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1 Denition
Because of periodicity, the customary domain of k actually computed is [0, N 1]. That is always the case when
the DFT is implemented via the Fast Fourier transform
algorithm. But other common domains are [N/2, N/2
1] (N even) and [(N 1)/2, (N 1)/2] (N odd), as
when the left and right halves of an FFT output sequence
are swapped.[4]
2 PROPERTIES
2 Properties
2.1 Completeness
The discrete Fourier transform is an invertible, linear
transformation
[0, N 1],
|Xk |/N =
F : CN CN
with C denoting the set of complex numbers. In other
words, for any N > 0, an N-dimensional complex vector
has a DFT and an IDFT which are in turn N-dimensional
complex vectors.
2.2 Orthogonality
Re(Xk )2 + Im(Xk )2 /N
(
)
arg(Xk ) = atan2 Im(Xk ), Re(Xk ) = i ln
Xk
|Xk |
[ 2i
]T
The vectors uk = e N kn | n = 0, 1, . . . , N 1
, form an orthogonal basis over the set of N-dimensional
complex vectors:
1/N for both the DFT and IDFT, for instance, makes
the transforms unitary.
In the following discussion the terms sequence and
vector will be considered interchangeable.
Using Eulers formula, the DFT formulae can be converted to the trigonometric forms sometimes used in engineering and computer science:
Fourier Transform:
uTk uk =
2i
N kn
)(
e
2i
N (k )n
n=0
)
=
N
1
2i
N (kk )n
n=0
N
1 (
n=0
xn yn =
N 1
1
Xk Yk
N
k=0
= N kk
2.7
def
states:
y(npN ) = yn(modN ) .
(yN )n =
p=
N
1
|xn |2 =
n=0
N 1
1
|Xk |2 .
N
k=0
N
1
2i
def
2i
(k+N )n
kn 2in methods arecalled
2i
N
N
and overlap-add.[5] The
Xk+N =
xn e
=
xn e
xn e N kn overlap-save
= Xk .
|e {z } =
eciency
results from the fact that a direct evaluation of
n=0
n=0
n=0
1
either summation (above) requires O(N 2 ) operations for
Similarly, it can be shown that the IDFT formula leads to an output sequence of length N. An indirect method, usa periodic extension.
ing transforms, can take advantage of the O(N log N ) efciency of the fast Fourier transform (FFT) to achieve
much better performance. Furthermore, convolutions
2.5 Shift theorem
can be used to eciently compute DFTs via Raders FFT
2i
Multiplying x by a linear phase e N nm for some integer algorithm and Bluesteins FFT algorithm.
2.4
Periodicity
F({xn })k = Xk
F({xn e
2i
N nm
})k = Xkm
F({xnm })k = Xk e
2.6
2i
N km
[
p(t) = N1 X0 + X1 e2it + + XN /21 e(N /21)2it + XN /2 cos
for N even ,
[
p(t) = N1 X0 + X1 e2it + + XN /2 eN /22it + XN /2+1 e
for N odd,
{X Y}n =
N
1
l=0
def
xl (yN )nl = (x yN )n ,
2 PROPERTIES
interpolation property, but giving dierent values in be- The orthogonality of the DFT is now expressed as an
tween the xn points. The choice above, however, is typi- orthonormality condition (which arises in many areas of
cal because it has two useful properties. First, it consists mathematics as described in root of unity):
of sinusoids whose frequencies have the smallest possible
magnitudes: the interpolation is bandlimited. Second, if
N
1
Ukm Umn
= kn
In contrast, the most obvious trigonometric interpolation m=0
polynomial is the one in which the frequencies range from
0 to N 1 (instead of roughly N /2 to +N /2 as above), If X is dened as the unitary DFT of the vector x, then
similar to the inverse DFT formula. This interpolation
does not minimize the slope, and is not generally realN
1
2.9
00
N
10
N
..
.
F=
(N 1)0
N
01
N
11
N
..
.
(N 1)1
...
...
..
.
...
where
0(N 1)
N
1(N 1)
N
..
.
(N 1)(N 1)
N
1
xn yn =
n=0
k=0
|xn |2 =
n=0
Xk Yk
N = e2i/N
N
1
N
1
|Xk |2
k=0
1
F
N
U = F/ N
U1 = U
| det(U)| = 1
2.11
Third, a variant of this conjugation trick, which is sometimes preferable because it requires no modication of
the data values, involves swapping real and imaginary
parts (which can be done on a computer simply by modifying pointers). Dene swap( xn ) as xn with its real and
imaginary parts swappedthat is, if xn = a + bi then
swap( xn ) is b + ai . Equivalently, swap( xn ) equals ixn
. Then
5
are N independent eigenvectors; a unitary matrix is never
defective.)
