CHAPTER 3

THE DISCRETE-TIME FOURIER ANALYSIS

()

= () ()

h(n))

DISCRETE-TIME FOURIER TRANSFORM (DTFT)

() <

If x(n) is absolutely summable

then

DTFT:

=
=

IDTFT (Inverse Discrete-Time Fourier Transform):

1

1
=
2

Example1: Determine the DTFT of = 0.5 ()

Solution:

=
=

=
0

0.5

0.5

1

=
=
1 0.5 0.5

Example2: Determine the DTFT of = 1,2,3,4,5

Solution:

=
= 1

(1)

+ 0

+ (1)

= + 2 + 3 + 4 2 + 5 3

Properties of DTFT:

1. Periodicity
=

+2

=
=
1

+ x 2 2 + (3)

2. Symmetry
=
Even symmetry:

odd symmetry:

even symmetry:

odd symmetry:

=
=

< =<

Some Common DTFT Pairs:

Signal Type

Sequence x(n)
()

Unit Impulse

DTFT ,
1
2

Constant

Unit Step

u(n)

1
+
1
1
1
2

Cosine

+ +

Sine

Double exponential

()

Causal Exponential

Complex exponential

()

1 2
1 2 + 2

The Properties of the DTFT:

1. Linearity

1 + 2 () = 1
2. Time Shifting
( ) =
3. Frequency Shifting

() 0 =
4. Conjugation
() =
5. Folding

() =

+ 2

6. Symmetries in real sequences

if

= + ()

then
() =
0 () =
7. Convolution

1 2

= 1 2

= 1 2

8. Multiplication
1 2

= 1

Periodic convolution

1
2

1 2

9. Energy

()

=
0

1
=
2

- PARSEVALS THEOREM

ENERGY DENSITY SPECTRUM

ENERGY OF x(n) in the

2
1

1 , 2 band

The Frequency Domain Representation of LTI System

1. Response to a Complex Exponential

= 0 input to LTI system

Let

() 0

h(n)

Then = 0

() 0() =

= ()

() 0 0

Frequency Response
- The discrete-time Fourier transform of an impulse response is called frequency
response (or transfer function) of an LTI system and is denoted by

()

= 0

H( 0 )

= 0 0

( )

h(n)

<

Magnitude or gain response function

Phase response function

2. Response to Sinusoidal Sequences

Let

= 0 + 0

= 0 0 + 0 + < 0

0 + 0

H( 0 )

Steady state response,

+ + < 0

3. Response to Arbitrary Sequences

Let

= ()

and

= ()

Then using the convolution property

=

H( )

= 1

1
=
2

Example: Determine the frequency response of a system characterized by

= 0.9 (). Plot the magnitude and the phase responses.
Solution:

()

<

0.9

1
1 0.9

0.9

+ 0.9

0.9
=
1 0.9

1
=
1 0.9

1
1.81 1.8

AN EXAMPLE ON HOW TO COMPUTE FOR AMPLITUDE

Example : Causal Exponential Pulse

Ae
v(t )
0

t0
t 0

bt

From:

V ( f ) v(t )e

j 2 ft

V ( f ) Ae e

bt

j 2 ft

A e

dt

-(b j2 f )t

b j2f

dt

dt

A
V( f )
b j 2f

b j 2f

b j 2f

b j 2f

A
b 2f
2

Ve ( f ) ReV f

bA
b 2 (2f ) 2
2fA
Vo ( f ) ImV ( f ) 2
b (2f ) 2

Convert to polar form to get and amplitude and phase spectrum:

Amplitude Spectrum:

2f

bA
V ( f ) V ( f ) V ( f )

b (2f ) b (2f )
2

bA 2fA
b 2f
2

2 2

b 2f
2

A b 2f A b 2f

b 2f
b 2f
2

Phase Spectrum:

Vo ( f )
arg V ( f ) arctan
Ve ( f )
2fA
2
2
b 2f
arctan
bA
2
2
b 2f
2fA
arctan bA
2f
-arctan
b

4. Frequency Response Function from Difference Equations

=
+1

( )
=0

then

() =
=1

=0

+
=1

()
=0

Example: An LTI system is specified by the difference equation

= 0.8 1 + ()

a. Determine

b. Calculate and plot the steady-state response () to

= cos 0.05 ()
Solution:

0.8 1 = ()
a.

=0

+
=1

1
1 0.8

b. In the steady state the input is = cos 0.05 with frequency

0 = 0.05 and
0.05 =

0 = 00

1
0.5377
=
4.0928
1 0.8 0.05

therefore
= 4.0928 cos 0.05 0.5377 = 4.0928 0.05 3.42

Example: a 3rd-order LPF is described by the difference equation

= 0.081 + 0.0543 1 + 0.0543 2 + 0.0181 3 +
1.76 1 1.1829 2 + 0.2781 3

1.76 1 + 1.1829 2 + 0.2781 3 =

0.081 + 0.0543 1 + 0.0543 2 + 0.0181 3

Use matlab to plot

Introduction
2 mathematical tools in the analysis and
design of LTI systems:
Fourier Transform for nonperiodic signal
Fourier Series for periodic signal

