Beruflich Dokumente
Kultur Dokumente
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From the eigenfunction property and superposition property the response
{y[n]} is given by
{y[n]} = a1 H(z1 ){z1n } + a2 H(z2 ){z2n }
More generally if
{x[n]} = ak {zkn }
k
then {y[n]} = an H(zn ){zkn }
k
where
∞
jω
x(e ) = x[n]e−jωn (5.2)
n=−∞
Equation (5.1) and (5.2) give the Fourier representation of the signal {x[n]}.
Equation (5.1) is referred as synthesis equation or the inverse discrete time
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Fourier transform (IDTFT) and equation (5.2)is Fourier transform in the
analysis equation.
Fourier transform of a signal in general is a complex valued function, we can
write
X(ejω ) = XR (ejω ) + jXI (ejω ) (5.3)
where XR (eiω ) is the real part of X(ejω ) and XI (ejω ) is imaginary part of
the function X(ejω ). We can also use a polar form
jω )
X(ejω ) = |X(ejω )|eX(e (5.4)
where |X(ejω )| is magnitude and X(ejω ) is the phase of X(ejω ). We also
use the term Fourier spectrum or simply, the spectrum to refer to X(ejω ).
Thus |X(ejω )| is called the magnitude spectrum and X(ejω ) is called the
phase spectrum.
Form equation (5.2) we can see that X(ejω ) is a periodic function with period
2π i.e. X(ejω+2π ) = X(ejω ). We can interpret (5.1) as Fourier coefficients in
the representation of a perotic function X(ejω ). In the Fourier series analysis
our attention is on the periodic function, here we are concerned with the
representation of the signal {x[n]}. So the roles of the two equation are
interchanged compared to the Fourier series analysis of periodic signals.
Now we show that if we put equation (5.2) in equation (5.1) we indeed get
the signal {x[n]}.
Let
π ∞
1
x̂[n] = x[m]e−jωm e+jωn dω
2π m=−∞
−π
where we have substituted X(ejω ) from (5.2) into equation (5.1) and called
the result as x̂[n].
Since we have used n as index on the left hand side we have used m as the
index variable for the sum defining the Fourier transform. Under our as-
sumption that {x[n]} sequence is absolutely summable we can interchange
the order of integration and summation. Thus
∞ π
1
x̂[n] = x[m] e+jω(n−m) dω (5.5)
m=−∞
2π
−π
The integral with the parentheses can be evaluated as
if m = n then ejω(n−m) = 1
π
1
and 1.dω = 1
2π
−π
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if m = n then ejω(n−m) = cos ω(n − m) + j sin ω(n − m)
π π π
1 1 j
ejω(n−m) dω = cos ω(n − m)dω + sin ω(n − m)dω
2π 2π 2π
−π −π −π
π
1 sin ω(n − m)
π j cos ω(n − m)
=
2π (n − m)
−π 2π n−m
−π
= 0
Thus in equation (5.5) there is only one non-zero term in RHS, corresponding
to m = n, and we get x̂[n] = x[n]. This result is true for all values of n
and so equation (5.1) is indeed a representation of signal {x[n]} in terms
eigenfunctions {ejωn }
In above demonstration we have assumed that {x[n]} is absolutely summable.
Determining the class of signals which can be represented by equation (5.1)
is equivalent to considering the convergence of the infinite sum in equation
(5.2). If we fix a value of ω = ω0 then, RHS of equation (5.2) is a complex
valued series, whose partial sum is given by
N
XN (ejω0
)= x[n]e−jω0 n
n=−N
The limit as N → ∞ if the partial sum XN (ejω0 ) exists if the series is abso-
lutely summable.
N
|XN (e
jω0
)| = | x[n]e−jω0 n |
n=−N
N
≤ |x[n]e−jω0 n | by triangle inequality
n=−N
N
= |x[n]|
n=−N
N
Since the limit N → ∞ |x[n]| exists by our assumption the limit
n=−N
N → ∞ XN (ejω0 ) exists for every ω = ω0 . Furthermore it can be shown that
the series converges uniformly to a continuous function of ω.
