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5 The Discrete–Time Fourier Transform 5.1 The Discrete–Time Fourier Transform

Fourier (or frequency domain) analysis — the last  Development of the Fourier Transform Representation
– Analogous to continuous–time case
 Complete the introduction and the development of the methods of
∗ Aperiodic signal x[n]
Fourier analysis
∗ Construct periodic signal x̃[n] with x̃[n] = x[n] over one
 Learn frequency-domain methods for discrete-time signals and sys- period
tems ∗ Period → ∞ ⇒ x̃[n] = x[n] over any finite time interval
∗ Fourier series representation of x̃[n] converges to Fourier
Outline transform representation of x[n]

5.1 The Discrete–Time Fourier Transform  General sequence x[n] with x[n] = 0 outside −N1 ≤ n ≤ N2

5.2 The Fourier Transform for Periodic Signals x[n]

5.3 Properties of the Discrete–Time Fourier Transform


5.4 The Convolution Property
5.5 The Multiplication Property
−N1 N2 n
5.6 Duality
– “Corresponding” periodic signal x̃[n]
5.7 Frequency Response and Linear Constant–Coefficient Difference Equa- x̃[n]
tions

−N −N1 N2 N n

– Obviously: x̃[n] → x[n] for N → ∞

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– Frequency domain:  Discrete-time Fourier transform



X FS 1 X X
x̃[n] = ak ejk(2π/N )n ←→ ak = x̃[n]e−jk(2π/N )n jω
X(e ) = x[n]e−jωn
N
k=<N > n=<N > n=−∞
or and inverse discrete-time Fourier transform
N2 ∞ Z
X X 1
N ak = x[n]e−jk(2π/N )n = x[n]e−jk(2π/N )n x[n] = X(ejω )ejωn dω

n=−N1 n=−∞ 2π
X∞
−jωn jω
= x[n]e = X(e )  X(ejω ): referred to as the Fourier transform or the spectrum of x[n]
ω=kω0 ω=kω0
n=−∞
 Short-hand notation
Sample spacing: ω0 = 2π/N
F
x[n] ←→ X(ejω )
– Therefore
X 1 1 X
x̃[n] = X(ejkω0 )ejk(2π/N )n = X(ejkω0 )ejkω0n ω0 X(ejω ) = F{x[n]}
N 2π
k=<N > k=<N >

x[n] = F −1 {X(ejω )}
– Now: N → ∞ (ω0 → 0)
∗ Summation → integration
 Note: Fourier series coefficients ak of periodic signal x̃[n] are equally
∗ kω0 → ω, ω0 → dω spaced samples of Fourier transform X(ejω ) of aperiodic signal x[n],
∗ Summation over N intervals of width ω0 = 2π/N where x[n] = x̃[n] over one period and zero otherwise.
⇒ integration interval 2π
 Differences to continuous–time Fourier transform
∗ X(ejω )ejωn periodic with period 2π
⇒ any interval of length 2π – Periodicity of discrete–time Fourier transform X(ejω )
– Finite interval of integration in inverse Fourier transform
 Slowly varying signals: nonzero spectrum around 2πk, k ∈ ZZ
Fast varying signals: nonzero spectrum around π + 2πk, ∈ ZZ

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Example: – a ≈ −1: x[n] ≈ (−1)nu[n]


⇒ very fast varying
1. Signal ⇒ spectrum concentrated around π + 2πk, k ∈ ZZ
x[n] = anu[n], |a| < 1
– Fourier transform |X(ejω )|
∞ ∞ ∞
X
−jωn
X
−jωn
X 1/(1 + a)

X(e ) = x[n]e = n
a u[n]e = (ae−jω )n
n=−∞ n=−∞ n=0
1
=
1 − ae−jω 1/(1 − a)
– Discrete-time Fourier transform pair −2π −π π 2π ω
F 1
anu[n] ←→
1 − ae−jω 2. Unit impulse
x[n] = δ[n]
– Magnitude of spectrum
Fourier transform

1
=√ 1
|X(e )| =
−jω
1 − ae 1 + a2 − 2acosω ∞
X

X(e ) = δ[n]e−jωn = 1
– a ≈ 1: x[n] ≈ u[n] n=−∞
⇒ very slowly varying
⇒ spectrum concentrated around 2πk, k ∈ ZZ F
δ[n] ←→ 1
|X(ejω )|
1/(1 − a) δ[n] F {δ[n]}

1 F
←→

1/(1 + a)

−2π −π π 2π ω n ω

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3. Shifted unit impulse 4. Rectangular pulse



x[n] = δ[n − n0] 1, |n| ≤ N1
x[n] =
0, |n| > N1
Fourier transform x[n]
∞ 1
X
jω −jωn −jωn0
X(e ) = δ[n − n0]e =e
n=−∞

