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x
[n + N ] = x
[n]
All these signals have frequencies is that are multiples of the some fundamental
frequency, 2π
N , and thus harmonically related.
These are two important distinction between continuous time and discrete time
complex exponential. The first one is that harmonically related continuous time
complex exponential ejΩ0 kt are all distinct for different values of k, while there
are only N different signals in the set.
The reason for this is that discrete time complex exponentials which differ in
frequency by integer multiple of 2π are identical. Thus
2π 2π
{ej N kn } = {ej N (k+N )n }
where
N
−1
=
X[k] x
2π
[n]e−j N kn (6.3)
n−0
In equation (6.2) and (6.3) we can sum over any consecutive N values. The
equation (6.2) is synthesis equation and equation (6.3) is analysis equation.
Some people use the faction 1/N in analysis equation. From (6.3) we can see
easily that
x
[k] = x
[k + N ]
1
Thus discrete Fourier series coefficients are also periodic with the same period N .
Example 1:
4π
{
x[n]} = {cos },
5
1 j 2π .2 2π
x
[n] = (e 5 + e−j 5 .2 )
2
= 5 and X[−2]
So, X[2] = 52 , since the signal is periodic with period 5, coeffi-
2
cients are also periodic with period 5, and x [k], −1 ≤ k ≤ 1.
FIGURE
Now we show that substituting equation (6.3) into (6.2) we indeed get x [n].
N
−1 N
−1 N −1
j 2π 1 2π 2π
X[k]e N kn = [m]e−j N km ej N kn
x
N m=0
k=0 k=0
{X[n]} ↔ X̃[k]
where LHS represents the signal and RHS its DFS coefficients
2
2. Linearity of DFS:
If
{
x[n]} ↔ {X[k]}
y [n]} ↔ {Y [k]}
{
If both the signals are periodic with same period N then
A{
x[n]} + B{
y [n]} ↔ A{X[k]} + B{Y [k]}
3. Shift of a sequence:
2π
x[n − m]} ↔ {e−j N mk X[k]}
{ (6.5)
{e j 2π
N ln x − l]}
[n]} ↔ {X[k (6.6)
To prove the first equation we use equation (6.3). The DFS coefficients are
given by
N
−1
2π
[n − m]e−j N kn
x
n=0
let n − m = l, we get
N −1−m
2π
= [l]e−j N k(m+l)
x
l−m
since x
[l] is periodic we can use any N consecutive values, then
N
−1
2π 2π
= e−j N km [l]e−j N kl
x
l=0
= e−j
2π
N km
X[n]
We can prove the relation (6.6) in a similar manner starting from equation (6.3)
4. Duality:
From equation (6.2) and (6.3) we can see that synthesis and analysis equation
differ only in sign of the exponential and factor 1/N . If {
x[n]} is periodic with
period N , then {X[k]} is also periodic with period N . So we can find the
discrete fourier series coefficients of X[n] sequence.
From equation (6.2) we see that
N
−1
Nx
[n] =
X[k]ej 2π
N kn
k=0
Thus
N
−1
Nx
[−n] =
X[k]e−j 2π
N kn
k=0
Interchanging the role of k and n we get
N
−1
Nx
[−k] =
X[n]e−j 2π
N kn
n=0
3
comparing this with (6.3) we see that DFS coefficients of {X[n]} are {N x[−k]},
the original periodic sequence is reversed in time and multiplied by N . This is
known as duality property. If
{
x[n]} ↔ {X[k]} (6.7)
then
{X[n]} ↔ {N x
[−k]} (6.8)
N −1
N −1 ∗
∗ −j 2π
N kn −j 2π
N (−k)n
x
[n]e = x
[n]e
n=0 n=0
∗ [−k]
= X
6. Time reversal:
{
x[−n]} ↔ {X[−k]}
From equation (6.3) we have the DFS coefficient
N
−1
2π
[−n]e−j N kn
x
n−0
putting m = −n we get
0
2π
= [m]ej N km
x
m=−(N −1)
Since x
[m] is periodic, we can use any N consecutive values
N
−1
2π
= [m]ej N km
x
m=0
= X[−k]
4
8. Time scaling:
Let us define
x[n/m], if n is multiple of m
x
(m) [n] =
0, if n is not a multiple of m
sequence {x(m) [n]} is obtained by inserting (m − 1) zeros between two consec-
utive values of x[n]. Thus {x(m) [n]} is also periodic, but period is mN . The
DFS coefficients are given by
mN
−1
2π
(m) [n]e−j mN kn
x
n=0
putting n = lm + r, 0 ≤ l ≤ N − 1, 0 ≤ r < m
N
−1
2π k
= [l]e−j N
x m (lm)
l=0
=x
[h].