If a sequence has only finitely many non-zero terms then it is absolutely
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summable and so the Fourier transform exists. Since a stable sequence is
by definition, an absolutely summable sequence, its Fourier transform also
exits.
Example: Let {x[n]} = {an u[n]}
Fourier transform of this sequence will exist if it is absolutely summable. We
have
∞ ∞
|x[n]| = |a|n
n=−∞ n=0
This is a geometric series and sum exists if |a| < 1, in that case
1
|a|n = < +∞
1 − |a|
Thus the Fourier transform of the sequence {an u[n]} exists if |a| < 1. The
Fourier transform is
∞
jω
X(e ) = e−jωn
n=0
∞
= (ae−jω )n
n=0
1
= (5.6)
1 − ae−jω
Where the last equality follows from sum of a geometric series, which exists
if |ae−jωn | < 1 i.e. |a| < 1.
Absolute summability is a sufficient condition for the existence of a Fourier
transform. Fourier transform also exists for square summable sequence.
∞
|x[n]|2 < ∞
n=−∞
For such signals the convergence is not uniform. This has implications in the
design of discrete system for filtering.
We also deal with signals that are neither so absolutely summable nor square
summable. To deal with some of these signals we allow impulse functions,
which is not an ordinary function but a generalized function as a Fourier
transform. The impulse function is defined by the following properties
∞
(a) δ(ω)dω = 1
−∞
∞
(b) X(ejω )δ(ω−ω0 )dω = X(ejω0 ) if X(ejω ) is continuous at ω = ω0 ;(shifting
−∞
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or convolution property)
(c) X(ejω )δ(ω) = X(ej0 )δ(ω) if X(ejω ) is continuous at ω = 0
Since X(ejω ) is a periodic function, let us consider
∞
jω
X(e ) = 2πδ(ω + 2πk) (5.7)
k=−∞
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Thus its Fourier transform is
∞
∞
∞
jω
X(e ) = a1 2πδ(ω−ω1 +2πk)+a2 2πδ(ω−ω2 +2πk)+.....+am 2πδ(ω−ωm +2πk)
k=−∞ k=−∞ k=−∞
(5.9)
jω
Thus X(e ) is a periodic impulse train, with impulses located at the fre-
quencies ω1 , ω2 ...ωm of each of the complex exponentials and at all points
that are multiples of 2π from these frequencies. An interval of 2π contains
exactly one impulse from each of the summation in RHS of (5.9)
Example: Let {x[n]} = {cos ω0 n}
1 1
x[n] = ejω0 n + e−jω0 n
2 2
Hence
∞
X(ejω ) = π[δ(ω − ω0 + 2πk) + δ(ω + ω0 + 2πk)]
k=−∞
{x[n]} ↔ X(ejω )
is used to say that left hand side is the signal x[n] whose DTFT is X(ejω ) is
given at right hand side.
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3. Conjugation of the signal:
If {x[n]} ↔ X(ejω )
then {x∗ [n]} ↔ X ∗ (e−jω )
where * denotes the complex conjugate. We have DTFT of {x∗ [n]}
∞
∞
∗ −jωn
x [n]e = [x[n]ejωn ]∗
n=−∞ n=−∞
∗
∞
= x[n]e−j(−ω)n
n=−∞
∗ −jω
= X (e )
4. Time Reversal
{x[−n]} ↔ X(e−jω )
The DTFT of the time reversal sequence is
∞
x[−n]e−jωn
n=−∞
X(ejω ) = X ∗ (e−jω )
This follows from property 3. If x[n] is real valued then x[n] = x∗ [n], so
{x[n]} = {x∗ [n]} and hence
X(ejω ) = X ∗ (e−jω )
which implies
XR (ejω ) = XR (e−jω )
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and
XI (ejω ) = −XI (e−jω )
That is real part of the Fourier transform is an even function of ω and
imaginary part is an odd function of ω.
