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Discrete Fourier Transform
           (DFT)


   Presented by: SHAHRYAR ALI
Discrete Time FT (DTFT)
 DTFT defined as:                           Note: continuous frequency domain!
                                               (frequency density function)

        s
     si           +∞
   ly
 na
a     S(f) =      ∑ s[n] ⋅ e − j 2 π f n
                 n = −∞                           Holds for Aperiodic
                                                        signals

        is
     hes               2π
  nt              1
sy      s[n] =      ⋅ ∫ S(f)e j 2 π f ndf
                 2π
                       0
Problem With DTFT
– Defined for infinite-length sequences.

– From numerical computation viewpoint:
  “It is troublesome as one has to evaluate infinite sums at
                uncountable infinite frequencies”

– To use Matlab, we have to truncate sequences and then
  evaluate the expression at many finite points.
Therefore:
• We turn our attention to a numerically computable
  transform.

• It is obtained by sampling the DTFT transform in the
  frequency domain (or the z-transform on the unit circle).


But..
• We know that a periodic function can always be
  represented by:
    “A linear combination of harmonically related complex
                        exponentials”
The Discrete Fourier Series
• So we have Discrete Fourier Series representation.

• Definition: Periodic sequence.

       ~ (n) = ~ (n + kN ), ∀n, k
       x       x

N: the fundamental period of the sequences
Discrete Fourier Series

Analysis equation:

                ~         N −1
                           ~[n]e − j( 2 π / N)kn
                X[k ] =   ∑x
                          n=0
Synthesis equation:


                ~[n] = 1 N −1 ~
                x        ∑    X[k ]e j( 2 π / N)kn
                       N k =0
• For convenience we sometimes use:

                                   − j( 2 π / N )
                     WN = e
So..
                  ~         N −1
                             ~[n]Wkn
                  X[k ] =   ∑x N
                            n=0
   ~
 { X ( K ), k = 0,±1, } called the discrete Fourier series
                       are
 coefficients.

                  ~[n] = 1
                           N −1
                                ~
                  x        ∑    X[k ]WN kn
                                      −

                         N k =0
Properties of DFS
• Linearity
                   ~ [n]                        ~
                   x1             ← DFS →
                                             X1 [k ]
                   ~ [n]                       ~
                   x 2            ← DFS →
                                             X2 [k ]
                                           ~           ~
              a~1 [n] + b~2 [n]
               x         x        ← DFS → aX1 [k ] + bX2 [k ]
                                    


• Shift of a Sequence
                   ~[n]                     ~
                    x              ← DFS →
                                         X[k ]
                   ~
                    X[n]           ← DFS → N~[ − k ]
                                         x

• Duality
                         ~[n]                       ~
                          x            DFS
                                     ←  →
                                                   X[k ]
                     ~[n − m]                             ~
                      x              ←  → e − j2 πkm / NX[k ]
                                       DFS
                                         
                   e j2 πnm / N~
                               x [n] ← → ~[k − m]
                                       DFS
                                              X
The Fourier Transform of Periodic Signals

• Periodic sequences are not absolute or square summable
   – Hence they don’t have a Fourier Transform.
• We can represent them as sums of complex exponentials:
  DFS.
• We can define a periodic signal whose primary shape is
  that of the finite duration signal .
• We then use the DFS on this periodic signal.
• So we define a new transform called the Discrete Fourier
  Transform (DFT), which is the primary Period of the DFS.
Discrete Fourier Transform (DFT)
Discrete Fourier Transform (DFT)
• Discrete Fourier transform (or DFT) takes a finite number
  of samples of a signal.

• It then transforms them into a finite number of
  frequency samples .

• The discrete Fourier transform does not act on signals
  that exist at all time.

