DFT (10/22/2012)

1 / 19

Digital Signal Processing (3)
Discrete Fourier Transforms (DFT)
Discrete Fourier Transforms (DFT) ................................................................................ 1
1. Definition ............................................................................................................ 2
2. The Properties of DFT ........................................................................................ 3
2.1. Linearity ................................................................................................... 3
2.2. Circular Shift Theorems ........................................................................... 3
2.3. Circular Convolution Theorem ................................................................ 3
2.4. Symmetry Properties of DFT ................................................................... 4
2.4.1. Conjugate Symmetry of a Finite-Duration Sequence .................... 4
2.4.2. Conjugate Antisymmetry of a Finite-Duration Sequence .............. 5
2.4.3. Conjugate Symmetric/Antisymmetric Part of a Finite-Duration
Sequence ................................................................................................. 5
2.4.4. Conjugate Symmetry of DFT of a Finite-Duration Sequence ....... 6
2.4.5. Conjugate Antisymmetry of DFT of a Finite-Duration Sequence . 6
2.4.6. Conjugate Symmetric/Antisymmetry Part of DFT of a Finite-
Duration Sequence .................................................................................. 6
3. Sample Theorem for the Fourier Transform of a Finite-Duration Sequence ...... 8
4. DFT ApplicationLinear Convolution by Using DFT ...................................... 9
4.1. Linear Convolution of Two Finite-Duration Sequences .......................... 9
4.2. Linear Convolution of an Infinite-Duration Sequence with a Finite-
Duration Sequence .......................................................................................... 9
5. DFT Application: Chirp Z-Transform Algorithm ............................................. 11
Appendix: Fourier Transforms of Signals ............................................................. 14
1. Fourier Transforms of Continuous and Non-Periodic Signals .................. 14
2. Fourier Transforms of Continuous and Periodic Signals .......................... 14
3. Fourier Transforms of Discrete and Non-Periodic Signals ....................... 15
4. Fourier Transforms of Discrete and Periodic Signals ............................... 15
Problems ................................................................................................................ 18

DFT (10/22/2012)
2 / 19

1. Definition
Suppose ( ) n x is a finite-duration of length N , the N-point DFT of ( ) n x is
defined as follows:
( ) ( ) | | ( )

=
= =
1 N
0 n
nk
N
W n x n x DFT k X , where
N
2
j
N
e W
t

= .
Remark: Since ( ) ( )

=
1 N
0 n
n j j
e n x e X
e e
, then
( ) ( ) ( ) ( )
k
N
2
j
1 N
0 n
nk
N
2
j
1 N
0 n
nk
N
e X e n x W n x k X
t
e
e
t
=

=
= = =


The above formula shows that the DFT of a finite-duration sequence can be
derived by periodically sampling its Fourier transform.


Theorem Suppose ( ) k X is the N-point DFT of ( ) n x , then
( ) ( ) | | ( )

= =
1 N
0 k
nk
N
W k X
N
1
k X IDFT n x
Proof:
( ) ( )
( )
( ) ( ) n x p x W
N
1
W W p x
N
1
W k X
N
1
1 N
0 p
1 N
0 k
k n p
N
1 N
0 k
nk
N
1 N
0 p
pk
N
1 N
0 k
nk
N
= |
.
|

\
|
=
|
|
.
|

\
|
=


=

#
Remark:
N 1
nk
Nk
N
N
n 0
k
N
N k 0
W
1 W
0 k 0
1 W

=
=

= =

DFT (10/22/2012)
3 / 19

2. The Properties of DFT
2.1. Linearity
( ) ( ) | | ( ) | | ( ) | | n y DFT n x DFT n y n x DFT | o | o + = +
( ) ( ) | | ( ) | | ( ) | | k Y DFT k X IDFT k Y k X IDFT | o | o + = +
2.2. Circular Shift Theorems
Circular Shift ( ) ( )
N
m n x + is referred to as circular shift of ( ) n x with
samples m , where ( )
N
n denotes n modulo N (the remainder of n after
divided by N ).


