ELEN E4810: Digital Signal Processing

Topic 3: Fourier domain

1. The Fourier domain
2. Discrete-Time Fourier Transform (DTFT)
3. Discrete Fourier Transform (DFT)
4. Convolution with the DFT

Dan Ellis 2006-09-19 1

 1. The Fourier Transform
 Basic observation (continuous time):
A periodic signal can be decomposed
into sinusoids at integer multiples of the
fundamental frequency
 i.e. if x˜ (t) = x˜ (t +T )
we can approach x˜ with Harmonics
M

x˜ (t)   ak cos
2k 
t + k 
of the
fundamental
k =0  T 
Dan Ellis 2006-09-19 2
 Fourier Series  2k 
M
 a k cos 
 T
t +  k

 For a square wave, k =0

( 1) 1 k = 1,3,5,...

k 1
2
 k = 0; ak =  k
 0 o.w.
 2  1  2  1  2 
i.e. x(t) = cos t   cos 3t  + cos 5t   ...
T  3 T  5 T 

Dan Ellis 2006-09-19 3

M
 Fourier domain
 x is equivalently described
by its Fourier Series ak 1.0

parameters:
1 2 3 4 5 6 7 k
k1
1
ak = (1) 2 k = 1,3,5... k π
k Negative ak is
equivalent to phase of  1 2 3 4 5 6 7 k
M 2k

 ck e
j t
 Complex form: x˜ (t)  T

k=M

Dan Ellis 2006-09-19 4

 Fourier analysis
 How to find {|ck|}, {arg[ck]}?
Inner product with complex sinusoids:
T /2 2k
1 j t
ck =  x(t)e dtT
T T / 2
1
(
=  x (t ) cos 2Tkt dt  j  x (t ) sin 2Tkt dt
T
)

Dan Ellis 2006-09-19 5

 Fourier analysis
 2 
 Consider x (t ) = cos l t 
 T 
.. so ck should = 0 except k = ±l
 Then

ck =
1
T
(  () T
x t cos 2kt
dt  j  ( ) T dt
x t sin 2 kt
) 0

even·odd
=
1
T
(  T
cos 2lt
cos 2kt
T dt  j  T
cos 2lt
sin 2 kt
T dt )
Dan Ellis 2006-09-19 6
 Fourier analysis
Works if k, l are positive integers,



1  1 k =l
 cos(kt )  cos(lt ) dt = 
(say 2  0 k  l
1 
T=2π)
= 
4 
cos(k + l)t + cos(k  l)t dt

1  sin(k + l)t sin(k  l)t 
= +
4  k + l k  l  
1
= (sinc (k + l) + sinc (k  l))
2
Dan Ellis 2006-09-19 7
 sinc
sin x
 sincx=∆
x

 = 1 when x = 0
= 0 when x = r·, r ≠ 0, r = ±1, ±2, ±3,...
Dan Ellis 2006-09-19 8
 Fourier Analysis
T /2 2k
1 j t
 Thus, ck = 
T T / 2
x(t)e T
dt
2 k
j t
because real & imag sinusoids in e T

pick out the corresponding sinusoidal

components linearly combined in
M
 2k 
x˜ (t) =  ak cos t + k 
k=0
 T 

Dan Ellis 2006-09-19 9

 Fourier Transform
 Fourier series for periodic signals
extends naturally to Fourier Transform
for any (CT) signal (not just periodic):
1 
  jt Fourier
X() = x(t)e dt Transform (FT)
2 

x(t) =  jt
X()e d Inverse Fourier
Transform (IFT)


 Discrete index k  continuous freq. 