−N1 N1 n
F
δ[n − n0] ←→ e−jωn0
Fourier transform
N1 2N1
X
−jωn
X 1 − e−j(2N1+1)ω

X(e ) = e =e jN1 ω
e−jωn = ejN1ω
|X(ejω )|
n=0
1 − e−jω
n=−N1

1
ejN1 ω
− e−j(N1+1)ω sinω(N1 + 1/2)
= −jω/2 jω/2 −jω/2
=
δ[n − n0 ] e (e −e ) sin(ω/2)

1 
F −π π ω 1, |n| ≤ N1 F sin(ω(N1 + 1/2))
←→ x[n] = ←→
^X(ejω )
0, |n| > N1 sin(ω/2)

n0 n n0 π
−π X(ejω )
π ω
−n0π

−2π −π π 2π ω

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 Convergence of discrete–time Fourier transform 5.2 The Fourier Transform for Periodic Signals
– Fourier transform also valid for signals with infinite duration if  Periodic discrete-time signals
the associated infinite sum converges.
– do not meet the Convergence Conditions of Section 5.1,
– Sufficient conditions for convergence
– but also have discrete-time Fourier transforms,
∗ x[n] is absolutely summable
– which can directly be constructed from their Fourier series.

X
|x[n]| < ∞ Example:
n=−∞
or Consider x[n] with Fourier transform

∗ x[n] has finite energy X
X(ejω ) = 2πδ(ω − ω0 − 2πl)

X l=−∞
|x[n]|2 < ∞
n=−∞
X(ejω ): Impulse train
X(ejω )
– No convergence issues associated with inverse discrete-time Fourier
transform
– No Gibbs phenomenon

ω0 − 4π ω0 − 2π ω0 ω0 + 2π ω0 + 4π ω

Inverse Fourier transform



Z X
1
x[n] = 2πδ(ω − ω0 − 2πl)ejωn dω = ejω0n

2π l=−∞

X
jω0 n F
⇒ e ←→ 2πδ(ω − ω0 − 2πl)
l=−∞

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 Accordingly: periodic signal with period N  Fourier transform of a periodic signal


X FS
x[n] = ak ejk(2π/N )n ←→ ak – train of impulses occurring at multiples of the fundamental fre-
k=<N > quency 2π/N
X ∞
X
F
←→ X(e ) = jω
ak 2πδ(ω − 2πk/N − 2πl) – area of impulse at k2π/N is 2π times the kth Fourier series
k=<N > l=−∞ coefficient

X
F jω
←→ X(e ) = 2πak δ(ω − 2πk/N )
k=−∞
Example:

1. Sine function
2πa0 = 2πa−N 2πa0 2πa0 = 2πaN
1 jω0n 
x[n] = sin(ω0n) = e − e−jω0n
k=0: 2j

−2π 0 2π ω Periodic if ω0 = 2πm/N


Fourier transform
2πa1 = 2πa−N +1 2πa1 2πa1 = 2πaN +1
∞ ∞
k=1: X X
X(ejω ) = −jπ δ(ω − ω0 − 2πl) + jπ δ(ω + ω0 − 2πl)
−(N + 1) 2π
N

N (N + 1) 2π
N ω l=−∞ l=−∞

X(ejω )
k = N −1: jπ
−(N − 1) 2π
N − 2π
N (N − 1) 2π
N
ω

2πaN −1 = 2πa−N −1 2πaN −1 = 2πa−1 2πaN −1 ω0 2π + ω0


−2π −ω0 2π − ω0 2π ω
2πa0
P 2πa1
:
hN i ··· ··· ··· −jπ
−2π 0 2π ω
··· ··· ···
2πaN −1

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2. Cosine function x[n]


1 1
x[n] = cosω0 n = ejω0n + e−jω0n 1
2 2
Periodic if ω0 = 2πm/N
Fourier transform −2N −N 0 N 2N n
X∞ ∞
X

X(e ) = π δ(ω − ω0 − 2πl) + π δ(ω + ω0 − 2πl) lF
l=−∞ l=−∞ X(ejω )

X(ejω ) N
π π

− 4π
N − 2π
N 0 2π
N

N ω

−2π −ω0 ω0 2π − ω0 2π 2π + ω0 ω

3. Impulse train sequence



X
x[n] = δ[n − kN ]
k=−∞
Fourier series coefficients
1 X
ak = x[n]e−jk(2π/N )n
N
n=<N >

1 X X
= δ[n − lN ]e−jk(2π/N )n
N
n=<N > l=−∞
1
=
N
Fourier transform

jω2π X
X(e ) = δ(ω − 2πk/N )
N
k=−∞

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5.3 Properties of the Discrete–Time Fourier Transform  Frequency Shifting