The problem of their multiplicity was solved by McClellan and Parks (1972), although it was later shown to have
been equivalent to a problem solved by Gauss (Dickinson and Steiglitz, 1982). The multiplicity depends on the
value of N modulo 4, and is given by the following table:
Otherwise stated, the characteristic polynomial of U is:
F 1 (x) = swap(F(swap(x)))/N
N +4
4
N +2
4
N +1
4
(+1)
(+i)
(i)
det(IU) = (1)
That is, the inverse transform is the same as the forward
transform with the real and imaginary parts swapped for No simple analytical formula for general eigenvectors
both input and output, up to a normalization (Duhamel et is known. Moreover, the eigenvectors are not unique
al., 1988).
because any linear combination of eigenvectors for the
The conjugation trick can also be used to dene a new same eigenvalue is also an eigenvector for that eigenvalue.
transform, closely related to the DFT, that is involutory Various researchers have proposed dierent choices of
that is, which
is its own inverse. In particular, T (x) = eigenvectors, selected to satisfy useful properties like
F(x )/ N is clearly its own inverse: T (T (x)) = x . A orthogonality and to have simple forms (e.g., McClellan
closely related involutory transformation
(by a factor of and Parks, 1972; Dickinson and Steiglitz, 1982; Grn(1+i) /2) is H(x) = F((1 + i)x )/ 2N , since the baum, 1982; Atakishiyev and Wolf, 1997; Candan et al.,
(1 + i) factors in H(H(x)) cancel the 2. For real inputs 2000; Hanna et al., 2004; Gurevich and Hadani, 2008).
x , the real part of H(x) is none other than the discrete A straightforward approach is to discretize an eigenfuncHartley transform, which is also involutory.
tion of the continuous Fourier transform, of which the
most famous is the Gaussian function. Since periodic
summation of the function means discretizing its fre2.11 Eigenvalues and eigenvectors
quency spectrum and discretization means periodic sumThe eigenvalues of the DFT matrix are simple and well- mation of the spectrum, the discretized and periodically
known, whereas the eigenvectors are complicated, not summed Gaussian function yields an eigenvector of the
discrete transform:
unique, and are the subject of ongoing research.
Consider the unitary form U dened above for the DFT
of length N, where
Um,n
2i
1 (m1)(n1)
1
= N
= e N (m1)(n1) .
N
N
U4 = I.
F (m) =
(
)
(m+N k)2
exp
.
kZ
N
)
(
)]
[ (
L
This can be seen from the inverse properties above: opm cos 2
s
F (m) = s=K+1 cos 2
N
N
erating U twice gives the original data in reverse order, so
operating U four times gives back the original data and is
thus the identity matrix. This means that the eigenvalues For DFT period N = 2L = 4K, where K is an integer, the
following is an eigenvector of DFT:
satisfy the equation:
F (m) = sin
4 = 1.
( 2
N
) L1
s=K+1
(
)]
[ ( 2 )
cos N m cos 2
N s
The choice of eigenvectors of the DFT matrix has beTherefore, the eigenvalues of U are the fourth roots of come important in recent years in order to dene a disunity: is +1, 1, +i, or i.
crete analogue of the fractional Fourier transformthe
Since there are only four distinct eigenvalues for this DFT matrix can be taken to fractional powers by expoN N matrix, they have some multiplicity. The multi- nentiating the eigenvalues (e.g., Rubio and Santhanam,
plicity gives the number of linearly independent eigenvec- 2005). For the continuous Fourier transform, the natural
tors corresponding to each eigenvalue. (Note that there orthogonal eigenfunctions are the Hermite functions, so
N 1
4
various discrete analogues of these have been employed and the entropic uncertainty principle becomes[7]
as the eigenvectors of the DFT, such as the Kravchuk
polynomials (Atakishiyev and Wolf, 1997). The best
choice of eigenvectors to dene a fractional discrete H(X) + H(x) ln(N ) .
Fourier transform remains an open question, however.
The equality is obtained for Pn equal to translations and
modulations of a suitably normalized Kronecker comb of
2.12 Uncertainty principle
period A where A is any exact integer divisor of N . The
probability mass function Qm will then be proportional
If the random variable Xk is constrained by
to a suitably translated Kronecker comb of period B =
N /A .[7]
N
1
There is also a well-known deterministic uncertainty principle that uses signal sparsity (or the number of non-zero
coecients).[8] Let x0 and X0 be the number of
non-zero elements of the time and frequency sequences
x0 , x1 , . . . , xN 1 and X0 , X1 , . . . , XN 1 , respectively.