Dan Ellis 2006-09-19 10
 Fourier Transform
 Mapping between two continuous
functions:

2π ambiguity
Dan Ellis 2006-09-19 11
 Fourier Transform of a sine
 Assume x(t) = e j 0 t

Now, since x(t) =  X()e jt
d

...we know X() =  (   0 )
...where (x) is the Dirac delta function
(x-x0)
(continuous time) i.e.
  ( x  x0 ) f ( x) dx = f ( x0 ) x0
f(x)
x

 x(t) = Ae  X() = A (   0 )
j 0 t

Dan Ellis 2006-09-19 12
 Fourier Transforms
Time Frequency
Fourier Series Continuous Discrete
(FS) periodic ~x(t) infinite ck
Fourier Continuous Continuous
Transform (FT) infinite x(t) infinite X()
Discrete-Time Discrete Continuous
FT (DTFT) infinite x[n] periodic X(ej)
Discrete FT Discrete Discrete
(DFT) finite/pdc ~x[n] finite/pdc X[k]

Dan Ellis 2006-09-19 13

 2. Discrete Time FT (DTFT)
 FT defined for discrete sequences:

j
X(e ) =  x[n]e  jn
DTFT
n=
 Summation (not integral)
 Discrete (normalized)
frequency variable 
 Argument is ej, not plain 

Dan Ellis 2006-09-19 14

 DTFT example
 e.g. x[n] = n·µ[n], || < 1 -1 1 2 3 4 5 6 7 n
X(e ) = n=  µ[n]e
j   jn

n

 
= n=0 (e )

S =  c  cS =  c
 j n n n

n =0 n =1
1
=  j
 S  cS = c = 1 0

1  e
1
S =
1c

Dan Ellis 2006-09-19 15

 Periodicity of X(ej)
 X(ej) has periodicity 2 in  :
X(e j ( +2  )
) =  x[n]e  j ( +2  )n

=  x[n]e jn e j 2 n = X(e j )

 Phase ambiguity of ej makes it implicit

Dan Ellis 2006-09-19 16

 Inverse DTFT (IDTFT)
 Same basic form as other IFTs:
1
  X(e
 j jn
x[n] = )e d IDTFT
2
 Note: continuous, periodic X(ej)
discrete, infinite x[n] ...
 IDTFT is actually forward Fourier Series
(except for sign of )

Dan Ellis 2006-09-19 17

 IDTFT
 Verify by substituting in DTFT:
1
  X(e
 j jn
x[n] = )e d
2
  (l x[l]e )e
1   jl jn
= d
2
1  j (nl ) = 0 unless
= l x[l]  e d n=l
i.e. = [n-l]
2
= l x[l]sinc (n  l)= x[n]
Dan Ellis 2006-09-19 18
 sinc again 
1 1  e 
j (nl )

 e
 j (nl )
d =  
2 2  j (n  l ) 

1 e j (nl )
e  j (nl ) 
=  
2  j (n  l ) 
1  2 j sin  (n  l) 
=   = sinc  (n  l)
2  j (n  l ) 
Same as cos

 imag jsin part cancels
Dan Ellis 2006-09-19 19
 DTFTs of simple sequences

 x[n] = [n]  X(e ) = j
 x[n]e  jn

n=
 j 0
=e =1 (for all )

 i.e. x[n] X(ej)

[n]  1
x[n] X(ej)

-3 -2 -1 1 2 3 n -  

Dan Ellis 2006-09-19 20

 DTFTs of simple sequences
1  IDTFT
 x[n] = e : x[n] =
2

j 0 n

X(e j
)e jn
d 
j
 X(e ) = 2   (   0 ) over - <  < 
but X(ej) must be periodic in  
e j 0 n
 k 2   (   0  2k)
 If 0 = 0 then x[n] = 1  n X(ej)
so 1  k 2   (  2k)
0 2 4

Dan Ellis 2006-09-19 21

 DTFTs of simple sequences
 From before:
1
 µ[n] 
n
 j ( || < 1)
1  e

 µ[n] tricky - not finite

1
µ[n]   j
+ k  ( + 2k)
1 e
DTFT of 1/2
Dan Ellis 2006-09-19 22
 DTFT properties
 Linear:
j j
g[n]+ h[n]  G(e ) + H (e )
 Time shift:
 jn 0 j
g[n  n0 ]  e G(e )
 Frequency shift: ‘delay’
e j 0 n
g[n]  G (e j (  0 )
) in
frequency

