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( ) ∑ x(m) e
∞
~ ~
X e jω = − jmω
(10.1)
m = −∞
∑ x(m) < ∞ .
m = −∞
(10.2)
Since
( ) ∑ x(m) e
∞ ∞
X e j(ω+ 2 π ) = − jm (ω
∑ x(m) e
~ ~ +2π) ~ − jm 2 π
− jmω
= e =
m = −∞ m = −∞
( )
∞
∑ x(m) e
~
− jmω ~
= = X e jω
m = −∞
( ) ∑ ~c e
∞ ∞
∑ ~c
~ ~ ~
X e jω = m
jmω
= −m e
− jmω
(10.3)
m = −∞ m = −∞
where
∫ ( )
1 ~ ~ ~
c~− m = X e jω e jmω dω . (10.4)
2π − π
Comparison of equations (10.1) and (10.3) shows that the discrete signal x (m )
~
( )
corresponding to the spectrum X e jω is x (m ) = ~
c . Therefore, from equation −m
(10.4) the inverse discrete-time Fourier transform is
π
x(m ) = ∫ ( )
1 ~ ~ ~
X e j ω e j m ω dω . (10.5)
2π − π
To shed more light on the subject we will derive the DTFT using an
alternative approach.
Let us consider the Fourier transform of a continuous-time signal x(t )
∞
X ( jω) = ∫ x(t ) e
− jωt
dt .
−∞
∞
X ( jω) ≅ ∑ x(mT ) e
m = −∞
s
− jωmTs
Ts (10.6)
~ = ωT = ω .
ω s
fs
( ) ∑ x(m) e
∞
~ ~m
X e jω = − jω
. (10.7)
m = −∞
Example 10.1
x (m ) = a mu (m ) a <1.
( ) ∑a ∑ (ae )
∞ ∞
~ ~ ~ m
X e jω = m − jmω
e = − jω
.
m=0 m=0
Since the expression on the right hand side is the geometric series, we obtain
( )
X e jω =
~ 1
~
1 − ae − jω
provided a < 1 .
Example 10.2
( ) ∑ δ(m)e
∞
~ ~m
X e jω = − jω
= 1.
m = −∞
224
Periodicity
This property has already been considered and it can be written as follows
( )
X e j(ω + 2 π ) = X e jω .
~
( ) ~
(10.8)
Linearity
The DTFT is a linear operator, i.e. the discrete-time Fourier transform of a signal
x (m ) = a1 x1 (m ) + a2 x2 (m )
is
( )~
( ) ~
X e jω = a1 X 1 e jω + a2 X 2 e jω ( ) ~
( )
where X k e jω is the DTFT of xk (m )
~
(k = 1, 2) .
Shifting
x̂ (m ) = x (m − m0 ) .
( ) ∑ x(m − m ) e
∞ ∞
∑ x(m − m ) e − j( m − m 0 )ω
~ ~ ~ − jm ω~
X̂ e jω = 0
− j mω
= 0 e 0
.
m = −∞ m = −∞
Let k = m − m0 , then
( ) ( )
∞
∑ x(k ) e
~ ~ ~ ~ ~
X̂ e jω = e − jm0 ω − jkω
= e − jm0 ω X e jω .
k = −∞
Thus, we conclude that shifting in time results in the multiplication of the DTFT
~
by a complex exponential e − jm0 ω .
225
Example 10.3
Let us consider the shifted unit sample x (m ) = δ(m − m0 ) . Using the shifting
property and knowing that the DTFT of δ(m ) is 1, we obtain
( ) ~
X e jω = e − jm0ω .
~
Frequency shifting
( ) ∑ x(m) e ( )
∞ ∞
∑ x(m) e − jm ( ω
~ −ω )
= X e j(ω − ω0 ) .
~ jmω 0 ~ ~
X̂ e jω = e − jmω = 0
m = −∞ m = −∞
Convolution theorem
∞
x(m ) ∗ y (m ) = ∑ x(k ) y (m − k ) .
k = −∞
∞
⎛ ∞ ⎞ − jmω~ ∞
⎛ ∞
~⎞
∑ ∑ ⎜
⎜
m = −∞ ⎝ k = −∞
x (k ) y (m − k ) ⎟e
⎟
⎠
= ∑ ⎜ x (k )
⎜
k = −∞ ⎝
∑
m = −∞
y (m − k ) e − jmω ⎟⎟ =
⎠
∞ ⎛
⎛ ~⎞ ~⎞
∞ ∞ ∞
∑ ∑
⎜ x (k ) ( ) − j( m − k )ω
∑ ⎜ x (k ) e − jkω~
∑ ( ) ⎟=
~ − jkω
= y m − k e e ⎟= y p e − jpω
⎜ ⎟ ⎜ ⎟
k = −∞ ⎝ m = −∞ ⎠ k = −∞ ⎝ p = −∞ ⎠
= X (e )Y (e )
~
jω ~
jω
226
Parseval’s theorem
∫ ( )
∞
∑ x (m ) =
1 ~ 2
X e jω ~.
2
dω (10.9)
m = −∞ 2π − π
In Section 12 it will be shown that this equation gives signal energy in the time
domain and in the frequency domain.