 Periodicity – If
F
x[n] ←→ X(ejω )
– Discrete–time Fourier transform is always periodic in ω with
period 2π then
F
X(ej(ω+2π)) = X(ejω ) ejω0nx[n] ←→ X(ej(ω−ω0))

– Different from continuous–time Fourier transform! – Proof:


Z
−1 j(ω−ω0) 1
F {X(e )} = X(ej(ω−ω0))ejωn dω
 Linearity 2π

Z
– Fourier transform 1 0 0
= X(ejω )ej(ω +ω0)n dω 0
F{ax[n] + by[n]} = aF{x[n]} + bF{y[n]} 2π
2π Z
– inverse Fourier transform 1 0 0
= e jω0 n
X(ejω )ejω n dω 0

F −1 {cX(ejω ) + dY (ejω )} = cF −1 {X(ejω )} + dF −1{Y (ejω )} 2π
jω0 n
= e x[n]
 Time Shifting

– If
F
x[n] ←→ X(ejω )
– Periodicity property + frequency–shifting property
then ⇒ special relationship between ideal lowpass and ideal highpass
F
x[n − n0] ←→ e−jωn0 X(ejω ) discrete–time filters
– Proof:

X ∞
X 0
F{x[n − n0]} = x[n − n0]e−jωn = x[n0]e−jω(n +n0)
n=−∞ n0 =−∞

X 0
= e−jωn0 x[n0]e−jωn = e−jωn0 X(ejω )
n0 =−∞


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Example:  Time Reversal

– Lowpass filter with cutoff frequency ωc – If


F
Frequency response Hlp (ejω ) x[n] ←→ X(ejω )
Hlp(ejω ) then
F
1 x[−n] ←→ X(e−jω )
– Proof:
−2π −π −ωc ωc π 2π ω ∞
X ∞
X
−jωn
Y (e ) jω
= y[n]e = x[−n]e−jωn
– Highpass filter with cutoff frequency π − ωc n=−∞ n=−∞
Frequency response Hhp (ejω ) m=−n
X∞ X∞
= x[m]ejωm = x[m]e−j(−ω)m
Hlp(ejω )
m=−∞ m=−∞
1 = X(e−jω )

−2π −π π 2π ω 
−π + ωc π − ωc

– Frequency domain relation  Conjugation and Conjugate Symmetry


Hhp (ejω ) = Hlp(ej(ω−π)) – If
F
x[n] ←→ X(ejω )
– Impulse response = inverse Fourier transform of frequency re-
then
sponse of an LTI system F
x∗[n] ←→ X ∗(e−jω )
hhp[n] = ejπnhlp[n] = (−1)nhlp[n] – Real x[n]: conjugate symmetry
X(ejω ) = X ∗(e−jω )

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– Conjugation + time reversal properties  First order differencing


– If
x[n] = Re{Ev{x[n]}} + Re{Od{x[n]}} + jIm{Ev{x[n]}} + jIm{Od{x[n]}} F
x[n] ←→ X(ejω )
then
F
jω jω jω
X(e )=Re{Ev{X(e )}} + Re{Od{X(e )}} + jIm{Ev{X(e )}} + jIm{Od{X(e )}} jω jω
x[n] − x[n − 1] ←→ (1 − e−jω )X(ejω )

– Follows immediately from linearity and time-shifting properties


Example:  Accumulation
Consider – If
F
x[n] = a |n|
, |a| < 1 x[n] ←→ X(ejω )
– Observe then
x[n] = z[n] + z[−n] − δ[n]
n ∞
where X 1 F jω j0
X
z[n] = anu[n] x[m] ←→ X(e ) + πX(e ) δ(ω − 2πk)
m=−∞
1 − e−jω
k=−∞
– With
F 1
z[n] ←→
1 − ae−jω – Impulse train · X(ej0): dc component
and time reversal property
X(ejω )
F 1 – Zero-mean x[n] (X(ej0) = 0):
z[−n] ←→ 1 − e−jω
1 − aejω (see differencing property)
– Finally
1 1
X(ejω ) = −jω
+ −1
1 − ae 1 − aejω
1 − a2
=
1 − 2acos(ω) + a2
– x[n] real and even ⇒ X(ejω ) real and even

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Example:  Decimation and Time Expansion

Unit step x[n] = u[n] – Similar property(ies) to time and frequency scaling in continuous–
time case
– Known
F
δ[n] ←→ 1 = G(ejω ) F
– Consider x[n] ←→ X(ejω )
and n
X
u[n] = δ[m] – Decimation: x[an] , a ∈ IN
m=−∞
a−1
– Accumulation property F 1X
x[an] ←→ X(ej(ω/a−2πk/a))
1