Above signal representations decompose the

signals in terms of sinusoidal or complex
exponential components frequency domain

Frequency Analysis of ContinuousTime Signals

Illustrated in prism by Isaac Newton
Joseph Fraunhofer observed that light consists
of distinct color lines
Gustav Kirchoff and Robert Bunsen found that
each chemical element, when heated to
incandescence, radiated its own distinct color
of light
Line spectrum identification of each chjemical
elements

 Frequency analysis analysis of light into

colors
Spectrum frequency content of the signal

Spectrum estimation process of

determining the spectrum of a signal in
practice based on actual measurement of the
signal

Fourier Series for Continuous-Time

Periodic Signals
Developed by Jean Baptiste Joseph Fourier
if x(t )

j 2kF0t
c
e
periodic signal
k

with Tp 1

F0

fundamenta l period

Frequency Analysis of Continuous Time Periodic Signals

Synthesis Equation

x(t )

j 2kF0t
c
e
k

Analysis Equation

ck

1
Tp

j 2kF0t
x
(
t
)
e
dt

Tp

 If the periodic signal is real

c k c k e j k
then
c k ck e

j k

and

x(t ) c0 2 ck cos 2kF0t k where c 0 is real valued when x(t) is real

k 1

x(t ) c0 2 ck ak cos 2kF0t bk sin 2kF0t

k 1

where
a0 c0
ak 2 ck cos k
bk 2 ck sin k

Power Density Spectrum of Periodic

Signals

Periodic signals have:

Energy infinite
Average Power finite
1
Px
Tp

Tp

x(t ) dt
2

ck Parseval' s relation for power signals

2

Example: Find the power of the following signal

x(t ) ck e j 2kF0t
Solution:

1
Px
Tp

Tp

1
x(t ) dt
Tp
2

Tp

ck dt
2

Also called line spectrum because

the power of the periodic signal is
only at discrete values of frequencies

For real periodic signal, the total average power is

Px c 2 ck
2
0

k 1

1 2
a ak bk2
2 k 1
2
0

where
a0 c0
ak 2 ck cos k
bk 2 ck sin k

Example: Determine the Fourier series and the power density

spectrum of the rectangular pulse train signal as
illustrated below

Solution:
since the signal is even, then integration interval is from

Tp

Tp

where Tp fundamenta l period

2
2
for k 0 dc component of the signal x(t)
1 Tp / 2
1 /2
A
c0
x(t )dt Adt
Tp T p / 2
T p / 2
Tp
to

for k 0

ck

1
Tp

Tp / 2

x(t )dt

T p / 2

1
Tp

/2

Ae

j 2kF0t

/2

A e jkF0 e jkF0

F0 kTp
j2

A sin kF0
,
T p kF0

k 1,2,...

A
dt
Tp

e j 2F0 kt 2

j
2

kF
0

sin kF0
sin c where kF0
kF0
sin c

if Tp fixed with varied

if fixed with Tp varied when Tp

Fourier Transform for Continuous-Time

Aperiodic Signals
If the periodic signal with Tp
Then we can consider the signal as aperiodic/nonperiodic signal

x(t ) lim x p (t )
T p

from x p (t )

j 2kFo t
c
e
,
k

1
where c k
Tp

Tp / 2

T p / 2

x p (t )e j 2kF0t dt

sin ce x p (t ) x(t ) for

then

1
ck
Tp

Tp / 2

T p / 2

1
Tp

Fo

- Tp
2

Tp
2

x(t )e j 2kF0t dt

let X(F) Fourier Transform of x(t)

X(F) x(t)e - j2Ft dt

-

1
from c k
Tp

Tp / 2

T p / 2

x(t )e j 2kF0t dt

1
ck
X (kF0 )
Tp
or
k
Tp ck X (kF0 ) X
T
p
from x p (t )
1
F
Tp

c e

j 2kF0t

Tp

k j 2kF t
0

X
e

T
k
p

x p (t )

X kF e

j 2kF0 t

as Tp , x p (t ) x(t ) F dF and kF F
and

so lim x p (t ) x(t ) lim

Tp

x(t ) X ( F )e j 2Ft dF
-

j 2kF0 t

X
k

F
e
F

FREQUENCY ANALYSIS OF CONTINUOUS TIME

APERIODIC SIGNALS
Synthesis Equation (inverse transform

x(t) X ( F )e j 2Ft dF
-

Analysis equation (direct transform)

X(F) x(t)e - j2Ft dt

-

IN RADIAN FORM

1
x(t )
2

X e jt d

X x(t )e jt dt

The Fourier Transform exists if it follows the Dirichlet Conditions:

1. The signal x(t) has a finite number of finite discontinuities.
2. The signal x(t) has a finite number of maxima and minima.
3. The signal x(t) is absolutely integrable, that is

x(t ) dt

ENERGY DENSITY SPECTRUM OF APERIODIC SIGNALS

Let x(t) - finite energy signal

E x x(t ) dt
2

E x x(t ) x (t )dt x(t )dt X ( F )e j 2Ft dF

X (F)dF x(t )e j 2Ft dt

-

X(F) dF
2

therefore

E x x(t ) dt X(F) dF PARSEVAL ' S RELATION

in polar form
X(F) X(F) e j F
X(F) magnitude spectrum

where

(F) X(F) phase spectrum

Sxx ( F ) X ( F ) distributi on of energy in the signal
2

and

as a function of frequency
ENERGY DENSITY SPECTRUM of x(t)