Theorem Suppose ( ) ( ) | | n x DFT k X = , then
( ) ( ) | | ( ) k X W m n x DFT
mk
N N

= +
Proof:
( ) ( ) ( ) ( ) ( ) ( )
( )
1 1
0 0
N N
n m k nk mk
N N N
N N N
n n
DFT x n m x n m W W x n m W

+
= =
(
+ = + = +



( ) ( )
( )
( )
( ) ( )
1 1
0 0
N
N
N N
n m k
mk mk pk mk
N N N N N
N
p n m
n p
W x n m W W x p W W X k

+

= +
= =
= + = =

#


Theorem Suppose ( ) ( ) | | k X IDFT n x = , then
( ) ( ) | | ( ) n x W q k X IDFT
qn
N N
= +
2.3. Circular Convolution Theorem
Circular Convolution Suppose ( ) n x and ( ) n y are tow finite-duration
sequences of length N , then the N-point circular convolution of ( ) n x and
( ) n y is defined as follows:
DFT (10/22/2012)
4 / 19

( ) ( ) ( ) ( ) ( )

=
=
1 N
0 p
N
p n y p x n y n x


Theorem Suppose ( ) ( ) | | n x DFT k X = , ( ) ( ) | | n y DFT k Y = , then
( ) ( ) | | ( ) ( ) k Y k X n y n x DFT =
Proof:
( ) ( ) ( ) ( ) ( ) ( ) ( )
1 1 1
0 0 0
N N N
nk nk
N N
N
n n p
DFT x n y n x n y n W x p y n p W

= = =
= = (



( ) ( ) ( ) ( ) ( ) ( )
( )


=

=
|
.
|

\
|
= |
.
|

\
|
=
1 N
0 p
1 N
0 n
k p - n
N N
pk
N
1 N
0 p
1 N
0 n
nk
N N
W p n y W p x W p n y p x
( ) ( ) ( )
( )
( ) ( ) k Y k X W p n y W p x
1 N
0 p
1 N
0 n
k p - n
N N
pk
N
N
= |
.
|

\
|
=

=
#


Theorem Suppose ( ) ( ) | | n x DFT k X = , ( ) ( ) | | n y DFT k Y = , then
( ) ( ) | | ( ) ( ) k Y k X
N
1
n y n x DFT =
Proof:
( ) ( ) | | ( ) ( ) ( ) ( )


= =

=
|
|
.
|

\
|
= =
1 N
0 n
nk
N
N
0 p
np
N
1 N
0 n
nk
N
W W p Y
N
1
n x W n y n x n y n x DFT
( ) ( )
( )
( ) ( )
( )


=

=
= =
1 N
0 n
p k n
N
1 N
0 p
1 N
0 n
p k n
N
1 N
0 p
N
W n x p Y
N
1
W n x p Y
N
1

( ) ( ) ( ) ( ) ( ) k Y k X
N
1
p k X p Y
N
1
1 N
0 p
N
= =

=
#
2.4. Symmetry Properties of DFT
2.4.1. Conjugate Symmetry of a Finite-Duration Sequence
A sequence ( ) n x of length N is said to be conjugate symmetric if
( ) ( ) ( )
N
n x n x =
-
. It is easily verified that, if ( ) n x is conjugate symmetric,
its DFT ( ) k X is a real sequence. In fact,
DFT (10/22/2012)
5 / 19

( ) ( ) ( ) ( ) ( )


=

=
-

=
-
= = |
.
|

\
|
=
1 N
0 n
nk
N N
1 N
0 n
nk
N
*
1 N
0 n
nk
N
W n x W n x W n x k X
( ) ( )
( )
( ) ( )
N
N 1 N 1
n k
nk
N N
N
n 0 n 0
x n W x n W X k

= =
= = =


2.4.2. Conjugate Antisymmetry of a Finite-Duration
Sequence
A sequence ( ) n x of length N is said to be conjugate antisymmetric if
( ) ( ) ( )
N
n x n x =
-
. It is easily verified that, if ( ) n x is conjugate
antisymmetric, its DFT ( ) k X is an imaginary sequence. In fact,
( ) ( ) ( ) ( ) ( )


=

=
-

=
-
= = |
.
|

\
|
=
1 N
0 n
nk
N N
1 N
0 n
nk
N
*
1 N
0 n
nk
N
W n x W n x W n x k X
( ) ( )
( )
( )
( ) ( ) k X W p x W n x
1 N
0 p
pk
N
n p
1 N
0 n
k n
N N
N
N
= = =


=
=

2.4.3. Conjugate Symmetric/Antisymmetric Part of a Finite-
Duration Sequence
For any sequence ( ) n x of length N , let
( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) n x n x
2
n x n x
2
n x n x
n x
o e
N N
+ =

+
+
=
- -

where
( )
( ) ( ) ( )
2
n x n x
n x
N
e
+
=
-
, ( )
( ) ( ) ( )
2
n x n x
n x
N
o

=
-

it is clear that ( ) n x
e
is conjugate symmetric and often called the conjugate
symmetric part of ( ) n x . Also, ( ) n x
o
is conjugate antisymmetric and often
called the conjugate antisymmetric part of ( ) n x .


