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The sampled discrete-time fourier transform (DTFT) of a finite length, discrete-time signal is
known as the discrete Fourier transform (DFT). The DFT contains a finite number of samples
equal to the number of samples N in the given signal. Computationally efficient algorithms for
implementing the DFT go by the generic name of fast Fourier transforms (FFTs). This chapter
describes the DFT and its properties, and its relationship to DTFT.
Lest us consider a discrete time signal x (n) having a finite duration, say in the range 0 n N-1.
m
The DTFT of the signal is
co
N-1
-jwn (1)
s.
X ( ) = x (n)e
bu
n-0
la
Let us sample X using a total of N equally spaced samples in the range : (0,2), so the
sampling interval is 2 That is, we sample X() using the frequencies.
yl
N
= k = 2k , 0 k N-1.
lls
N-1
-jwn (2)
.a
N-1
w
X (k) = x (n)e
- j2kn (2)
N
n-0
That is ,
Equation (0.2) is known as N-point DFT analysis equation. Fig 0.1 shows the Fourier transform
of a discrete time signal and its DFT samples.
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x(w)
0 2 w
m
Also, it is very common to represent the DFT operation
co
N=1
s.
X(k) = DFT ( x(n)) = x(n) WNkn, 0nN-1
bu
n=0
la
The complex quantity Wn is periodic with a period equal to N. That is,
WNa+N = e-j+2/N(a+N) = e-j2 /N n = WNa where a is any integer.
yl
lls
Figs. 0.2(a) and (b) shows the sequence for 0nN-1 in the z-plane for N being even and
odd respectively.
.a
6 5
5 7 4 6
w
w
4 0 0
w
3 1 3 1
2 2
(a) (b)
Fig.2 The Sequence for even N (b) The sequence for odd N.
The sequence WkNN for 0 n N-1 lies on a circle of unit radius in the complex plane
and the phases are equally spaced, beginning at zero.
The formula given in the lemma to follow is a useful tool in deriving and analyzing
various DFT oriented results.
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2.1. Lemma
N-1
n-0 N 0, k 0
Proof :
N-1
an = 1 - aN : a 1
n-0 1-a
We know that
Applying the above result to the left side of equation (3.3), we get
m
N-1
co
(WkN) n = 1- WkNN = 1- e-j2 kNN
n= 0
1- WkNN 1- e-j2 kNN : k 0
s.
= 1- 1
bu
1- e- j2 kNN
la
= 0, k 0
yl
N-1 N-1
WN0xn =
.a
1=N
n= 0 n =0
w
N-1 N, k = 0
w
n=0
= N (k), 0 k N-1
The DFT values (X(k), 0 k N-1), uniquely define the sequence x(n) through the inverse DFT
formula (IDFT) :
N-1
x (n) = IDFT (X(k) = 1 X(k) WN-kn , 0 k N-1
N k=0
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m
N-1
co
1 x(m) N (n-m)
N
s.
= 1 x Nx (m) ( sifting property)
bu
N m=n
la
= x(n)
yl
The N-point DFT and N-point IDFT are implicit period N. Even though x (n) and X (k) are
sequences of length N each, they can be shown to be periodic with a period N because the
.a
exponentials WNkn in the defining equations of DFT and IDFT are periodic with a period N. For
w
this reason, x (n) and X (k) are called implicit periodic sequences. We reiterate the fact that for
finite length sequences in DFT and IDFT analysis periodicity means implicit periodicity. This
w
N-1
X (k) = x(n) WNkn
N-p=0
X (k+N) = x(n) WN(k+N)n
Since, WNNn = e-j2nNn = 1, we get
N-1
X (k+N) = x(n) WN-kn
n=0
= X (k)
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N-1
Similarly, x (n) X (k) WN-kn
k=0
N-1
x (n+N) = 1 X(k) WN-k(n+N)
N k=0
N-1
= 1 X(k) WN-kn WN -kn
N k=0
m
Since, WN-kn = e-j2/N kN = e-j2k = 1, we get
N-1
co
x(n+N) = 1 X(k) WN-kn
s.
= x (n)
bu
Since, DFT and its inverse are both periodic with period N, it is sufficient to compute the
results for one period (0 to N-1). We want to emphasize that both x (n) and X (k) have a starting
la
index of zero.
A very important implication of x (n), being periodic is, if we wish to find DFT of a
yl
periodic signal, we extract one period of the periodic signal and then compute its DFT.
lls
Example 1 Compute the 8 point DFt of the sequence x (n) given below :
.a
x (n) = (1,1,1,1,0,0,0,0)
w
Solution
w
The complex basis functions, W for 0 n 7 lie on a circle of unit radius as shown in Fig. Ex.3
w
W86
W85 W87
W83 W81
W82
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W 83 = e -j3/4 = 1 j 1
2 2
W 84 0
= -W8 = -1
m
By definition, the DFT of x (n) is
co
X ( k) = DFTI (x (n))
= W8kn
s.
