Lesson No.

7
Signal and System Analysis
Centro Universitario de los Valles

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Introduction to Fourier
transform

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Introduction to Fourier transform

From time domain to frequency domain.

Find the contribution of different
frequencies.

Discover hidden signal properties.

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Introduction to Fourier transform

We will consider finite-length in CN.
Fourier analysis is a simple change of basis.
A change of basis is a change of perspective.
A change of perspective can reveal new things.

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Introduction to Fourier transform

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The Fourier Basis for CN

j 2
N nk

wk [n] = e

is an orthogonal basis

The fundamental frequency

2
=
k
N

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n, k = 0, 1, ..., N 1
k is the index of the vector in the
Vector space , i.e, k is the signal
n is the index of the each
component of the vector k , i. e n
indicates each element of the
signal.

The Fourier Basis for CN

In vector notation

{w

(k)

}k=0,1,...,N 1

with

(k)
wn

j 2
N nk

=e

is an orthogonal basis

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Remember the exponential generating machine

Img
w1[2]
w1[1]
2pi/N

w1[0] Re

See the example in the course: Pintando los vectores en C-64

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wn(k)
k=1

j 2
N nk

=e

Proof of the orthogonality

<w

(k)

,w

(h)

> =

N
1
!

2
j 2
nk

j
N
N nh

(e

) e

n=0

N
1
!

j 2
N (hk)n

n=0

"
N

1ej2(hk)

j 2 (hk)
1e N

Remeber !!!: The sum of the first n terms of geometric series is:

a + ar + ar + ar + ... + ar
2

N 1

N
1
!
k=0

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1 rN
ar = a
1r
k

for h = k,
= 0 otherwise

Remarks

orthogonal vectors

vectors

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are not orthonormal

basis for CN

The Fourier Basis for CN

j 2
N nk

in signal notation:

wk [n] = e

in vector notation:

(k)

{w

(k)
wn

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}k=0,1,...,N 1
j 2
N nk

=e

n, k = 0, 1, ..., N 1

Introduction to Fourier transform

Analysis formula

Xk =< w(k) , x >

Synthesis formula

1
x=
N

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N
1
!
k=0

Xk w(k)

Introduction to Fourier transform

Analysis formula

X[k] =

N
1
!

j 2
N nk

x[n]e

k = 0, 1, ..., N 1

n=0

N- point signal in the frequency domain

Synthesis formula

1
x[n] =
N

N
1
!
k=0

j 2
N nk

X[k]e

n = 0, 1, ..., N 1

N- point signal in the time domain

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DFT of x[n]=[n],

X[k] =

N
1
!
n=0

j 2
N nk

x[n] e

plot the DFT using MATLAB

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x[n] C N

DFT of x[n]=1,

X[k]

x[n] C N
N
1
!

j 2
N nk

n=0

= N [k]

plot the DFT using MATLAB

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2
DFT of x[n]=3 cos( n),
16
x[n] =
plot the DFT using MATLAB

Euler equation

ej + ej
cos() =
2
Periodicity

2
2
j 4n + j2n = j 60n
64
64

=
=

2
3 cos( n)
16
2
3 cos( 4n)
64
2
3 j 2 4n
j
[e 64 + e 64 4n ]
2
2
3 j 2 4n
j
[e 64 + e 64 60n ]
2
3
[w4 [n] + w60 [n]]
2
Two Fourier basis Vectors

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x[n] C 64

2
DFT of x[n]=3 cos( n),
16

x[n] C

X[k] = < wk [n], x[n] >

3
= < wk [n], (w4 [n] + w60 [n]) >
2
3
3
=
< wk [n], w4 [n] > + < wk [n], w60 [n] >
2
2
!
96 for k = 4, 60
=
0 otherwise

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64

because of the linearity

DFT of x[n]=3 cos( n + ),

16
3
x[n]

=
=
=
=

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x[n] C

3 cos( n + )
16
3
2

3 cos( 4n + )
64
3
2

3 j 2 4n j
j
4n
j
[e 64 e 3 + e 64 e 3 ]
2

3 j
j
[e 3 w4 [n] + e 3 w60 [n]]
2

64

DFT of x[n]=3 cos( n + ),

16
3

X[k] = < wk [n], x[n] >

for k = 4
96e 3

j
=
96e 3 for k = 60

0
otherwise
Plot the real and imaginary part of the DFT.
Plot the magnitude and plot the phase of the DFT.

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x[n] C

64

2
DFT of x[n]=3 cos( ),
10

x[n] C

64

The frequency of the signal is not

multiple of the fundamental frequency

In this case we use numerical packages like for example MATLAB

2
2
2
6<
<
7
64
10
64

Plot the real and imaginary part of the DFT.

Plot the magnitude and plot the phase of the DFT.

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|X[k]|

Interpreting the DFT plot

0
frequencies <

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N/2

(counterclockwise)

N-1
frequencies >

(clockwise)

|X[k]|

Interpreting the DFT plot

N/2

low frequencies (slow)

low frequencies (slow)

high frequencies (fast)

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N-1

|X[k]|

Interpreting the DFT plot

N/2

low frequencies (slow)

low frequencies (slow)

high frequencies (fast)

x[n]=1
(slowest signal )

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N-1

|X[k]|

Interpreting the DFT plot

N/2

low frequencies (slow)

low frequencies (slow)

high frequencies (fast)

x[n]=

cos(n) = (1)n

(fastest signal )

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N-1

DFT of real signals

For real signals the DFT is symmetric in magnitude

|X[k]| = |X[N k]| for k = 1, 2, ..."N/2#

N = 5, odd length

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N = 6, even length

DFT of real signals

For real signals, magnitude plots need only !N/2" + 1 points

N = 5, odd length

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N = 6, even length

DFT in practice

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DFT in practice

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DFT in practice

x[n] = cos(n + ) + [n]

with
= 0

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2
64
1024