From the linearity of DFT, we obtain that
( ) ( ) ( ) | | ( ) | | ( ) | | ( ) ( ) k X k X n x DFT n x DFT n x n x DFT k X
i r o e o e
+ = + = + =
where
DFT (10/22/2012)
6 / 19

( ) ( ) | |
( ) ( )
( ) | | k X Re
2
k X k X
n x DFT k X
e r
=
+
= =
-

( ) ( ) | |
( ) ( )
( ) | | k X Im j
2
k X k X
n x DFT k X
o i
=

= =
-

The above formulae illustrate that the DFT of the conjugate
symmetric/antisymmetric part of ( ) n x is nothing but the real/imaginary part
of ( ) k X . It is also true that the IDFT of real/imaginary part of ( ) k X is
nothing but the conjugate symmetric/antisymmetric part of ( ) n x .
2.4.4. Conjugate Symmetry of DFT of a Finite-Duration
Sequence
A N-point DFT ( ) k X is said to be conjugate symmetric if
( ) ( ) ( )
N
k X k X =
-
. It is easily verified that, if ( ) k X is conjugate symmetric,
its IDFT ( ) n x is a real sequence. In fact,
( ) ( ) ( ) ( ) ( )


=

=
-

=
-
= = |
.
|

\
|
=
1 N
0 k
nk
N N
1 N
0 k
nk
N
*
1 N
0 k
nk
N
W k X
N
1
W k X
N
1
W k X
N
1
n x

( ) ( )
( )
( )
( ) ( ) n x W p X
N
1
W k X
N
1
1 N
0 p
np
N
k p
1 N
0 k
k n
N N
N
N
= = = =


=

=


2.4.5. Conjugate Antisymmetry of DFT of a Finite-Duration
Sequence
An N-point DFT ( ) k X is said to be conjugate antisymmetric if
( ) ( ) ( )
N
k X k X =
-
. It is easily verified that, if ( ) k X is conjugate
antisymmetric, its IDFT ( ) n x is an imaginary sequence. In fact,
( ) ( ) ( ) ( ) ( )


=

=
-

=
-
= = |
.
|

\
|
=
1 N
0 k
nk
N N
1 N
0 k
nk
N
*
1 N
0 k
nk
N
W k X
N
1
W k X
N
1
W k X
N
1
n x

( ) ( )
( )
( )
( ) ( ) n x W p X
N
1
W k X
N
1
1 N
0 p
np
N
k p
1 N
0 k
k n
N N
N
N
= = =


=

=


2.4.6. Conjugate Symmetric/Antisymmetry Part of DFT of a
Finite-Duration Sequence
For any N-point DFT ( ) k X , let
DFT (10/22/2012)
7 / 19

( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) k X k X
2
k X k X
2
k X k X
k X
o e
N N
+ =

+
+
=
- -

where
( )
( ) ( ) ( )
2
k X k X
k X
N
e
+
=
-
, ( )
( ) ( ) ( )
2
k X k X
k X
N
o

=
-

it is clear that ( ) k X
e
is conjugate symmetric and often called the conjugate
symmetric part of ( ) k X . Also, ( ) k X
o
is conjugate antisymmetric and called
the conjugate antisymmetric part of ( ) k X .

From the linearity of IDFT, we obtain that
( ) ( ) | | ( ) ( ) | | ( ) | | ( ) | | ( ) ( ) n x n x k X IDFT k X IDFT k X k X IDFT k X IDFT n x
i r o e o e
+ = + = + = =
where
( ) ( ) | |
( ) ( )
( ) | | n x Re
2
n x n x
k X IDFT n x
e r
=
+
= =
-

( ) ( ) | |
( ) ( )
( ) | | n x Im j
2
n x n x
k X IDFT n x
o i
=

= =
-

The above formulae illustrate that the IDFT of the conjugate
symmetric/antisymmetric part of ( ) k X is nothing but the real/imaginary part
of ( ) n x . It is also true that the DFT of the real/imaginary part of ( ) n x is
nothing but the conjugate symmetric/antisymmetric part of ( ) k X .
DFT (10/22/2012)
8 / 19