X a
jω jω j0 k=0
X(e ) = G(e ) + πG(e ) δ(ω − 2πk)
1 − e−jω
k=−∞
∞ – Proof:
1 X
= +π δ(ω − 2πk) a−1 a−1 ∞
1 − e−jω 1X 1X X
k=−∞ X(ej(ω/a−2πk/a)) = x[n]e−j(ω/a−2πk/a)n
a a n=−∞
∞ k=0 k=0
F 1 X ∞ a−1
u[n] ←→ +π δ(ω − 2πk) X
−jωn/a 1 X −j2πkn/a
1 − e−jω = x[n]e e
k=−∞
n=−∞
a
k=0

| {z }
 1 , if n/a ∈ ZZ
=
 0 , else

n0 =n/a X 0
= x[an0]e−jωn
n0 =−∞

= F{x[an0]}


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– Time Expansion (a ∈ IN) and Fourier transform


 
 1 sin(5ω/4) sin(5(ω − π)/4)
x[n/a] , if n is a multiple of a F{x[2n]} = +
x(a)[n] = 2 sin(ω/4) sin((ω − π)/4)
0, otherwise
– Decimation by 4
F
x(a)[n] ←→ X(ejaω ) x[4n] = δ[n]
and Fourier transform
– Proof:
F{x[4n]} = 1

X ∞
X
r=n/a
X(a)(ejω ) = x(a)[n]ejωn = x(a)[ra]ejωra
n=−∞ r=−∞ F{x[n]}

X x[n]
= x[r]ej(aω)r = X(ejaω )
r=−∞

 0 −2π 0 π 2π
−π
Example:

1. Decimation
– Rectangular pulse of length 2N1 = 5 x[2n] F{x[2n]}

1, |n| ≤ 2
x[n] = 0
0, |n| > 2 −2π 0 2π
−π π
and Fourier transform
sin(5ω/2)
X(ejω ) =
sin(ω/2) x[4n]
– Decimation by 2 F{x[4n]}

1, |n| ≤ 1 0 −2π −π 0 π 2π
x[2n] =
0, |n| > 1

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2. Expansion F{x[n]}
– Rectangular pulse of length 2N1 = 5 x[n]

1, |n| ≤ 2
x[n] =
0, |n| > 2 0 −2π 0 2π
−π π
and Fourier transform
sin(5ω/2) F{x(2)[n]}
X(ejω ) =
sin(ω/2)
x(2)[n]
– Expansion by 2

1, |n| = 0, 2, 4 0
x(2)[n] = −2π−π 0 π 2π
0, else
and Fourier transform
F{x(3)[n]}
sin(5ω)
X(ejω ) = x(3)[n]
sin(ω)
– Expansion by 3
0

1, |n| = 0, 3, 6 −2π −π 0 π 2π
x(3)[n] =
0, else
and Fourier transform 3. Fourier transform of sequence

sin(15ω/2) 1, n = 2k
X(ejω ) = x[n] = , 0≤k<5
sin(3ω/2) 2, n = 2k + 1
– Observe
x[n] = y(2)[n] + 2y(2)[n − 1]
with shifted rectangular sequence

1, 0 ≤ n < 5
y[n] =
0, else

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– Time-shifting and time-expansion properties Example:


F sin(5ω)
y(2) [n] ←→ e−j4ω 1. Fourier transform of
sin(ω)
x[n] = nanu[n] , |a| < 1
– Linearity and time-shifting properties
F sin(5ω) – Already known
2y(2)[n − 1] ←→ 2e−j5ω
sin(ω) F 1
z[n] = anu[n] ←→ −jω
= Z(ejω )
– Finally 1 − ae
– Using differentiation-in-frequency property
sin(5ω)
X(ejω ) = e−j4ω (1 + 2e−jω )
 
F dZ(ejω ) d 1
sin(ω) x[n] = nz[n] ←→ j =j
dω dω 1 − ae−jω
we find
F ae−jω
nanu[n] ←→
 Differentiation in Frequency (1 − ae−jω )2

– If
F 2. Fourier transform of
x[n] ←→ X(ejω )
then x[n] = (n + 1)anu[n] , |a| < 1

F dX(e )
nx[n] ←→ j – Since

x[n] = nanu[n] + an u[n]
– Proof:
we find from linearity property

! ∞ F 1
dX(ejω ) d X
−jωn
X
−jωn (n + 1)anu[n] ←→
= x[n]e = −jnx[n]e (1 − ae−jω )2
dω dω n=−∞ n=−∞