If we define y[n] = x
[nM ] then y[n] is periodic with period equal to least
common multiple (LCM) of M and N. The relationship between DFS coefficients
is not simple and we omit it here.
9. Difference
{(
[n − 1])} ←→ {(1 − e−j N kn )X[k]}
x[n] − x
2π
10. Accumulation
Let us define
n
y[n] = x
[k]
k=−∞
{
y [n]} will be bounded and periodic only if the sum of terms of x[n] over one
N
−1
period is zero, i.e. x = 0. Assuming this
[n] = 0, which is equivalent to X[0]
n=0
to be true n
1
x
[k] ←→ 2π k
X[h]
k=−∞ 1 − e−j N
5
{ 3 [k]}. From the synthesis equation we
x3 [n]} whose DFS coefficients are {X
have
N −1
1 2π
x
3 [n] = X3 [k]ej N kn
N
k=0
N
−1
1 1 [k]X
2 [k]ej 2π
= X N kn
N
k=0
1 [k] in terms of x
substituting for X n we get
N −1 N −1
1 2π
2 [k]ej 2π
= 1 [m]e−j N km X
x N kn
N m=0
k=0
The sum in the equation (6.15) looks like convolution sum, except that the
summation is over one period. This is known as periodic convolution. The
x3 [n]} is also periodic with period N . This can be seen
resulting sequence {
from equation (6.15) by putting m + N instead of m.
The Duality theorem gives analogous result when we multiply two periodic
sequences. N −1
1
{ x2 [n]} ←→
x1 [n] X1 [l]X2 [k − l]
N
l=0
The DFS coefficients are obtained by doing periodic convolution of {X 1 [k]} and
{X2 [k]} and multiplying the result by 1/N. We can also prove this result directly
by starting from the analysis equation.
The periodic convolution has properties similar to the aperiodic (linear convolu-
tion). It is cumulative, associative and distributes over additions of two signals.
The properties of DFS representation of periodic sequence are summarized in
the table 6.2
6
Periodic sequence (period N) DFS coefficients (Period N)
1. {x[n]} {
x[k]} period N
2. a{x[n]} + b{ y [n]} a{X[k]} + b{Y [k]}
3. {x[n]}
N {X[−k]}
4. {x[n − m]} −j 2π
{e N km X[k]}
2π
5. {ej N ln x[n]}
{X[k − l]}
6. {x∗ [n]} {X ∗ [−k]}
7. {x[−n]}
{X[−k]}
m
x[ ], n = lm
8. x(m) [n] = m
{X[k]},
0, otherwise
(periodic with period mN) (Viewed as periodic with period mN)
{x[n] −j 2π
N h )X[k]}
9.
n− x[n − 1]}
{(1
−e
1
10. x
[m] 2π X[k]
m=−∞ 1−e−j N
k
(periodic only if x
[0] = 0)
N −1
Y [k]}
11. x
[m]
y [n − m] {X[k]
m=0
N
−1
12. {
x[n]
y [n]} { N1 y [k − l]}
X[l]
l=0
13. {Re[ x[n]]} {Xe [k]} = { 1 (X[k]
+X ∗ [−k])}
2
14. {jIm [x[n]]} 1
{X0 [k]} = { 2 (X[k] − X ∗ [−k])}
15. xe [n]} = { 12 (
{ ∗ [−n])}
x[n] + x
{Re(X[n])}
1
16. {
xo [n]} = { 2 ( ∗ [−n])}
x[n] − x {jIm [x[k]]}
17. If {
x[n]} is real then
X[k] = X ∗ [−k]
Re[X[k]] = Re[X[−k]]
Im[X[k]]
= −Im[X[−k]]
|X[k]| = |X[−k]|
= −X[−k]
X[k]
Fourier Transform of periodic signals: If {x[n]} is periodic with period
N, then we can write
N −1
1 −j 2π kn
{
x[n]} = X[k]e N
N
k=0
as X[h] are periodic with period N .
