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ECE

EE 8443
3512 – PatternContinuous
– Signals: Recognition
and Discrete

DISCRETE-TIME FOURIER TRANSFORM

• Objectives:
Derivation of the DTFT
Transforms of Common Signals
Properties of the DTFT
Lowpass and Highpass Filters
Discrete-Time Fourier Series
• Assume x[n] is a discrete-time periodic signal. We want to represent it as a
weighted-sum of complex exponentials:
xn   ck e jk ( 2 / T ) n   ck e jk0n ,  0  2 / T
k  N  k  N 
Note that the notation <N> refers to performing the summation over an N
samples which constitute exactly one period.
• We can derive an expression for the coefficients by using a property of
orthogonal functions (which applies to the complex exponential above):
 N , k  0,  N ,  2 N , ...
 e jk ( 2 / N ) n
 
n  N   0, otherwise
 jr ( 2 / N ) n
• Multiplying both sides by e and summing over N terms:
 xne
n  N 
 jr ( 2 / N ) n
  c e
n  N  k  N 
k
jk ( 2 / N ) n
e  jr ( 2 / N ) n   c e
n  N  k  N 
k
j ( k  r )( 2 / N ) n

• Interchanging the order of summation on the right side:


 xne
n  N 
 jr ( 2 / N ) n
 c e
k  N 
k
n  N 
j ( k  r )( 2 / N ) n

• We can show that the second sum on the right equals N if k = r and 0 if k  r:

ck 
1
 xn e  jk ( 2 / N ) n

N n  N 

EE 3512: Lecture 16, Slide 1


Discrete-Time Fourier Series (Cont.)
• This provides a closed-form expression for the Discrete-Time Fourier Series:

xn  c e k
jk ( 2 / T ) n
 c e k
jk0 n
,  0  2 / T (synthesis )
k  N  k  N 

 xne  xne
1  jk ( 2 / N ) n 1  jk0 n
ck   (analysis)
N n  N  N n  N 

• Note that the DT Fourier Series coefficients can be interpreted as in the CT


case – they can be plotted as a function of frequency (k0) and demonstrate
the a periodic signal has a line spectrum.
• As expected, this DT Fourier Series (DTFS) obeys the same properties we
have seen for the CTFS and CTFT.
• Next, we will apply the DTFS to nonperiodic signals to produce the Discrete-
Time Fourier Transform (DTFT).

EE 3512: Lecture 16, Slide 2


Periodic Extension
• Assume x[n] is an aperiodic,
finite duration signal.
• Define a periodic extension of x[n]:
x n  x[n],
~ N N
n
2 2
x n  N   ~
~ x[n]
• Note that: ~ x n  x[n] as N  
• We can apply the complex Fourier series:
N /2
x n 
~
c e k
jk0 n
,  0  2 / T
k  N / 2
N /2 N2 
1 1 1
cn 
N
 x [n]e  jk0 n 
~
n N / 2 N
 x [n]e  jk0 n 
~
n   N1 N
 x[n]e
n  
 jk0 n

• Define: X e 

1
j

N
 x[n]e
n  
 j n
. Note this is periodic in  with period 2.

• This implies: c n 
N
1
 
X e jk0 . Note that these are evenly spaced samples of our
j
definition for X e .  
EE 3512: Lecture 16, Slide 3
The Discrete-Time Fourier Transform
• Derive an inverse transform:
2
   X e e  X e  e
N  N  N 
x n   ( ) X e jk0 e jk0 n 
~ 1 1 jk0 jk0 n 1 jk0 n
( ) jk 0
0
k  N  N 2 k  N  N 2 k  N 

 2 
• As N  , ~ x [n]  x[n],  0     0,   0   d
 N 
• This results in our Discrete-Time Fourier Transform:

 X e e d
1  
x[n]  j j n
(synthesis equation)
2 2

    x[n]e

j  jn
X e (analysis equation)
n  

Notes:
• The DTFT and inverse DTFT are not symmetric. One is integration over a
finite interval (2π), and the other is summation over infinite terms.
• The signal, x[n] is aperiodic, and hence, the transform is a continuous
function of frequency. (Recall, periodic signals have a line spectrum.)
• The DTFT is periodic with period 2. Later we will exploit this property to
develop a faster way to compute this transform.
EE 3512: Lecture 16, Slide 4
Example: Unit Pulse and Unit Step
• Unit Pulse:
x[n]   [n]

    x[n]e
 
X e j

n  
 jn
   [n]e
n  
 jn
1

The spectrum is a constant (and periodic over the range [-,].