Then,
|Xn | = 1 ,
2
n=0
then
Pn = |Xn |2
N x0 X0 .
may be considered to represent a discrete probability
of arithmass function of n, with an associated probability mass As an immediate consequence of the inequality
metic and geometric means, one also has 2 N
function constructed from the transformed variable,
x0 +X0 . Both uncertainty principles were shown to
be tight for specically-chosen picket-fence sequences
2
(discrete impulse trains), and nd practical use for signal
Qm = N |xm | .
recovery applications.[8]
For the case of continuous functions P (x) and Q(k) , the
Heisenberg uncertainty principle states that
D0 (X)D0 (x)
1
16 2
In the discrete case, the Shannon entropies are dened as It is possible to shift the transform sampling in time
and/or frequency domain by some real shifts a and b, respectively. This is sometimes known as a generalized
DFT (or GDFT), also called the shifted DFT or oset
N
1
and
Xk =
N
1
x n e
2i
N (k+b)(n+a)
k = 0, . . . , N 1.
n=0
H(x) =
N
1
m=0
Qm ln Qm ,
4.1
time and frequency domains, a = 1/2 produces a signal that is anti-periodic in frequency domain ( Xk+N =
Xk ) and vice versa for b = 1/2 . Thus, the specic case of a = b = 1/2 is known as an odd-time
odd-frequency discrete Fourier transform (or O2 DFT).
Such shifted transforms are most often used for symmetric data, to represent dierent boundary symmetries,
and for real-symmetric data they correspond to dierent
forms of the discrete cosine and sine transforms.
Another interesting choice is a = b = (N 1)/2 ,
which is called the centered DFT (or CDFT). The centered DFT has the useful property that, when N is a multiple of four, all four of its eigenvalues (see above) have
equal multiplicities (Rubio and Santhanam, 2005)[9]
The term GDFT is also used for the non-linear phase
extensions of DFT. Hence, GDFT method provides a
generalization for constant amplitude orthogonal block
transforms including linear and non-linear phase types.
GDFT is a framework to improve time and frequency domain properties of the traditional DFT, e.g. auto/crosscorrelations, by the addition of the properly designed
phase shaping function (non-linear, in general) to the
original linear phase functions (Akansu and AgirmanTosun, 2010).[10]
xn = d
=1 N
N1
e2in(k/N) Xk .
k=0
N
1 1
(
Nk11 n1
n1 =0
N
2 1
n2 =0
(
Nk22 n2
N
d 1
nd =0
,
Nkdd nXdk1 x
= dXN
,
1 ,n2 ,...,n
,kn
2 ,...,k
d
1 k1 ,N2 k2 ,...,Nd kd
where N = exp(2i/N ) as above and the d output where the star again denotes complex conjugation and the
indices run from k = 0, 1, . . . , N 1 . This is more -th subscript is again interpreted modulo N (for =
compactly expressed in vector notation, where we dene 1, 2, . . . , d ).
n = (n1 , n2 , . . . , nd ) and k = (k1 , k2 , . . . , kd ) as ddimensional vectors of indices from 0 to N 1 , which
we dene as N 1 = (N1 1, N2 1, . . . , Nd 1) :
5 Applications
N1
e2ik(n/N) xn ,
5 APPLICATIONS
5.1
Spectral analysis
5.2
Filter bank
c=ab
5.3
Where c is the vector of coecients for c(x), and the convolution operator is dened so
Data compression
d1
n = 0, 1 . . . , d1
7.2
Other elds
Convolution
When data is convolved with a function with wide support, such as for downsampling by a large sampling ratio,
because of the Convolution theorem and the FFT algo7.3 Other nite groups
rithm, it may be faster to transform it, multiply pointwise
by the transform of the lter and then reverse transform it.
Main article: Fourier transform on nite groups
Alternatively, a good lter is obtained by simply truncating the transformed data and re-transforming the shortThe standard DFT acts on a sequence x0 , x1 , , xN
ened data set.
of complex numbers, which can be viewed as a function
{0, 1, , N 1} C. The multidimensional DFT acts
multidimensional sequences, which can be viewed as
6 Some discrete Fourier transform on
functions
pairs
Generalizations
{0, 1, . . . , N1 1} {0, 1, . . . , Nd 1} C.
7.1
Representation theory
10
12
Alternatives
See also
Companion matrix
DFT matrix
Fast Fourier transform
FFTPACK
FFTW
Generalizations of Pauli matrices
List of Fourier-related transforms
Multidimensional transform
Zak transform
Quantum Fourier transform
10
Notes
N
1
kn
xn WN
n=0
REFERENCES
11 Citations
[1] Strang, Gilbert (MayJune 1994). Wavelets. American
Scientist 82 (3): 253. Retrieved 8 October 2013. This is
the most important numerical algorithm of our lifetime...
