This is close to a sinc
function, and is periodic with period 2.
EE 3512: Lecture 16, Slide 9
Example: Ideal Lowpass Filter (Inverse)
 




c
c
n
n
d
e
n
h c
n
j







sin
)
1
(
2
1
]
[
The Ideal Lowpass
Filter Is Noncausal!
EE 3512: Lecture 16, Slide 10
Properties of the DTFT
• Periodicity:
• Linearity:
• Time Shifting:
• Frequency Shifting:
Example:
    CTFT)
the
from
(different
)
2
( 

 j
j
e
X
e
X 

   

 j
j
e
bY
e
aX
n
by
n
ax 

 ]
[
]
[
   

 j
n
j
e
X
e
n
n
x 0
0



   
)
( 0
0 

 

 j
n
j
e
X
n
x
e
  ]
[
)
1
(
]
[ n
x
n
x
e
n
y n
n
j


 
 Note the role
periodicity
plays in the
result.
EE 3512: Lecture 16, Slide 11
Properties of the DTFT (Cont.)
• Time Reversal:
• Conjugate Symmetry:
Also:
• Differentiation in
Frequency:
• Parseval’s Relation:
• Convolution:
 ]
[
]
[ 

j
e
X
d
d
j
n
nx 
   

 j
j
e
X
e
X
n
x *
real
]
[ 
 
   
 
   
  functions
odd
are
Im
and
functions
even
are
Re
and




j
j
j
j
e
X
e
X
e
X
e
X

 
  odd
and
imaginary
purely
is
odd,
and
real
is
]
[
even
and
real
is
even,
and
real
is
]
[


j
j
e
X
n
x
e
X
n
x
 

j
e
X
n
x 

 ]
[
  
 

d
e
X
n
x j
n
2
2
2
2
1
]
[ 
 



)
(
)
(
)
(
]
[
*
]
[
]
[ 

 j
j
j
e
X
e
H
e
Y
n
h
n
x
n
y 


EE 3512: Lecture 16, Slide 12
Properties of the DTFT (Cont.)
• Time-Scaling:
)
(
otherwise
0
k
of
multiple
a
is
n
if
]
/
[
]
[ 
jk
k e
X
k
n
x
n
x 




EE 3512: Lecture 16, Slide 13
Example: Convolution For A Sinewave
EE 3512: Lecture 16, Slide 14
Summary
• Introduced the Discrete-Time Fourier Transform (DTFT) that is the analog of
the Continuous-Time Fourier Transform.
• Worked several examples.
• Discussed properties:

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lecture_16.ppt

  • 1. ECE 8443 – Pattern Recognition EE 3512 – Signals: Continuous and Discrete • Objectives: Derivation of the DTFT Transforms of Common Signals Properties of the DTFT Lowpass and Highpass Filters • Resources: Wiki: Discete-Time Fourier Transform JOS: DTFT Derivation MIT 6.003: Lecture 9 CNX: DTFT Properties SKM: DTFT Properties LECTURE 16: DISCRETE-TIME FOURIER TRANSFORM Audio: URL:
  • 2. EE 3512: Lecture 16, Slide 1 Discrete-Time Fourier Series • Assume x[n] is a discrete-time periodic signal. We want to represent it as a weighted-sum of complex exponentials: Note that the notation <N> refers to performing the summation over an N samples which constitute exactly one period. • We can derive an expression for the coefficients by using a property of orthogonal functions (which applies to the complex exponential above): • Multiplying both sides by and summing over N terms: • Interchanging the order of summation on the right side: • We can show that the second sum on the right equals N if k = r and 0 if k  r:          otherwise , 0 ... , 2 , , 0 , ) / 2 ( N N k N e N n n N jk                        N n N k n N r k j k N n N k n N jr n N jk k N n n N jr e c e e c e n x ) / 2 )( ( ) / 2 ( ) / 2 ( ) / 2 (       T e c e c n x N k n jk k N k n T jk k / 2 , 0 ) / 2 ( 0              n N jr e ) / 2 (                 N n n N r k j N k k N n n N jr e c e n x ) / 2 )( ( ) / 2 (         N n n N jk k e n x N c ) / 2 ( 1 
  • 3. EE 3512: Lecture 16, Slide 2 Discrete-Time Fourier Series (Cont.) • This provides a closed-form expression for the Discrete-Time Fourier Series: • Note that the DT Fourier Series coefficients can be interpreted as in the CT case – they can be plotted as a function of frequency (k0) and demonstrate the a periodic signal has a line spectrum. • As expected, this DT Fourier Series (DTFS) obeys the same properties we have seen for the CTFS and CTFT. • Next, we will apply the DTFS to nonperiodic signals to produce the Discrete- Time Fourier Transform (DTFT).       (analysis) 1 1 ) (synthesis / 2 , 0 0 ) / 2 ( 0 ) / 2 (                    N n n jk N n n N jk k N k n jk k N k n T jk k e n x N e n x N c T e c e c n x      
  • 4. EE 3512: Lecture 16, Slide 3 Periodic Extension • Assume x[n] is an aperiodic, finite duration signal. • Define a periodic extension of x[n]: • Note that: • We can apply the complex Fourier series: • Define: . Note this is periodic in  with period 2. • This implies: . Note that these are evenly spaced samples of our definition for .   2 2 ], [ ~ N n N n x n x      ] [ ~ ~ n x N n x        N as n x n x ] [ ~   n jk n n jk N N n n jk N N n n n jk N N k k e n x N e n x N e n x N c T e c n x 0 0 2 1 0 0 ] [ 1 ] [ ~ 1 ] [ ~ 1 / 2 , ~ 2 / 2 / 0 2 / 2 /                              n j n j e n x N e X         ] [ 1   0 1  jk n e X N c     j e X
  • 5. EE 3512: Lecture 16, Slide 4 • Derive an inverse transform: • As • This results in our Discrete-Time Fourier Transform: Notes: • The DTFT and inverse DTFT are not symmetric. One is integration over a finite interval (2π), and the other is summation over infinite terms. • The signal, x[n] is aperiodic, and hence, the transform is a continuous function of frequency. (Recall, periodic signals have a line spectrum.) • The DTFT is periodic with period 2. Later we will exploit this property to develop a faster way to compute this transform. The Discrete-Time Fourier Transform         0 0 0 0 0 0 0 2 1 ) 2 ( 2 1 ) 1 ( ~           n jk N N k jk n jk N N k jk n jk N N k jk e e X N e e X e e X N n x                                     d N n x n x N 0 0 , 0 2 ], [ ] [ ~ ,     equation) (analysis ] [ equation) (synthesis 2 1 ] [ 2         n n j j n j j e n x e X d e e X n x       
  • 6. EE 3512: Lecture 16, Slide 5 Example: Unit Pulse and Unit Step • Unit Pulse: The spectrum is a constant (and periodic over the range [-,]. • Shifted Unit Pulse: Time delay produces a phase shift linearly proportional to . Note that these functions are also periodic over the range [-,]. • Unit Step: Since this is not a time-limited function, it has no DTFT in the ordinary sense. However, it can be shown that the inverse of this function is a unit step:   1 ] [ ] [ ] [ ] [               n n j n n j j e n e n x e X n n x            0 0 0 0 0 0 and 1 ] [ ] [ ] [ ] [ n e e X e e X e e n n e n x e X n n n x n j j n j j n j n n j n n j j                                      ] [ ] [ n u n x    ) ( 1 1         j j e e X
  • 7. EE 3512: Lecture 16, Slide 6 Example: Exponential Decay • Consider an exponentially decaying signal: 1 ] [ ] [   a n u a n x n        j n n j n n j n n n j j ae ae e a e n x e X                    1 1 ) ( ] [ 0 0   2 2 2 2 2 2 2 2 ) cos( 2 1 1 Hence, ) cos( 2 1 ) ( sin ) ( cos ) cos( 2 1 )) sin( ( )) cos( 1 ( : Note a a e X a a a a a a a j                       2 2 )) sin( ( )) cos( 1 ( 1 ) sin( )) cos( 1 ( 1 1 1       a a ja a ae e X j j         
  • 8. EE 3512: Lecture 16, Slide 7 The Spectrum of an Exponentially Decaying Signal     a a a a a a e X a a a a a a e X j j                       1 1 ) 1 ( 1 ) 2 1 ( 1 ) cos( 2 1 1 1 1 ) 1 ( 1 ) 2 1 ( 1 ) 0 cos( 2 1 1 2 2 2 2 2 2 0       Lowpass Filter: Highpass Filter:
  • 9. EE 3512: Lecture 16, Slide 8 Finite Impulse Response Lowpass Filter             1 1 1 1 , 0 , 1 , 0 ] [ N n N n N N n n h   ) 2 / sin( )) 2 / 1 ( sin( ) ( 1 1 1 1 1                  N e e e X N N n n j N N n n j j • The frequency response of a time-limited pulse is a lowpass filter. • We refer to this type of filter as a finite impulse response (FIR) filter. • In the CT case, we obtained a sinc function (sin(x)/x) for the frequency response. This is close to a sinc function, and is periodic with period 2.
  • 10. EE 3512: Lecture 16, Slide 9 Example: Ideal Lowpass Filter (Inverse)       c c n n d e n h c n j        sin ) 1 ( 2 1 ] [ The Ideal Lowpass Filter Is Noncausal!
  • 11. EE 3512: Lecture 16, Slide 10 Properties of the DTFT • Periodicity: • Linearity: • Time Shifting: • Frequency Shifting: Example:     CTFT) the from (different ) 2 (    j j e X e X         j j e bY e aX n by n ax    ] [ ] [       j n j e X e n n x 0 0        ) ( 0 0       j n j e X n x e   ] [ ) 1 ( ] [ n x n x e n y n n j      Note the role periodicity plays in the result.
  • 12. EE 3512: Lecture 16, Slide 11 Properties of the DTFT (Cont.) • Time Reversal: • Conjugate Symmetry: Also: • Differentiation in Frequency: • Parseval’s Relation: • Convolution:  ] [ ] [   j e X d d j n nx        j j e X e X n x * real ] [                functions odd are Im and functions even are Re and     j j j j e X e X e X e X      odd and imaginary purely is odd, and real is ] [ even and real is even, and real is ] [   j j e X n x e X n x    j e X n x    ] [       d e X n x j n 2 2 2 2 1 ] [       ) ( ) ( ) ( ] [ * ] [ ] [    j j j e X e H e Y n h n x n y   
  • 13. EE 3512: Lecture 16, Slide 12 Properties of the DTFT (Cont.) • Time-Scaling: ) ( otherwise 0 k of multiple a is n if ] / [ ] [  jk k e X k n x n x     
  • 14. EE 3512: Lecture 16, Slide 13 Example: Convolution For A Sinewave
  • 15. EE 3512: Lecture 16, Slide 14 Summary • Introduced the Discrete-Time Fourier Transform (DTFT) that is the analog of the Continuous-Time Fourier Transform. • Worked several examples. • Discussed properties:

Editor's Notes

  1. MS Equation 3.0 was used with settings of: 18, 12, 8, 18, 12.
  2. ]i=k,
  3. ]i=k,
  4. ]i=k,