• Shifted Unit Pulse:
x[n]   [n  n0 ]

    x[n]e
 
X e j

n  
 jn
   [n  n
n  
0 ]e  jn  e  jn0

X e   e
j
1 jn0
 
and X e j  e  jn0  n0
Time delay produces a phase shift linearly proportional to . Note that these
functions are also periodic over the range [-,].
• Unit Step: x[n]  u[n]
Since this is not a time-limited function, it has
no DTFT in the ordinary sense. However, it can  
X e j 
1
 j
  ( )
be shown that the inverse of this function is 1 e
a unit step:
EE 3512: Lecture 16, Slide 5
Example: Exponential Decay
• Consider an exponentially decaying signal:
x[n]  a n u[n] a  1

    x[n]e
  
X e j  jn
 a e n  jn
  (ae  j ) n
n   n 0 n 0

1

1  ae  j

 
X e j 
1
1  ae  j

1
(1  a cos( ))  ja sin(  )
1

(1  a cos( )) 2  (a sin(  )) 2

Note :
(1  a cos( )) 2  (a sin(  )) 2  1  2a cos( )  a 2 cos 2 ( )  a 2 sin 2 ( )  1  2a cos( )  a 2
Hence,

 
X e j 
1
1  2a cos( )  a 2
EE 3512: Lecture 16, Slide 6
The Spectrum of an Exponentially Decaying Signal

 
X e j
 0

1 Lowpass Filter:
1  2a cos(0)  a 2
1

(1  2a  a 2 )
1

(1  a) 2
1

1 a
 
X e j 
1
 
1  2a cos( )  a 2 Highpass Filter:
1

(1  2a  a 2 )
1

(1  a ) 2
1

1 a

EE 3512: Lecture 16, Slide 7


Finite Impulse Response Lowpass Filter

0, n   N1

h[n]  1,  N1  n  N1
0, n  N1

sin(  ( N1  1 / 2))
X e  e
N1 N1
j

n   N1
 jn
  ( e  j ) n 
n   N1 sin(  / 2)

• The frequency response of


a time-limited pulse is a
lowpass filter.
• We refer to this type of
filter as a finite impulse
response (FIR) filter.
• In the CT case, we obtained
a sinc function (sin(x)/x) for the frequency response. This is close to a sinc
function, and is periodic with period 2.
EE 3512: Lecture 16, Slide 8
Example: Ideal Lowpass Filter (Inverse)

sin  c n 
c
1
h[n] 
2 
c
(1)e jn d 
n

The Ideal Lowpass


Filter Is Noncausal!

EE 3512: Lecture 16, Slide 9


Properties of the DTFT
• Periodicity:  
  (different from the CTFT)
X e j (  2 )  X e j
• Linearity: ax[n]  by[n]  aX e   bY e 
j j

• Time Shifting: xn  n   e


0 X e 
 jn0 j

• Frequency Shifting: e xn  X e


 j0 n
j ( 0 )

Example: y[n]  e jn xn  (1) n x[n]

 Note the role


periodicity
plays in the
result.

EE 3512: Lecture 16, Slide 10


Properties of the DTFT (Cont.)
• Time Reversal:  
x[n]  X e  j
• Conjugate Symmetry: x[n] real  X e   X e   j * j

Also: X e  and ReX e  are even functions


j j

X e  and ImX e  are odd functions


j j

x[n] is real and even, X e  is real and even


j

x[n] is real and odd, X e  is purely imaginary and odd


j

• Differentiation in
Frequency:
nx[n]  j
d
d
 
[ X e j ]

 

1

2

j
 d
2
• Parseval’s Relation: x[ n ] X e
n   2 2
• Convolution: y[n]  x[n] * h[n]  Y (e j )  H (e j ) X (e j )

EE 3512: Lecture 16, Slide 11


Properties of the DTFT (Cont.)
• Time-Scaling:  x[n / k ] if n is a multiple of k
x k [ n]    X (e jk )
 0 otherwise

EE 3512: Lecture 16, Slide 12


Example: Convolution For A Sinewave

EE 3512: Lecture 16, Slide 13


Summary
• Introduced the Discrete-Time Fourier Transform (DTFT) that is the analog of
the Continuous-Time Fourier Transform.
• Worked several examples.
• Discussed properties:

EE 3512: Lecture 16, Slide 14