3. Sample Theorem for the Fourier Transform
of a Finite-Duration Sequence
Theorem Let ( ) n x is a sequence of length N , then
( ) ( )
2
N 1 N 1
j k
j
N
N N
k 0 k 0
2 2
X e X e k X k k
N N
t
e
t t
| e | e

= =
| |
| | | |
= =
| | |
\ . \ .
\ .


where
( )
N 1
j
2
N
N
sin
2
e
N sin
2
e
e
| e
e

| |
|
\ .
=
| |
|
\ .
.
Proof:
At first, we have
|
|
.
|

\
|

|
|
.
|

\
|

=
|
.
|

\
|
|
.
|

\
|
|
.
|

\
|

|
.
|

\
|
|
.
|

\
|
|
.
|

\
|

|
.
|

\
|

|
.
|

\
|

=
|
.
|

\
|

k
N
2
2
1
j k
N
2
2
1
j k
N
2
2
1
j
k
N
2
2
N
j k
N
2
2
N
j k
N
2
2
N
j
k
N
2
j
N k
N
2
j
1 N
0 n
n k
N
2
j
e e e
e e e
N
1
e 1
e 1
N
1
e
N
1
t
e
t
e
t
e
t
e
t
e
t
e
t
e
t
e
t
e

|
.
|

\
|
=
|
|
.
|

\
|
|
.
|

\
|

|
|
.
|

\
|
|
.
|

\
|

=
|
.
|

\
|

k
N
2
e
k
N
2
2
1
sin
k
N
2
2
N
sin
N
1
N
k
N
2
2
1 N
j
t
e |
t
e
t
e
t
e

Based on this, we further have
( ) ( ) ( )


=

|
.
|

\
|
= =
1 N
0 n
n j
1 N
0 k
nk
N
1 N
0 n
n j j
e W k X
N
1
e n x e X
e e e

( ) ( )
2
N 1 N 1 N 1
j k n
N
N
k 0 n 0 k 0
1 2
X k e X k k
N N
t
e
t
| e
| |


|
\ .
= = =
| |
| |
= = |
|
|
\ .
\ .

#
Remark: The theorem illustrates that ( )
e j
e X can be entirely determined by
its periodic samples.
DFT (10/22/2012)
9 / 19

4. DFT ApplicationLinear Convolution by
Using DFT
4.1. Linear Convolution of Two Finite-Duration
Sequences
Suppose ( ) n x is a sequence of length N and ( ) n h a sequence of length M ,
if we let ( ) ( ) ( ) n h n x n y - = , ( ) n y is then a sequence of length 1 N M + . In
order to perform the linear convolution involved in the computation of ( ) n y
by using DFT, we now construct two finite-duration sequences of the same
length 1 N M + :
( )
( )

+ s s
s s
=
2 M N n N 0
1 N n 0 n x
n x
~
, ( )
( )

+ s s
s s
=
2 M N n M 0
1 M n 0 n h
n h
~

Its easily verified that
( ) ( ) ( ) ( ) ( ) n h
~
n x
~
n h n x n y = - =
Therefore, from the circular convolution theorem, we obtain that
( ) ( ) ( ) ( ) ( ) ( ) ( ) | | k H
~
k X
~
IDFT n h
~
n x
~
n h n x n y = = - =
where ( ) k X
~
and ( ) k H
~
are the ( ) 1 N M + -point DFTs of ( ) n x
~
and ( ) n h
~
,
respectively.
4.2. Linear Convolution of an Infinite-Duration
Sequence with a Finite-Duration Sequence
Suppose ( ) n x is an infinite-duration sequence and ( ) n h a finite-duration
sequence of length M , if we let ( ) ( ) ( ) n h n x n y - = , ( ) n y is also an infinite-
duration sequence. In order to perform the linear convolution involved in the
computation of ( ) n y by using DFT, we first express ( ) n x as a sum of finite-
duration sequences, each of length N :
( ) ( )

+
=
=
i
i
n x n x
DFT (10/22/2012)
10 / 19

where ( )
( ) ( )

+ s s
=
others 0
1 N 1 i n iN n x
n x
i
. Thus ( ) n y can be also expressed
as a sum of finite-duration sequences:
( ) ( ) ( ) ( ) ( ) ( )

