DSP 1 Lecture 2.

0 L t 20
Discrete Fourier Transform

..and the Story y of Digital Signal Processing I. BEGINS !!

Frequency Domain Analysis

Linear Shift-Invariant System

x[n]

h[n]

y[n]

Step #1 Lets assume the following input sequence

x[n] = e j n < n < e j n = cos( n) + j sin( n)

Notice the units of are --------3
radians sample

Frequency Domain Analysis

Step #2 Applying Linear Convolution to input sequence
y[n] = h[n] x[n] = y[n] =
k =

h[k ]x[n k ] =
=e
j n k =

k =

h[k ]e
+

j ( n k )

h[k ]e

j k

y[n] = e j n H (e j )

H (e ) =

k =

h[k ]e
j

j k

This is a complex-valued function that depends only on the system Impulse response h[n]. We will call this function the Frequency Response of the LTI system, more on this later !!

H (e j ) = A(e j )e jP ( e

) 2

A(e j ) = Re H (e j )} + Im H (e j )} , P(e j ) = arg H (e j )}

2

Frequency Domain Analysis

Linear Shift-Invariant System

x[n]

h[n]

y[n]

Step #1 Lets assume the following input sequence

x[n] = A cos(0 n + ) < n < A j j0 n A j j0 n = x1[n] + x2 [n] x[n] = e e + e e 2 2 A j j0 n A j j0 n x1[n] = e e , x2 [n] = e e 2 2

Frequency Domain Analysis

STEP #2 --- Applying Superposition
A j + A j + j0 ( n k ) y[n] = y1[n] + y2 [n] = e h[k ]e + e h[k ]e j0 ( n k ) 2 k = 2 k =
y[n] = A j j0 n A A A e e H (e j n ) + e j e j0 n H (e j n ) = e j e j0 n H (e j n ) + e j e j0 n H * (e j n ) 2 2 2 2
H (e j ) = H * (e j0 )

if h [n] is real

y[n] = A H (e j0 ) cos 0 n + + arg H (e j0 ) g

})

arg H (e

j0

Im( H (e j0 )) ) = tan Re( H (e j0 ))

Frequency Domain Analysis

Lets take a closed look at the Frequency Response function

H (e j ) = H (e
j ( + 2 )

k =

h[k ]e j k

)=

k =

h[k ]e

j ( + 2 ) k

k =

h[k ]e j k e j 2 k = H (e j ) e j 2 k = 1, k

It i P i di with a Period is 2 !! is Periodic ith P i d i 2

dH (e j ) + d j k = h[k ] e d d k =

It is continuous complex valued-function

7

Frequency Domain Analysis

Example 1.0
1 0 n N 1 h[n] = 0, otherwise
j

N-Point Impulse Response (FIR)

H (e ) =

k =

h[k ]e

j k

= e
k =0

N 1

j k

1 e j N = 1 e j

N sin ( N 1) 2 e j 2 = 1 sin 2

Magnitude Frequency Response

5 4.38 Amplitu - Volts ude 3.75 3.13 H( ) 2.5 1.88 1.25 0.63 0 1 0.8 0.6 0.4 0.2 0 2 Normalized Radians/Sample 0.2 0.4 0.6 0.8 1

2 N

Frequency Domain Analysis

Phase Frequency Response
3.14 2.36 1.57 Phase - Ra adians 0.79 arg( H( ) ) H( 0 0.79 1.57 2.36 3.14 1 0.8 0.6 0.4 0.2 0 2 Normalized Radians/Sample 0.2 0.4 0.6 0.8 1

Frequency Domain Analysis

Important Observation The complex function is in the form of a Complex Fourier Series.

H (e j ) =

k =

h[k ]e

j k

Complex Fourier Series

The so called Dirichlet conditions guarantee that series (right hand side) will be equal to the left hand side H (e j ) Dirichlet conditions are : 1. 2. 2 3.
j The signal H (e ) has finite number of discontinuities in any period

The i Th signal H (e j ) contains a finite number of maxima and minima d i l t i fi it b f i d i i during any period
j g y g y period, that is, , , The signal H (e ) is absolutely integrable in any p

10

H (e j ) d <

Frequency Domain Analysis

A weaker condition, is that if signal has finite energy in one period

H (e j ) d <
j

e( ) = H (e )

k =

h[k ]e jk

Guarantees that the energy in the difference signal is zero

11

Frequency Domain Analysis

It is a Fourier Series if the conditions for existence are satisfied

H (e j ) =

k =

h[k ]e

j k

H (e )e

j m

+ j n j m d = h[n]e e d n =

Interchange summation and integration

H N (e j ) =

n = N

h[n]e

j n

If this sequence converges uniformly

H N (e j ) H (e j ) N

12

Frequency Domain Analysis

+ + j n j m j j m H (e )e d = h[n]e e d = h[n] e j ( n m ) d = n = = n =

j ( n m )

2 m = n d = 0mn

2 x[m] m = n H (e j )e j m d = 0mn

1 2

H (e j )e j m d = h[m]

Therefore it forms a transform pair !!!