• The DFT can be used in practice using a fast Fourier
  transform (FFT) algorithm.
Fourier analysis
                                                                                                           Input Time Signal          Frequency spectrum
2.5

 2

1.5

 1

0.5


 0
      0           1               2           3        4       5               6        7         8
                                                                                                                          Periodic    FS       Discrete
                                              time, t
                                                                                                           Continuous    (period T)
2.5

 2

1.5                                                                                                                     Aperiodic     FT     Continuous
 1


0.5

 0
      0               2                   4            6           8               10            12

                                              time, t




      2.5

          2




                                                                                                                                      DFS     Discrete
      1.5




                                                                                                                        Periodic
          1

      0.5

          0



                                                                                                                        (period T)
              0           1           2            3       4           5           6         7        8

                                               time, tk

                                                                                                           Discrete
                                                                                                                                      DTFT    Continuous
      2.5

          2




                                                                                                                        Aperiodic
      1.5

          1

      0.5

          0


                                                   time, tk
                                                                                                                                       DFT
              0               2                4           6               8            10            12




                                                                                                                                              Discrete
Discrete Fourier Transform (DFT)
Definition: The Discrete Fourier Transform (DFT) is defined by:


                                            Where n = 0, 1, 2, …., N-1




  The Inverse Discrete Fourier Transform (IDFT) is defined by:


                                               where k = 0, 1, 2, …., N-1.


     Same form of DFS but for aperiodic signals.
     Signal treated as periodic for computational purpose only.
Sample X at N points
                                       O<w<2π
                           x(2)
                              x(1)
                                x(o)     w



                       x(N-1)
DFT at work
• To see how DFT equation actually works in practice,
  let’s do a simple example - calculate DFT of 4
  element sequence, x(n)={1,1,0,0}

    for k=0
           4−1
X ( 0 ) = ∑ x ( n ) e− j 2π ×0×n 4
           n= 0

        = x ( 0 ) e − j 2π ×0×0 4 + x ( 1) e − j 2π ×0×1 4 + x ( 2 ) e− j 2π ×0×2 4 + x ( 3) e − j 2π ×0×3 4
        = 1×e− j 2π ×0×0 4 + 1×e− j 2π ×0×1 4 + 0 ×e − j 2π ×0×2 4 + 0 ×e− j 2π ×0×3 4
        =2
DFT at work
      for k=1
X ( 1) = x ( 0 ) e − j 2π ××0 4 + x ( 1) e − j 2π ×× 4 + x ( 2 ) e − j 2π ××2 4 + x ( 3) e − j 2π ××3 4
                          1                       11                      1                       1


        = 1×e − j 2π ××0 4 + 1 ×e − j 2π ×× 4 + 0 ×e − j 2π ××2 4 + 0 ×e − j 2π ××3 4
                     1                   11                 1                   1


                   π         π 
        = 1 +  cos  ÷− j sin  ÷÷
                   2         2 
        = 1− j

• Following the same procedure we also get:
     X ( 2) = 0             X ( 3) = 1 + j


• The result:                                DFT({1,1,0,0})={2,1+j,0,1-j}
DFT Properties
                     Time                        Frequency
Linearity            a·s[n] + b·u[n]            a·S(k)+b·U(k)


                                                1 N−1
Multiplication         s[n] ·u[n]                ⋅ ∑S(h)U(k - h)
                                                N h =0


                     N− 1
Convolution                                      S(k)·U(k)
                      ∑ s[m] ⋅ u[n − m]
                     m= 0

Time shifting             s[n - m]
                                                     2π k ⋅m
                                                −j
                                            e          T     ⋅ S(k)
Frequency shifting                              S(k - h)
                               2π h t
                          +j
                      e          T ⋅ s[n]
s[n]
                                                  S(f)
 (a)                                                                                    (b)


                                              0       T/2     T                2T       f

       s”[n]      IDFT
                                                      DFT
(c)                                                                                     (d)
                   (e)
                                                       (f)           cK




  (a) Aperiodic discrete signal.               (b) DTFT transform magnitude.
  (c) Periodic version of (a).                 (d) DFS coefficients = samples of (b).
  (e) Inverse DFT estimates a single period of s[n]

  (f) DFT estimates a single period of (d).
Why DFT is important?
 To find the frequency content of a signal.
   • To design an audio format (e.g., CD audio).
   • To design a communications system (what bandwidth is
     required?).