+
=
+
=
= - = - =
i
i
i
i
n y n h n x n h n x n y
where ( ) ( ) ( ) n h n x n y
i i
- = . ( ) n y
i
is now a linear convolution of two finite-
duration sequences and, as stated in the previous section, can be
implemented by employing ( ) 1 N M + -point DFT. In fact, let
( ) ( ) iN n x n x
~
i i
+ =
and
( ) ( ) ( ) ( ) ( ) | | k H k X
~
IDFT n h n x
~
n y
~
i i i
= =
where ( ) k X
~
i
are ( ) k H the ( ) 1 N M + -point DFTs of ( ) n x
~
i
and ( ) n h ,
respectively. ( ) n y
i
is then seen to be
( ) ( ) iN n y
~
n y
i i
=

Remark: Note that
( ) ( ) ( )
y n x n h n = -

( ) ( ) ( )
x n m h n y n m + - = +

Then
( ) ( ) ( ) n h n x
~
n y
~
i i
- =
( ) ( ) ( ) ( ) ( ) ( ) n h iN iN n x n h n x n y
i i i
- + = - = ( ) ( ) ( ) iN n y
~
n h iN n x
~
i i
= - =
DFT (10/22/2012)
11 / 19

5. DFT Application: Chirp Z-Transform
Algorithm
Suppose ( ) n x is a finite-duration sequence of length N and ( ) z X the Z-
transform of ( ) n x , the chirp Z-transform algorithm is directed toward the
computation of the values of ( ) z X at some points of a spiral in the z-plane:
( )
p
z X , 1 M , , 1 , 0 p =
where
p
p
AW z

= ,
0
j
0
e A A
u
= ,
0
j
0
e W W
|
= . The parameter
0
W controls the
type, rate and direction of the spiral. If 1 W
0
> , the spiral spirals toward the
origin of the z-plane as p increases, if 1 W
0
< , the spiral spirals outward
from the origin of the z-plane as p increases, and if 1 W
0
= , the spiral
becomes a circular arc.


By using the identity ( ) ( )
2
2 2
n p p n
2
1
np + = , ( )
p
z X can be expressed as
( ) ( ) ( ) ( )
( )


=

= = =
1 N
0 n
2
n p
2
n
n
2
p
1 N
0 n
np n
1 N
0 n
n
p p
2 2 2
W W A n x W W A n x z n x z X

( ) ( )

=
=
1 N
0 n
2
p
n p h n g W
2

where ( ) ( )
2
n
n
2
W A n x n g

= , ( )
2
n
2
W n h

= . The above formula implies that the
computation of ( )
p
z X can be implemented by linear convolution of two
finite-duration sequences, which, as shown before, can be implemented by
using DFT.
Remark: In radar system, the signals of the form
2
n
2
W

are often called

chirp signals, from which the algorithm we are discussing gets its name.


In order to employ DFT in the computation of ( )
p
z X , 1 M , , 1 , 0 p = ,
DFT (10/22/2012)
12 / 19

lets construct two finite-duration sequences
( )
( ) ( )
2
n
n
2
g n x n A W 0 n N 1
g n
0 N n N M 2

= s s
=

s s +

,
( )
( )
( )
2
n
2
h n W 0 n M 1
h n
h n N M 1 M n N M 2

= s s
=

+ s s +

the (N+M-1)-point circular convolution of ) n ( g
~
and ) n ( h
~
is then
expressed as
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )


=
+
+
=
+
= =
1 N
0 n
1 M N
2 M N
0 n
1 M N
n p h
~
n g n p h
~
n g
~
p h
~
p g
~



Theorem It can be proven that, when p varies between 0 and M-1,
( ) ( ) ( ) ( ) ( ) ( ) ( )


=

=
+
= =
1 N
0 n
1 N
0 n
1 M N
n p h n g n p h
~
n g p h
~
p g
~

Proof:
(1) Since 1 M p 0 s s and 1 N n 0 s s , then ( ) 1 M n p 1 N s s .
(2) If 1 M n p 0 s s , then
( ) n p n p
1 M N
=
+

Thus, from the definition of ( ) n h
~
, we obtain that
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )


=

=
+
= = =
1 N
0 n
1 N
0 n
1 N
0 n
1 M N
n p h n g n p h
~
n g n p h
~
n g p h
~
p g
~

(3) If
( )
N 1 p n 1 s < , then
( ) 2 M N n p 1 M N n p M
1 M N
+ s + + = s
+

Thus, from the definition of
( )
h n

, we obtain that
( ) ( ) ( ) ( ) ( ) ( ) ( )