Dan Ellis 2006-09-19 23

 DTFT example
 x[n] = [n] + nµ[n-1]  ?
= [n] + (n-1µ[n-1])
j   j 1 1 
 X(e ) = 1+   e  
 1  e 
 j

e j 1  e j + e j

= 1+  j
=
1  e 1  e j
1
=  x[n] =  nµ[n]
1  e j
Dan Ellis 2006-09-19 24
 DTFT symmetry
If x[n]  X(ej) then...
x[-n]  X(e-j) from summation
(e -j)* = ej
x*[n]  X*(e-j)
XCS(e ) = [ X (e ) + X (e )]
1 j *  j
Re{x[n]}  j 
2
conjugate symmetry cancels Im parts on IDTFT

= [ X (e )  X (e )]
1 j  j
jIm{x[n]}  XCA (ej)
*

2
xcs[n]  Re{X(ej)}
xca[n]  jIm{X(ej)}
Dan Ellis 2006-09-19 25
 DTFT of real x[n]
 When x[n] is pure real,  X(ej) = X*(e-j)
xcs[n]  xev[n] = xev[-n]  XR(ej) = XR(e-j)
xca[n]  xod[n] = -xod[-n]  XI(ej) = -XI(e-j)

x[n] real, even

 X(ej) even, real

Dan Ellis 2006-09-19 26

 DTFT and convolution
 Convolution: x[n] = g[n] h[n]
 X(e ) = n = ( g[n]  h[n]) e
j   jn

= n ( k g[k]h[n  k])e  jn

= k ( g[k]e  jk n h[n  k]e  j (n k ) )

j j
= G(e )  H (e )
Convolution
g[n] h[n]  G(e j )H (e j ) becomes
multiplication
Dan Ellis 2006-09-19 27
 Convolution with DTFT
j j
 Since g[n] h[n]  G(e )H (e )
we can calculate a convolution by:
 finding DTFTs of g, h  G, H
 multiply them: G·H
 IDTFT of product is result, g[n] h[n]
G(e j )
g[n] DTFT
Y (e j )
 IDTFT y[n]
h[n] DTFT
H (e j )

Dan Ellis 2006-09-19 28

M
 DTFT convolution example
1
 x[n] = n·µ[n]  X(e ) = j

1  e j
 h[n] = [n] - [n-1]
 H (e ) = 1   (e ) 1
j  j 1

 y[n] = x[n]  h[n]

j j j
 Y (e ) = H (e )X(e )
1
 j ( )
=  1  e  j
=1
1  e
 y[n] = [n] i.e. ...
Dan Ellis 2006-09-19 29
 DTFT modulation
Modulation: x[n] = g[n]  h[n]

Could solve if g[n] was just sinusoids...
1  
X(e ) = n 
j
 G(e j
)e jn
d    h[n]e  jn

 2   
=
2
1 
 
G(e ) n h[n]e
j
[  j (  )n
]d
1 
 g[n]  h[n] 
2  
 G(e j
)H (e j (  )
)d 
Dual of convolution in time
Dan Ellis 2006-09-19 30
 Parseval’s relation
 “Energy” in time and frequency domains
are equal:
1 
 g[n]h *
[n] =
2
 
G(e j
)H *
(e j
)d 
n

 If g = h, then g·g* = |g|2 = energy...

Dan Ellis 2006-09-19 31

 Energy density spectrum
Energy of sequence  g =  g[n]
2

n

1
  G(e
 2
 By Parseval g = j
) d
2
 Define Energy Density Spectrum (EDS)
j j 2
Sgg (e ) = G(e )

Dan Ellis 2006-09-19 32

 EDS and autocorrelation
 Autocorrelation of g[n]:

rgg [l] =  g[n]g[n  l] = g[n] g[n]
n=

 DTFT { gg }
r [l] = G(e j
)G(e  j
)
 If g[n] is real, G(e-j) = G*(ej), so
DTFT {rgg [l]} = G(e ) = Sgg (e ) no phase
j 2 j
info.