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 Parseval’s Relation Example:

– If – Given: Fourier transform X(ejω ) for −π ≤ ω ≤ π of sequence


F jω
x[n] ←→ X(e ) x[n]
then |X(ejω )|
∞ Z 3
X 1
|x[n]|2 = |X(ejω )|2 dω 2
n=−∞

– Proof:
∞ ∞ Z
X X 1 −π −π/2 π/2 π ω
2
|x[n]| = x[n] X ∗(ejω )e−jωn dω
n=−∞ n=−∞
2π 2π
^X(ejω )
Z ∞
1 ∗ jω
X 2π
= X (e ) x[n]e−jωn dω
2π 2π n=−∞
Z
1
= |X(ejω )|2 dω
2π 2π −π π ω

−2π

– Determine
– In analogy with continuous–time case
∗ x[n] periodic? Fourier transform has no impulses ⇒ x[n] is
|X(ejω )|2: Energy–density spectrum of x[n]
aperiodic.
∗ x[n] real? Even magnitude and odd phase function, X(ejω ) =
Symmetry
X ∗(e−jω ) ⇒ x[n] is real.
Symmetry
∗ x[n] even? X(ejω ) is not real–valued ⇒ x[n] is not even.
∗ x[n] of finite energy? Integral of |X(ejω )|2 over −π ≤ ω ≤ π
Parseval
is finite ⇒ x[n] has finite energy.

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5.4 The Convolution Property  Convolution property


F
 Consider discrete-time LTI system with impulse response h[n] y[n] = h[n] ∗ x[n] ←→ Y (ejω ) = H(ejω )X(ejω )
x[n] −→ y[n] = h[n] ∗ x[n]

 ejωn is eigenfunction with eigenvalue H(ejω ) = F{h[n]} (frequency  Important to memorize


F
response) – Convolution in time domain ←→ multiplication in frequency
ejωn −→ H(ejω )ejωn domain
 Guess: – Frequency response H(ejω ) of discrete-time LTI system is discrete-
Y (ejω ) = H(ejω )X(ejω ) time Fourier transform of impulse response h[n].
– Impulse response completely characterizes LTI system.
Proof: Frequency response completely characterizes LTI system.



X  Existence of frequency response ↔ convergence of discrete-time
Y (e ) = F{ x[k]h[n − k]}
Fourier transform
k=−∞
∞ ∞
X X – LTI system is BIBO stable
= x[k]h[n − k]e−jωn

n=−∞ k=−∞ X
X∞ X∞ |h[n]| < ∞,
= x[k] h[n − k]e−jωn −∞
k=−∞ n=−∞
∞ ∞
⇒ Discrete-time Fourier transform converges
X X
−jω(n0 +k) ⇒ Stable LTI systems have frequency response H(ejω ) = F{h[n]}.
= x[k] h[n0]e
k=−∞ n0 =−∞
X∞ ∞
X
−jωk 0
= x[k]e h[n0]e−jωn
k=−∞ n0 =−∞
jω jω
= H(e )X(e )


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Example: – Impulse response


Zπ Zωc
1. Discrete-time LTI system with impulse response 1 1 sin(ωc n)
h[n] = H(ejω )ejωn dω = ejωn dω =
2π 2π πn
h[n] = δ[n − n0] −π −ωc

– Frequency response – Discrete-time Fourier pair


ω n 
∞ ωc F 1, |ω| ≤ ωc
X c jω

H(e ) = δ[n − n0]e−jωn = e−jωn0 sinc ←→ H(e ) =
π π 0, |ω| > ωc
n=−∞

– Input-output relation in frequency domain H(ejω ) periodic with period 2π


– Observe:
Y (ejω ) = e−jωn0 X(ejω ) ∗ Impulse response h[n] is not causal.
– Time–shifting property of Fourier transform ∗ Impulse response h[n] has infinite duration.
⇒ ideal lowpass not realizable
y[n] = x[n − n0]
F
– Note: time shift n0 in time domain ←→ unit magnitude and  As in the continuous-time case:
linear phase characteristic −ωn0 in frequency domain Computing response of LTI system via frequency domain
2. Frequency response of an ideal discrete–time lowpass filter de-
fined for −π ≤ ω ≤ π x[n] ∗h[n] y[n]

 F F F −1
1, |ω| ≤ ωc
H(ejω ) =
0, |ω| > ωc X(ejω ) ·H(ejω ) Y (ejω )

H(ejω )
1 – “Computational bottleneck”: inverse Fourier transform
– Solutions:
−2π −π −ωc ωc π 2π ω ∗ Look up table of (basic) Fourier transform pairs (e.g., Table
5.2 in text book)
∗ Partial fraction expansion for ratio of polynomials
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Example: α

