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4-1 Representation of Periodic Sequences: 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:

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

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

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?

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.

1

0

21 N

n

knN

j

eN

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

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

][~

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

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

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

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

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

Properties of the DFS

Linearity

][~

][~11 kXnx DFS

][~

][~

][~][~2121 kXbkXanxbnxa DFS

][~

][~22 kXnx DFS

If

then

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

Duality

][~

][~ kXnx DFS

][~][~

kxNnX DFS

If

then

kn

N

N

k

WkXN

nx

1

0

][~1

][~

1

0

][~][~ N

n

kn

NWnxkX

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

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

Symmetry properties

Similar to the case of the aperiodic sequence. Summarized as

properties 9-17 in Table 8.1.

Table 8.1 SUMMARY OF PROPERTIES OF THE DFS

Table 8.1 (continued) SUMMARY OF PROPERTIES OF THE DFS

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

][~

][~22 kXnx DFS

][~

][~

][~

213 kXkXkX

1

0

213 ][~][~][~N

m

mnxmxnx][

~][~

11 kXnx DFS

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)

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.

Fourier Transform of Periodic Signals

Part II

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.

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

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

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

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.

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

][~][ nxvsnx

][~][][~ npnxnx

r

rNnnp ][][~

r

rNnnx ][][

r

rNnx ][

)(~ jeX )(

~)( jj ePeX

)(~ 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

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 )()(][~

Conclusions

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

Next lecture:

Discrete Fourier Transform

Assignment

Preparation for the next lecture:DFT

Solve the following problems:

8.3, 8.4,8.56

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