= 1+1 x W k + W -2k + W 3k .
8 8 8 bu
= 1 + W k + W 2k + W 3k k = 0, 17
8 8 8
X(0) = 1+1+1+1 = 4
X(1) = 1+ W 1 + W 2 + W 3 = 1 j2.414
la
8 8 8
X(2) = 1+ W 2 + W 4+ W 6 = 0
8 8 8
yl
X(3) = 1+ W 3 + W 6+ W 1 = 1 j0.414
8 8 8
lls
X(4) = 1 + W 4 + W 0+ W 4 = 0
8 8 8
X(5) = 1+ W 5 + W 2 + W 7 = 1+j0.414
.a
8 8 8
X(6) = 1+ W 6 + W 4 + W 2 = 0.
8 8 8
w
X(7) = 1+ W 7 + W 6 + W 5 = 1+j2.414
8 8 8
w
Please note the periodic property : WNa = WNa+N where a is any integer.
w
Example 2 : Compute the DFT of the sequence defined by x (n) = (-1) n for
a. = N= 3
b. N = 4,
c. N odd,
d. N even.
Solution
X (k) = DFT (x-n)
N-1
= (-1)n WNnk
n-0
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N-1
(-1)n [WNk] n
n=0
= 1 (1)N for W k -1
N
1+ WNk
a. N = 3
X(k) = 2 = 2 0 k 2
1+ WNk 1+ cos (2k/3) j sin ((2k/3)
m
N-1
X(2) (-1)n W42n
co
n=0
s.
= 1 - W42 + W44 - W46
= 1 (-1) + (-1)2 (-1)2 = 4
bu
Hence, X (k) = 48(k-2)
la
c. We know that
yl
lls
W42n e-j2 / N k
If N = 2k, we get WNk= -1.
.a
Since N is odd no k exists. This means to say that WNk -1 for all k from 0 to N-1.
w
Therefore,
X(k) = 2 0 k N-1
w
1+ WN k
w
X ( k) = 0 for k N/2
With k = 2, we get
N-1
And x (N/2) = [- WNk] n
n=0
N-1
= [1] = N
n=0
Hence X (k) = N (k-N/2)
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X(k) = (2,1+j,0,1 j)
Solution
m
WN-kn = [ WNkn]*
co
Since, N = 4, we get
s.
N-1
bu
x (n) = 1 X(k) W4-kn , 0 n 3
la
4 n=0
yl
4
.a
4
Hence, x (0) = 1 [2 + (1+j) +(1-j)] = 1
w
4
w
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N-1
X (k) = x(n) Wnkn , 0.1, N-1
n=0
m
co
Let us evaluate X (k) for different values of k in the range (0, N-1) as given below :
X (0) = WN0 x (0) + WN0 x (1) + + WN0 x (N-1)
s.
X (1) = WN0 x (0) + WN1 x (1) + + WN(N-1) x (N-1)
X (2) = WN0 x (0) + WN2 x (1) + + WN2(N-1) x (N-1)
bu
X (N-1) = WN0 x (0) + WN(N-1)x (1) + .. =+ WN(N-1) (N-1) x (N-1)
la
yl
Here X and x are (N x 1) matrices, and Wn is an (N x N) square matrix called the DFT matrix.
.a
X(0) W N0 W N0 W N0 W N0 x(0)
w
The elements WNkn of WN are called complex basis functions or twiddle factors.
Solution
With N = 4, W4 = e-j2 /4 = -j.
We know that
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X = WN x
X(0) W 40 W 40 W 40 W 40 x(0)
X(1) W 40 W 41 W 42 W 43 x(1)
X(2) = W 40 W 42 W 44 W 46 x(2)
X(3) W 40 W 43 W 46 W 40 x(3)
Exploiting the periodic property WN0 = WNn+N where a is any integer the above matrix relation
becomes.
m
co
X(0) W 40 W 40 W 40 W 40 x(0)
s.
