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4-1 Representation of Periodic Sequences: Discrete Fourier Series

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Page 1: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

4-1 Representation of Periodic Sequences: Discrete Fourier Series

Page 2: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Uniform convergence of the Fourier transform requires: the sequence to be absolutely summable.

Mean-square convergence of the Fourier transform requires: the sequence to be square summable.

Periodic sequences are neither absolutely summable nor square summable.

Periodic sequences:

Page 3: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Discrete-Time Periodic Signals

- period

Discrete Fourier Series

(DFS)

Sum of harmonically related complex exponential sequences: with frequencies integer multiples of the fundamental frequency

associated with the periodic sequence.N

2

Page 4: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Harmonically related periodic complex exponentials

- period

knN

j

k ene2

][

knN

jN

k

ekXN

nx21

0

][~1

][~

The symbol of tilde denotes “periodic”

periodic?

][ Nnek

Page 5: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Continuous-Time Periodic SignalsExamples: square waves, sinusoids…

Fourier Series

k

tjk

kectx 0)(

0

0

0)(2

0

dtetxc

tjk

k

Analysis Synthesis

0

2=

T

1

0

2

][~1

][~N

k

knN

j

ekXN

nx

1

0

2

][~][~ N

n

knN

j

enxkX

What’s the main difference between the Fourier Series of

discrete-time signals and continuous-time signals?

Page 6: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

A continuous-time periodic signal generally requires infinitely many harmonically related complex exponentials.

A discrete-time periodic signal with period Nrequires only

to represent itself.

Page 7: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

1

0

21 N

n

knN

j

eN

Page 8: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Orthogonality of the complex exponentials

otherwise

mNrke

N

N

n

nrkN

j

,0

,11 1

0

)(2

21 1( )2

0 0

1 1=

N Nj k r nj mnN

n n

k r mN e eN N

2 2 ( )1 ( )

2( )0

1 1 1=

1

j k r nN j k r nN

j k r nn N

ek r mN e

N Ne

1

0

Page 9: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

rnN

j

e2

1

0

)(21

0

1

0

2

][~1

][~N

n

nrkN

jN

k

N

n

rnN

j

ekXN

enx

1

0

1

0

)(2

1][

~N

k

N

n

nrkN

j

eN

kX

otherwise

mNrke

N

N

n

nrkN

j

,0

,11 1

0

)(2

][~

][~1

0

2

rXenxN

n

rnN

j

knN

jN

k

ekXN

nx21

0

][~1

][~

Page 10: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

1

0

)(2

][~][~ N

n

nNkN

j

enxNkX

nNN

jN

n

knN

j

eenx 21

0

2

][~

][~

kX

The Fourier series coefficients of a periodic sequence is periodic.

Discrete Fourier series (DFS)

1

0

2

][~1

][~N

k

knN

j

ekXN

nx

1

0

2

][~][~ N

n

knN

j

enxkX

Page 11: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

kn

N

N

k

WkXN

nx

1

0

][~1

][~

1

0

][~][~ N

n

kn

NWnxkX

Discrete Fourier series (DFS)

knN

jkn

N eW2

Analysis

Synthesis

][~

][~ kXnx DFS

Page 12: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

E.g. 1 Find the DFS of a periodic impulse train

otherwise

rNnrNnnx

r ,0

,1][][~

10][][~ Nnnnx

01

0

][][~

N

N

n

kn

N WWnkX

knN

jkn

N eW2

1

21 1

0 0

1 1[ ]

N N j knkn N

N

k k

x n W eN N

Page 13: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

E.g. 2 Find the DFS of a periodic rectangular impulse train

N

4 4(2 /10)

10

0 0

[ ] kn j kn

n n

X k W e

10

5(4 /10)10

10

1 sin( / 2)

1 sin( /10)

kj k kn

k

W ke

W k

Page 14: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Figure 8.2 Magnitude and phase of the Fourier series coefficients of the sequence of Figure 8.1.

Page 15: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Properties of the DFS

Linearity

][~

][~11 kXnx DFS

][~

][~

][~][~2121 kXbkXanxbnxa DFS

][~

][~22 kXnx DFS

If

then

Page 16: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Shift of a sequence

][~

][~ kXnx DFS

][~

][~ kXWmnx km

N

DFS

If

then

][~

][~ lkXnxW DFSkl

N

Nmmwhere

WWkm

N

km

N

mod1

1

knN

jkn

N eW2

1

0

][~][~ N

n

kn

NWmnxkX

Page 17: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Duality

][~

][~ kXnx DFS

][~][~

kxNnX DFS

If

then

Page 18: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

kn

N

N

k

WkXN

nx

1

0

][~1

][~

1

0

][~][~ N

n

kn

NWnxkX

Page 19: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

DFS of a periodic impulse train

otherwise

rNnrNnnx

r ,0

,1][][~

10][][~ Nnnnx

01

0

][][~

N

N

n

kn

N WWnkX

knN

jkn

N eW2

1

1

0

21

0

11][~

N

k

knN

jN

k

kn

N eN

WN

nx

otherwise

mNrke

N

N

n

nrkN

j

,0

,11 1

0

)(2

Page 20: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

E.g. 3 Duality in the DFS

otherwise

rNnrNnnx

r ,0

,1][][~

1][~

kX

knN

jkn

N eW2

,[ ] [ ]

0,r

N k rNY k N k rN

otherwise

1][1

][~ 01

0

N

N

k

kn

N WWkNN

ny ( )X k 1

[ ] [ ] [- ] [ ] [ ]Y k Nx k Nx k y n X n

Page 21: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Symmetry properties

Similar to the case of the aperiodic sequence. Summarized as

properties 9-17 in Table 8.1.