A = (1 − αv)Y (v) =
1. Discrete-time LTI system with impulse response α−β
v=1/α
β
h[n] = αn u[n] , |α| < 1
B = (1 − βv)Y (v) =
β −α
v=1/β
and input signal
x[n] = β nu[n] ,
 
|β| < 1 jω 1 α β
⇒ Y (e ) = −
α − β 1 − αe−jω 1 − βe−jω
Output y[n]?
α β
– Discrete-time Fourier transforms of x[n] and h[n] ⇒ y[n] = αn u[n] − β n u[n]
α−β α−β
1 1 
X(ejω ) = = αn+1 − β n+1 u[n]
1 − βe−jω α−β
and (b) α = β
1
H(ejω ) =
1 − αe−jω We have
1
– Discrete-time Fourier transform of y[n] Y (ejω ) =
(1 − αe−jω )2
1
Y (ejω ) = H(ejω )X(ejω ) =
(1 − αe−jω )(1 − βe−jω ) ⇒ y[n] = (n + 1)αnu[n]
– Inverse discrete-time Fourier transform
(a) α 6= β (Fourier pair derived in an example inSection 5.3,
j d 1
Write alternatively, write Y (ejω ) = ejω and use
A B α dω 1 − αe−jω
Y (ejω ) = −jω
+ frequency-differentiation and time-shifting properties)
1 − αe 1 − βe−jω
and consider generalized function
1 A B
Y (v) = = +
(1 − αv)(1 − βv) 1 − αv 1 − βv

Lampe, Schober: Signals and Communications Lampe, Schober: Signals and Communications
168 169

2. Consider LTI system with ideal lowpass filters Hlp (ejω ) with cut- (b) Lower path
off frequency π/4 – Convolution property

(−1)n (−1)n
W4(ejω ) = Hlp (ejω )X(ejω )
(c) Combining top and lower path
w1[n] w2[n] w3[n]
Hlp (ejω ) – Linearity property

x[n] y[n] Y (ejω ) = W3(ejω )+W4(ejω ) = (Hlp (ej(ω−π))+Hlp(ejω ))X(ejω )

w4[n]
Hlp (ejω ) ⇒ Frequency response of overall system
H(ejω ) = Hlp(ej(ω−π)) + Hlp (ejω )
Relation between x[n] and y[n]?

(a) Top path – From an example in Section 5.3:


– Since (−1)n = ejπn Ideal lowpass shifted by π in frequency is ideal highpass filter
w1[n] = ejπnx[n] – ⇒ Overall system passes both low and high frequencies and
stops frequencies between these two passbands
from frequency–shifting property
– ⇒ Filter with ideal bandstop characteristic, here stopband
W1(ejω ) = X(ej(ω−π)) region π/4 < |ω| < 3π/4
– Convolution property H(ejω )

W2(ejω ) = Hlp (ejω )X(ej(ω−π)) 1

– Again frequency–shifting property


W3(ejω ) = W2(ej(ω−π)) = Hlp (ej(ω−π))X(ej(ω−2π)) −π − 3π − π4 π 3π
π ω
4 4 4
– Periodicity of discrete–time Fourier transforms with period
2π,
W3(ejω ) = Hlp (ej(ω−π))X(ejω )

Lampe, Schober: Signals and Communications Lampe, Schober: Signals and Communications
170 171

5.5 The Multiplication Property Example:

 Analogous to continuous-time case: multiplication property Spectrum of signal


sin(πn/2)sin(3πn/4)
Z x[n] =
F 1 π 2 n2
y[n] = x1[n]x2[n] ←→ Y (ejω ) = X1(ejΘ)X2(ej(ω−Θ)) dΘ


– Write x[n] as product of two sinc functions
Right–hand side integral corresponds to periodic convolution ⇒ can n 3  
1 3n
be evaluated over any interval of length 2π. x[n] = sinc · sinc
2 2 4 4
Proof:
– From multiplication property

1

X
−jωn

X(e ) = X1(ejΘ)X2(ej(ω−Θ)) dΘ
Y (e ) = jω
y[n]e 2π
−π
n=−∞
X∞ with periodic rectangular spectra defined in −π ≤ ω ≤ π as
= x1[n]x2[n]e−jωn 
n=−∞ jω 1, |ω| ≤ π/2
  X1(e ) =
∞ Z 0, |ω| > π/2
X 1 
= X1(ejΘ)ejΘn dΘ x2[n]e−jωn and
2π 
n=−∞ 2π jω 1, |ω| ≤ 3π/4

! X2(e ) =
1
Z X 0, |ω| > 3π/4
= X1(ejΘ) x2[n]e−j(ω−Θ)n dΘ
2π n=−∞ – Simplification of above periodic convolution by defining aperi-

