2102207 Signals & Systems

Fourier Analysis of Discrete-Time Systems

Boonchuay Supmonchai February 5, 2006

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Fourier Representations of Systems

There are four distinct classes of Fourier Representations, each belong to a different class of signals
Time property Continuous (t) Discrete [n] Periodic
Fourier Series (FS) Discrete-Time Fourier Series (DTFS)

Non-periodic
Fourier Transform (FT) Discrete-Time Fourier Transform (DTFT)

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Periodicity vs Discreteness

Time domain characteristics of a system effects its frequency domain characteristics, and vice versa.
Periodic in Time Discrete in Time Discrete in Frequency Periodic in Frequency

The two characteristics can combine

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Examples on Classification

Identify the appropriate Fourier Representation

1 n x[ n] = u[ n] 2 s( t ) = 1 cos(2t ) + sin(3t ) r( t ) = e t cos(4 t ) u( t ) y[ k ] =
DTFT FS FT DTFS

([k 2m] 2[k 2 2m])

k =

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DTFS

For a periodic DT signal x[n] with fundamental period N and fundamental frequency 0=2/N, DTFS pair: x[ n] = X [k ]e jk n
0

N 1

k= 0

Synthesis Equation (time domain) Analysis Equation (frequency domain)

1 X [ k ] = x[ n ]e jk 0 n N k= 0
DTFS ; 0 x[ n ] X [ k ]

N 1

DTFS is the only Fourier representation that can be numerically evaluated in a computer.

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Properties of DTFS

Linearity
a1 x1[ n ] + a2 x 2 [ n ] a1 X1[ k ] + a2 X 2 [k ]
DTFS ; 0 = 2N

Time Shift
DTFS ; 0 x [ n n 0 ] e jk 0 n 0 X [ k ]

Frequency Shift
DTFS ; 0 e jk0 0 n x[n ] X [ k k 0 ]

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Properties of DTFS (Cont.)

Periodic Convolution
DTFS ; 0 x1[ n ] x 2 [ n ] NX1[ k ]X 2 [ k ]

Use normal convolution if both are not periodic

Modulation (Multiplication in Time-Domain)

DTFS ; 0 x1[ n ] x 2 [ n ] X1[ k ] X 2 [ k ]

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Examples of DTFS Pairs

Impulse Train, periodic with period N:

1 x[ n] = [ n lN ] X [ k ] = N l =
DTFS ; 0 = 2 / N

Square Wave, periodic with period N:

1, nM 1 sin(k (2 M + 1) / N ) DTFS ;0 = 2 / N x[ n ] = X [ k ] = N sin( k / N ) 0, M < n < N M

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Example: DTFS Coefficients By Inspection

Find DTFS coefficients of x[n] = cos(n/3+) Period of x[n], N = 6. Thus, 0 = 2/6 =/3. Using Eulers formula and extract phase shifts from the complex sinusoidals.
x[ n ] = e
j n + 3

+e 2

j n + 3

1 j j 3 n 1 j j 3 n = e e + e e 2 2

1 j 1 j X [1] = e , X [1] = e , X [2] = X [0] = X [2] = X [3] = 0 2 2

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Inverse DTFS

Assume N = 10, find x[n], given that DTFS coefficients of the signal is
X [ k ] = (1/2) k , on 0 k 9

Solution: 0 = 2/10 =/5

10 j10( / 5)n 10 n 1 k jk 1 (1/2) 1 (1/2) e x[ n ] = e 5 = = j ( / 5)n j ( / 5)n 2 1 (1/2) e 1 (1/2) e k= 0 9

Geometric Series with r = (1/2)ej(/5)n

Note: N must be known in order to find the proper time signal.

(Try N = 12, Do you get the same answer?)

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DTFT

DTFT represents a discrete-time nonperiodic signal as a superposition of complex sinusoids.

DTFT is defined upon a continuum of frequencies

between the interval - < < , i.e. period = 2.

DTFT Pair:
1 x[ n ] = 2 X (e j ) =
n =

X (e j )e jn d

Synthesis Equation (time domain) Analysis Equation (frequency domain)

jn x [ n ] e

DTFT x[ n ] X (e j )

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Properties of DTFT

Linearity
DTFT a1 x1[ n] + a2 x 2 [ n ] a1 X1 (e j ) + a2 X 2 (e j )

Time Shift
DTFT x[ n n 0 ] e jn 0 X (e j )

Frequency Shift
DTFT e jn x[ n ] X (e j ( ) )

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Properties of DTFT (Cont.)

Convolution (Multiplication in Frequency Domain)

x1[ n ] x 2 [ n ] X1 (e ) X 2 (e )
DTFT j j

Modulation (Multiplication in Time-Domain)

1 x1[ n ] x 2 [ n ] X1[ k ] X 2 [ k ] 2
DTFT

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Properties of DTFT (Cont.)

Differentiation in Frequency
d jn x[ n ] X (e j ) d
DTFT

Differentiation in Time Domain is not defined

since the signals are discrete (not continuous).

Integration - Does it exist?

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Notes on Scaling Property

Scaling operation of discrete-time signals is not defined as of continuous signals.

Scaling operation can results in loss of information.

x[ pn ] retains only every value of x[ n ] where pn I

x[n] n

x[2n] n

x[pn] is a zero signal if p is irrational!