7
Example: Consider the periodic impulse train
∞
x
[n] = δ[n − rN ]
r=−∞
N
−1
then X[k] = x
2π
[n]e−j N kn
n=0
= 1
Note that {x[n]} defined by equation (6.16) will always be a periodic sequence
with period N, whether {x[n]}is of finite length N or not. But when {x[n]} has
finite length N, we can recover the sequence {x[n]} from {x[n]} by defining
x
[n], 0 ≤ n ≤ N − 1
x[n] = (6.17)
0, otherwise
This is because of {x[n]} has finite length N , then there is no overlap between
terms x[n] and x[n − mN ] for different values of m = 0.
Recall that if
n = kN + r, where 0 ≤ r ≤ N − 1
then n modulo N = r,
i.e. we add or subtract multiple of N from n until we get a number lying between
0 to N − 1. We will use ((n))N to denote n modulo N . Then for finite length
sequences of length N equation (6.16) can be written as
x
[n] = x[((n))N ] (6.18)
We can extract {x[n]} from { x[n]} using equation (6.17). Thus there is one-
to-one correspondance between finite length sequences {x[n]} of length N , and
periodic sequences {x[n]} of period N .
Given a finite length sequence {x[n]} we can associate a periodic sequence {
x[n]}
8
with it.
This periodic sequence has discrete Fourier series coefficients {X[k]}, which are
also periodic with period N . From equations (6.2) and (6.3) we see that we
need values of x
[n] for 0 ≤ n ≤ N − 1 and X[k] for 0 ≤ k ≤ N − 1. Thus we
define discrete Fourier transform of finite length sequence {x[n]} as
X[k], 0≤k ≤N −1
X[k] =
0, otherwise
where {X[h]} is DFS coefficient of associated periodic sequence {
x[n]}. From
{X[k]}we can get {X[h]} by the relation.
N
−1 N
−1
2π
[n]e−j N kn =
x
2π
x[n]e−j N kn , 0≤k ≤N −1
X[k] =
n=0 n=0
0, otherwise
N
−1 N −1
1 j 2π 1 2π
X[k]e N hn = X[k]ej N hn , 0≤N ≤N −1
x[n] = N k=0 N
k=0
0, otherwise
For convenience of notation, we use the complex quantity
2π
WN = e−j N (6.19)
with this notation, DFT analysis and synthesis equations are written a follows
N
−1
Analysis equation: X[k] = x[n]WNkn , 0 ≤ k ≤ N − 1 (6.20)
n=0
N −1
1
Synthesis equation: x[n] = X[k]WN−kn , 0 ≤ n ≤ N − 1 (6.21)
N
k=0
9
Sampling of the Fourier transform:
For sequence {x[n]} of length N , we have two kinds of representations, namely,
discrete time Fourier transform X(ejω ) and discrete Fourier transform X[k].
The DFT values X[k] can be considered as samples of X(ejω )
N
−1 ∞
2π 2π
X[k] = x[n]e−j N kn = x[n]e−j N kn
k=0 n=−∞
= X(ejω )|w= 2π
N k
(6.22)
2π
Thus is X[k] is obtained by sampling X(ejw ) at w = N k, k = 0, 1..N − 1.
{x[n]} ←→ {X[k]}
to say that {X[k]} are DFT coefficient of finite length sequence x[n]
1. Linearity
If two finite length sequence have length M and N , we can consider both of
them with length greater than or equal to maximum of M and N . Thus if
{x[n]} ←→ {X[k]}
{y[n]} ←→ {Y [k]}
then
a{x[n]} + b{y[n]} ←→ a{X[k]} + b{Y [k]}
where all the DFTs are N-point DFT. This property follows directly from the
equation (6.20)
x
[n] = x[((n))N ]
{
y [n]} = x
[n − m]
10
Now we retain the first N values of this sequence
y[n], 0 ≤ n ≤ N − 1
y[n] =
0, otherwise
We can see that {y[n]} is not a shift of sequence {x[n]}. Using the proper-
ties of the modulo arithmetic we have
x
[n − m] = x[((n − m))N ]
and
x[((n − m))N ]), 0≤n≤N −1
y[n] = (6.23)
0, otherwise
The shift defined in equation (6.23) is known as circular shift. This is similar
to a shift of sequence in a circular register.
FIGURE
and
{WN−nl x[n]} ←→ {X[((k − l))N 0 ≤ k ≤ N − 1} (6.25)
4. Duality
We have the duality for the DFS coefficient given by {X[n]}
←→ {N X[−k]},
retaining one period of the sequences the duality property for the DFT coefficient
will become
{X[n]} ←→ {N x[((−k))N , 0 ≤ k ≤ N − 1}
5. Symmetry properties
We can infer all the symmetry properties of the DFT from the symmetry prop-
erties of the associated periodic sequence {
x[n]} and retaining the first period.