13

Frequency Domain Analysis

Fourier Transform Pair
Direct Transform DISCRETE-TIME FOURIER TRANSFORM (DTFT)

H (e j ) =

n =

h[n]e j n

Inverse Transform INVERSE DISCRETE-TIME FOURIER TRANSFORM DISCRETE TIME (IDTFT)

14

1 2

H (e j )e j n d = h[n]

Frequency Domain Analysis

Uniformly convergence is guaranteed if and only if h[n] is absolutely summable
S=
+

k= =

h[k ] <

Sufficient Conditions for Convergence absolutely summable b l t l bl

Some sequences are not absolutely summable, but they are square summable
Eh =
k =

h[k ] <
2

Weaker condition !!

For this sequences We impose the mean-square p q convergence condition

lim N

H (e

) H N (e ) d = 0

15

Frequency Domain Analysis

From the Energy point of view !!!!
Eh =

k =

1 * h[k ] = h[k ]h [n] = h[k ] k = k = 2

2 + +

(e )e

j n

d =

1 Eh = 2

1 H * (e j ) h[k ]e j n d = 2 n =

1 H * (e j ) H (e j )d = 2
j

H (e

) d

Eh =

k =

1 h[k ] = 2
2

H (e

) d

This is Parsevals relation for DT aperiodic signals with finite energy 16

Frequency Domain Analysis

Distribution of energy as a function of frequency, and it is called the energy density spectrum

S hh ( ) = H (e )
j

17

Frequency Domain Analysis

Sample Table

Sequence
[ n]
[n n0 ]

DTFT
1

e jn0
2 ( )
2 ( 0 )
1 1 e j

e jn0
nu[n], < 1
cos(n0 )

( + 0 ) + ( 0 )

18

Frequency Domain Analysis

Example 1.1

h[n] = nu[n]
1 < 1

Infinite Impulse Response (IIR) Absolutely Summable !!!

n =
n=0

Discrete-Time Fourier Transform (Frequency Response)

H (e ) = e
j n =0

n j n

= ( e
n =0

n j

1 = 1 e j

Energy Density Spectrum

19

1 S hh ( ) = 1 2 cos + 2

Frequency Domain Analysis

Important Property Shifting a sequence in time results in the multiplication of DTFT by a complex exponential
y[n] Y (e j ) y[n n0 ] e jn0Y (e j )

y[n] =

k =

h[k ]x(n k )
n =

Convolution in the time-domain

y[n]e

j n

n = k =

h[k ]x(n k )e
j n k =

j n

k =

h[k ] x(n k )e
n =

= h[k ]e j k X (e j ) = H (e j ) X (e j )

Frequency-domain Y (e j ) = H (e j ) X (e j ) Convolution in Frequency domain

20

Frequency Domain Analysis

Given

h[n] System Time-Domain IR

Linear Shift-Invariant System

x[n]
X (e )

y[n] h[n]
Y (e j ) H (e j )
Time-domain Solution -------------

y[n] =

k =

h[k ]x(n k )

Y (e j ) = H (e j ) X (e j )

Frequency-domain Solution-------

21

y[n] =

1 2

Y (e

)e jn d

Frequency Domain Analysis

Given
y[n] = ak y (n k ) + bk x(n k )
k =1 k =0 p q

System Difference Equation

Linear Shift-Invariant System

x[n]
Y (e ) = ak e
j k =1 j p

y[n] = ak y (n k )
k =1

+ bk x(n k )
k =0

y[n]

j k

Y (e ) + bk e j k X (e j )
j k =0

p q j j k = X (e ) bk e j k Y (e ) 1 + ak e k =0 k =1

22

Y (e ) = j X (e )

b e
k =0 p k k =1

j k

1 + ak e jk

= H (e j )

System Frequency Response

Frequency Domain Analysis

Option 1 -Y (e ) = j X (e )
j

bk e j k 1 + ak e j k
k =1 k =0 p

= H (e )

1 h[n] = 2

H (e j )e j n d

System Frequency Response (Frequency Domain)

IDTFT Impulse Response (Time Domain)

System Output Time-domain Convolution

y[n] =

k =

h[k ]x(n k )

23

Frequency Domain Analysis

Option 2 -Y (e j ) = j X (e ) bk e j k 1 + ak e j k
k =1 k =0 p q

= H (e )

Y (e j ) = H (e j ) X (e j )
System Output (Frequency Domain)