[2] Sahidullah, Md.; Saha, Goutam (Feb 2013).
A
Novel Windowing Technique for Ecient Computation of MFCC for Speaker Recognition.
IEEE Signal Processing Letters 20 (2): 149152.
arXiv:1206.2437.
Bibcode:2013ISPL...20..149S.
doi:10.1109/LSP.2012.2235067.
[3] Cooley et al., 1969
[4] Shift zero-frequency component to center of spectrum
MATLAB tshift. http://www.mathworks.com/. Natick,
MA 01760: The MathWorks, Inc. Retrieved 10 March
2014. External link in |work= (help)
[5] T. G. Stockham, Jr., "High-speed convolution and correlation, in 1966 Proc. AFIPS Spring Joint Computing Conf.
Reprinted in Digital Signal Processing, L. R. Rabiner and
C. M. Rader, editors, New York: IEEE Press, 1972.
[6] Massar, S.;
Spindel, P. (2008).
Uncertainty Relation for the Discrete Fourier Transform.
Physical Review Letters 100 (19).
arXiv:0710.0723.
Bibcode:2008PhRvL.100s0401M.
doi:10.1103/PhysRevLett.100.190401.
[7] DeBrunner, Victor; Havlicek, Joseph P.; Przebinda,
Tomasz; zaydin, Murad (2005).
Entropy-Based
Uncertainty Measures for L2 (Rn ), 2 (Z) , and
2 (Z/N Z) With a Hirschman Optimal Transform
for 2 (Z/N Z) " (PDF). IEEE Transactions on Signal
Processing 53 (8): 2690. Bibcode:2005ITSP...53.2690D.
doi:10.1109/TSP.2005.850329. Retrieved 2011-06-23.
[8] Donoho, D.L.; Stark, P.B (1989). Uncertainty principles
and signal recovery. SIAM Journal on Applied Mathematics 49 (3): 906931. doi:10.1137/0149053.
[9] Santhanam, Balu; Santhanam, Thalanayar S. "Discrete
Gauss-Hermite functions and eigenvectors of the centered
discrete Fourier transform", Proceedings of the 32nd
IEEE International Conference on Acoustics, Speech, and
Signal Processing (ICASSP 2007, SPTM-P12.4), vol. III,
pp. 1385-1388.
[10] Akansu, Ali N.; Agirman-Tosun, Handan "Generalized
Discrete Fourier Transform With Nonlinear Phase", IEEE
Transactions on Signal Processing, vol. 58, no. 9, pp.
4547-4556, Sept. 2010.
12 References
Brigham, E. Oran (1988). The fast Fourier transform and its applications. Englewood Clis, N.J.:
Prentice Hall. ISBN 0-13-307505-2.
Oppenheim, Alan V.; Schafer, R. W.; and Buck,
J. R. (1999). Discrete-time signal processing. Upper Saddle River, N.J.: Prentice Hall. ISBN 0-13754920-2.
11
Smith, Steven W. (1999). Chapter 8: The Discrete Fourier Transform. The Scientist and Engineers Guide to Digital Signal Processing (Second
ed.). San Diego, Calif.: California Technical Publishing. ISBN 0-9660176-3-3.
Cormen, Thomas H.; Charles E. Leiserson; Ronald
L. Rivest; Cliord Stein (2001). Chapter 30: Polynomials and the FFT. Introduction to Algorithms
(Second ed.). MIT Press and McGraw-Hill. pp.
822848. ISBN 0-262-03293-7. esp. section 30.2:
The DFT and FFT, pp. 830838.
P. Duhamel; B. Piron; J. M. Etcheto (1988). On
computing the inverse DFT. IEEE Trans. Acoust.,
Speech and Sig. Processing 36 (2): 285286.
doi:10.1109/29.1519.
J. H. McClellan; T. W. Parks (1972). Eigenvalues
and eigenvectors of the discrete Fourier transformation. IEEE Trans. Audio Electroacoust. 20 (1): 66
74. doi:10.1109/TAU.1972.1162342.
Bradley W. Dickinson; Kenneth Steiglitz (1982).
Eigenvectors and functions of the discrete
Fourier transform.
IEEE Trans.
Acoust.,
Speech and Sig.
Processing 30 (1): 2531.
doi:10.1109/TASSP.1982.1163843.
(Note that
this paper has an apparent typo in its table of the
eigenvalue multiplicities: the +i/i columns are
interchanged. The correct table can be found in
McClellan and Parks, 1972, and is easily conrmed
numerically.)
13 External links
Interactive explanation of the DFT
Matlab tutorial on the Discrete Fourier Transformation
12
14
14
14.1
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14.2
Images
14.3
Content license