Page 22: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Table 8.1 SUMMARY OF PROPERTIES OF THE DFS

Page 23: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Table 8.1 (continued) SUMMARY OF PROPERTIES OF THE DFS

Page 24: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Periodic convolution][

~][~

11 kXnx DFS ][~

][~22 kXnx DFS If

][~][~][~213 nxnxnx

1

0

213 ][~

][~1

][~ N

l

lkXlXN

kX

][~

][~

][~

213 kXkXkX

1

0

213 ][~][~][~N

m

mnxmxnx

Page 25: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

][~

][~22 kXnx DFS

][~

][~

][~

213 kXkXkX

1

0

213 ][~][~][~N

m

mnxmxnx][

~][~

11 kXnx DFS

Page 26: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Key 1The sum is over the finite interval, instead of an infinite one.

Key 2The values in the convolution interval repeat periodically. (see e.g. 8.4)

Page 27: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

kn

N

N

k

WkXN

nx

1

0

][~1

][~

1

0

][~][~ N

n

kn

NWnxkX

Discrete Fourier series (DFS)

knN

jkn

N eW2

Analysis

Synthesis

][~

][~ kXnx DFS

The DFS can be considered as a sequence of finite length, or as a periodic sequence defined for all k.

Page 28: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Fourier Transform of Periodic Signals

Part II

Page 29: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

The Fourier Transform of Periodic Signals

Periodic sequences: not absolutely summable, not square summable.

Usually represented in the frequency domain by a discrete sum of complex exponentials.

DFS can also be extended to a train of impulses in the frequency domain.

Page 30: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Within the Framework of Fourier transform…

N

kkX

NeX

k

j

2][

~2)(

~

Fourier Series

Since the period of is N and the impulses are

spaced at integer multiples of , has the necessary periodicity with period . (N samples in the range of )

)(~ jeXN2

2

A function of : a Fourier transform representation

][~

kX

2

Page 31: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Inverse Fourier Transform

)2(0 N

N

kkX

NeX

k

j

2][

~2)(

~

deeX njj

2

0)(

~

2

1

deN

kkX

N

nj

k

2

0

2][

~2

2

1

deN

kkX

N

nj

k

2

0

2][

~1)2( Nk

1

2

0

1[ ]

Nj N kn

k

X k eN

][~

][~ kXnx DFS

Page 32: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

N

kkX

NeX

k

j

2][

~2)(

~

21

0

1[ ] [ ]

N j knN

k

x n X k eN

1

0

2

][~][~ N

n

knN

j

enxkX

][~ nxThe inverse Fourier transform of the impulse train given above is the original periodic signal, , as desired.

Formally, the Fourier transform of a periodic sequence does not converge. However, by introducing the impulses, periodic sequences can be included in the general framework of Fourier transform analysis.

Why the Fourier transform since DFS representation already well represents the periodic sequences?

-------leading to simpler or more compact expressions and simplified analysis

Page 33: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

E.g. 4 The Fourier Transform of a Periodic Impulse Train

r

rNnnp ][][~

kallforkP 1][~

)(~ jeP

N

kkX

NeX

k

j

2][

~2)(

~

N

k

Nk

22

Basis for interpreting the relationship between a periodic signal and a finite-length signal.

Page 34: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

E.g. 5 Find the DFS of a periodic impulse train

otherwise

rNnrNnnx

r ,0

,1][][~

10][][~ Nnnnx

01

0

][][~

N

N

n

kn

N WWnkX

knN

jkn

N eW2

1

Page 35: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

][~][ nxvsnx

][~][][~ npnxnx

r

rNnnp ][][~

r

rNnnx ][][

r

rNnx ][

)(~ jeX )(

~)( jj ePeX

Page 36: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

)(~ jeP

N

k

Nk

22

kN

jkNj eXeXkX

2

2 )()(][~

)(~

)( jj ePeX

N

k

NeX

k

j

22)(

N

keX

Nk

j

2)(

2

N

k

2

N

keX

Nk

kNj

2)(

2 2

)(~ jeX

Page 37: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

The DFS of the periodic sequence can be considered as equally spaced samples of the Fourier transform of the finite-length sequence, which can be obtained by extracting one period of the periodic sequence.

kN

jkNj eXeXkX

2

2 )()(][~

Page 38: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Conclusions

Discrete Fourier Series, Properties of the Discrete Fourier Series, The Fourier Transform of Periodic Signals

Next lecture:

Discrete Fourier Transform

Page 39: 4-1 Representation of Periodic Sequences: Discrete Fourier ...nwpu-dsp.com/Lecture_notes/4- 1 Discrete Fourier Series.pdfDiscrete-Time Periodic Signals - period Discrete Fourier Series

Assignment

Preparation for the next lecture:DFT

Solve the following problems:

8.3, 8.4,8.56