System Frequency Response (Frequency Domain)

System Output (Time Domain)

1 y[n] = 2

H (e j ) X (e j )e j n d

24

Frequency Domain Analysis

Example 1.3 - Given the System Difference Equation
y[n] = 1.3433 y[n 1] 0.9025 y[n 2] + x[n] 1.4142 x[n 1] + x[n 2]
1 1.4142e j + e 2 j H (e ) = 1 1.3433e j + 0.9025e 2 j
j

System Frequency Response

Option 1

1 h[n] = 2

H (e

)e

j n

1 d = 2

1 1.4142e j + e 2 j j n 1 1.3433e j + 0.9025e2 j e d

Impulse response

System Output Time-domain Convolution

Option 2

y[n] =

k =

h[k ]x(n k )
System Output (FD)

1 1.4142e j + e 2 j Y (e ) = X ( e ) 1 1.3433e j + 0.9025e 2 j

j j

1 y[n] = 2

1 1.4142e j + e 2 j 1 4142 j j n X (e )e d 1 1.3433e j + 0.9025e2 j

System Output (TD)

25

Frequency Domain Analysis

Example 1.4
j

Given the System Frequency response

1 + e 2 j 0.5 0 5 0 5 + 0.5e 2 j H (e ) = j 2 j 2 e + 0.5e 1 0.5e j + 0.25e 2 j

System Difference E S t Diff Equation ti

y[n] = 0.5 y[n 1] 0.25 y[n 2] + 0.5 x[n] + 0.5 x[n 2]

Impulse Response --(Z-Transform)

h[n] = 0.5h[n 1] 0.25h[n 2] + 0.5 [n] + 0.5 [n 2]

1 Impulse Response --- h[n] = 2 (DTFT)

H (e

)e

j n

1 d = 2

j n 0.5 + 0.5e 2 j 1 0.5e j + 0.25e2 j e d

26

Frequency Domain Analysis

Example 1.5 --- Given the Time-Domain Impulse Response

h[n] = nu[n]

n=0

1 < <1 1

Geometric Series Absolutely Summable !!!

n

Frequency Response System Difference Equation

H (e j ) = n e j n = ( n e j ) =
n =0 n=0

1 1 e j

Y (e j ) 1 H (e ) = = y[n] y[n 1] = x[n] j j X (e ) 1 e

j

27

Frequency Domain Analysis

Closed-Form Expressions For Some Commonly Encountered Series

1 aN a = 1 a n =0
N 1 n

1 a = 1 a a < 1 n =0
n

na =
n

N 1

( N 1)a N +1 Na N + a

n =0

(1 a )

na n =
n =0
N 1

(1 a )

a <1

1 n = N ( N 1) 2 n =0

N 1

1 n 2 = N ( N 1)(2 N 1) 6 n =0

28

Frequency Domain Analysis

Example 1.6 -

x[n]

h[n]

y[n]

Given Let -

h[n] = nu[n] a < 1 x[n] = nu[n] < 1

Stable (absolutely summable)

Required y[n] = ??

y[n] = h[n]* x[n] ]

H (e j ) =
29

Y (e j ) = H (e j ) X (e j )

1 1 , X (e j ) = 1 e j 1 e j

Frequency Domain Analysis

Y (e j ) = A= 1 1 A B = + 1 e j 1 e j 1 e j 1 e j ,B =

+ j Y (e ) = 1 e j 1 e j y[n] = n n u[n]

30

Frequency Domain Analysis

Step #1 Starting with the DTFT of finite length sequence x [n]

x[n] 0 n N 1

Finite length sequence Absolutely Summable (ALWAYS)

X (e ) = x[n]e
j

N 1

j n

DTFT

n= 0

1 x[n] = 2

X (e j )e + j n d

IDTFT

Always exits or converge Periodic 2 Continuous (requires infinite number of values) Complex value function

Is there a simpler relation for the IDTFT ?

THEOREM ----- Only N values of the DTFT, called frequency samples, at N distinct frequency points are sufficient to determine x[n], and hence, DTFT, uniquely. uniquely This is only valid for sequences of finite length.

31

Frequency Domain Analysis

Step #2 Closed look at the DTFT
X (e )
j
0

=0
1 =

2 N

2 N

Fundamental Period

Radians Sample S l

Let us sample the frequency spectrum --------------------------------------------------- = 2 N

------ Frequency Sample Period

N Discrete Frequencies

k = k =

2 k k =01 0,1,........, N 1 N

32

Frequency Domain Analysis

Which of these frequency

0 2 1 N 2 2 N = . . 2 N 2 N 2 N 1 N
All N Discrete Frequencies Radians/Sample

corresponds to (radians/sample) ?

