ELEN E4810: Digital Signal Processing

Topic 3: Fourier domain

1.
2.
3.
4.

The Fourier domain

Discrete-Time Fourier Transform (DTFT)
Discrete Fourier Transform (DFT)
Convolution with the DFT

Dan Ellis

2013-09-23

1. The Fourier Transform

Basic observation (continuous time):

A periodic signal can be decomposed
into sinusoids at integer multiples of the
fundamental frequency
i.e. if x (t) = x (t +T )
we can approach x with
M

x
(t)

ak cos
k=0

Dan Ellis

2 k
t+
T
2013-09-23

Harmonics
of the
fundamental

Fourier Series

ak cos
k=0

For a square wave,

= 0;

i.e.

ak =

x(t) = cos

2
t
T

( 1)
0

1
cos
3

1
k

2 k
t+
T

k = 1, 3, 5, . . .
otherwise

2
1
3t + cos
T
5

2
5t
T

...

0.5

0.5

1
1.5

Dan Ellis

0.5

2013-09-23

0.5

1.5

Fourier Domain

x is equivalently described
by its Fourier Series
parameters:

ak = ( 1)

1
k

k = 1, 3, 5, . . .

ak 1.0

1 2 3 4 5 6 7

Negative ak is
equivalent to phase of
M

1 2 3 4 5 6 7

Complex form: x(t)

j 2T k t

ck e
k= M

Dan Ellis

2013-09-23

Fourier Analysis

x
(t)

ck e
k= M

How to find {|ck |}, {arg{ck }} ?

Inner product with
(conjugate) complex sinusoids:
1
ck =
T

Dan Ellis

T /2

x(t)e

j 2T k t

dt

T /2

2013-09-23

j 2T k t

Fourier Analysis
1
ck =
T

T /2

x(t)e
x

1
=
2

e
cl ejl

dt ; call

jk

1
2

ej(l

k)

2
=
t
T

d
jk

cl
l

T
2

ck e
k= M

T /2

1
=
2

j 2T k t

x
(t)

Integral of (l-k) complete

cycles of a complex sinusoid;
= 0 for lk real (cos) part is
complete cycles, imag (sin)
part is odd; = 1 for l=k 1d

= ck
Dan Ellis

j 2T k t

2013-09-23

Fourier Series Analysis

1
Thus, ck = T

T /2

x(t)e

j 2T k t

dt

T /2

j 2T k t

because complex sinusoids e

pick out the corresponding sinusoidal
components linearly combined in
M

j 2T k t

x(t) =

ck e
k= M

Dan Ellis

2013-09-23

Fourier Transform

Fourier series for periodic signals

extends naturally to Fourier Transform
for any (CT) signal (not just periodic):
dt

Fourier
Transform (FT)

j t

Inverse Fourier
Transform (IFT)

X(j ) =

x(t)e

1
x(t) =
2

X(j )e

j t

Discrete index k continuous freq.

Dan Ellis

2013-09-23

Fourier Transform
Mapping between two continuous
functions:
|X( )|

0
level
/ dB -20

0.02

x(t)

-40
-60
-80
0

0.01

4000

6000
8000
freq / Hz

arg{X( )}

0
-0.01
0

2000

0.002

0.004

0.006
0.008
time / sec

/2
0
/2

2 ambiguity
Dan Ellis

2013-09-23

2000

4000

6000

8000
freq / Hz

Fourier Transform of a sine

Z
Assume x(t) = e
1
Now, since x(t) =
j 0 t

X(W)e

2p
...we know X(W) = 2pd(W

jWt

dW

W0)

...where (x) is the Dirac delta function

(x-x0)
(continuous time) i.e.