X(2) = W 40 W 42 W 40 W 42 x(2)
bu
X(3) W 40 W 43 W 42 W 41 x(3)
la
X(0) 1 1 1 1 1
X(1) 1 -j -1 j 2
yl
X(2) = 1 -1 1 -1 1
lls
X(3) 1 j -1 -j 0
.a
Hence,
X(k) = (4, -j2, 0, j2)
w
w
We know that x = W N1 X
Premultiplying both the sides of the above equation by we get
WN-1X = x
Or x = WN-1X
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N-1
X (n) = 1 X(k) W , 0 n N-1
N k=0
N-1
= 1 X (k) [WNkn ]*
N k=0
The first set of N IDFT equation in N unknowns may be expressed in the matrix form as
x = 1 W*NX
N
m
Where W*N denotes the complex conjugate of WN. Comparision of equation (3.8) and (3.9)
leads us to conclude that
co
WN-1 = 1/N W*N
s.
This very important result shows that W-1N requires only conjugation of Wn multiplied by 1/N.
bu
an obvious computational advantage. The matrix relations (.7) and (.9) together define DFT as a
linear transformation.
la
yl
We know that
.a
N-1
x* (n) = 1 X(k) WN-kn , n= 0,1 . N-1
w
N k=0
w
w
Taking complex conjugates on both the sides of the above equation, we get
N-1
x*(n) = 1 X(k) WN-kn *
N k=0
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N-1
x*(n) = 1 X*(k) WN-kn * (10)
N k =0
The right hand side of equation (3.10) is recognized as the DFT of X* (k), so we can rewrite
equation (3.10) as follows :
m
The above results suggests the DFT algorithm itself can be used to find IDFT. In practice, this is
co
indeed what is done.
s.
6. Properties of DFT
In the following section, we shall discuss some of the important properties of the DFt. They are
bu
strikingly similar to other frequency domain transforms, but must always be used in keeping with
implied periodicity for both DFT and IDFT in time and frequency domains.
la
6.1 Linearity
yl
lls
If X1(k) and X2(k) are the DFTs of the sequence x1 (n) and x2 (n), respectively, both of lengths
N.
w
w
Proof :
w
N-1
We know that DFT [x(n)] = x(n) WNkn
n=0
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Solution
Given N = 4,
m
WN = e j2 /n W = e j /2
We know that, W 40 = 1
co
Hence, W 40 = 1
s.
W41 = e = -j
W43 = e = -1
bu
x1 (n) = cos ( /4 n )
Let
la
x2 (n) = sin ( /4 n )
yl
and
lls
Then, the values of x (n) and x2 (n) for 0 <n <3 tabulated below :
.a
0 1 0
w
1 1 1
w
2 2
2 0 1
3 -1 1
2 2
3
x1 (n) W4kn, k = 0,1,2,3
n=0
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2 2
Hence, X1 (0) = 1 + 1 1 = 1
2 2
X1 (1) = 1 + 1 W4 1 W43 = 1 j1.414
1
2 2
X1 (2) = 1 + 1 W4 1 W46
2
2 2
= 1 + 1 W4 1 W24 = 1
2
2 2
X1 (3) = 1 + 1 W4 1 W49
3
2 2
= 1 + 1 W4 1 W41
3
2 2
m
Similarly, X2 (k) = DFT (x2 (n))
co
3
x2 (n) W4kn
s.
n=0
X2 (k) = 1 W4k + W42k + 1 W43k
bu
2 2
Hence, X2 (0) = 1 + 1 + 1 = 2.414
la
2 2
yl
2 2
lls
2 0
X2 (2) = 1 W4 + W4 + 1 W49
.a
2 2
= 1 W4 + W46 + 1 W49 = -0.414
3
w
2 2
w
2 2
= 1 W43 + W42 + 1 W41 = -1
2 2
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It may be noted that the arrow, explicitly represents the position index of k = 0 or n = 0 of a
given sequence. The absence of this arrow also implicitly means that the first element in a
sequence always has the index k = 0 or n = 0.
Example Compute DFT (x(n)) of the sequence given below using the linearity property.
x (n) = cosh an, 0 n N-1
Solution
Given x(n) = cosh an, 0 n N-1
m
= DFT 1 ean + 1 e-an
co
2 2
Applying linearity property, we get
s.
X (k) = 1 DFT [e an ] + 1 DFT [e -an ], 0 n N-1
bu
2 2
We know from Example 3.5, that
DFT (b N ) = b N -1
la
, 0 k N-1
k
b WN -1
yl
2 e a(N) k
WN -1 e W Nk - 1
-a
l
.a
N 0 k N-1
1- 2 WNk cosha + WNk
w
Proof :
N=1
x (n) = 1 [ X (k) WN-kn
N k=0
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N=1
x (n-m) = 1 [ X (k) WNk(n-m)
N k=0
Since, the time shift is circular, we can write the above equation as
N=1
x (n-m) = 1 [ X (k) WNkm ] WN-kn
N k=0
x (n-m)N = IDFt [ X(k) WNkm]
or DFT [x(n-m) N ] = WNkm X (k)
In terms of the transform pair, we can write the above equation is
DFT
m
x (n-m)N WNkm X (k)
co
Example Find the 4- point DFT of the sequence, x(n) = (1, -1, 1, -1) Also, using time shift
property, find the DFT of the sequence, y(n) = x (n-2)4.
s.