N −1 N −1 2π
−j
∑x ∑x
mn
− mn
Xn = mw = me
N n = 0,1, " ," N − 1 . (10.10)
m=0 m=0
( ) ∑x e
N −1
~ ~
X e jω = m
− j mω
. (10.11)
m=0
X n = X e jω( ) ~
~ = 2 πn
ω
n = 0,1, " ," N − 1 . (10.12)
N
Equation (10.12) states that the coefficients of the DFT are samples of the
continuous spectrum given by the DTFT at ω ~ = 2π n .
N
Note that the DFT coefficients correspond to N samples of the X ( z ) taken at N
equally spaced points around the unit circle
227
2π
j n
z=e N n = 0,1, " , N − 1 .
x(m ) = 1 ↔ ( )
X e jω = 2πδ(ω
~ ~) . (10.13)
Note that the signal x (m ) = 1 does not have the DTFT in the ordinary sense
because the series
∞
∑e
~
− jm ω
m = −∞
π
x(m ) = δ(ω
~ + ω ) e jmω~ dω
1 ~ = 1 e − jmω0
∫
2π − π
0
2π
or
x(m ) = e − jmω0 ↔ ( )
X e jω = 2πδ(ω
~ ~ +ω )
0 (10.14)
holds.
228
Likewise, we find
x(m ) = e jmω0 ↔ ( )
X e jω = 2πδ(ω
~ ~ − ω ).
0 (10.15)
Since
cos(ω0 m + α ) =
1 j( ω 0 m + α ) 1 − j( ω 0 m + α )
e + e =
2 2
1 1
= e jα e jω0 m + e − jα e − jω0 m
2 2
then using (10.14) and (10.15) we determine the DTFT of the signal
x (m ) = cos (ω0 m + α ) as follows:
( )~
X e jω =
2
e 2πδ(ω
1 jα ~ − ω ) + 1 e − jα 2πδ(ω
0
2
~ +ω )=
0
(
= π e jα δ ( ω
~ − ω ) + e − jα δ ( ω
0
~ +ω )
0 )
or
( ) (
x(m ) = cos (ω0 m + α ) ↔ X e jω = π e jα δ(ω
~ ~ − ω ) + e − jα δ(ω
0
~ +ω ) .
0 ) (10.16)
A similar approach leads to the DTFT of the signal x(m ) = sin (ω0 m + α )
( )~
X e jω =
2j
e 2πδ(ω
1 jα ~ − ω ) − 1 e − jα 2πδ(ω
0
2j
~ + ω )=
0
(
= jπ e − jα δ(ω
~ + ω ) − e jα δ(ω
0
~ −ω )
0 )
or
( ) (
x(m ) = sin (ω0 m + α ) ↔ X e jω = jπ e − jα δ(ω
~ ~ + ω ) − e jα δ(ω
0
~ −ω ) .
0 ) (10.17)
229
x(m ) = cos ω0 m ↔ ( )
X e jω = π(δ(ω
~ ~ + ω ))
~ − ω ) + δ(ω
0 0 (10.18)
x(m ) = sin ω0 m ↔ ( )
X e jω = jπ(δ(ω
~ ~ − ω )) .
~ + ω ) − δ( ω
0 0 (10.19)
∞
y (m ) = h(m ) ∗ x(m ) = ∑ h(k ) x(m − k ) .
k = −∞
x(m) y(m)
h(m)
( ) ~
( ) ( )
~
Y e jω = H e jω X e jω
~
(10.20)
( ) ( )
where Y e jω is the DTFT of the output y (m ) , X e jω is the DTFT of the input
~ ~
( )
x (m ) and H e jω is called the frequency response function of the discrete
~
system.
( )
~ ~
Note that H e jω is, in general, a complex-valued function of the frequency ω
and can be written in the polar representation
H e jω = H e jω e jφ H (e
( )~
( )~ ~
jω
). (10.21)
230
Thus, the frequency response function of the discrete system is the DTFT of the
unit sample response h(m ) and is a continuous function of ω ~ . Having the
magnitude H e jω ( ) ~
( )
~
and the phase φ H e jω we find:
( ) ~
Y e jω = H e jω ( ) X (e )
~ ~
jω
(10.22)
( ) ~
( ) ~
φY e jω = φ H e jω + φ X e jω . ( ) ~
(10.23)
Example 10.4
x (m ) = Acos (ω0 m + α )
( )
~
(
X e jω = πA e jα δ(ω
~ − ω ) + e − j α δ( ω
0
~ +ω ) .
0 )
Hence, we obtain
( )
~ ~
( )
Y e jω = πAH e jω e jα δ (ω ~ − ω ) + πAH e jω~ e − jα δ (ω
0 ( )~ +ω )=
0
jα
( jω 0 ~
= πA e H (e ) δ (ω − ω0 ) + e H (e − jα − jω 0 ~
) δ (ω + ω0 ) = )
= πA H e ( ( )
jω 0
δ (ω − ω0 )e
~ j( φ H + α )
+ He jω 0
δ (ω( )
~ + ω ) e − j( φ H + α ) .
0 )
To find y (m ) , we use the inverse DTFT
∫( ( ) )
π
Aπ
y (m ) = H e jω0 (δ(ω
~ − ω ) e j(φ H + α ) + δ(ω
~ + ω ) e − j(φ H + α ) ) e jmω~ dω
~=
2π − π
0 0
=
A
2
( ) (e (
H e jω 0 )
+e (
j ω0 m + φ H + α − j ω0 m + φ H + α )
)=
= A H (e ) cos (ω m + φ + α ) .
jω 0
0 H