( x x0 ) f ( x) dx = f ( x0 )

x(t) = Ae

Dan Ellis

j 0 t

x0

f(x)
x

X() = A ( 0 )
2013-09-23

10

Fourier Transforms
Fourier Series
(FS)
Fourier
Transform (FT)
Discrete-Time
FT (DTFT)
Discrete FT
(DFT)
Dan Ellis

Time

Frequency

Continuous
periodic ~x(t)

Discrete
infinite ck

Continuous
Continuous
infinite x(t)
infinite X()
Discrete
Continuous
infinite x[n] periodic X(ej)
Discrete
Discrete
finite/pdc ~x[n] finite/pdc X[k]
2013-09-23

11

2. Discrete Time FT (DTFT)

FT defined for discrete sequences:

j

X(e ) =

x[n]e

jn

DTFT

n=

Summation (not integral)

Discrete (normalized)
frequency variable !

Argument is ej!, not j!

Dan Ellis

2013-09-23

12

DTFT example
e.g. x[n] = n[n], || < 1

X(e ) = n= [n]e

= n=0 (e

Re

|X(ej )|

Dan Ellis

jn

S = c cS = c
n

n =1

S cS = c = 1
( |c | < 1 )
1
S =
1c
0

2
1

1 2 3 4 5 6 7

n =0

arg{X(ej )}

j n

1
=
j
1 e

1 - e-j

Im

-1

2013-09-23

13

Periodicity of X(ej!)
X(ej!) has periodicity 2 in ! :

X(e

j ( +2 )

) = x[n]e
= x[n]e

|X(ej )|

j ( +2 )n
jn

j 2 n

= X(e )

arg{X(ej )}

3
2

1
2

Phase ambiguity of ej! makes it implicit

Dan Ellis

2013-09-23

14

Inverse DTFT (IDTFT)

Same basic Fourier Synthesis form:

1
x[n] =
2

X(e

)e

jn

IDTFT

Note: continuous, periodic X(ej!)

discrete, infinite x[n] ...
IDTFT is actually Fourier Series analysis
(except for sign of !)

Dan Ellis

2013-09-23

15

IDTFT

Verify by substituting in DTFT:

1
x[n] =
2
1
=
2

X(e

)e

jn

(l x[l]e )e

jl

jn

1 j (nl )
= l x[l] e
d
2
= l x[l]sinc (n l)= x[n]
Dan Ellis

2013-09-23

= 0 unless
n=l
i.e. = [n-l]

16

sinc

1
=
2

j (n

1
l)
dw =
2

Same as cos

Dan Ellis

ej (n l)
j(n l)

1 ej (n l) e j (n
=
2
j(n l)
2j sin (n l)
= sinc (n
j(n l)

1
2

l)

l)

imag jsin part cancels

2013-09-23

17

sinc

sin x
sincx
x

1.0
4

sin(x)/x

sin(x)
y=x

= 1 when x = 0
= 0 when x = r, r 0, r = 1, 2, 3,...

Dan Ellis

2013-09-23

18

DTFTs of simple sequences

j

X(e ) =

x[n] = [n]

x[n]e
n=
j 0

=e

i.e.

[n]

Dan Ellis

1
X(ej)

x[n]
-3 -2 -1

(for all !)

X(ej!)

x[n]

=1

jn

1 2 3

2013-09-23

!
19

DTFTs of simple sequences

IDTFT

1
j
jn
x[n] = e
: x[n] =
X(e
)e
d

j



X(e



) = 2
(
0 ) over - < ! <
but X(ej!) must be periodic in !
j 0 n
e
k 2 ( 0 2k)
j 0 n

If !0 = 0 then x[n] = 1 n
so

Dan Ellis

k 2 ( 2k)
2013-09-23

X(ej!)
0 2 4
20

DTFTs of simple sequences

From before:

[n]
n

1
j
1 e

( | | < 1)

[n] tricky - not finite

[n]

1
+ k ( + 2k)
j
1 e
DTFT of 1/2

Dan Ellis

2013-09-23

21

DTFT properties

Linear:

g[n] + h[n] G(e ) + H (e )

Time shift:

g[n n0 ] e

Frequency shift:

Dan Ellis

j 0 n

jn 0

g[n] G (e
2013-09-23

G(e )

j ( 0 )

delay
in
frequency

22

DTFT example

x[n] = [n] + n [n-1]

Dan Ellis

= [n] + (n-1 [n-1])

j 1
1
X(e ) = 1+ e

1 e
e j
1 e j + e j
= 1+
=
j
1 e
1 e j
1
=
x[n] = n [n]
j
1 e
j

2013-09-23

23

DTFT symmetry
If x[n]


x[-n]


x*[n]

Re{x[n]}

X(e ) =

x[n]e jn
n=

X(ej!) then...
from summation
X(e-j!)
X*(e-j!) (e-j!)* = ej!
1
j
!
XCS(e ) = [ X (e j ) + X * (e j )]
2

conjugate symmetry cancels Im parts on IDTFT

jIm{x[n]}

xcs[n]

xca[n]

Dan Ellis

1
j
*
j
= [ X (e ) X (e )]
2
Re{X(ej!)}
jIm{X(ej!)}

XCA(ej!)

2013-09-23

24

DTFT of real x[n]

When x[n] is pure real,

XCS
XR(ej!) = XR(e-j!)
XI(ej!) = -XI(e-j!)
Imag

xcs[n] xev[n] = xev[-n]

xca[n] xod[n] = -xod[-n]

X(ej!) = X*(e-j!)

x[n] real, even

X(ej!) even, real

xim[n]
Real

xre[n]
n

Dan Ellis

2013-09-23

25

DTFT and convolution

Convolution: x[n] = g[n] h[n]

X(e ) = n = ( g[n] h[n]) e
j

jn

= n ( k g[k]h[n k])e

jn

= k ( g[k]e jk n h[n k]e j (n k ) )

j

= G(e ) H (e )
g[n] h[n] G(e j )H (e j )
Dan Ellis

2013-09-23

Convolution
becomes
multiplication
26

Convolution with DTFT

Since g[n] h[n] G(e )H (e )

we can calculate a convolution by:

g[n]
h[n]
Dan Ellis

finding DTFTs of g, h G, H
multiply them: GH
IDTFT of product is result, g[n] h[n]
DTFT
DTFT

G(e j )
Y (e j )

IDTFT

y[n]

H (e j )
2013-09-23

27

DTFT convolution example

1
x[n] =
X(e ) =
1 e j
h[n] = [n] - [n-1]

n[n]

H (e ) = 1 (e
j

j 1

) 1

y[n] = x[n] h[n]

j
j
j
Y
(e
)
=
H
(e
)X(e
)



1
j
=

e
=1
)
j (
1 e


y[n] = [n] i.e. ...
Dan Ellis

2013-09-23

28

DTFT modulation

Modulation: x[n] = g[n] h[n]

Could solve if g[n] was just sinusoids...
1

j
j
jn
jn
X(e ) = n
G(e
)e
d

h[n]e

2 write g[n] as IDTFT

1
j
j ( )n
=
G(e ) n h[n]e
d

2
1
j
j ( )
g[n] h[n]
G(e )H (e
)d

Dual of convolution in time

Dan Ellis

2013-09-23

29

Parsevals relation

Energy in time and frequency domains

are equal:
1
*
j
*
j
g[n]h
[n]
=
G(e
)H
(e
)d

If g = h, then gg* = |g|2 = energy...

Dan Ellis

2013-09-23

30

Energy density spectrum

Energy of sequence g = g[n]

1
g =
2

G(e

By Parseval

Define Energy Density Spectrum (EDS)

j
j 2
Sgg (e ) = G(e )

Dan Ellis

2013-09-23

) d

31

EDS and autocorrelation

Autocorrelation of g[n]:

rgg [] =

g[n]g[n ] = g[n] g[n]

n=

DTFT {rgg []} = G(e )G(e

j

If g[n] is real, G(e-j!) = G*(ej!), so

j 2
j
DTFT {rgg []} = G(e ) = Sgg (e )

no phase
info.