 Mag-sq of spectrum is DTFT of autoco

Dan Ellis 2006-09-19 33
 3. Discrete FT (DFT)
Discrete FT Discrete Discrete
(DFT) finite/pdc x[n] finite/pdc X[k]

 A finite or periodic sequence has only

N unique values, x[n] for 0 ≤ n < N
 Spectrum is completely defined by N
distinct frequency samples
 Divide 0..2 into N equal steps,
{k} = 2k/N

Dan Ellis 2006-09-19 34

 DFT and IDFT
 Uniform sampling of DTFT spectrum:
N 1 2 k
j
X[k] = X(e j )  = 2 k =  x[n]e
n
N

N n=0

N 1 2/N
 DFT: X[k] =  x[n]WN
kn
1
n=0 WN

2
j
where WN = e N i.e. 1/Nth of a revolution

Dan Ellis 2006-09-19 35

 IDFT
1 N 1
Inverse DFT IDFT x[n] =  X[k]WN
nk

N k=0
 Check:
1
(
x[n] = k l x[l]WN WN
N
kl nk
)
N 1 N 1 Sum of complete set
1
=  x[l] WN k (ln ) of rotated vectors

N l=0 = 0 if l ≠ n; = N if l = n
k=0 im
= x[n] W re
N or finite
WN2 geometric series
0≤n<N = (1-WNlN)/(1-WNl)

Dan Ellis 2006-09-19 36

 DFT examples
1 n=0
 Finite impulse x[n] = 
0 n = 1..N 1
 X[k] =  x[n]WNkn = WN0 = 1 k
N 1

n=0

 Periodic sinusoid:
 2rn  1 rn
x[n] = cos  (r  I) = (WN + WNrn )
 N  2
n=0 ( N N ) N
N 1 rn
 X[k] = 1
2 W + W rn
W kn

(0 ≤ k < N)
 N /2 k = r,k = N  r
=
 0 o.w.
Dan Ellis 2006-09-19 37
 DFT: Matrix form
X[k] = n=0 x[n]  W
N 1
 N
kn
as a matrix multiply:
 X[0]  1 1 1 L 1  x[0] 
 X[1]  1 WN1 WN 2
L WN (N 1) 
 x[1] 
 X[2]  = 1 W 2 WN 4
L WN2(N 1) 
x[2] 
   N
 
 M  M M M O M  M 
 X[N 1] 1 WN
(N 1)
WN
2(N 1)
L WN(N 1) 2
 x[N 1]

 i.e. X = DN  x
Dan Ellis 2006-09-19 38
 Matrix IDFT
 If X = DN  x
1
then x = DN  X
 i.e. inverse DFT is also just a matrix,

1 1 1 L 1 
1 WN1 WN2 L WN(N 1) 
1
1
D N = 1 WN2 WN4 L WN2(N 1) 
N M M M O M 

 (N 1) 2(N 1) (N 1) 2
1 *
1 W N WN L WN 
= /NDN
Dan Ellis 2006-09-19 39
 DFT and DTFT

DTFT
j
X(e ) =  x[n]e  jn • continuous freq 
• infinite x[n], -<n<
n=
N 1
• discrete freq k=N/2
DFT X[k] =  x[n]W N
kn
• finite x[n], 0≤n<N
n=0

 DFT ‘samples’ DTFT at discrete freqs:

j X[k]
X[k] = X(e )  = 2 k X(ej)
N k=1... 

