Lecture X: Discrete-time Fourier transform

Maxim Raginsky
BME 171: Signals and Systems
Duke University
October 15, 2008
Maxim Raginsky Lecture X: Discrete-time Fourier transform
This lecture
Plan for the lecture:
1
Recap: Fourier transform for continuous-time signals
2
Frequency content of discrete-time signals: the DTFT
3
Examples of DTFT
4
Inverse DTFT
5
Properties of the DTFT
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Recap: Fourier transform
Recall from the last lecture that any suciently regular (e.g.,
nite-energy) continuous-time signal x(t) can be represented in frequency
domain via its Fourier transform
X() =
_

x(t)e
jt
dt.
We can recover x(t) from X() via the inverse Fourier transform formula:
x(t) =
1
2
_

X()e
jt
d.
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Spectral content of discrete-time signals
In this lecture, we will look at one way of describing discrete-time signals
through their frequency content: the discrete-time Fourier transform
(DTFT).
Any discrete-time signal x[n] that is absolutely summable, i.e.,

n=
|x[n]| < +,
has a DTFT X(), < < , given by
X() =

n=
x[n]e
jn
Note that, even though the underlying signal x[n] is discrete-time, the
DTFT is a function of a continuous frequency .
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Periodicity of the DTFT
The rst thing to note is that the DTFT X() of x[n] is 2-periodic:
X( + 2) =

n=
x[n]e
jn(+2)
=

n=
x[n]e
jn
e
j2n
. .
=1
=

n=
x[n]e
jn
= X().
This periodicity is due to the discrete-time nature of the signal. Thus,
when working with DTFTs, we only need to look at the range
0 2 (or ).
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Computing DTFTs: an example
Consider
x[n] =
_
a
n
, q
1
n q
2
0, otherwise
Then
X() =
q
2

n=q
1
a
n
e
jn
=
q
2

n=q
1
(ae
j
)
n
=
(ae
j
)
q
1
(ae
j
)
q
2
+1
1 ae
j
In the last step, we used the formula
q
2

n=q
1
r
n
=
r
q
1
r
q
2
+1
1 r
,
valid whenever q
1
and q
2
are integers with q
2
> q
1
and r is any real or
complex number.
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Computing DTFTs: another example
Consider the signal
x[n] = a
n
u[n],
where |a| < 1. Then
X() =

n=0
a
n
e
jn
=

n=0
(ae
j
)
n
=
1
1 ae
j
,
where we used the formula

n=0
r
n
=
1
1 r
,
valid for any real or complex number r satisfying |r| < 1.
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Computing DTFTs: another example
Consider the rectangular pulse
x[n] =
_
1, n = q, q + 1, . . . , q 1, q
0, otherwise
Then
X() =
q

n=q
e
jn
=
(e
j
)
q
(e
j
)
q+1
1 e
j
=
e
jq
e
jq
e
j
1 e
j

e
j/2
e
j/2
=
e
j(q+1/2)
e
j(q+1/2)
e
j/2
e
j/2
=
sin[(q + 1/2)]
sin(/2)
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Inverse DTFT
We can recover the original signal x[n] from its DTFT X() via the
inverse DTFT formula
x[n] =
1
2
_
2
0
X()e
jn
d.
Proof: use orthonormality of complex exponentials
1
2
_
2
0
X()e
jn
d =
1
2
_
2
0
_

m=
x[m]e
jm
_
e
jn
d
=

m=
x[m]
1
2
_
2
0
e
j(nm)
d
. .
=[nm]
=

m=
x[m][n m],
= x[n]
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Properties of the DTFT
Like its continuous-time counterpart, the DTFT has several very useful
properties. These are listed in any text on signals and systems. We will
take a look at a couple of them.
First of all, the DTFT is linear: if
x
1
[n] X
1
() and x
2
[n] X
2
(),
then
c
1
x
1
[n] + c
2
x
2
[n] c
1
X
1
() + c
2
X
2
()
for any two constants c
1
, c
2
.
The proof is obvious from denitions.
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Convolution in time domain
If x[n] X() and v[n] V (), then
x[n] v[n] X()V ().
Proof: let y[n] = x[n] v[n]. Then
Y () =

n=
(x[n] v[n])e
jn
=

n=
_

k=
x[k]v[n k]
_
e
jn
=

k=
x[k]
_

n=
v[n k]e
jn
_
=

k=
x[k]
_

=
v[n

]e
j(n

+k)
_
=
_

k=
x[k]e
jk
_
. .
=X()
_

n=
v[n]e
jn
_
. .
=V ()
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Parsevals theorem
If x[n] and v[n] are real-valued signals, then

n=
x[n]v[n] =
1
2
_
2
0
X()V ()d.
Proof:

n=
x[n]v[n] =

n=
x[n]
_
1
2
_
2
0
V ()e
jn
d
_
=
1
2
_
2
0
V ()
_

n=
x[n]e
jn
_
d
=
1
2
_
2
0
V ()
_

n=
x[n]e
j()n
_
. .
=X()
d
=
1
2
_
2
0
V ()X()d
where we used the fact that x[n] is real-valued.
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Parsevals theorem: contd
An important consequence of Parsevals theorem is that the signal energy

n=
x
2
[n]
can be computed also in the frequency domain:

n=
x
2
[n] =
1
2
_
2
0
|X()|
2
d
Maxim Raginsky Lecture X: Discrete-time Fourier transform
Summary of the DTFT
The discrete-time Fourier transform (DTFT) gives us a way of
representing frequency content of discrete-time signals.
The DTFT X() of a discrete-time signal x[n] is a function of a
continuous frequency . One way to think about the DTFT is to view
x[n] as a sampled version of a continuous-time signal x(t):
x[n] = x(nT), n = . . . , 2, 1, 0, 1, 2, . . . ,
where T is a suciently small sampling step. Then X() can be thought
of as a discretization of X().
Due to discrete-time nature of the original signal, the DTFT is
2-periodic. Hence, = 2 is the highest frequency component a
discrete-time signal can have.
The DTFT possesses several important properties, which can be
exploited both in calculations and in conceptual reasoning about
discrete-time signals and systems.
Maxim Raginsky Lecture X: Discrete-time Fourier transform