Mag-sq of spectrum is DTFT of autoco

Dan Ellis

2013-09-23

32

3. Discrete FT (DFT)
Discrete FT
(DFT)

Discrete
Discrete
finite/pdc x[n] finite/pdc X[k]

A finite or periodic sequence has only

N unique values, x[n] for 0 n < N
Spectrum is completely defined by N
distinct frequency samples
Divide 0..2 into N equal steps,
2 k
{ k} =
N

Dan Ellis

2013-09-23

33

DFT and IDFT

Uniform sampling of DTFT spectrum:

N 1

X[k] = X(e j ) = 2 k = x[n]e

N

2 k
n
N

n=0

N 1

2/N
1

kn
X[k]
=
x[n]W
DFT:

WN

n=0

where WN = e
Dan Ellis

2
N

i.e. -1/Nth of a revolution

2013-09-23

34

IDFT
N 1

1
nk
Inverse DFT: IDFT x[n] = X[k]WN
N k=0
Check:
1
kl
nk
x[n] = k l x[l]WN WN
N
Sum of complete set
N 1
N 1
1
k (ln ) of rotated vectors
= x[l] WN
= 0 if l n; = N if l = n
N l=0
k=0
im
or finite
re
W
= x[n]
geometric series

WN2

0n<N
Dan Ellis

2013-09-23

= (1-WNlN)/(1-WNl)
35

DFT examples

Finite impulse x[n] =

N 1

X[k] =

1
0

n=0
n = 1...N

x[n]WNkn = WN0 = 1

n=0

Periodic sinusoid:

2 rn
N

x[n] = cos

X[k] =

(0 k < N)

Dan Ellis

1
2

(r

Z) = 1 W rn + W rn
N
N

N 1
rn
(W
N
n=0

+ WNrn )WNkn

k = r, k = N
0 otherwise
N
2

2013-09-23

r
36

DFT: Matrix form

X[k] = n=0 x[n] W
N 1

X[0]
X[1]
X[2]
..
.

X[N

1

1

1
=
.
..

1]

1
WN1
WN2
..
.
(N 1)

1 WN

i.e.

Dan Ellis

kn
N

as a matrix multiply:

1
WN2
WN4
..
.

..
.

2(N 1)

WN

(N 1)
WN

2(N 1)
WN

..
.

(N

WN

1)2
x[N

X = DN x
2013-09-23

x[0]
x[1]
x[2]
..
.

37

1]

Matrix IDFT

If
X = DN x
1
then
x = DN X
i.e. inverse DFT is also just a matrix,

DN1

1
1

1
1
=
N
..
.

1
WN 1
WN 2
..
.

1 WN

(N 1)

1
WN 2
WN 4
..
.
WN

2(N 1)

=1/NDN*
Dan Ellis

2013-09-23

..
.

1)

(N 1)

WN
2(N
WN
..
.
WN

(N 1)2

38

DFT and MATLAB

MATLAB is concerned with sequences

not continuous functions like X(ej!)

Instead, we use the DFT to sample

X(ej!) on an (arbitrarily-fine) grid:

Dan Ellis

X = freqz(x,1,w); samples the DTFT

of sequence x at angular frequencies in w
X = fft(x); calculates the N-point DFT
of an N-point sequence x
2013-09-23

39

DFT and DTFT

DTFT

x[n]e

X(e ) =

jn

continuous freq !
infinite x[n], -<n<

n=
N 1

X[k] = x[n]W

discrete freq k=N!/2

finite x[n], 0n<N

kn
N

DFT

n=0

DFT samples DTFT at discrete freqs:

X[k]