The magnitude spectrum is given by
|X(e )| = XR (e ) + XI (e ) = XR2 (e−jω ) + XI2 (e−jω ) = |X(e−jω )|
jω 2 jω 2 jω
Ev({x[n]}) ↔ Re X(ejω )
Re({x[n]}) ↔ Ev(X(ejω ))
Im({x[n]}) ↔ Od(X(ejω ))
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6. Time shifting and frequency shifting:
{x[n − n0 ]} ↔ e−jωn0 X(ejω )
{ejω0 n x[n]} ↔ X(ej(ω−ω0 ) )
These can be proved very easily by direct substitution of x[n − n0 ] in equa-
tion(5.2) and X(ej(ω−ω0 ) ) in equation (5.1).
n
y[n] = x[m]
m=−∞
since y[n] − y[n − 1] = x[n], we are tempted to conclude that the DTFT of
{y[n]} is DTFT of {x[n]} divided by (1 − e−jω ). This is not entirely true
as it ignores the possibility of a dc or average term that can result from
summation. The precise relationship is
n
1 ∞
x[m] ↔ jω
X(e ) + πX(e )j0
δ(ω + 2πk)
m=−∞
1 − e−jω k=−∞
n
1 ∞
{u[n]} = { δ[n]} ↔ +π δ(ω + 2πk)
m=−∞
1 − e−jω k=−∞
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x[ n ], if n is multiple of k
x(k) [n] = k
0, if n is not a multiple of k
∞
jω
X(k) (e ) = x(k) [n]e−jωn
n=−∞
∞
= x[km]e−jωkm
m=−∞
jkω
= X(e )
Here we can note the time frequency uncertainly. Since {x(k) [n]} is expanded
sequence, the Fourier transform is compressed.
d ∞
jω
X(e ) = −jnx[n]e−jωn
dω n=−∞
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We have ∗
∞
∞ ∞
1
|x[n]|2 = x[n] X(ejω )ejωn dω
n=−∞ n=−∞
2π
−∞
∞
jω
Y (e ) = y[n]e−jωn
n=−∞
∞
∞
= k=−∞ h[k]x[n − k] e−jωn
n=−∞
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Let m = n − k then n = m + k and we get
∞
∞
= h[k] x[m]e−jω(m+k)
k=−∞ m=−∞
∞
∞
−jωk
= h[k]e x[m]e−jωm
k=−∞ m=−∞
jω jω
= H(e )X(e )
This looks like convolution of two functions, only the interval of integration
is −π to π. X(ejω ) and Y (ejω ) one periodic functions, and equation (5.21)
is called periodic convolution. This
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1
{x[x[n]y[n]} ←→ X(ejω ) ⊗ Y (ejω )
2π
where ⊗ denotes periodic convolution.
We summarize these properties in Table (5.1)
Aperiodic signal Discre
{x[n]}
{y[n]}
a{x[n]} + b{y[n]}
{x[n − n0 ]}
{e−jωn0 x[n]}
x∗ [n]
x[−n]
Table 5.1: Properties of Discrete time Fourier Transform
{x[n]} ∗ {y[n]}
{x[n]y[n]}
{x[n] − x[n − 1]}
∞
1
{ x[n]} 1−e−jω
X(e−jω ) +
k=−∞
{nx[n]}
∞
1
x[n]y ∗ [n] 2π
n=−∞
The frequency response of systems characterized by linear constant coef-
ficient difference equation.
As we have seen earlier, constant coefficient linear difference equation with
zero initial condition can be used to describe some linear time invariant sys-
tems.
The input-output {x[n]} and {y[n]} are related by
0
n
ak y[n − k] = x[n − k] (5.22)
k=0 k=0
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or
Y (ejω )
H(ejω ) =
X(ejω )
M
bk e−jωk
k=0
= (5.23)
N
ak e−jωk
k=0
Thus we see that the frequency response is ratio of polynomials in the variable
e−jω . The numerator coefficients are the coefficients of x[n − k] in equation
(5.22) and denominator coefficients are the coefficients of y[n − k] in equation
(5.22). Thus we can write the frequency response by inspection.
Example 2: Consider an LTI system initially at rest described by the dif-
ference equation
y[n] − ay[n − 1] = x[n], |a| < 1
The frequency response of the system is
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H(ejω ) =
1 − ae−jω
We can use the inverse fourier transform to get the impulse response
h[n] = an u[n]
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