 To determine the frequency response of a structure.
   • A musical instrument.
The Fast Fourier Transform

• The fast Fourier transform (FFT) is simply a class of
  special algorithms which implement the discrete Fourier
  transform .

• It calculates with considerable savings in computational
  time.

• Maximum efficiency of computation is obtained by
  constraining the points to be an integer power of two,
  e.g. 1024 or 2048.
QUESTIONS???

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Discrete Fourier Transform

  • 1. Discrete Fourier Transform (DFT) Presented by: SHAHRYAR ALI
  • 2. Discrete Time FT (DTFT) DTFT defined as: Note: continuous frequency domain! (frequency density function) s si +∞ ly na a S(f) = ∑ s[n] ⋅ e − j 2 π f n n = −∞ Holds for Aperiodic signals is hes 2π nt 1 sy s[n] = ⋅ ∫ S(f)e j 2 π f ndf 2π 0
  • 3. Problem With DTFT – Defined for infinite-length sequences. – From numerical computation viewpoint: “It is troublesome as one has to evaluate infinite sums at uncountable infinite frequencies” – To use Matlab, we have to truncate sequences and then evaluate the expression at many finite points.
  • 4. Therefore: • We turn our attention to a numerically computable transform. • It is obtained by sampling the DTFT transform in the frequency domain (or the z-transform on the unit circle). But.. • We know that a periodic function can always be represented by: “A linear combination of harmonically related complex exponentials”
  • 5. The Discrete Fourier Series • So we have Discrete Fourier Series representation. • Definition: Periodic sequence. ~ (n) = ~ (n + kN ), ∀n, k x x N: the fundamental period of the sequences
  • 6. Discrete Fourier Series Analysis equation: ~ N −1 ~[n]e − j( 2 π / N)kn X[k ] = ∑x n=0 Synthesis equation: ~[n] = 1 N −1 ~ x ∑ X[k ]e j( 2 π / N)kn N k =0
  • 7. • For convenience we sometimes use: − j( 2 π / N ) WN = e So.. ~ N −1 ~[n]Wkn X[k ] = ∑x N n=0 ~ { X ( K ), k = 0,±1, } called the discrete Fourier series are coefficients. ~[n] = 1 N −1 ~ x ∑ X[k ]WN kn − N k =0
  • 8. Properties of DFS • Linearity ~ [n] ~ x1 ← DFS →   X1 [k ] ~ [n] ~ x 2 ← DFS →   X2 [k ] ~ ~ a~1 [n] + b~2 [n] x x ← DFS → aX1 [k ] + bX2 [k ]   • Shift of a Sequence ~[n] ~ x ← DFS →  X[k ] ~ X[n] ← DFS → N~[ − k ]  x • Duality ~[n] ~ x DFS ←  →  X[k ] ~[n − m] ~ x ←  → e − j2 πkm / NX[k ] DFS  e j2 πnm / N~ x [n] ← → ~[k − m] DFS  X
  • 9. The Fourier Transform of Periodic Signals • Periodic sequences are not absolute or square summable – Hence they don’t have a Fourier Transform. • We can represent them as sums of complex exponentials: DFS. • We can define a periodic signal whose primary shape is that of the finite duration signal . • We then use the DFS on this periodic signal. • So we define a new transform called the Discrete Fourier Transform (DFT), which is the primary Period of the DFS.