X[k] = X(e ) = 2 k
N

Dan Ellis

k=1...
2013-09-23

X(ej!)
!
40

DTFT from DFT

N-point DFT completely specifies the

continuous DTFT of the finite sequence
N 1

jn
1
j
kn
X(e ) = X[k]WN e

n=0 N k=0
N 1

j ( 2 k ) n
1
N
periodic
= X[k] e
sinc
N k=0
n=0
k
N 1
sin N 2 j ( N21) k
1
= X[k]
e
k
N k=0
sin 2
N 1

k = 2Nk

interpolation
Dan Ellis

N 1

2013-09-23

41

Periodic sinc jN
N 1
1e
j n
=
e
j
1e

n =0

jN k / 2

jN k / 2

e
e
e
= j k / 2 j k / 2
e
e
e j k / 2
k
( N 1)
j 2 k sin N 2
pure real
=e
k
pure phase
sin 2
= N when !k = 0; = (-)N when !k/2 =
= 0 when !k/2 = r/N, r = 1, 2, ...
other values in-between...

factor out
half the angle

jN k / 2

Dan Ellis

2013-09-23

42

Periodic sinc
sin Nx
sin x

sinNx/sinx
sinNx
0

-N

X[k] = X(ej2

(N = 8)
k/N)

X(ej 0) =

X[k]

1.5

DFT DTFT
= interpolation
by periodic
sinc
X[k]X(ej!)
Dan Ellis

sinx

sin N
N sin

X[3]

sin N
N sin

k/2
k/2
3/2
3/2

0.5

-0.5

-1

freq
0

k=1
= 2 /N

2013-09-23

k=3
= 6 /N

k=4
= 8 /N

43

DFT from overlength DTFT

If x[n] has more than N points, can still

j

form X[k] = X(e ) = 2 k

N

[n]
IDFT of X[k] will give N point x

[n] relate to x[n]?

How does x

Dan Ellis

2013-09-23

44

DFT from overlength DTFT

x[n]

DTFT

-A n < B

X(ej)

1
x
[n] =
N
=

sample

x[ ]WNk
k=0

0n<N
Dan Ellis

x[n
r=

x[n]
0n<N

N 1

x[ ]

x
[n] =

X[k]

IDFT

1
N

N 1
k(

WN

WN nk
=1 for n-l = rN, rI
= 0 otherwise
n)

k=0

all values shifted by

rN ] exact multiples of N pts
to lie in 0 n < N
2013-09-23

45

DFT from DTFT example

If x[n] = { 8, 5, 4, 3, 2, 2, 1, 1} (8 point)
We form X[k] for k = 0, 1, 2, 3
by sampling X(ej!) at ! = 0, /2, , 3/2

IDFT of X[k] gives 4 pt

x
[n] =
r=

Overlap only for r = -1:

x
[n] =

Dan Ellis

8
+
2

5 4
+ +
2 2

3
+
1

2013-09-23

= {10

rN ]

x[n

(N = 4)

4}

46

DFT from DTFT example

x[n]
-1

x[n+N]
(r = -1)

-5 -4 -3 -2 -1

1 2 3 4 5 6 7 8

1 2 3 4 5

x[n]
1 2 3

x[n] is the time aliased or folded down

version of x[n].

Dan Ellis

2013-09-23

47

Properties: Circular time shift

DFT properties mirror DTFT, with twists:

Time shift must stay within N-pt window
g[ n n0 N ]
WNkn0 G[k]
Modulo-N indexing keeps index between
0 and N-1:
g[ n

n0

N]

g[n n0 ]
g[N + n n0 ]

n n0
n < n0

0 n0 < N
Dan Ellis

2013-09-23

48

Circular time shift

Points shifted out to the right dont

disappear they come in from the left
g[n]
delay by 2
n
5-pt sequence
1 2 3 4

g[<n-2>5]

1 2 3 4

Like a barrel shifter:

origin pointer

Dan Ellis

2013-09-23

49

Circular time reversal

Time reversal is tricky in modulo-N

indexing - not reversing the sequence:
x [n]