Z
1 odic lowpass
= X1(ejΘ)X2(ej(ω−Θ)) dΘ
2π 
X1(ejω ), −π < ω ≤ π
2π X̂1(jω) =
0, otherwise


Lampe, Schober: Signals and Communications Lampe, Schober: Signals and Communications
172 173

⇒ aperiodic convolution 5.6 Duality



1  No formal similarity between discrete-time Fourier transform and its
X(ejω ) = X̂1(jΘ)X2(ej(ω−Θ) ) dΘ
2π inverse
−π ∞ Z
Z∞ jω
X
−jωn 1
1 X(e ) = x[n]e and x[n] = X(ejω )ejωn dω
= X̂1(jΘ)X2(ej(ω−Θ)) dΘ n=−∞

2π 2π
−∞

X̂1 (jω)
⇒ No duality property as in continuous-time case

1
 However: Formal similarity between discrete–time Fourier series
equations
− π2 π
ω
2 X 1 X
x[n] = ak ejk(2π/N )n and ak = x[n]e−jk(2π/N )n
X2 (ejω ) N
k=hN i n=hN i
1
– Formally define two periodic sequences
−π π

− 3π 3π
ω FS
4 4 g[n] ←→ f [k]

– Result of convolution is Fourier transform X(ejω ) – Changing roles of k and n in Fourier coefficients series equation
X(ejω )
1 1 X 1 X
2 f [n] = g[k]e−jk(2π/N )n = g[−k]ejk(2π/N )n
N N
k=hN i k=hN i
1
4
we find
FS 1
−π − 3π
4
− π2 − π4 π
4
π
2

4
π ω f [n] ←→ g[−k]
N

Lampe, Schober: Signals and Communications Lampe, Schober: Signals and Communications
174 175

– Duality of properties of discrete–time Fourier series – Recall: Fourier series coefficients bk of periodic square wave g[n]
∗ Time and Frequency Shift of length N1 and a period N (Chapter 3, page 84)

FS
x[n − n0] ←→ ak e−jk(2π/N )n0 1 , |n| ≤ N1
g[n] =
0 , |n| > N1
and 
FS
ejm(2π/N )n x[n] ←→ ak−m  1 sin(2πk(N1 + 1/2)/N )

 , k 6= 0, ±N, ±2N, . . .
N sin(πk/N )
bk =
∗ Convolution and Multiplication
 2N1 + 1 ,


k = 0, ±N, ±2N, . . .
X FS N
x[r]y[n − r] ←→ N ak bk
r=hN i – With N = 9 and N1 = 2

and X  1 sin(5πk/9)
FS
x[n]y[n] ←→ al bk−l

 , k=6 multiple of 9
9 sin(πk/9)
l=hN i
bk =
5,


– Duality often useful in reducing complexity of calculations in- k = multiple of 9
9
volved in determining Fourier series representations – Duality

FS
g[n] ←→ bk and bn = x[n]
Example:
FS 1
– Periodic signal with a period of N = 9: ⇒
x[n] ←→ ak = g[−k]
 9
 1 sin(5πn/9) – Sequence of Fourier series coefficients with a period N = 9
, n=6 multiple of 9
x[n] = 9 sin(πn/9) 
5 1/9, |k| ≤ 2
9, n = multiple of 9 ak =
0, 2 < |k| ≤ 4

Lampe, Schober: Signals and Communications Lampe, Schober: Signals and Communications
176 177

 Furthermore: Formal similarity between discrete–time Fourier trans- Example:


form
– Desired: discrete–time Fourier transform of sequence
sin(πn/2) 1 n
Z ∞
1 X x[n] = = sinc
x[n] = jω
X(e )e jωn
dω , jω
X(e ) = x[n]e−jωn πn 2 2
2π n=−∞
2π – Continuous–time signal g(t) with period T = 2π and Fourier
and continuous–time Fourier series coefficients ak = x[−k] (Chapter 3, page 74):
∞ Z 
X 1 1, |t| ≤ π/2
g(t) = ak e jkω0 t
, ak = x(t)e−jkω0t dt g(t) =
T 0, π/2 < |t| ≤ π
k=−∞ T