  • 11. Discrete Fourier Transform (DFT) • Discrete Fourier transform (or DFT) takes a finite number of samples of a signal. • It then transforms them into a finite number of frequency samples . • The discrete Fourier transform does not act on signals that exist at all time. • The DFT can be used in practice using a fast Fourier transform (FFT) algorithm.
  • 12. Fourier analysis Input Time Signal Frequency spectrum 2.5 2 1.5 1 0.5 0 0 1 2 3 4 5 6 7 8 Periodic FS Discrete time, t Continuous (period T) 2.5 2 1.5 Aperiodic FT Continuous 1 0.5 0 0 2 4 6 8 10 12 time, t 2.5 2 DFS Discrete 1.5 Periodic 1 0.5 0 (period T) 0 1 2 3 4 5 6 7 8 time, tk Discrete DTFT Continuous 2.5 2 Aperiodic 1.5 1 0.5 0 time, tk DFT 0 2 4 6 8 10 12 Discrete
  • 13. Discrete Fourier Transform (DFT) Definition: The Discrete Fourier Transform (DFT) is defined by: Where n = 0, 1, 2, …., N-1 The Inverse Discrete Fourier Transform (IDFT) is defined by: where k = 0, 1, 2, …., N-1. Same form of DFS but for aperiodic signals. Signal treated as periodic for computational purpose only.
  • 14. Sample X at N points O<w<2π x(2) x(1) x(o) w x(N-1)
  • 15. DFT at work • To see how DFT equation actually works in practice, let’s do a simple example - calculate DFT of 4 element sequence, x(n)={1,1,0,0} for k=0 4−1 X ( 0 ) = ∑ x ( n ) e− j 2π ×0×n 4 n= 0 = x ( 0 ) e − j 2π ×0×0 4 + x ( 1) e − j 2π ×0×1 4 + x ( 2 ) e− j 2π ×0×2 4 + x ( 3) e − j 2π ×0×3 4 = 1×e− j 2π ×0×0 4 + 1×e− j 2π ×0×1 4 + 0 ×e − j 2π ×0×2 4 + 0 ×e− j 2π ×0×3 4 =2
  • 16. DFT at work for k=1 X ( 1) = x ( 0 ) e − j 2π ××0 4 + x ( 1) e − j 2π ×× 4 + x ( 2 ) e − j 2π ××2 4 + x ( 3) e − j 2π ××3 4 1 11 1 1 = 1×e − j 2π ××0 4 + 1 ×e − j 2π ×× 4 + 0 ×e − j 2π ××2 4 + 0 ×e − j 2π ××3 4 1 11 1 1  π   π  = 1 +  cos  ÷− j sin  ÷÷  2  2  = 1− j • Following the same procedure we also get: X ( 2) = 0 X ( 3) = 1 + j • The result: DFT({1,1,0,0})={2,1+j,0,1-j}
  • 17. DFT Properties Time Frequency Linearity a·s[n] + b·u[n] a·S(k)+b·U(k) 1 N−1 Multiplication s[n] ·u[n] ⋅ ∑S(h)U(k - h) N h =0 N− 1 Convolution S(k)·U(k) ∑ s[m] ⋅ u[n − m] m= 0 Time shifting s[n - m] 2π k ⋅m −j e T ⋅ S(k) Frequency shifting S(k - h) 2π h t +j e T ⋅ s[n]
  • 18. s[n] S(f) (a) (b) 0 T/2 T 2T f s”[n] IDFT DFT (c) (d) (e) (f) cK (a) Aperiodic discrete signal. (b) DTFT transform magnitude. (c) Periodic version of (a). (d) DFS coefficients = samples of (b). (e) Inverse DFT estimates a single period of s[n] (f) DFT estimates a single period of (d).
  • 19. Why DFT is important?  To find the frequency content of a signal. • To design an audio format (e.g., CD audio). • To design a communications system (what bandwidth is required?).  To determine the frequency response of a structure. • A musical instrument.
  • 20. The Fast Fourier Transform • The fast Fourier transform (FFT) is simply a class of special algorithms which implement the discrete Fourier transform . • It calculates with considerable savings in computational time. • Maximum efficiency of computation is obtained by constraining the points to be an integer power of two, e.g. 1024 or 2048.