=

=
+
+ + = =
1 N
0 n
1 N
0 n
1 M N
n p 1 M N h
~
n g n p h
~
n g p h
~
p g
~

( ) ( ) ( ) ( )


=

=
= + + + =
1 N
0 n
1 N
0 n
n p h n g 1 M N n p 1 M N h n g #


DFT (10/22/2012)
13 / 19

From the theorem, ( )
p
z X is then given by
( ) ( ) ( ) ( ) ( ) ( ) ( ) | | k H
~
k G
~
IDFT W p h
~
p g
~
W n p h n g W z X
2
p
2
p
1 N
0 n
2
p
p
2 2 2
= = =

=

where ( ) k G
~
and ( ) k H
~
are the (N+M-1)-point DFTs of ( ) n g
~
and ( ) n h
~
,
respectively.


We may try another way to employ DFT to compute ( )
p
z X . Let
( )
( )

+ s s
s s
=
3 M N 2 n N 0
1 N n 0 n g
n g
~

( )
( )

+ s s +
+ s s +
=
3 M N 2 n 1 M N 0
2 M N n 0 1 N n h
n h
~

and
( ) ( ) ( ) n h
~
n g
~
n y
~
=
where the circular convolution involving ( ) n y
~
is a (2N+M-2)-point circular
convolution, much larger than the one we recommended above. It is easily
verified that
( ) ( )
( )
( ) ( ) | | k H
~
k G
~
W IDFT 1 N p y
~
z X
k 1 N
2 M N 2 p

+
= + = , 1 M , , 1 , 0 p =
where ( ) k G
~
and ( ) k H
~
are the (2N+M-2)-point DFTs of ( ) n g
~
and ( ) n h
~
,
respectively.
DFT (10/22/2012)
14 / 19

Appendix: Fourier Transforms of Signals
Definition
( ) ( )
}
+

= dt e t x X
t jO
O

According to whether the signal ( ) t x is continuous or discrete, periodic or
non-periodic, its Fourier transform ( ) O X will present different forms
correspondingly. More concrete,
- If ( ) t x is continuous, then its Fourier transform ( ) O X is non-
periodic
- If ( ) t x is discrete, then its Fourier transform ( ) O X is periodic
1. Fourier Transforms of Continuous and Non-
Periodic Signals
If ( ) t x is a continuous and non-periodic signal, its Fourier Transform
( ) ( )
}
+

= dt e t x X
t jO
O
is clearly non-periodic and continuous.
2. Fourier Transforms of Continuous and Periodic
Signals
If
( ) t x is a continuous and periodic signal with T as its period, ( ) t x can be
then expanded into a Fourier series:
( )

+
=
=
n
nt
T
2
j
n
e a t x
t
, where ( )
}

=
2
T
2
T
nt
T
2
j
n
dt e t x
T
1
a
t

Based on the series-form expression of ( ) t x , the Fourier transform of ( ) t x is
then given by
DFT (10/22/2012)
15 / 19

( ) ( )

} }

}
+
=
+

|
.
|

\
|

+

+
=
+

=
|
|
.
|

\
|
= =
n
t n
T
2
j
n
t j
n
nt
T
2
j
n
t j
dt e
2
1
a 2 dt e e a dt e t x X
t
O
O
t
O
t
t O

+
=
|
.
|

\
|
=
n
n
n
T
2
a 2
t
O o t
This shows that ( ) O X is non-periodic and discrete. By the way, the
coefficients
n
a of Fourier series of ( ) t x are just the samples
|
.
|

\
|
T
2
n X
t
of
( ) O X , except for a scalar/factor t 2 .
3. Fourier Transforms of Discrete and Non-Periodic
Signals
If ( ) t x is a discrete and non-periodic signal, ( ) t x can be then expressed as:
( ) ( ) ( )

+
=
=
n
nT t nT x t x o
Based on this expression of ( ) t x , the Fourier transform of ( ) t x is then given
by
( ) ( ) ( ) ( ) ( )

}

}
+
=

+
=
+

= |
.
|

\
|
= =
n
nT j t j
n
t j
e nT x dt e nT t nT x dt e t x X
O O O
o O
This shows that ( ) O X is periodic and continuous. The period of ( ) O X is
T
2t
.
Remark: If we let 1 T = , ( ) O X is then simplified as
( ) ( ) ( )
O O
O
j
n
jn
e X e n x X = =

