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Ch3: Frequency Analysis for DT Signals

Information source
Source Coding Channel Coding Modulator
and input transducer

• Questions to be answered:

Ch3.2: DFT – Discrete Fourier Transform: Sampling the


frequency domain
Channel
– Circular Convolution: From linear convolution
to circular convolution with the help of DFT.

Information sink Demodulator


Source Decoding Channel Decoding
and output transducer (Matched Filter)

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Elec3100 Chapter 3
Ch3.2: Discrete Fourier Transform

• Discrete Fourier Transform


• Circular Convolution

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WiFi and OFDM

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Discrete Time Fourier Transform (DTFT)

• With DTFT, we have limited number of samples in time domain,


but continuous function in the frequency domain.
• As a result, DTFT is not directly applicable to the digital analysis.
(Why?)
• Questions:
– Can we reconstruct the time-domain samples by part of the frequency
domain signals? (Periodic?)
– Can we utilize limited number of samples from the frequency-domain
to reconstruct the time-domain samples? (Sampling Frequency-
Domain?)
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Elec3100 Chapter 3
Discrete Fourier Transform (DFT)

• The simplest relation between a length-N sequence and its


DTFT is obtained by uniformly sampling on the -
axis at ,0 1.
• From the definition of DTFT, we have

• Note: is also a length-N sequence in the frequency domain.

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Elec3100 Chapter 3
Inverse Discrete Fourier Transform (IDFT)
• The sequence is called the discrete Fourier transform
(DFT) of sequence .
• Utilizing the notation , DFT is usually expressed as

,0 1

• The inverse discrete Fourier transform (IDFT) is given by


1
,0 1

• Question: Can we uniquely reconstruct from ? In other words,


is ?

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Elec3100 Chapter 3
Inverse Discrete Fourier Transform (IDFT)
• From the definition of the inverse discrete Fourier transform
(IDFT), ∑ .
• By substituting ∑ , we can obtain
∑ ∑
∑ ∑

∑ ∑
, for , an integer
• Given ∑ ,
0, otherwise
we have .

• Thus, we can reconstruct from .

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Elec3100 Chapter 3
Discrete Fourier Transform
• Example: Consider the length-N sequence
1, 0
0, 1 1
• Its N-point DFT is given by

1, 0 1

• Example: Consider the length-N sequence


1, ,0 1
0, otherwise
• Its N-point DFT is given by
∑ ,0 1

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Elec3100 Chapter 3
Discrete Fourier Transform
• Example: Determine DFT of the length-N sequence
cos ,0 1
• Using the trigonometric identity, we can obtain
/ /
=
• The N-point DFT is given by
∑ ∑ ∑

, for , an integer
• Using the identity, ∑
0, otherwise

, for
we get , for
0, otherwise

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Elec3100 Chapter 3
Matrix Relations
• The DFT samples defined by

,0 1

can be expressed in matrix form as where


0 1 … 1 , 0 1 … 1 and
is the DFT matrix given by

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Elec3100 Chapter 3
Matrix Relations
• The IDFT relation can be expressed as


where is the IDFT matrix with where

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Elec3100 Chapter 3
DFT Properties: Symmetry Relations

Elec3100 Lecture 3 12
General Properties of DFT

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Physical Interpretation
• Decomposition of a finite-length signal into a set
of N sinusoidal components
– Take an array of N complex sinusoidal generators;
– Set the frequency of the k-th generator to 2 / ;
– Set the amplitude of the k-th generator to , i.e. to the
magnitude of the k-th DFT coefficient;
– Set the phase of the k-th generator to ∡ , i.e. to the phase
of the k-th DFT coefficient;
– Start the generators at the same time and sum their outputs.
• The first N output values of this “machine” are exactly x[n].

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Elec3100 Chapter 3
Physical Interpretation: Example

cos 0, … , 63
8

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Elec3100 Chapter 3
Physical Interpretation: Example

cos 0, … , 63
8 3

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Elec3100 Chapter 3
Physical Interpretation: Example

cos 0, … , 63
5

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Elec3100 Chapter 3
Ch3.2: Frequency Analysis for DT Signals

• Discrete Fourier Transform


• Circular Convolution

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Elec3100 Chapter 3
Circular Shift of a Sequence
• Consider a length-N sequence defined for 0 1.
Sample values are equal to zero for values of 0 and .

• For any arbitrary integer , the shifted sequence


, is no longer defined for the range 0 1.

• Thus, we need to define another type of “shift” that will always keep
the shifted sequence in the range 0 1.

• The desired shift, called the circular shift, is defined using a


modulo operation:

For 0 (right circular shift), the above
equation implies
, for 1

, for 0
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Elec3100 Chapter 3
Circular Shift of a Sequence

• A right circular shift by is equivalent to a left circular shift by


sample periods.
• A circular shift by an integer number greater than N is equivalent
to a circular shift .
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Elec3100 Chapter 3
Circular Convolution
• Circular convolution is analogous to linear convolution, but with a
subtle difference.

• Consider two length-N sequences, and , respectively.

• Their linear convolution results in a length 2 1 sequence


given by

,0 2 2

• The longer form results from the time-reversal of the sequence


and its linear shift to the right

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Elec3100 Chapter 3
Circular Convolution
• To develop a convolution-like operation resulting in a length-N
sequence , we need to define a circular time-reversal, and then
apply a circular time-shift.

• Resulting operation, called a circular convolution, is defined by


∑ ,0 1

• Since the operation defined involves two length-N sequences, it is


often referred to as an N-point circular convolution, denoted as

N .

• The circular convolution is commutative,



N
N

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Elec3100 Chapter 3
Circular Convolution
• Example – Determine the 4-point circular convolution of two length-
4 sequences: 1 2 0 1 and 2 2 1 1 as sketched
below

• The result is a length-4 sequence



N ∑ ,0 3
• For example,
0 ∑
g0h0 g1h3 g2h2 g3h1
6

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Elec3100 Chapter 3
Circular Convolution: DFT Method
• Example – Determine the 4-point circular convolution of two length-
4 sequences: 1 2 0 1 and 2 2 1 1 as sketched
below

• The 4-point DFT and are given by


4, 1 , 2, 1 and 6, 1 , 0, 1 .

• Thus, the 4-point DFT of is given by


24, 2, 0, 2 .

• A 4-point IDFT of yields


6 7 6 5 .

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Elec3100 Chapter 3
Circular Convolution
• Example – Now let us extend the two length-4 sequences to
length-7 by appending each with three zero-valued samples

• We next determine the 7-point circular convolution and :


∑ 2, 6,5, 5, 4,1,1
• It can be checked that is precisely the sequence
obtained by a linear convolution of

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Circular Convolution

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Circular Convolution

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Elec3100 Chapter 3
Circular Convolution

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Circular Convolution

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Linear Convolution Using the DFT
• Linear convolution is a key operation in many signal processing
applications.

• Since a DFT can be efficiently implemented using FFT algorithms,


it is of interest to develop methods for the implementation of linear
convolution using the DFT.

• Let and be two finite-length sequences of length N and M,


respectively. Denote L=N+M-1. Define two length-L sequences

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Linear Convolution Using the DFT

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