Integer

2 k = N N k= 2
Which of these frequency corresponds to 2 (radians/sample) ? NONE

N Discrete Frequencies Zero frequency (DC) at N/2 the frequency is N/2 -1 Unique Positive Frequencies N/2 Unique Negative Frequency

33

Frequency Domain Analysis

X (e )
j

X (e

j3

2 N

n = 0 n =1 n = 2

n=3

n = N 2 n = N 1 n = N 3

1 2 3
2 N

N 2 N 1 2

FREQUENCIES ---

2 = 2

N 1 = ( N 1) N 2 = ( N 2 )
2 N

0 = 0
1 =

2 N

2 N

3 = 3

34

2 N

Frequency Domain Analysis

Step #3 If we evaluate the DTFT at only those discrete frequencies we obtain the following relationship

X (e jk ) = x[n]e
n= 0

N 1

2 j k n N

= X [k ]

This relation is called the DFT which is also an N-point sequence, it is also referred as the N-Point DFT of x[n]

35

Frequency Domain Analysis

Step #4 Lets assume the form of the IDTF and show that it forms a FT pair
Let us assume that the N-Point IDFT is given by

1 x[n] = N
WN = e

X ( k )e
n =0

N 1

2 + j k n N

0 k N 1

By defining a new complex number as

2 j N

We obtain the following form

1 x[n] = N
2 j k n N

X [ K ]WN
n=0
N 1 n=0

N 1

nk

X [k ] = x[n]e
n =0

N 1

= x[n]WN nk

N-Point DFT

36

Frequency Domain Analysis

X [ k ] = x[n]WN
n =0 N 1 nk

1 = n =0 N
N 1

X [m]WN nm WN nk 0 m=
N 1

x[n]
1 X [k ] = N

X [m]W
n=0 m=0

N 1 N 1

n[ m k ]

1 = N

m =0 n =0

X [m]W
+ WN
2[ m k ]

N 1 N 1

n[ m k ]

1 = N

N 1 n[m k ] 0 X [m] WN m= n =0
N 1

Let L t us look at the term in parenthesis l k t th t i th i

WN
n =0

N 1

n[ m k ]

= WN 0 + WN

[ m k ]

+ .. + WN

( N 1)[ m k ]

0,1, 2 1, 0,1, 2,3,..., m = 0 1 2,..., N 1 k = 0 1 2 3 N 1 m k = i i = 0,1, 2,....

( N 1)[i ]

Let us re-define a new index as

WN + WN
0

[ i ]

+ WN

2[i ]

+ .. + WN

= WN

i 0

) + (W ) + (W )
i 1 N N

i 2

+ .. + WN

i ( N 1)

1 WN

( ) 1 (W )
i N

i N

37

Frequency Domain Analysis

1 WN

( ) 1 (W )
i N

i N

1 e

2 Ni N
j 2 i N

1 cos ( 2 i ) j sin ( 2 i )
1 e
j 2 i N

1 e
0

0 i = 0,1, 2,3,.., N 1, N + 1,... = N i = N , 2 N ,3 N , 4 N ,5 N ,...

, , , N m k = rN , r = 1, 2,3,.... = 0 otherwise

WN
n=0

N 1

n[ m k ]

= WN + WN

[ m k ]

+ WN

2[ m k ]

+ .. + WN

( N 1)[ m k ]

1 X [k ] = N

N 1 n[m k ] = X [k ] 0 X [m] WN m= n =0
N 1

It is FT Pair !!!!!!!!!!!!!!!!!!!
38

Frequency Domain Analysis

Step #5 Show that we can recover the DTFT from the N-point DFT

X (e ) = x[n]e j n 0 k N 1
j n =0

N 1

DTFT

1 j X (e ) = n =0 N
N 1

X [k ]e
k =0

N 1

+j

2 kn N

j n 1 = e N

X [k ]e
n =0 k =0

N 1 N 1

2 j k n N

IDFT

1 j X (e ) = N
39

X (k )e
k =0 n =0

N 1 N 1

2 j k n N

Frequency Domain Analysis

1 j X (e ) = N

X (k )e
k =0 n =0

N 1 N 1

2 j k n N

1 = N

X ( k ) e
k =0 n =0

N 1

N 1 j 2 k n N

1 X (e ) = N
j

X (k )
k =0

N 1

1 e

2 j k N N 2 j k N

1 e

N 2 sin k N 1 2 N j[ 2N k ][ N 1 ] e 2 2 = X ( k ) 1 2 k =0 N sin k N 2

Interpolation Formula
N 2 sin k N 1 N j[ 2N k ][ N 1 ] 2 j 2 2 X (e ) = X ( k ) e 1 2 k =0 N sin i k N 2 40

Frequency Domain Analysis

Simulation MathCAD Example p

41

FIN !!!!
42