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Fourier Transforms of Discrete Signals Mr. HIMANSHU DIWAKAR Assistant Professor JETGI Mr. HIMANSHU DIWAKAR JETGI 1

Fourier transforms of discrete signals (DSP) 5

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Page 1: Fourier transforms of discrete signals (DSP) 5

JETGI 1

Fourier Transforms of Discrete Signals

Mr. HIMANSHU DIWAKARAssistant Professor

JETGI

Mr. HIMANSHU DIWAKAR

Page 2: Fourier transforms of discrete signals (DSP) 5

JETGI 2Mr. HIMANSHU DIWAKAR

Page 3: Fourier transforms of discrete signals (DSP) 5

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Sampling

• Continuous signals are digitized using digital computers

• When we sample, we calculate the value of the continuous signal at discrete points

• How fast do we sample • What is the value of each point

• Quantization determines the value of each samples value

Mr. HIMANSHU DIWAKAR

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Sampling Periodic Functions

- Note that wb = Bandwidth, thus if then aliasing occurs (signal overlaps)-To avoid aliasing -According sampling theory:

To hear music up to 20KHz a CD should sample at the rate of 44.1 KHzMr. HIMANSHU DIWAKAR

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Discrete Time Fourier Transform

• In likely we only have access to finite amount of data sequences (after sampling)

• Recall for continuous time Fourier transform, when the signal is sampled:

• Assuming• Discrete-Time Fourier Transform (DTFT):

Mr. HIMANSHU DIWAKAR

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Discrete Time Fourier Transform

• Discrete-Time Fourier Transform (DTFT):

• A few points• DTFT is periodic in frequency with period of 2p

• X[n] is a discrete signal • DTFT allows us to find the spectrum of the discrete signal as viewed from a

window

Mr. HIMANSHU DIWAKAR

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Example of Convolution

• Convolution• We can write x[n] (a periodic function) as an infinite sum of the function xo[n]

(a non-periodic function) shifted N units at a time

• This will result

• Thus

Mr. HIMANSHU DIWAKAR

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Finding DTFT For periodic signals

• Starting with xo[n]

• DTFT of xo[n]

Mr. HIMANSHU DIWAKAR

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Example A & B

X[n]=a|n|, 0 < a < 1.

Mr. HIMANSHU DIWAKAR

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Table of Common Discrete Time Fourier Transform (DTFT) Pairs

Mr. HIMANSHU DIWAKAR

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Table of Common Discrete Time Fourier Transform (DTFT) Pairs

Mr. HIMANSHU DIWAKAR

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Discrete Fourier Transform

• We often do not have an infinite amount of data which is required by DTFT• For example in a computer we cannot calculate uncountable infinite (continuum) of

frequencies as required by DTFT• Thus, we use DTF to look at finite segment of data

• We only observe the data through a window

• In this case the xo[n] is just a sampled data between n=0, n=N-1 (N points)

Mr. HIMANSHU DIWAKAR

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Discrete Fourier Transform

• It turns out that DFT can be defined as

• Note that in this case the points are spaced 2pi/N; thus the resolution of the samples of the frequency spectrum is 2pi/N.

• We can think of DFT as one period of discrete Fourier series

Mr. HIMANSHU DIWAKAR

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A short hand notation

Remember:

Mr. HIMANSHU DIWAKAR

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Inverse of DFT

• We can obtain the inverse of DFT

• Note that

Mr. HIMANSHU DIWAKAR

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Example of DFT

• Find X[k]

• We know k=1,.., 7; N=8

Mr. HIMANSHU DIWAKAR

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Example of DFT

Mr. HIMANSHU DIWAKAR

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Example of DFT

Time shift Property of DFT

Polar plot for

Mr. HIMANSHU DIWAKAR

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Example of DFT

Mr. HIMANSHU DIWAKAR

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Example of DFT

Summation for X[k]

Using the shift property!

Mr. HIMANSHU DIWAKAR

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Example of IDFT

Remember:

Mr. HIMANSHU DIWAKAR

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Example of IDFT

Remember:

Mr. HIMANSHU DIWAKAR

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Fast Fourier Transform Algorithms

• Consider DTFT

• Basic idea is to split the sum into 2 subsequences of length N/2 and continue all the way down until you have N/2 subsequences of length 2

Log2(8)

N

Mr. HIMANSHU DIWAKAR

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Radix-2 FFT Algorithms - Two point FFT• We assume N=2^m

• This is called Radix-2 FFT Algorithms

• Let’s take a simple example where only two points are given n=0, n=1; N=2

y0

y1

Butterfly FFT

Advantage: Less computationally intensive: N/2.log(N)

Mr. HIMANSHU DIWAKAR

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General FFT Algorithm • First break x[n] into even and odd

• Let n=2m for even and n=2m+1 for odd • Even and odd parts are both DFT of a N/2

point sequence

• Break up the size N/2 subsequent in half by letting 2mm

• The first subsequence here is the term x[0], x[4], …

• The second subsequent is x[2], x[6], … 1

1)2sin()2cos(

)]12[(]2[

2/

2

2/2/

2/2/2/

2/

2/2

12/

02/

12/

02/

NN

jNN

mN

NN

mN

NmN

mkN

mkN

N

m

mkN

kN

N

m

mkN

W

jeW

WWWW

WW

mxWWmxW

Mr. HIMANSHU DIWAKAR JETGI

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Example

1

1)2sin()2cos(

)]12[(]2[][

2/

2

2/2/

2/2/2/

2/

2/2

12/

02/

12/

02/

NN

jNN

mN

NN

mN

NmN

mkN

mkN

N

m

mkN

kN

N

m

mkN

W

jeW

WWWW

WW

mxWWmxWkX

Let’s take a simple example where only two points are given n=0, n=1; N=2

]1[]0[]1[]0[)]1[(]0[]1[

]1[]0[)]1[(]0[]0[

11

0

0

1.01

11

0

0

1.01

0

0

0.01

01

0

0

0.01

xxxWxxWWxWkX

xxxWWxWkX

mm

mm

Same result

Mr. HIMANSHU DIWAKAR

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FFT Algorithms - Four point FFT

First find even and odd parts and then combine them:

The general form:

Mr. HIMANSHU DIWAKAR

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FFT Algorithms - 8 point FFT

Mr. HIMANSHU DIWAKAR

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THANK YOU

Mr. HIMANSHU DIWAKAR