DFT

Digital Signal Processing
www.ptcdb.edu.ps
PALESTINE
TECHNICAL COLLEGE
Eng. Akram Abu Garad
Chapter 3 Discrete Fourier
Transform
Discrete-Time Fourier Transform.
Discrete Fourier Transform.
Discrete Fourier Transform Properties.
Fast Fourier Transform.
Discrete Fourier Transform
3.1. Discrete-Time Fourier Transform
3
A linear and time-invariant system can be represented
using its response to the unit sample sequence.
h(n) is called as the unit impulse response
y(n)=x(n)*h(n): system response
We can also represent any arbitrary discrete signal as a
linear combination of basis signals.
Each basis signal set provides a new signal representation.
When the system is linear and time-invariant, only one
representation stands out as the most useful. It is based on
the complex exponential signal set:
{ }
n j
e
e
is called the discrete-time Fourier Transform.
3
The concept of the frequency response of LTI systems is
essentially the same for continuous-time and discrete-time
systems. However, an important distinction arises because the
frequency response of discrete-time linear time-invariant
systems is always a periodic function of the frequency variable
with period 2.
The Discrete-Time Fourier Transform DTFT is a representation
of the sequence in terms of the complex exponential sequence
{e
-jn
} where is a real frequency variable.
3
( ) ( ) ( )
k
y n h k x n k
=
=
LTI system
( ) h n
Complex-valued
exponential signal
( )
j n
x n e
e
=
impulse response
LTI system output
( ) y n
The DTFT provides the frequency-domain () representation
for absolutely summable sequences.
3
Frequency-Domain Representation of DT Signals and Systems:
The eigenfunctions for Linear Time-Invariant System: e
jn
.
The eigenvalue H(e
j
) is the change in complex amplitude of a complex
exponential input signal is called the frequency response of the system.
LTI system output:
( )
( ) ( ) ( ) ( )
( ) ( )
j n k
k k
j k j n j n j k
k k
y n h k x n k h k e
h k e e e h k e
e
e e e e

= =

= =
= = =
= =

( ) ( )
j n j
y n e H e
e e
=
Frequency response: ( ) ( )
j j k
k
H e h k e
e e
=
=

3
( )
( ) ( )
j j j
H e H e e
e e | e
=
( ) Re ( ) Im ( )
j j j
H e H e j H e
e e e
( (
= +

( ) ( )cos ( )sin
j
k k
H e h k k j h k k
e
e e

= =
(
= +
(

Re ( ) ( )cos
j
k
H e h k k
e
e
=
(
=

Im ( ) ( )sin
j
k
H e h k k
e
e
=
(
=

3
Magnitude response:
2 2
( ) Re ( ) Im ( )
j j j
H e H e H e
e e e
( (
= +

Im ( )
( ) arg ( )
Re ( )
j
j
j
H e
H e arctg
H e
e
e
e
| e
(

(
= =

(

Phase response:
3
The Fourier Transform X(e
j
) of a sequence x(n) is a periodic
function in with a period 2,
( ) ( )
j j k
k
H e h k e
e e
=
=

3
Relationship between the impulse response
and frequency response:
Frequency Response:
1
( ) ( )
2
j j n
h n H e e d
t
e e
t
e
t

=
}
Impulse Response:
3
Fourier Transform of Discrete Signals and Frequency-
Domain Description of LTI Systems:
LTI system
( ) h n
impulse response
( )
j
H e
e
frequency response
input signal
( ), ( )
j
x n X e
e
output signal
( ), ( )
j
y n Y e
e
3
The input signal x(n) and the spectrum of x(n):
( ) ( )
j j k
k
X e x k e
e e
=
=

1
( ) ( )
2
j j n
x n X e e d
t
e e
t
e
t

=
}
( ) ( )
j j k
k
Y e y k e
e e
=
=

1
( ) ( )
2
j j n
y n Y e e d
t
e e
t
e
t

=
}
The output signal y(n) and the spectrum of y(n):
( ) ( )
j j k
k
H e h k e
e e
=
=