Dan Ellis 2006-09-19 40

 DFT and MATLAB
 MATLAB is concerned with sequences
not continuous functions like X(ej)
 Instead, we use the DFT to sample X(ej)
on an (arbitrarily-fine) grid:
 X = freqz(x,1,w); samples the DTFT
of sequence x at angular frequencies in w
 X = fft(x); calculates the N-point DFT
of an N-point sequence x

Dan Ellis 2006-09-19 41

M
 DTFT from DFT
 N-point DFT completely specifies the
continuous DTFT of the finite sequence
N 1
 1 N 1
  jn
X(e ) =    X[k]WN e
j kn

n=0  N k=0 
 j (  2 k ) n
N 1 N 1
1
=  X[k] e N “periodic
N k=0 n=0
sinc”
 k =   2Nk
N 1  k
1 sin N 2  j ( N21) k
=  X[k]   k
e
interpolation N k=0 sin 2
Dan Ellis 2006-09-19 42
 Periodic sinc  jN
N 1
1e k

e  j k n
=
1e  j k
n =0
 jN k / 2 jN k / 2  jN k / 2
e e e
=  j k / 2  j k / 2  j k / 2
e e e
 k
 j 2  k sin N 2
( N 1)
pure real
=e  k
pure phase sin 2
 = N when k = 0; = (-)N when k/2 = 
= 0 when k/2 = r·/N, r = ±1, ± 2, ...
other values in-between...
Dan Ellis 2006-09-19 43
 Periodic sinc
sin Nx
sin x
(N = 8)

DFT DTFT
= interpolation
by periodic
sinc
X[k]X(ej)

Dan Ellis 2006-09-19 44

 DFT from overlength DTFT
 If x[n] has more than N points, can still
j
form X[k] = X(e )  = 2 k
N

 IDFT of X[k] will give N point x˜[n]

 How does x˜[n] relate to x[n] ?

Dan Ellis 2006-09-19 45

 DFT from overlength DTFT
DTFT j sample IDFT
x[n] X(e ) X[k] x˜[n]
-A ≤ n < B 0≤n<N
N 1
 
 nk
x˜[n] = N    x[l]WN WN
1 kl

k=0  l=  =1 for n-l = rN, rI

= 0 otherwise

1 N 1

=  x[l] N  WN k (nl)

l=  k=0 
 all values shifted by
 x˜[n] =
0≤n<N
 x[n  rN] exact multiples of N pts
r= to lie in 0 ≤ n < N
Dan Ellis 2006-09-19 46
 DFT from DTFT example
 If x[n] = { 8, 5, 4, 3, 2, 2, 1, 1} (8 point)
 We form X[k] for k = 0, 1, 2, 3
by sampling X(ej) at  = 0, /2, , 3/2

 IDFT of X[k] gives 4 pt x˜[n] =  x[n  rN]
r=
 Overlap only for r = -1: (N = 4)
8 5 4 3
 x˜[n] = + + + + = {10 7 5 4}
2 2 1 1
Dan Ellis 2006-09-19 47
 DFT from DTFT example
 x[n]
-1 1 2 3 4 5 6 7 8 n

 x[n+N]
(r = -1) -5 -4 -3 -2 -1 1 2 3 4 5 n

 x˜[n]
1 2 3 n

 x˜[n] is the time aliased or ‘folded down’

version of x[n].
Dan Ellis 2006-09-19 48
 Properties: Circular time shift
 DFT properties mirror DTFT, with twists:
 Time shift must stay within N-pt ‘window’
g [ n  n0 N ]  W G[k] N
kn 0

 Modulo-N indexing keeps index between

0 and N-1:
 g[n  n0 ] n  n0
g [ n  n0 N ] = 
 g [ N + n  n0 ] n < n0
0 ≤ n0 < N

Dan Ellis 2006-09-19 49

 Circular time shift
 Points shifted out to the right don’t
disappear – they come in from the left
g[n] g[<n-2>5]
‘delay’ by 2

1 2 3 4
n 1 2 3 4
n
5-pt sequence

 Like a ‘barrel shifter’:

Dan Ellis 2006-09-19 50

 Circular time reversal
 Time reversal is tricky in ‘modulo-N’
indexing - not reversing the sequence:
x˜ [n]
5-pt sequence
made periodic n
-7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10 11

x˜ [ n N ]
Time-reversed
periodic sequence n
-7 -6 -5 -4 -3 -2 -1 1 2 3 4 5 6 7 8 9 10 11

