Homework Set 5 for Advanced Engineering Mathematics

In this homework set we will study the so-called Discrete Fourier Transform, because
it provides a nice review of many concepts that we have studied already.
Task 1 (Discrete-Time Signals)
So far, we have studied functions defined on an interval, in particular, 2-periodic
functions defined on (, ) or their prototypes defined on an interval of length
2, e.g., on [0, 2] or on [, ]. These functions may correspond to the result of
measuring some quantity for every moment in time. In this context, such a function is
called a continuous-time signal, or CT signal for short.
But in engineering we often measure a quantity only at discrete moments in time. For
instance, lets say we measured a value of 1 (arbitrary unit) at time 0 (seconds), a value
of 4 at time 1, a value of 2 at time 2, and a value of 3 at time 3
Draw the graph of the function

4
f (n) =

2
3

if
if
if
if

n=0
n=1
n=2
n=3

To stress that the measurements were taken at discrete times, people often use variable
names k or n instead of t or x. (Hint: Use vertical lines similarly to our visualization of
a spectrum of a periodic function. A spectrum is a sequence of amplitudes measured
at discrete frequencies.)
Now extend this graph periodically with a period of 4, i.e., the above four values form
the prototype of a 4-periodic function. For example, at n = 4 the value is 1 and at
n = 1 the value is 3. Draw this 4-periodic function for 6 n 10.
A function is 4-periodic, if
f (n) = f (n + 4) for all n.
This periodic discrete-time signal can be represented by the infinite sequence
(. . . , x1 , x0 , x1 , . . .) = (. . . , 3, 1, 4, . . .)
while its prototype is simply represented by a vector
(1, 4, 2, 3).
Note, that I chose the first vector component to correspond to the index 0. This is my
choice, like I could choose [0, 2] or [, ] or any other interval of length 2.

Task 2 (Linear Operation: Time Shift)

The complex exponentials were good basis functions for continuous-time functions
because they were eigenfunctions for the important linear operations differentiation,
integration, and time shift.
Differentiation and integration do not make sense for discrete-time signals. Why?
(Think of the limit processes that are used to define differentiation and integration
respectively.) But a time shift is still a sensible operation:
The sequence (xn ) is shifted to T (xn ) = (xn1 ).
Take (xn ) = (. . . , x1 , x0 , x1 , . . .) = (. . . , 3, 1, 4, . . .) from the previous example. The
second term of the shifted sequence T (xk ) is x21 = x1 = 4. Draw the graph of the
shifted 4-periodic function. Convince yourself that it is the graph from task 1 shifted
by 1 unit to the right.
The sequences (. . . , x1 , x0 , x1 , . . .) form a vector space. How are vector addition and
scalar multiplication performed?
Show that this time-shift operation is a linear map from the vector space of sequences
to itself.
Now, consider this time shift only on the prototype instead of on the 4-periodic sequence. If we start with the prototype (1, 4, 2, 3), what will the shifted prototype be?
(Hint: If you cannot find a solution, look at the next task.)
Task 3 (Matrix of a Linear Map)
The (periodic) shift

x3
x0
x1 x0

T
x2 = x1
x2
x3

is a linear map from the vector space of column vectors with four components to itself.
Find its matrix representation with respect to the standard basis. In other words,
compute the matrix (tij ), so that

x0
x3
t11 t14
x0

..
= ...
x1
.
x1
x2
t

t
41
44
x
x
2

Task 4 (Eigenvalue Problem)

Find the (complex) eigenvalues and eigenvectors (choose first component 1) of the
matrix

0 0 0 1
1 0 0 0

T =
0 1 0 0
0 0 1 0
(Hint: Laplace expansion is useful to compute the determinant for the characteristic
equation.) Draw the eigenvalues as points in the complex number plane. Where are
they located with respect to the unit circle? What is the relationship with the complex
exponential eix ?
Hint: It may be faster to compute the eigenvectors by looking at the eigenvalue equation


x3
x0
x0
x1
=
x1
x2
x2
x3
starting with x0 = 1.
Show that these eigenvectors form an orthogonal basis of the vector space of column
vectors with four (complex) components. Recall that the inner product uses complex
conjugation.
Task 5 (Discrete Complex Exponentials)
Find the prototypes (x0 , x1 , x2 , x3 ) of the 4-periodic discrete-time complex exponentials
xn = eink2/4 for k = 0, 1, . . . , 4 (i.e., there are five prototypes to consider).
Note, n is the index, i.e., corresponds to the variable x in the continous-time complex
exponentials eikx . The frequencies are k2/4. This fits our discussion of 2L-periodic
functions. Here, 2L = 4.
Compare your results with the eigenvectors from the preceding task.
Task 5 (Coordinates)
Find the coordinates of (1, 4, 2, 3) with respect to the so-called discrete Fourier Basis
from the previous task. (These coordinates are the Fourier coefficients.)
Use an inverse matrix to do this. How does orthogonality help in finding the inverse matrix? Since the matrix has complex entries, you will need to transpose and to
conjugate. Since the vectors are not unit vectors, you also need a scaling factor.
Challenge (Totally Voluntary - only for students for whom all this is easy)
What is the Fourier transform of a non-periodic discrete-time signal?