1
( ) ( )
2
j j n
h n H e e d
t
e e
t
e
t

=
}
The impulse response h(n) and the spectrum of h(n):
Frequency-domain description of LTI system:
( ) ( ) ( )
j j j
Y e H e X e
e e e
=
3
A conjugate-symmetric sequence x
e
[n] is
defined as a sequence for which x
e
[n] = x
e
*[-n].
A conjugate-anti-symmetric sequence x
o
[n] is
defined as a sequence for which x
o
[n] = -x
o
*[-n].
Any sequence x[n] = x
e
[n] + x
o
[n]
Where x
e
[n] = (x[n] + x
*
[-n])/2 = x
e
*
[-n]
and x
o
[n] = (x[n] - x
*
[-n])/2 = -x
o
*
[-n]
A real sequence that is conjugate symmetric is
called an even sequence
x
e
[n] = x
e
[-n]
A real sequence that is conjugate anti-
symmetric is called an odd sequence
x
o
[n] = -x
o
[-n].
Symmetry Properties of the Fourier Transform:
3
Properties of DTFT:
Parsevals Theorem:
Conversion of energy theorem
3
Some Common DTFT Pairs:
Some useful Common DTFT Pairs
1 a , ) ( ) ( < = n u a n x
n

=
= =
0
) ( ) (
n
jwn n
n
jwn n jw
e a e n u a e X

= =
0
1
1
) (
n
jw
n jw
ae
ae
3
Example:
Determine a DTFT of x(n) sequence
For a = 0.5
3
Example:
Determine a DTFT of
3
Example:
A LTI system characterized by its
impulse response
Determine the spectrum output signal
when the system is excited by input
Solution:
Frequency Response:
Input Fourier Transform
The output
3
Example:
Determine x(n)
for n = 0
3
3.2. Discrete Fourier Transform
The DFT provides uniformly spaced samples of the Discrete-
Time Fourier Transform (DTFT).
=
1
0
2
] [ ] [
N
n
N
nk
j
e n x k X
t
=
=
1
0
2
] [
1
] [
N
n
N
nk
j
e k X
N
n x
t
Discrete Fourier transform (DFT) of a discrete-time signal x[n]
with finite extent n e [0, N-1]
Twiddle factor:
3
Let N-point vector x
N
of the signal sequence x(n) , n = 0, 1, 2, .(N-1)
and N-point vector X
N
of frequency samples and NxN matrix W
N
as
3
With these definitions, the N-point DFT
may be expressed in matrix form as,
The inverse DFT
Or
I
N
is an NxN identity matrix.
3
Example:
Compute the DFT of the 4-point sequence
then
3
Example:
Determine Discrete Fourier Transform (DFT) of the following sequence:
x[n] = a
n
U

[n]
1 < a

=
= =
n
N
n
k j
s
n
n
N
n
k j
e n U a e nT x k x
t t 2 2
) ( ) ( ] [

=
= =
0
2
0
2
) ( ] [
n
n
N
k
j
n
N
n
k j
n
ae e a k x
t
t

N
k
j
ae
k x
t 2
1
1
] [
=
k = 0 , 1 , 2 , 3 , .., N-1
3
Example:
Determine Discrete Fourier Transform (DFT) of the following sequence:
x[n] = a
n
U

