Professional Documents
Culture Documents
by
Dr. W. Dan Curtis
Introduction
Suppose we have a signal x(t ) that is periodic of period L. We divide [0,L] into N
equal parts and sample the signal at the evenly spaced times
tn =
nL
, 0 n N 1
N
NL
= L because, since x(t ) has period L, we would
N
x(t N ) = x(t0 ) .
eibt + e ibt
eibt e ibt
sin(bt ) =
and cos(bt ) =
,
2i
2
so we see that anything that can be expressed in terms of sines and cosines can also be
expressed in terms of complex exponentials and vice-versa.
If we want to consider signals having period L, we can express them in terms of
complex exponentials such as
2 it
L
which has period L. In fact, we can define a collection of complex exponential signals
having the property that a whole number of complete periods fits into the interval [0, L]
as follows:
sk (t ) = e
ik t
, 0 k N 1
where
k =
Note that sk (t ) has period
Tk =
2 k
L
L
k
so that exactly k complete periods of sk (t ) fit into the interval [0, L] . We can define a
sampled version of the signal sk (t ) as we did for the general signal x(t ) above:
sk = ( sk (t0 ), sk (t1 ), , sk (t N 1 ))
( z1 , z2 , , z N ) = ( z1 , z2 , , z N )
N
by
< x, y > =
1
N
x y
k =1
is
| x|=
x, x .
Proof: Since there are N vectors in the set, and since an orthonormal set is automatically
linearly independent, it is enough to prove that the set is orthonormal.
First, we show that each sk is a unit vector.
sk , sk =
1 N 1 ik t j ik t j 1 N 1 ik t j 2 1 N 1
1
e e
= | e | = 1 = N = 1.
N j =0
N j =0
N j =0
N
Now we assume p q and both p and q are among 0,1,, N 1 and we show that
< s p , sq > = 0 .
We have
< s p , sq > =
Now
p tk =
1
N
2 p kL 2 pk
=
L N
N
so
i ptk iqtk =
Note that
so that
N 1
i p tk
iq tk
k =0
and
q t k =
2 i ( p q )k
.
N
N < p q < N
2 qk
N
2 i ( p q )
N
1.
Thus,
1
< s p , sq > =
N
N 1
i p tk
iq tk
k =0
1
=
N
N 1
2 i ( p q ) k
N
k =0
1
=
N
2 i ( p q )
N
2 i (Np q )
e
.
k =0
N 1
2 i (Np q )
1 e
.
2 i ( p q )
1 e N
But the numerator is 0 because
N
2 i ( p q ) N
2 i (Np q )
N
e
=
e
= e 2 i ( p q ) = 1 .
Therefore, s p , sq = 0 , as asserted.
Theorem 1: Let x
s0 , s1 ,, sN 1 as
x = x , sk sk .
k =0
complex numbers
0 ,1 ,, N 1 such that
x = 0 s0 + 1s1 +
+ N 1sN 1 .
But then if we take the inner product of both sides with the vector sk , we get
x, sk = 0 s0 + 1s1 +
0 s0 , sk + 1 s1 , sk +
k sk , sk = k .
This proves the theorem.
+ N 1sN 1 , sk =
+ N 1 sN 1 , sk =
x = ( x0 , x1 ,, x N 1 ) where xk = x, sk .
xk =
1 N 1 ik tn
xne
N n =0
x = ( x0 , x1 ,, xN 1 ) where xk = xneitkn .
n =0
Theorem 2: The Inverse Fourier Transform is the inverse of the Fourier Transform. That
is, if x N , and X = x , then X = x.
N 1
X e
n =0
itk n
N 1
N 1
n =0
n =0
n=0
X n sn = xn sn = x, sn sn .
Thus, by Theorem 1,
N 1
X = x , sn s n = x ,
n =0
xn = sin(
2 p
tn )
L
L
p
so p complete periods fit into the interval [0, L]. One can show that:
If N = 2r , then:
x p =
1
1
, x N p =
, all other xk = 0 , except when p = 0 or p = r , in which case
2i
2i
x = 0 .
If N is odd, then:
x p =
1
1
, all other xk = 0 , except when p = 0 , in which case x = 0 .
, x N p =
2i
2i
For instance, here is the output for various p values for N=10.
p
p
p
p
p
p
p
p
p
p
=
=
=
=
=
=
=
=
=
=
0:
1:
2:
3:
4:
5:
6:
7:
8:
9:
{0,
{0,
{0,
{0,
{0,
{0,
{0,
{0,
{0,
{0,
0, 0, 0, 0, 0, 0, 0, 0, 0}
-0.5 I, 0, 0, 0, 0, 0, 0, 0, 0.5
0, -0.5 I, 0, 0, 0, 0, 0, 0.5 I,
0, 0, -0.5 I, 0, 0, 0, 0.5 I, 0,
0, 0, 0, -0.5 I, 0, 0.5 I, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0}
0, 0, 0, 0.5 I, 0, -0.5 I, 0, 0,
0, 0, 0.5 I, 0, 0, 0, -0.5 I, 0,
0, 0.5 I, 0, 0, 0, 0, 0, -0.5 I,
0.5 I, 0, 0, 0, 0, 0, 0, 0, -0.5
I}
0}
0}
0}
0}
0}
0}
I}
=
=
=
=
=
=
=
=
=
=
=
0:
1:
2:
3:
4:
5:
6:
7:
8:
9:
10:
{0,
{0,
{0,
{0,
{0,
{0,
{0,
{0,
{0,
{0,
{0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0}
-0.5 I, 0, 0, 0, 0, 0, 0, 0, 0, 0.5
0, -0.5 I, 0, 0, 0, 0, 0, 0, 0.5 I,
0, 0, -0.5 I, 0, 0, 0, 0, 0.5 I, 0,
0, 0, 0, -0.5 I, 0, 0, 0.5 I, 0, 0,
0, 0, 0, 0, -0.5 I, 0.5 I, 0, 0, 0,
0, 0, 0, 0, 0.5 I, -0.5 I, 0, 0, 0,
0, 0, 0, 0.5 I, 0, 0, -0.5 I, 0, 0,
0, 0, 0.5 I, 0, 0, 0, 0, -0.5 I, 0,
0, 0.5 I, 0, 0, 0, 0, 0, 0, -0.5 I,
0.5 I, 0, 0, 0, 0, 0, 0, 0, 0, -0.5
I}
0}
0}
0}
0}
0}
0}
0}
0}
I}.
tn = n and n =
2 n
.
N
N
N
sk = e
= 1, e , e
, e N
for 0 k N 1 .
The definition of the inner product does not change. As before, we have the
representation of the sampled signal x in terms of the sk as
N 1
x = x , sk sk
k =0
so that
N 1
xn = x, sk e
2 ikn
N
k =0
where now
2 ikn
1 N 1
xk = x, sk = xn e N
N n =0