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Spring 2013
Outline
x =
x (n)e j n
Periodic, 2 Magnitude: |X (e j )|, phase: arg{X (e j )}. Inverse Fourier Transform (IFT):
j
X (e j )e j n d
FT examples
1. Find X (e j ), |X (e j )| and arg{X (e j )} of following sequences:
(a) (b) (c) (d) (e) (f) x (n) = (n) x (n) = (n 2) x (n) = (n 2) (n) x (n) = rectN (n) x (n) = (0.5)n u (n) x (n) = u (n)
2. Given an ideal low pass lter of which the frequency response (within one period) is Hlp (e j ) = 1, 0, | | c c < | |
(a) Find the impulse response hlp (n) of this lter. (b) Solve the problem for the high pass case.
arg{X(j)}
Properties
Convergence condition:
n=
|x (n)| <
Linearity, time shifting, frequency shifting, convolution, etc. Symmetry properties Parsevals relation 1 |x (n)| = 2 n=
2
|X (e j )|2 d
Outline
x (n) = x (n N ),
x (n)e j
2 kn N
1 x (n) = N
N 1 k =0
kn (k )e j 2N X
W N = e j
2 N
When N = 100, M = 10
0.1 0.09 0.08 0.07 0.06 |X[k]| 0.05 0.04 0.03 0.02 0.01 0 100 80 60 40 20 0 k 20 40 60 80 100
1 arg{X[k]}
3 100
80
60
40
20
0 k
20
40
60
80
100
Properties
Linearity, time shifting, frequency shifting, etc. Duality: If DFS x (n) X (k ) then DFS (n) X N x (k )
Symmetry properties
Periodic convolution
x 1 (m) x2 (n m)
Find x 3 (n0 ), for all n0 [0, (N 1)] (1) Folding (reection) x 2 (m) x 2 (m) (2) Time shifting n0 samples (3) Multiplication: v n0 (m) = x 1 (m) x2 (n0 m) within [0, (N 1)] (4) Summation: Sum all non-zero entries of v n0 (m) within 3 (n0 ) [0, (N 1)] x (5) Result is a periodic sequence with period N : x 3 (n0 ) = x 3 (n0 + rn), r Z.
Illustration
x 1 (m) m -4 -3 -2 -1 0 1 2 3 4 5 6 x 2 (m) m -4 -3 -2 -1 0 1 2 3 4 5 6 x 2 (1 m) m -4 -3 -2 -1 0 1 2 3 4 5 6 x 2 (2 m) m -4 -3 -2 -1 0 1 2 3 4 5 6 -4 -3 -2 -1 0 1 2 3 4 5 6 x 2 (m) m -4 -3 -2 -1 0 1 2 3 4 5 6 v 0 (m) x 3 (0) = 1.75 m -4 -3 -2 -1 0 1 2 3 4 5 6 v 1 (m) x 3 (1) = 2 m -4 -3 -2 -1 0 1 2 3 4 5 6 v 2 (m) x 3 (2) = 2.25 m
Results
x 1 (n) n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 x 2 (n) n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 x 3 (n)
n -4 -3 -2 -1 0 1 2 3 4 5 6 7 8
Outline
Concept of DFT
If x (n) is nite-length N, and we take enough samples (at least N per period) of its spectrum X (e j ), then we can reconstruct x (n). DFT for nite-length sequences! Given x (n) with nite length N : x (n) = 0, we construct a periodic sequence x (n): x (n) = x (n mod N ) (k )}: Take one period from its DFS{X X (k ) = (k ), 0 k (N 1) X 0, otherwise n < 0, n > N 1,
x (n)e j
2 kn N
k [0, N 1]
1 x (n) = IDFT{X (k )} = N
x (0) x (1) . . . x (N 1)
X (k )e j
2 kn N
n [0, N 1]
X (0)
DFT N - point
X (1) . . . X (N 1)
Example: Find N-point DFT of x (n) = rectM (n) for three cases M = 1, M = N and 1 < M < N .
Matrix form
kn Consider the matrix WN N where Wkn = WN 1 1 1 1 ( N 1) 1 1 2 WN WN WN 2(N 1) 4 2 WN WN 1 WN W= . . . . .. . . . . . . . . .
1 WN
(N 1)
WN
(N 1)2
and denote
WN
(N 1)2
X = [X (0), X (1), , X (N 1)]T x = [x (0), x (1), , x (N 1)]T DFT and IDFT can be formulated as: X = Wx 1 H x = W X N
x(1)
x(0)
x(2)
x( n) N
x(0)
x(1)
x(n 1)N
x(3)
x(3)
x(2)
Shifting properties
Duality
Time reversal
Symmetry properties
Circular convolution
Denition of circular convolution: x3 (n)N = x1 (n)()N x2 (n) = Applying DFT we have: DFT{x1 (n)()N x2 (n)} = X1 (k )X2 (k ) How to calculate circular convolution: in time domain in frequency domain Example: Find 5-point (N = 5) circular convolution of following sequences: x1 (n) = rect4 (n) + 0.5(n 4) x2 (n) = 1 n 4, 0 n 4 0, otherwise
N 1 m=0
x1 (m)x2 (n m)N ,
n [0, N 1]
where x3 = [x3 (0), x3 (1), , x3 (N 1)]T , x1 = [x1 (0), x1 (1), , x1 (N 1)]T and X2 is a x2 (0) x2 (N 1) x2 (1) x2 (0) X2 = . . .. . . . . . x2 (N 1) x2 (N 2)
x3 = X2 x1
x2 (0)
Matrix form of linear convolution Toeplitz matrix! How to calculate circular convolution in Matlab?
Given two nite length sequences, x (n): [0 (N 1)] and h(n): [0 (M 1)]. If y1 (n) = x (n) h(n) and y2 (n) = x (n)()L h(n) (b) If L = N then for which samples (or which values of n) y1 (n) = y2 (n)? (a) For which values of L we have y1 (n) = y2 (n), n?
Parsevals relation
N 1 n=0
1 x (n)y (n) = N
N 1 k =0
X (k )Y (k )
1 |x (n)| = N
2
N 1 k =0
|X (k )|2