[n+3] 1 < a

=
+ = =
n
N
n
k j
s
n
n
N
n
k j
e n U a e nT x k x
t t 2 2
) 3 ( ) ( ] [

=
+ = =
1
3
2
0
2
3
2
) ( ) ( ] [
n
n
N
k
j
n
n
N
k
j
n
N
n
k j
n
ae ae e a k x
t t
t
N
k
j
k j
ae
e a
k x
t
t
2
6 3
1
] [
=
k = 0 , 1 , 2 , 3 , , N-1
3
3.3. Discrete Fourier Transform Properties
Periodicity:
If x(n) and X(k) are N-point DFT pairs
Linearity:
3
Circular Convolution:
3
Multiplication of 2 sequence:
Suppose we have 2 finite-duration sequences of length N,
x
1
(n) and x
2
(n)
Convolution
Sum
called Circular Convolution
3
3
3
Example:
Perform the circular convolution of the following 2 sequence:
m=0
m=1
m=2
m=3
= 14
= 14
= 16
= 16
3
3
3
Circular Convolution
3
Example:
Using DFT and IDFT determine the sequence x
3
(n) corresponding to
the circular convolution of the sequences x
1
(n) and x
2
(n) given in the
previous example.
3
Example: (cont.)
IDFT
=
=
1
0
2
] [
1
] [
N
n
N
nk
j
e k X
N
n x
t
1/4
3
3
3.4. Fast Fourier Transform
The DFT is computable transform, the straightforward implementation
is very inefficient, especially when the sequence length N is large.
FFT decomposes the computation of the DFT of a sequence of length N
into successively smaller DFTs.
DFT definition:
=
1
0
2
] [ ] [
N
n
N
nk
j
e n x k X
t
=
=
1
0
2
] [
1
] [
N
n
N
nk
j
e k X
N
n x
t
Requires N
2
complex multiplies and N(N-1) complex additions.
X(k)=W
N
x(n) (W
N
: N*N, x: 1*N, X: 1*N).

=
=
1
0
] [ ] [
N
n
nk
N
W n x k X
3
Faster DFT computation:
Take advantage of the symmetry and periodicity of the complex
exponential (let W
N
=e
-j2/N
)
Symmetry:
Periodicity:
* ] [
) (
kn
N
kn
N
n N k
N
W W W = =

n N k
N
N n k
N
kn
N
W W W
] [ ] [ + +
= =
Note that two length N/2 DFTs take less computation than one length N
DFT: 2(N/2)
2
<N
2
Algorithms that exploit computational savings are collectively called
Fast Fourier Transforms. The common algorithm is Radix-2 FFT
C
N
=Nlog
2
N
For example:
Multiplication
is reduced by
factor 2
3
Derivation: Assume N is even and power of two

=
=
+ = =
1 1 1
0
] [ ] [ ] [ ] [
N
odd n
nk
N
N
even n
nk
N
N
n
nk
N
W n x W n x W n x k X
l
N
N
l
j
N
l
j
l
N
W e e W
2 /
2 /
2 2
2
2
= = =

t
t
Substitute n = 2r for n even and n = 2r+1 for odd

=
+
=
+ + =
1 2 /
0
) 1 2 (
1 2 /
0
2
] 1 2 [ ] 2 [ ] [
N
r
k r
N
N
r
rk
N
W r x W r x k X
( ) ( )

=
=
+ + =
1 2 /
0
2 2
1 2 /
0
] 1 2 [ ] 2 [
N
r
rk
N
k
N
rk
N
N
r
W r x W W r x
Using the property

=
=
+ + =
1 2 /
0
2 /
1 2 /
0
2 /
] 1 2 [ ] 2 [ ] [
N
r
rk
N
k
N
N
r
rk
N
W r x W W r x k X ] [ ] [ k H W k G
k
N
+ =
Derivation of the Radix-2 FFT Algorithm
3
Flow graph of N-point
DFT computation into
two (N/2)-point DFT
computation. (N = 8)
3
Further break down
3
Result
3
Flow graph of 2-point FFT
] 1 [ ] 0 [ ] 0 [ x x X + =
] 1 [ ] 0 [ ] 1 [ x x X =
1 , 0 ) ( ) (
1
0
2
= =

=
k W n x k X
n
nk
Two-Point DFT
) 1 ( ) 0 ( ) ( ) ( ) 0 (
1
0
1
0
0
2
x x n x W n x X
n n
n
+ = = =

= =
) ( ) ( ) 1 (
1
0
2
1
0
1
2
W n x W n x X
n
n
n
n
) 1 ( ) 0 ( x x
=
) 1 )( 1 ( ) 0 ( x x
+ =
) 1 ( ) 0 (
2 ) 2 / 1 (
2
W x x
+ =
) 1 ( ) 0 (
1
2
0
2
W x W x
+ =
= =

