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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
−N −N1 N2 N n
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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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1 F
←→
1/(1 + a)
−2π −π π 2π ω n ω
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−N1 N1 n
F
δ[n − n0] ←→ e−jωn0
Fourier transform
N1 2N1
X
−jωn
X 1 − e−j(2N1+1)ω
jω
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
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1. Sine function
2πa0 = 2πa−N 2πa0 2πa0 = 2πaN
1 jω0n
x[n] = sin(ω0n) = e − e−jω0n
k=0: 2j
X(ejω )
k = N −1: jπ
−(N − 1) 2π
N − 2π
N (N − 1) 2π
N
ω
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− 4π
N − 2π
N 0 2π
N
4π
N ω
−2π −ω0 ω0 2π − ω0 2π 2π + ω0 ω
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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))
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−2π −π π 2π ω
−π + ωc π − ωc
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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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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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– If
F 2. Fourier transform of
x[n] ←→ X(ejω )
then x[n] = (n + 1)anu[n] , |a| < 1
jω
F dX(e )
nx[n] ←→ j – Since
dω
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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– 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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∞
jω
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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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
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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
w4[n]
Hlp (ejω ) ⇒ Frequency response of overall system
H(ejω ) = Hlp(ej(ω−π)) + Hlp (ejω )
Relation between x[n] and y[n]?
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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
3π
4
π ω f [n] ←→ g[−k]
N
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– 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
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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 )
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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
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
dω
aperiodic in frequency periodic in time
jω jωn
Time domain
)e
discrete time
discrete time
– Alternatively
x[n] =
x[n] =
k=hN i
2π
2π
1
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
−∞
R∞
1
T
k=0 k=0
dω
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
∞
2π
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
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– 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
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