 Zero point stays fixed; remainder flips

Dan Ellis 2006-09-19 51
 4. Convolution with the DFT
 IDTFT of product of DTFTs of two N-pt
sequences is their 2N-1 pt convolution
 IDFT of the product of two N-pt DFTs
can only give N points!
 Equivalent of 2N-1 pt result time aliased:
 i.e. yc [n ] = 


r=
y l [n + rN] (0 ≤ n < N)

 must be, because G[k]H[k] are exact

samples of G(ej)H(ej)
 This is known as circular convolution
Dan Ellis 2006-09-19 52
 Circular convolution
 Can also do entire convolution with
modulo-N indexing
 Hence, Circular Convolution:
N 1

 g[m ]h[ n  m N ]  G[k]H[k]

m=0

 Written as g[n] 
N h[n]

Dan Ellis 2006-09-19 53

 Circular convolution example
 4 pt sequences: g[n]={1 2 0 1} h[n]={2 2 1 0}
N 1

 g[m ]h[ n  m N ] 1 2 3 n 1 2 3 n
m=0
g[n] 4 h[n]={4 7 5 4}
h[<n - 0>4]
1 2 3
n 1
h[<n - 1>4]
1 2 3
n 2
1 2 3 n
h[<n - 2>4]
1 2 3
n 0
h[<n - 3>4] check: g[n] * h[n]
1 2 3
n 1 ={2 6 5 4 2 1 0}
Dan Ellis 2006-09-19 54
 Duality
 DFT and IDFT are very similar
 both map an N-pt vector to an N-pt vector

 Duality:
Circular
if g[n]  G [k ] time reversal
then G [n]  N  g[ k N ]
 i.e. if you treat DFT sequence as a time
sequence, result is almost symmetric

Dan Ellis 2006-09-19 55

 DFT properties summary
 Circular convolution
m=0 g[m ]h[ n  m
N 1
N ]  G[k]H[k]
 Modulation
m=0 G[m]H[ k  m N ]
N 1
g[n]  h[n]  1
N

Duality
G [n]  N  g[ k ]

N

Parseval
n=0 x[n] k=0 X [k ]
N 1 2 N 1 2

= 1
N

Dan Ellis 2006-09-19 56

 Linear convolution w/ the DFT
 DFT  fast circular convolution
 .. but we need linear convolution
 Circular conv. is time-aliased linear
conv.; can aliasing be avoided?
 e.g. convolving L-pt g[n] with M-pt h[n]:
y[n] = g[n] * h[n] has L+M-1 nonzero pts
 Set DFT size N ≥ L+M-1  no aliasing

Dan Ellis 2006-09-19 57

 Linear convolution w/ the DFT
 Procedure (N = L + M - 1): g[n]
 pad L-pt g[n] with (at least)
M-1 zeros L n
 N-pt DFT G[k], k = 0..N-1 h[n]
 pad M-pt h[n] with (at least)
n
L-1 zeros M
 N-pt DFT H[k], k = 0..N-1 yc[n]

 Y[k] = G[k]·H[k], k = 0..N-1

Nn
IDFT{Y[k]} = 


r=
yL [n + rN ] = yL [n ] (0 ≤ n < N)

Dan Ellis 2006-09-19 58

 Overlap-Add convolution
 Very long g[n]  break up into
segments, convolve piecewise, overlap
 bound size of DFT, processing delay
 g[n] i  N  n < (i +1)  N
 Make gi [n] = 
 0 o.w.
 g[n] = igi [n]
 h[n] * g[n] = ih[n] * gi [n]
 Called Overlap-Add (OLA) convolution...
Dan Ellis 2006-09-19 59
 Overlap-Add convolution
g[n] h[n]

n n
g0[n] g0[n] * h[n]

n n
g1[n] g1[n] * h[n]
n n
g2[n] g2[n] * h[n]
n n
N 2N 3N valid OLA sum
h[n] * g[n]
n
N 2N 3N
Dan Ellis 2006-09-19 60