= =
3
3
Four-Point DFT
, 3 , 2 , 1 , 0 ) ( ) (
3
0
4
= =

=
k W n x k X
n
nk
) 3 ( ) 2 ( ) 1 ( ) 0 ( ) ( ) ( ) 0 (
3
0
3
0
0
4
x x x x n x W n x X
n n
n
+ + + = = =

= =
) 3 ( ) 2 ( ) 1 ( ) 0 (
) 3 ( ) 2 ( ) 1 ( ) 0 ( ) ( ) 1 (
3
4
2
4
1
4
0
4
3
0
4
jx x jx x
W x W x W x W x W n x X
n
n
+ =
+ + + = =
=
) 3 ( ) 2 ( ) 1 ( ) 0 (
) 3 ( ) ( ) 2 ( ) 1 ( ) 1 ( ) 0 (
) 3 ( ) 1 )( 2 ( ) 1 ( ) 0 (
) 3 ( ) 2 ( ) 1 ( ) 0 ( ) ( ) 3 (
1
4
2
4
3
4
9
4
6
4
3
4
0
4
3
0
3
4
jx x jx x
x j x jx x
W x W x W x x
n
n
+ =
+ + + =
+ + + =
+ + + = =
=
3
) 3 ( ) 2 ( ) 1 ( ) 0 (
) 3 ( ) 1 )( 2 ( ) 1 )( 1 ( ) 0 (
) 3 ( ) 2 ( ) 1 ( ) 0 ( ) ( ) 2 (
2
4
6
4
4
4
2
4
0
4
3
0
2
4
x x x x
W x x x x
n
n
+ =
+ + + =
+ + + = =
=
)] 3 ( ) 1 ( [ )] 2 ( ) 0 ( [ ) 3 (
)] 3 ( ) 1 ( [ )] 2 ( ) 0 ( [ ) 2 (
)] 3 ( ) 1 ( )[ ( )] 2 ( ) 0 ( [ ) 1 (
)] 3 ( ) 1 ( [ )] 2 ( ) 0 ( [ ) 0 (
x x j x x X
x x x x X
x x j x x X
x x x x X
+ =
+ + =
+ =
+ + + =
3
Example for N = 8
x
0

x
1

x
2

x
3

x
4

x
5

x
6

x
7

x
0

x
4

x
2

x
6

x
1

x
5

x
3

x
7

Spacing =1
x
0
x
4

x
2
+x
6

x
2
x
6

x
1
+x
5

x
1
x
5

x
3
+x
7

x
3
x
7

x
0
+x
4

e
4
= e
itk
e
2
= e
itk/2

Spacing =2
x
0
+x
4
+x
2
+x
6

x
0
-x
4
+i(x
2
-x
6
)
x
0
+x
4
-(x
2
+x
6
)
x
0
-x
4
-i(x
2
-x
6
)
x
1
+x
5
+x
3
+x
7

x
1
-x
5
+i(x
3
-x
7
)
x
1
+x
5
-(x
3
+x
7
)
x
1
-x
5
-i(x
3
-x
7
)
e= e
itk/4

Spacing =4
x
0
+x
4
+x
2
+x
6
+x
1
+x
5
+x
3
+x
7
x
0
-x
4
+i(x
2
-x
6
)+e
it/4
(x
1
-x
5
+i(x
3
-x
7
))

x
0
+x
4
-x
2
-x
6
+i(x
1
+x
5
-x
3
-x
7
)

x
0
-x
4
-i(x
2
-x
6
)+ e
it3/4
(x
1
-x
5
-i(x
3
-x
7
))
x
0
+x
4
+x
2
+x
6
-(x
1
+x
5
+x
3
+x
7
)

x
0
-x
4
+i(x
2
-x
6
)-e
it/4
(x
1
-x
5
+i(x
3
-x
7
))

x
0
+x
4
-x
2
-x
6
-i(x
1
+x
5
-x
3
-x
7
)

x
0
-x
4
-i(x
2
-x
6
)- e
it3/4
(x
1
-x
5
-i(x
3
-x
7
))
F
2

F
4

F
8

3
Example for N = 8
3
3
3
Input index Bit reversal for an 8-point FFT

DFT

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