transform domain representation of discrete time signals

13
1.02, 0.56, 2.09, 0.69, -0.95 F Transform Domain Representation of Discrete Time Signals The Discrete Fourier Transform (II) Yogananda Isukapalli 1

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Page 1: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F

Transform Domain Representation of

Discrete Time Signals

The Discrete Fourier Transform

(II)

Yogananda Isukapalli

1

Page 2: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F

1,......0

1

0

1,......0

1

0

)2(1

)2(

1,......0)2(1

0

1,......0

1

0

)2(

)(1][

][)(

...

..

)(1][

][)(

-=-

-

=

-=

-

=

-

-

-=

-

=

-=

-

=

-

å

å

å

å

=

=

=

=

=

=

Nnkn

N

N

k

Nk

N

n

knN

Nj

N

Nj

N

Nnnk

NjN

k

Nk

N

n

nkN

j

WkXN

nx

WnxkX

TheneW

eWlet

ekXN

nx

enxkX

p

p

p

p

IDFT

DFT

IDFT

DFT

(1)

(2)

(3)

(4)

Review of DFT (N-Point Transform)

2

Page 3: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F

We Have proved :

and they are periodic in k and in n.

npN

otherwise

N

k

pnkNW

=-

=

- =å ..

..0

1

0

)(

• DFT inherits the periodicity from the periodicity of complex digital exponentials:From Equation (1)

å

å-

=

--

-

=

+-

=

=+

1

0

)2()2(

1

0

)()2(

][

][)(

N

n

nNN

jnkN

j

N

n

NknN

j

eenx

enxNkX

pp

p

Family of Mutually Orthogonal Complex Exponentials

3

Page 4: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F

From Equation (2)

1

][)(1

)(1

)(1][

)2(

1

0

)2(

1

0

)2()2(

1

0

)()2(

=

==

=

=+

å

å

å

-

=

-

=

-

=

+

kNN

j

N

n

knN

j

N

n

kNN

jknN

j

N

n

NnkN

j

e

nxekXN

eekXN

ekXN

Nnx

p

p

pp

p

Periodicity

X(k+N) = X(k) k = 0, 1, …..N-1

x[n+N] = x[n] n = 0, 1, …..N-1

1

)(][

)2(

1

0

)2(

=

==

-

-

=

-

ånN

Nj

N

n

nkN

j

e

kXenx

p

p

4

Page 5: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

FDFT Properties :

1) DFT is Linear :

DFTN ( ax1[n] + bx2[n] )

=DFTN ( ax1[n] ) + DFTN ( bx2[n] )

=aX1(k) + bX2(k)

2) IDFT is Linear :

IDFTn(aX1(k) + bX2(k))

= IDFTn(aX1(k)) + IDFTn(bX2(k))

= ax1[n] + bx2[n]

3) DFT is periodic

X(k+N) = X(k)

4) IDFT is periodic

x[n] = x[n+N]

5

Page 6: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

FDFT representations :

The period : X(0)…….X(N-1) standard frequencies span from:

0 - 2p(N-1)/N rad/sample

The period centered around 0 :

{X(-N/2)…..,X(0),……..X(N/2-1)}

{Normalized frequencies - p to p-2p/N rad/sample

Also Note :

…… 1

21

2

22

++-

-

=

=

NN

NN

XX

XX

11 -- = NXX

6

Page 7: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F5) DFT: Time Shift

[ ] å-

=

--=-

1

0

)2(

00 ][][N

n

nkN

jennxnnxDFT

p

( )

)(

][

][

0

0

0

)2(

)2(

)()2(

kXe

mxDFTe

emx

knN

j

knN

j

N

nmkN

j

p

p

p

-

-

><

+-

=

=

kmN

jekXkX

)2(

12 )()(p

-=DFT: If

Then:

shiftcircularmnxnx ..][][ 12 =

7

Page 8: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F

0 1 2 3

32

1

32

1

Circular shift for m=1

0 3

1 2

1 0

2 3

m=1

shiftcircularmnxnx ..][][ 12 =8

0 1 2 3

0 0

Page 9: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F Example:

0 1 2

32

1

3

21

Let:

If x2[n] = x1[n+1] m = -12

13

Which Implies : kj

ekXkX)

32(

12 )()(p

=6) Evaluation of IDFT from DFT(x[n])

[ ]**

*)2(1

0

*

)([1

)(1][

kXDFTN

ekXN

nxnk

NjN

k

=

úû

ùêë

é=

--

p

9

3

12

0 1 2

Page 10: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F

Thus we see that IDFT is the complex conjugate of the DFT of X*(k) multiplied by 1/N7) DFT: Symmetry Properties

x[n] is real

(1) Re(X(k)) = Re(X(N-k)) k = 1, 2,…N/2-1 N even

(2) Im(X(k)) = Im(X(N-k)) k = 1, 2,…N-1/2 N odd

(3) |X(k)| = |X(N-k)| k = 1, 2,…N/2-1 N even

(4) <X(k) = -<X(N-k) k = 1, 2,…N-1/2 N odd

0 1 2 3 4 5 6

|X(k)|

0 1 2 3 4 5 6

<X(k)

10

Page 11: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F

3 3Example:

0 1 2 3 4

x[n] 1

2

1

å=

-=

4

0

)52(

][)(n

knjenxkX

p

Verify :

p

pppp

p

pppp

9.0

)516()

512()

58()

54(

7.0

)58()

56()

54()

52(

73.0)2(33211)2(

08.3)1(33211)1(

10)0(

j

jjjj

j

jjjj

eXeeeeX

eXeeeeX

X

=

++++=

=

++++=

=

----

----

Follows :

p

p

7.0*

9.0*

08.3)1()4(73.0)2()3(

j

j

eXXeXX-

-

==

==

11

Page 12: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F

12

8) Even functions: If x(n) is an even function xe(n), i.e. xe(n)= xe(-n), then

å-

=

W==1

0

)cos()()()]([N

neeeD nTknxkXnxF

9) Odd functions: If x(n) is an odd function xo(n), i.e. xo(n)= -xo(-n), then

å-

=

W-==1

0

)sin()()()]([N

noooD nTknxjkXnxF

10) Parseval’s theorem: The normalized energy in the signal is given by either of the expressions

å å-

=

-

=

=1

0

1

0

22 )(1)(N

n

N

k

kXN

nx

11) Delta function: 1)]([ =nTFD d

Page 13: Transform Domain Representation of Discrete Time Signals

1.02, 0.56, 2.09,0.69,-0.95

F

12) The linear and circular cross-correlations of two data sequences may be computed using DFTs. For example, the circular correlation of two finite length periodic sequences )( ),( 21 nxnx pp

can be calculated as

)]()([

1,.....,0 ),()(1)(

2*1

1

21

1

021

kXkXF

NjjnxnxN

jr

D

pp

N

nxcx

-

-

=

=

-=+= å

13) DFTs may also be used in the computation of circular and linear convolutions, for example

length equal of sequences

periodic finite are )( and ),(),(and n,convolutiocircular denotes where

)]()([

)()()(

321

211

213

nxnxnx

kXkXF

nxnxnx

ppp

D

ppp

Ä

=

Ä=-

13