F1 F

F1

S xx ( F )dF Total Energy of the signal

and
Sxx ( F ) S xx ( F ) real signal has even symmetry energy density spectrum

Example : Determine the Fourier Transform and the energy density spectrum
of the following :

A,
x(t)
0,

X ( F ) x(t )e

t
t

j 2Ft

dt 2 Ae j 2Ft dt

sin Ft
X (F ) A
Ft
ck

1
1 k
X (kF0 )
X
samples of X(f) at frequencie s

Tp
Tp Tp
kFo k
Tp

The zero-crossings occur at

multiples of 1

Main lobes width contains

most of the signal
= 2

Energy Density Spectrum

sin F
Sxx ( F ) A 2

Assignment
1. Find the Fourier Transform and energy density spectrum
of
x(t t )
0

Sampling and Reconstruction of Analog Signals

Sampling
Let () be an analog (absolutely integrable) signal
Continuous-Time Fourier Transform (CTFT)

()

()

1
=
2

1
=

Where analog frequency (rad/sec)

()

With

ALIASING FORMULA

Digital And Analog frequencies are related through

=

with

1
, /

Definition:

A signal is bandlimited if there exists a finite radian frequency 0 such that

= 0 for > 0 . The frequency 0 = 20 is called the signal bandwidth in Hz.

Sampling Principle Theorem:
A bandlimited signal () with a bandwidth 0 can be reconstructed from its sample
1
Values = if the sampling frequency = is greater than twice the bandwidth
0 of ()

> 2
Otherwise aliasing would result in x(n). The sampling rate of 20 for an analog bandlimited
Signal is called the Nyquist rate.

Example: The analog signal = 4 + 2 150 + 3 + 4 350 is sampled

at = 200/ to obtain the discrete-time signal x(n). Determine x(n)
and its corresponding DTFT .

Solution:
Highest frequency of =175

= 200/

The sampled signal is then

150

350
+
+ 4

200
3
200

= = 4 + 2 0.75 +
+ 4 1.75
3

= = 4 + 2

Since

1.75

Is outside the primary interval

Then aliasing occurs

The alias of the frequency 1.75 is

= = 4 + 2 0.75 +

+ 4 1.75 2
3

= = 4 + 2 0.75 +

4 0.25
3

Using Eulers identity

= 4 + /3 0.75 + /3 0.75 + 2 0.25 2 0.25

From the DTFT table, the DTFT of x(n) is

= 8 + 2 /3 0.75 + 2 /3 + 0.75
+4 0.25 4 + 0.25

Reconstruction
Condition for reconstruction:
1. Signal is bandlimited
2. Sampling above Nyquist sampling rate
To reconstruct:
1. Samples are converted into a weighted impulse train

= + 1 + + 0 + 1 +
=

2. Impulse train is filtered through an ideal analog LPF (low pass filter)

bandlimited to the 2
2 band

x(n)

Impulse train
conversion

Ideal LPF

()

Can be described mathematically as

where


Example: Consider
= = 4 + 2 0.75 +
+ 4 1.75
3
With = 200/
Obtain the reconstructed signal (), and determine whether the sampling/
reconstruction operation resulted in any aliasing. Also, plot the Fourier
Transform , and

Solution:
= = 4 + 2 0.75 +

+ 4 1.75
3

With
= |= = |=200

= 4 + 2 0.75200 +
4 0.25200
3

() = 4 + 2 150 +
4 50
3

 () = 4 + 2 150 +

4 50
3

Using Eulers identity, the CTFT is given by

= 8 + 2 /3 150 + 2 /3 + 150
+4 350 4 + 350

With

= 2

2 = 8 2 + 2 /3 2 150 + 2 /3 2 + 150
+4 2 350 4 2 + 350
1

Using = 2 = 2
2 = 4 + /3 75 + /3 + 75
+2 175 2 + 175
and
2 = 4 + /3 75 + /3 + 75
+2 25 2 + 25
from
() = 4 + 2 150 +

4 50
3

From the DTFT table, the DTFT of x(n) is

= 8 + 2 /3 0.75 + 2 /3 + 0.75
+4 0.25 4 + 0.25

Practical D/A Converters

1. Zero-order-Hold (ZOH) interpolation:

= ,

< + 1

The interpolating filter is

=

x(n)

ZOH

1,
0,

A rectangular pulse

Postfilter

Postfilter used for accurate reconstruction

()

2. 1st-order-hold (FOH) interpolation:

1+ ,

1 =
1 ,

0,

0
2

3. Cubic spline interpolation - does not need an analog postfilter

= 0 + 1 + 2

+ 3 3 , + 1

, 0 3 are the polynomial coefficients which are determined

by using least-squares analysis on the sample values.