FFT-based filtering and the Short-Time Fourier Transform (STFT)

R.C. Maher

ECEN4002/5002 DSP Laboratory Spring 2002

Using the FFT for DSP

Because the FFT provides the means to reduce the computational complexity of the DFT from order (N2) to order (N log2(N)), it is often desirable to do FFT-based processing for DSP systems Even the computational cost of doing both FFT and IFFT may be less than conventional methods
ECEN4002 Spring 2002 Fast Convolution and the STFT R. C. Maher 2

Linear Convolution via FFT

Convolution
FIR digital filter computes the linear convolution of the unit sample response with the input signal A filter of length P requires P2 complexity Recall that convolution in time domain is multiplication in frequency domain So, consider multiplying signal and filter transforms in the frequency domain
ECEN4002 Spring 2002 Fast Convolution and the STFT R. C. Maher 4

Circular Convolution
The DFT is a sampled version of the Fourier transform, so multiplying DFTs corresponds to circular convolution Circular convolution can be thought of as time-domain aliasing If we want linear convolution, we must ensure time-limited input signals to avoid time-domain aliasing (like bandlimiting to avoid frequency-domain aliasing)
ECEN4002 Spring 2002 Fast Convolution and the STFT R. C. Maher 5

Linear convolution with the DFT

Consider a unit sample response h[n] with finite length P, and a signal x[n] of length L Linear convolution h*x has length L+P-1 To avoid time-domain aliasing, we zero pad both sequences to at least length L+P-1, do FFT, multiply the transforms, then IFFT to get L+P-1 result
ECEN4002 Spring 2002 Fast Convolution and the STFT R. C. Maher 6

Overlap Processing
Now consider filter response of length P, but assume input signal is of arbitrarily long length: need to run filter on the fly as blocks of input data become available Plan: break signal into consecutive blocks of length L, pad each with zeros to length L+P-1, and do FFT/multiply/IFFT
ECEN4002 Spring 2002 Fast Convolution and the STFT R. C. Maher 7

Overlap algorithm
Note that the last P-1 output samples will overlap the start of the next block, and the overlapping points must be added to get the proper response. This is known as the overlap-add algorithm.

ECEN4002 Spring 2002

Fast Convolution and the STFT

R. C. Maher

Overlap-Add Process
0 L 2L 3L 4L

h[n]

x[n] y0[n]=h[n]*x0[n] y1[n]=h[n]*x1[n] y2[n]=h[n]*x2[n] y3[n]=h[n]*x3[n]

ECEN4002 Spring 2002

Fast Convolution and the STFT

R. C. Maher

Short-Time Fourier Transform

Short-Time Fourier Transform

It is often desirable to have an estimate of the input signal spectrum for a short interval, especially for non-stationary signals. Want to see changes in spectrum with time. The Fourier transform gives the frequency response, but it has infinite summation
X e j
ECEN4002 Spring 2002

x[n]e
n

jn

Fast Convolution and the STFT

R. C. Maher

11

STFT (cont.)
Consider calculating a spectral snapshot by calculating Fourier transform of a short interval of the input signal
w[n-m] x[n]

ECEN4002 Spring 2002

Fast Convolution and the STFT

R. C. Maher

12

STFT (cont.)
Express the short-time Fourier transform as a 2dimensional signal
X n, X n, k
m

x[n]w[n m]e

jm

DTSTFT

x[n]w[n m]e j 2mk N DSTFT

Multiplying signal by a short time function causes smeared spectrum: convolution of the transforms
ECEN4002 Spring 2002 Fast Convolution and the STFT R. C. Maher 13

STFT viewpoints
Fourier transform viewpoint: group x[]w[]
Take a sequence of DFTs as the window w[nm] slides along the signal

Filter bank viewpoint: group x[n]e-jn

Transform of w[n] is a low pass function x[n]e-jn is modulation: shifts spectrum of x[n] by , where it can be filtered by low pass function
ECEN4002 Spring 2002 Fast Convolution and the STFT R. C. Maher 14

STFT Reconstruction
With some restrictions, it is possible to do perfect reconstruction. STFT and inverse STFT are a transform pair. Typically use overlapping window functions during analysis, then overlap-add during synthesis

ECEN4002 Spring 2002

Fast Convolution and the STFT

R. C. Maher

15

DSP Analysis/Process/Synthesis
Read in then next overlapping block of input samples Apply analysis window Perform FFT Do frequency domain processing Perform IFFT Overlap-add into the output buffer
ECEN4002 Spring 2002 Fast Convolution and the STFT R. C. Maher 16