1 n
ak = sinc = a−k = x[k]
– Fourier transform X(ejω ) periodic with period 2π 2 2
– Duality ⇒ Fourier transform
– Formally replace argument ejω by t: X(t), periodic with period 
jω 1, |ω| ≤ π/2
T = 2π, ω0 = 2π/T = 1 X(e ) = g(ω) =
0, π/2 < |ω| ≤ π
– “continuous-time” Fourier series – Verification:
∞ ∞
X X We have
X(t) = x[n]e−jtn = x[−k]ejkω0t
Zπ Zπ/2
n=−∞ k=−∞ FS sin(πk/2) 1 1
g(t) ←→ ak = = g(t)e−jkt dt = (1)e−jkt dt
– Observe: kπ 2π 2π
−π −π/2
If x(t) periodic with period T = 2π and or
FS Zπ/2 Zπ/2
g(t) ←→ ak sin(πn/2) 1 −jnω 1
= (1)e dω = (1)ejnω dω
πn 2π 2π
then −π/2 −π/2
F
x[n] = a−n ←→ X(ejω ) = g(ω) or
F
x[n] ←→ X(ejω )

Lampe, Schober: Signals and Communications Lampe, Schober: Signals and Communications
178 179
5.7 Frequency Response and Linear Constant–Coefficient Dif-
x[n]e−jk(2π/N )n

ference Equations
continuous frequency
periodic in frequency

periodic in frequency
Frequency domain

discrete frequency

 Recall: Discrete-time system description by linear constant-coefficient


x[n]e−jωn

difference equation
Summary of Fourier series and transform expressions

X(ejω ) =

N M
k=hN i
Discrete time

X X
P

k=−∞

ak y[n − k] = bk x[n − k]
ak =

P

N
1

k=0 k=0

Frequency response H(ejω )?


ak ejk(2π/N )n

aperiodic in frequency aperiodic in time


aperiodic in frequency periodic in time

jω jωn
Time domain

)e
discrete time

discrete time

– Apply x[n] = ejωn as input → output y[n] = H(ejω )ejωn


X(e

– Alternatively
x[n] =

x[n] =
k=hN i

∗ Convolution property H(ejω ) = Y (ejω )/X(ejω )


R
P


1

continuous frequency ∗ Apply Fourier transform to difference equation + linearity


and time-shifting properties
Frequency domain

discrete frequency

x(t)e−jωt dt ( N ) (M )
x(t)e−jkω0t

X X
F
− k] = F ak y[n bk x[n − k]

− continuous ←→ aperiodic
X(jω) =
Continuous time

k=0 k=0

− discrete ←→ periodic
N M
ak =

X X
R
T

ak F {y[n − k]} = bk F {x[n − k]}

−∞
R∞
1
T

k=0 k=0


N M

aperiodic in time
continuous time

continuous time
jωt
periodic in time
X X
ak e−jkω Y (ejω ) = bk e−jkω X(ejω )

X(jω)e
Time domain

ak ejkω0 t
k=0 k=0
∗ Consequently
x(t) =

x(t) =

−∞

k=−∞

R
P


M

1
P
bk e−jkω
Y (ejω )

Transform

Note:
H(ejω ) = = k=0

Fourier

Fourier
X(ejω ) N

Series
P
ak e−jkω
k=0
Lampe, Schober: Signals and Communications Lampe, Schober: Signals and Communications
180 181

 Observe 3. System of previous example and input


 n
– H(ejω ) obtained from difference equation by inspection 1
x[n] = u[n]
– H(ejω ) is a rational function in e−jω → inverse Fourier transform 4
by partial-fraction expansion – Spectrum of output
Example: Y (ejω ) = H(ejω )X(ejω )
  
2 1
1. Causal discrete-time LTI system characterized by =
1 − 34 e−jω + 18 e−j2ω 1 − 14 e−jω
y[n] − ay[n − 1] = x[n] , |a| < 1  
2
=
– Frequency response (1 − 12 e−jω )(1 − 14 e−jω )2
1 – Partial–fraction expansion
H(ejω ) =
1 − ae−jω
B11 B12 B21
– Impulse response Y (ejω ) = 1 −jω + 1 −jω 2 +
1 − 4e (1 − 4 e ) 1 − 12 e−jω
h[n] = anu[n]
2. Causal discrete-time LTI system characterized by with B11 = −4, B12 = −2, and B21 = 8
– Inverse Fourier transform
3 1
y[n] − y[n − 1] + y[n − 2] = 2x[n]   n
1
 n
1
 n 
1
4 8 y[n] = −4 − 2(n + 1) +8 u[n]
– Frequency response 4 4 2
2
H(ejω ) =
1 − 4 e + 18 e−j2ω
3 −jω

– Partial-fraction expansion
2 4 2
H(ejω ) = 1 −jω 1 −jω = 1 −jω −
(1 − 2 e )(1 − 4 e ) 1 − 2 e 1 − 14 e−jω
– Impulse response
 n  n
1 1
h[n] = 4 u[n] − 2 u[n]
2 4

Lampe, Schober: Signals and Communications Lampe, Schober: Signals and Communications

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