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Some Common DTFT Pairs

Unit Impulse:
1, x[ n ] = 0,

DTFT [ n] 1

Rectangular Pulse:
n M DTFT sin((2 M + 1) /2) j X (e ) = n>M sin( /2)

Exponential Sequence:
1 x[ n] = u[ n ] X (e ) = , <1 j 1 e
n DTFT j

If is real,

1 X (e ) = 1 cos + j sin
j

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Inverse DTFT using Partial Fraction

Suppose that
jM j e + L + e + 0 j M 1 X (e ) = N e jN + N 1e j( N 1) + L + 1e j + 1

where M < N

As in CT, using partial fraction expansion, we can rewrite X(ej ) as a sum of terms whose DTFT is known.
Ck X (e ) = j 1 d e k k =1
j N

All dk distinct

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Inverse DTFT (Cont.)

Since,

(dk )

1 u[ n ] 1 dk e j
DTFT

Frequency Shift of u[n]

Linear property implies that

x[ n ] = Ck (dk ) u[ n ]
n k =1 N

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Example of Partial Fraction IDTFT

Find inverse DTFT of

5 j +5 j 6e X (e ) = j 1 2 j 1+ 1 e e 6 6

Solution:
5 j e +5 C1 C2 j 6 X (e ) = = + 1 j 1 j 1 j 1 j 1 + e 1 e 1 + e 1 e ( 2 )( 3 ) 2 3
j 5 e +5 6 C1 = (1 13 e j ) j 5 e +5 6 = 4, C2 = (1 + 12 e j )

=1
e j =3

e j =2

x[n] = 4(-1/2)n u[n] + (1/3)n u[n]

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System Examples

Find the frequency and impulse response of the discrete-time system described by
y[ n 2] + 5 y[ n 1] + 6 y[ n ] = 8 x[ n 1] + 18 x[ n ]

Solution:
j + 18 8 e j H (e ) = 2 j + 5e j + 6 e

1 n 1 n h[ n ] = 2 u[ n ] + u[ n ] 3 2

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Symmetry of Fourier Representations

Real and Imaginary Signals

Representation Real-Valued Time Signals Imaginary-Valued Time Signals

FT FS DTFT DTFS

X*(j) = X(j) X*[k] = X[-k] X*(ej) = X(e-j) X*[k] = X[-k]

X*(j) = -X(-j) X*[k] = -X[-k] X*(ej) = -X(e-j) X*[k] = -X[-k]

Real part and Magnitude spectrum has even symmetry and

Imaginary part and Phase spectrum has odd symmetry.

For DTFS, X*[k] = X[N-k] also, thus X[-k] = X[N-k]

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Symmetry (Cont.)

Even and Odd Signals

Time Domain Real and Even Real and Odd Frequency Domain Real Imaginary

These two symmetry may be combined.

Real and Even Real and Odd Real and Even Imaginary and Odd

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Duality of FT Pairs: Recap

FT X ( jt ) 2 f ( ) If x ( t ) F ( j ) then

FT

x(t)
1

X(j)
2

t
1

FT
1 0 1

X(jt)
2

=t
t
1

t = -
FT
1

2x(-)
2

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Duality of DTFS Pairs

In DTFS, Discrete periodic functions are mapped into discrete periodic functions.
Analogous to FT for CT signals.

If then

DTFS ;2 / N x[ n ] X [ k ]

1 X [ n ] x[ k ] N
DTFS ;2 / N

X[k] evaluated as a function of time indexed by n

x[-n] evaluated as a function of frequency indexed by -k

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Duality of DTFT-FS

FS maps a continuous periodic function into a discrete nonperiodic function. DTFT maps a discrete nonperiodic function into a continuous periodic function. Either has duality relationship but combining them creates one. If then
DTFT x[ n ] X (e j ) FS ;1 X (e jt ) x[ k ]

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Example: DTFT-FS Duality

Find the inverse DTFT of the triangular spectrum

X(ej)
2

-4 -2

0
2 4

x[n]
3 2 1

Solution:
, n=0 x[ n ] = 4( j ) n +1 sin( n /2) , n0 2 n

-8 -6 -4 -2 -1

0 2

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Parseval Relationships
Energy(Power) in time-domain

=
2

Energy(Power) in frequency-domain

FT: FS: DTFT: DTFS:

1 T

1 x ( t ) dt = 2 x ( t ) dt =
2 2

X ( j ) d

X[k]
k =

1 j 2 x[n] = 2 X (e ) d n = 1 2 2 x[ n ] = X [ k ] N n= 0 k= 0
N 1 N 1

Denote the range

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Notes on Parseval Relationship

Energy is used for nonperiodic time-domain signals, while Power applies for periodic timedomain signals. Power or energy spectrum of a signal is defined as the square of the magnitude spectrum.
Indicate how the power or energy of the signal is

distributed as a function of frequency.

x (t ) = x (t ) x (t )

X ( j ) = X ( j ) X ( j )
Energy Spectrum = f()

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Summary
Time domain

Periodic (t,n) FS:

x(t) =

Nonperiodic (t,n) FT:

dt
x (t ) = X ( j ) = 1 2

Continuous (t)

X [k ]e jk 0t
k =

X ( j )e jt d

Nonperiodic (k,)

1 X[k] = T

T 0

x (t )e

jk 0 t

x ( t )e jt dt

x(t) has period T, 0 = 2/T

DTFS: x ( t ) = X [ k ]e jk n
0

N 1

DTFT:

x[ n ] = X (e ) =
j

Discrete (n)

k= 0

1 2
n =

X (e

)e jn d

Periodic (k,)

1 X [ k ] = x[ n ]e jk0 n N k= 0
x[n] and X[k] have period N, 0 = 2/N

N 1

x[n]e

jn

X(ej) has period 2

Discrete (k)

Continuous (k,)

Frequency domain