+
=

This is just the so-called Fourier transform of sequence ( ) n x .
4. Fourier Transforms of Discrete and Periodic
Signals
If ( ) t x is discrete at the points nT t = , where , 2 , 1 , 0 n = , and periodic
with NT as its period, ( ) t x can be then expressed as
DFT (10/22/2012)
16 / 19

( ) ( ) ( ) ( )

+
=

=
+ =
k
1 N
0 n
T kN n t nT x t x o
Based on this expression of ( ) t x , the Fourier transform of ( ) t x is then given
by
( ) ( ) ( ) ( ) ( )
}

}
+

+
=

=
+

+ = = dt e T kN n t nT x dt e t x X
t j
k
1 N
0 n
t j O O
o O
( )
( )
( )

+
=

=
+
+
=

=
= =
k
jNTk
1 N
0 n
Tn j T kN n j
k
1 N
0 n
e e nT x e nT x
O O O

( )

+
=

|
.
|

\
|
=
k
1 N
0 n
Tn j
NT
2
k e nT x
NT
2 t
O o
t
O

( )

+
=

|
.
|

\
|

|
|
.
|

\
|
=
k
1 N
0 n
nk
N
2
j
NT
2
k e nT x
NT
2 t
O o
t
t

( )

+
=

=
|
.
|

\
|
|
.
|

\
|
=
k
1 N
0 n
nk
N
NT
2
k W nT x
NT
2 t
O o
t

( )

+
=
|
.
|

\
|
=
k
NT
2
k k X
NT
2 t
O o
t

where
( ) ( )

=
=
1 N
0 n
nk
N
W nT x k X ,
N
2
j
N
e W
t

=
Note that ( ) k X is periodic with N as its period, ( ) O X can be further
expressed as
( ) ( ) ( )

+
=

=
|
.
|

\
|
+ =
j
1 N
0 k
NT
2
jN k k X
NT
2
X
t
O o
t
O
Remark 1: ( ) O X is discrete at the points k
NT
2t
O = , , 2 , 1 , 0 k = , and
periodic with
T
2t
as its period and discrete at the points k
NT
2t
O = ,
, 2 , 1 , 0 k = .
Remark 2: If we let 1 T = , ( ) k X can be simplified as
( ) ( )

=
=
1 N
0 n
nk
N
W n x k X
which is just the so-called DFT of the finite-duration sequence ( ) n x .
Remark 3: In some literature, the DFT, i.e.,
DFT (10/22/2012)
17 / 19

( ) ( )

=
=
1 N
0 n
nk
N
W n x k X
is often called the discrete Fourier series(DFS) of periodic sequence ( ) n x ,
while, the IDFT, i.e.,
( ) ( )

=
1 N
0 k
nk
N
W k X
N
1
n x
is often called the inverse discrete Fourier series(IDFS) of periodic sequence
( ) n x .

DFT (10/22/2012)
18 / 19

Problems
0.
( ) ( ) ( ) ( ) ( ) ( ) ( )
x n 5 n 4 n 1 2 n 2 n 3 3 n 4 2 n 5 o o o o o o = + + + + + ,
( )
X k ? =


0.
( )
1 n 0,1,2,3
x n
0 n 4,5
=

=

=

,
( )
X k ? =


1. Find the N-point DFT for
( )
x n
(1)
( ) ( ) ( )
0 N
x n cos n R n e =
(2)
( ) ( )
2
N
x n n R n =


1. Find the N-point DFT for
( )
x n
(1) ( )
|
.
|

\
|
= mn
N
n x
t 2
cos , where N m< < 0
(2) ( ) ( ) n nR n x
N
=


6. Suppose
( )
X k is the N-point DFT of
( )
x n , let ( ) ( ) ( ) ( ) n R n x n h
rN N
= , find the rN-
point DFT of
( )
h n .


9. Suppose ( )
X k is the N-point DFT of ( )
x n , let
( )
( )

s s
s s
=
1 0
1 0
rN n N
N n n x
n y
Find the rN-point DFT of
( )
y n .


DFT (10/22/2012)
19 / 19

10. Suppose ( ) n x
1
and ( ) n x
2
are real sequences of length N and ( ) ( ) ( ) ( )

=
+ =
1
0
2 1
N
p
N
n p x p x n x ,
find the N-point DFT of
( )
x n .