5-pt sequence
made periodic
-7 -6 -5 -4 -3 -2 -1

1 2 3 4 5 6 7 8 9 10 11

x [ n

Time-reversed
periodic sequence
-7 -6 -5 -4 -3 -2 -1

1 2 3 4 5 6 7 8 9 10 11

Zero point stays fixed; remainder flips

Dan Ellis

2013-09-23

50

Duality

DFT and IDFT are very similar

both map an N-pt vector to an N-pt vector

Duality:
if
then

Circular
time reversal

g[n] G [k ]
G [n] N g[ k

i.e. if you treat DFT sequence as a time

sequence, result is almost symmetric

Dan Ellis

2013-09-23

51

4. Convolution with the DFT

IDTFT of product of DTFTs of two N-pt

sequences is their 2N-1 pt convolution
IDFT of the product of two N-pt DFTs
can only give N points!
Equivalent of 2N-1 pt result time aliased:

(0 n < N)
i.e. y [n ] =
y
[n
+
rN
]
c
l
r=

must be, because G[k]H[k] are exact

samples of G(ej!)H(ej!)

This is known as circular convolution

Dan Ellis

2013-09-23

52

Circular convolution

Can also do entire convolution with

modulo-N indexing
Hence, Circular Convolution:
N 1

g[m ]h[ n m N ]

G[k]H[k]

m=0

N h[n]
Written as g[n]

Dan Ellis

2013-09-23

53

Circular convolution example

4 pt sequences:

g[n]={1 2 0 1} h[n]={2 2 1 0}

N 1

g[m ]h[ n m N ]

1 2 3

m=0

h[<n - 0>4]
h[<n - 1>4]
h[<n - 2>4]
h[<n - 3>4]
Dan Ellis

1 2 3

1 2 3

1 2 3

1 2 3

0
1
2013-09-23

1 2 3

g[n] 4 h[n]={4 7 5 4}

1 2 3

check: g[n] * h[n]

={2 6 5 4 2 1 0}
54

DFT properties summary

Circular convolution
N 1
m=0 g[m ]h[ n m
Modulation
g[n] h[n]
Duality
Parseval
Dan Ellis

1
N

G[k]H[k]

m=0 G[m]H[ k m N ]
N 1

G [n] N g[ k

n=0 x[n]
N 1

1
N

k=0 X [k ]

2013-09-23

N 1

55

Linear convolution w/ the DFT

DFT fast circular convolution

.. but we need linear convolution
Circular conv. is time-aliased linear
conv.; can aliasing be avoided?
e.g. convolving L-pt g[n] with M-pt h[n]:
y[n] = g[n] * h[n] has L+M-1 nonzero pts
Set DFT size N L+M-1 no aliasing

Dan Ellis

2013-09-23

56

Linear convolution w/ the DFT

Procedure (N = L + M - 1):

g[n]

pad L-pt g[n] with (at least)

n
M-1 zeros
L
h[n]
N-pt DFT G[k], k = 0..N-1
pad M-pt h[n] with (at least)
n
M
L-1 zeros
yc[n]
N-pt DFT H[k], k = 0..N-1
Y[k] = G[k]H[k], k = 0..N-1
n
N

IDFT{Y[k]} =
yL [n + rN ] = yL [n] (0 n < N)
r=

Dan Ellis

2013-09-23

57

Overlap-Add convolution

Very long g[n] break up into

segments, convolve piecewise, overlap
bound size of DFT, processing delay
Make gi [n] =

h[n]

i N n < (i + 1) N
otherwise

g[n]
0

g[n] =
g[n] =

i gi [n]
i

h[n]

gi [n]

Called Overlap-Add (OLA) convolution...

Dan Ellis

2013-09-23

58

Overlap-Add convolution
g[n]

h[n]
n

g0[n]

g0[n] * h[n]
n

g1[n]

g2[n]
L

2L

N=
L+M-1

g1[n] * h[n]
n
g2[n] * h[n]
n

3L
h[n] * g[n]

valid OLA sum

ML

Dan Ellis

2013-09-23

2L

3L
59

n
n