Solution bu
Given N = 4
We know that
la
W40= 1, W41= -j
yl
W42 = -1, W 43 = j
lls
= x(n) W4kn , 0 k 3
w
n=0
= 1 W40k x 1 x W4k +1 x W42k - 1 x W43k
w
= 1- W41+W42k - W43k
w
X(0) = 1 -1 +1 -1 = 0
X(1) = 1 - W41+ W42- W43 = 0
X(2) = 1 - W42 + W44 - W46
= 1- W42+ W40 - W42 = 4
X(3) = 1 - W43 + W46- W49
= 1- W43 + W42- W41= 0
Given y (n) = x(n-2) 4
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Solution
a. Given
m
To generate x (n-2) move the last 2 samples of x (n) to the beginning.
That is, x (n-2) = (6,7,0,1,2,3,4,5)
co
s(n-2)g
s.
7 bu 5
6 4
2 3
la
1
yl
lls
0 1 2 3 4 5 6 7 n
.a
Example : Let X (k) donate a 6-point DFT of a length 6 real sequence, x(n). The sequence is
shown in Fig. Ex 3.17, without computing the IDFT, determine the length -6 sequence, y(n)
whose 6-point DFT is given by, Y (k) = W32k X(k)
1 2 3 x(n)
0
4 5
-1
Fig. Sequence x(n)
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Solution
We may write
W32k = e-j2/3nx2k
= e-j2/3nx2k
Hence, W32k = W64k
It is given in the problem that
Y(k) = W3 j2k X(k)
Y(k) = W64k X(k)
We know that DFT (x(n=m) N = WNmk X(k)
IDFT WNmk X(k) = x(n-m) N
Hence, y(n) = x(n-4)6
m
Since, x(n) = (1,-1,2,3,0,0)
We get x(n-4) is by moving the last 4 samples of x(n) to the beginning
co
y(n) = x(n-4) 6
= (2,3,0,0,1-1)
s.
bu
Circular frequency shift ( Multiplication by exponential in time-domain)
If DFT (x(n)) = X (k), then DFT = X (k-1) N.
la
Proof :
yl
lls
N-1
X (k) = DFT (x (n)) = x(n) WNkn, 0 k N-1
.a
n=0
N-1
w
Since, the shift is frequency is circular, we may write the above equation as
N-1
X(k-1)8 = { x(n) WN-ln } WNkn
n=0
Hence, DFT {x(n) WN-ln } = X (k=1)N
Example Compute the 4-point DFT of the sequence x (n) = (1,0,1,0), Also, find y (n) if Y (k) =
X (k-2) 4.
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Solution
Given N = 4.
Also W40 = 1, W4l =-j, W42 =-1, W43 =j,
m
X(3) = 1+W24 = 0
co
X(0) = 1+1= 2
X(k) = X(k-2))4
s.
Given Y(k) = X(k-2) 4 bu
We know that, DFT (WN-ln x (n)) = X(k-l)N
la
y(1) = W4-2 x (1) = 0
w
= W4-0 x (2) = 1x 1 =1
w
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Circular convolution
Unlike DFT convolution in DFT in circular consider two sequence x(n) and y(n) the
circular convolution of x(n) and y(n) in given by
N-1
x(n+N) = 1 x(n-m) Nh(m) 0 n N-1
m=0
N-1
= x(m) h(n-m) n
n=0
Point to be noted here in that x(n) and y(n) should be of same length
m
co
s.
Example : bu
Let x (n) = 1,1,1 y (n) = 1,-2,2
Retain x (n) as it is and circularly fold y (n) i.e. y(n) = 1,2,-2.
la
yl
h (n) = 1,1,1
w
w
w
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Summary
N-1
1) x (k) = x(n) e-jwn
n=0
N-1
= x(n) Wnkn
n=0
N-1
2) x (n) = 1 x(n) Wnkn 0 n N-1
N k=0
3) Periodicity of Wnkn
om
6
W
8
.c
5 7
W W
8 8
W
4
8
W
0
6 8
=W
4
b us W
N
=W
N
+N
-W78= W38
1 5
la
W = -W
8 8
2
yl
W
8
8
lls
=W 8
4) DFT { ax1(n) + bx2(n) } = ax1 (k) + bx2(k)
.a
w
n N
7) X (k) = Xy (N-k)
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