Thus we have
x∗ [n]} ←→ {X ∗ [((−k))N ], 0 ≤ k ≤ N − 1}
{
and
{X ∗ [((−n))N ], 0 ≤ n ≤ N − 1} ←→ {X ∗ [k]}
11
We define conjugate symmetric and anti-symmetric points in the first period 0
to N − 1 by
1
xep [n] = x
e [n] = (x[n] + x∗ [((−n))N ]), 0 ≤ n ≤ N − 1
2
1
xop [n] = x
0 [n] =(x[n] − x∗ [((−n))N ]), 0 ≤ n ≤ N − 1
2
Since
0 n=0
((−n))N =
N − n, 1 ≤ n ≤ N − 1
the above equation similar to
Re(x[0]), n=0
xep [n] = 1 (6.26)
(x[n] − x∗ [N − n]), 1 ≤ n ≤ N − 1
2
jIm(x[0]), n=0
xop [n] = 1 (6.27)
(x[n] − x∗ [N − n]), 1≤n≤N −1
2
x[n] = xep [n] + xop [n]
{xep [n]} and {xop [n]} are referred to as periodic conjugate symmetric and pe-
riodic conjugate anti-symmetric parts of x[n]. In terms if these sequence the
symmetric properties are
6. Circular convolution
We saw that multiplication of DFS coefficients corresponds of periodic convolu-
tion of the sequence. Since DFT coefficients are DFS coefficients in the interval,
0 ≤ k ≤ N − 1, they will correspond to DFT of the sequence retained by
periodically convolving associated periodic sequences and retaining their first
period.
x
[n] = x[((n))N ]
y[n] = y[((n))N ]
Periodic convolution is given by
N
−1
z[n] = x
[k]
y [n − k]
k=0
12
and then
z[n], 0≤n≤N −1
z[n] =
0, otherwise
Since ((k))N = k, 0≤k ≤N −1 we get
N
−1
z[n] = x[k]y[((n − k))N ], 0≤n≤N −1 (6.28)
l=0
{x[n]}
N {y[n]} ←→ {X[h]Y [k]} (6.29)
13
Table 6.2
Finite length sequence (length N) N-point DFT (length N)
1. {x[n]} {X[k]}
2. a{x[n]} + b{y[n]} a{X[k]} + b{Y [k]}
3. {X[n]} N {X[((−k))N ]}
4. {x[((n − m))N ]} {WNkm X[k]}
5. {WN−ln x[n]} {X[((k − l))N ]}
6. {x[n]} N {y[n]} {X[k]Y [k]}
1
7. {x[n]y[n]} N {X[k]} N {Y [k]}
8. {x∗ [n]} {X ∗ [((−k))N ]}
9. {x∗ [((−n))N ]} {X ∗ [k]}
10. {Re x[n]} {Xep [k]}
11. {jIm(x[n])} {Xop [k]}
12. {Xep [n]} {Re(X[k])}
13. {Xop [n]} {jIm(X[k])}
14 If {x[n]} is real sequence X[k] = X ∗ [((−k))N ]
Re(X[k]) = Re(X[((−k))N ])
Im (X[k]) = −Im (X[((−k))N ])
|X[k]| = |X((−k))N ]|
X[k] = −X[((−k))N ]
14
writing n = mN + l, −∞ < m < ∞, 0 ≤ l ≤ N − 1
We get
N
−1
∞
W (ejw ) = w[mN + l]e−jw(mN +l)
l=0 m=−∞
2π
If we take w = N k, we see that
N
−1 ∞
j 2π
N k
2π
W (e )= W [l + mN ]e−j N l
l=0 m=−∞
2π
Comparing this with the DFT equation (6.), we see that W (ej N k ) can be seen
as DFT coefficients of a sequence
∞
v[l] = w[l + mN ], 0≤l ≤N −1 (6.32)
m=−∞
However, if the length of {W [n]} is greater than N , v[l] may not be equal to
w[l] for all values of l.
The sequence {z[n]} in equation (6.31) has the discrete Fourier transform
where {X[k]} and {Y [k]} are N-point DFTs of {x[n]} and {y[n]} respectively.
The sequence resulting as the inverse DFT of Z[k] is then by equation (6.32).
∞
z[n + mN ], 0≤n≤N −1
v[n] = m=−∞
0, otherwise
{v[n]} = {x[n]}
N {y[n]}
15