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DiscretetimeFouriertransformWikipedia,thefreeencyclopedia

DiscretetimeFouriertransform
FromWikipedia,thefreeencyclopedia

Inmathematics,thediscretetimeFouriertransform(DTFT)isaformofFourieranalysisthatisapplicabletotheuniformlyspacedsamplesof
acontinuousfunction.Thetermdiscretetimereferstothefactthatthetransformoperatesondiscretedata(samples)whoseintervaloftenhas
unitsoftime.Fromonlythesamples,itproducesafunctionoffrequencythatisaperiodicsummationofthecontinuousFouriertransformofthe
originalcontinuousfunction.Undercertaintheoreticalconditions,describedbythesamplingtheorem,theoriginalcontinuousfunctioncanbe
recoveredperfectlyfromtheDTFTandthusfromtheoriginaldiscretesamples.TheDTFTitselfisacontinuousfunctionoffrequency,but
discretesamplesofitcanbereadilycalculatedviathediscreteFouriertransform(DFT)(seeSamplingtheDTFT),whichisbyfarthemost
commonmethodofmodernFourieranalysis.
Bothtransformsareinvertible.TheinverseDTFTistheoriginalsampleddatasequence.TheinverseDFTisaperiodicsummationoftheoriginal
sequence.ThefastFouriertransform(FFT)isanalgorithmforcomputingonecycleoftheDFT,anditsinverseproducesonecycleoftheinverse
DFT.

Contents
1
2
3
4
5
6

Definition
Inversetransform
Periodicdata
SamplingtheDTFT
Convolution
RelationshiptotheZtransform
6.1 Alternativenotation
7 TableofdiscretetimeFouriertransforms
8 Properties
9 Seealso
10 Notes
11 Citations
12 References

Fouriertransforms
ContinuousFouriertransform
Fourierseries
DiscretetimeFouriertransform
DiscreteFouriertransform
DiscreteFouriertransformoveraring
Fourieranalysis
Relatedtransforms

Definition
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ThediscretetimeFouriertransformofadiscretesetofrealorcomplexnumbers:x[n],forallintegersn,isaFourierseries,whichproducesa
periodicfunctionofafrequencyvariable.Whenthefrequencyvariable,,hasnormalizedunitsofradians/sample,theperiodicityis2,andthe
Fourierseriesis:

(Eq.1)

TheutilityofthisfrequencydomainfunctionisrootedinthePoissonsummationformula.LetX(f)betheFouriertransformofanyfunction,x(t),
whosesamplesatsomeinterval,T(seconds),areequal(orproportionalto)thex[n]sequence,i.e.
.Thentheperiodic
functionrepresentedbytheFourierseriesisaperiodicsummationofX(f).Intermsoffrequency inhertz(cycles/sec):

(Eq.2)

Theintegerkhasunitsofcycles/sample,and1/Tisthesamplerate,fs
(samples/sec).SoX1/T(f)comprisesexactcopiesofX(f)thatareshiftedby
multiplesoffshertzandcombinedbyaddition.Forsufficientlylargefsthe
k=0termcanbeobservedintheregion[fs/2,fs/2]withlittleornodistortion
(aliasing)fromtheotherterms.InFig.1,theextremitiesofthedistributionin
theupperleftcorneraremaskedbyaliasingintheperiodicsummation(lower
left).
Wealsonotethat

istheFouriertransformof

Therefore,

analternativedefinitionofDTFTis:[note1]

(Eq.3)

ThemodulatedDiraccombfunctionisamathematicalabstractionsometimes
referredtoasimpulsesampling.[1]

Fig1.DepictionofaFouriertransform(upperleft)anditsperiodic
summation(DTFT)inthelowerleftcorner.Thelowerrightcorner
depictssamplesoftheDTFTthatarecomputedbyadiscreteFourier
transform(DFT).

Inversetransform
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AnoperationthatrecoversthediscretedatasequencefromtheDTFTfunctioniscalledaninverseDTFT.Forinstance,theinversecontinuous
FouriertransformofbothsidesofEq.3producesthesequenceintheformofamodulatedDiraccombfunction:

However,notingthatX1/T(f)isperiodic,allthenecessaryinformationiscontainedwithinanyintervaloflength1/T.InbothEq.1andEq.2,the
summationsovernareaFourierseries,withcoefficientsx[n].ThestandardformulasfortheFouriercoefficientsarealsotheinversetransforms:

Periodicdata
Whentheinputdatasequencex[n]isNperiodic,Eq.2canbecomputationallyreducedtoadiscreteFouriertransform(DFT),because:
AlltheavailableinformationiscontainedwithinNsamples.
convergestozeroeverywhereexceptintegermultiplesof
knownasharmonicfrequencies.
TheDTFTisperiodic,sothemaximumnumberofuniqueharmonicamplitudesis
Thekernel

isNperiodicattheharmonicfrequencies,

Introducingthenotation

torepresentasumoveranyn

sequenceoflengthN,wecanwrite:

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Therefore,theDTFTdivergesattheharmonicfrequencies,butatdifferentfrequencydependentrates.AndthoseratesaregivenbytheDFTof
onecycleofthex[n]sequence.IntermsofaDiraccombfunction,thisisrepresentedby:

SamplingtheDTFT
WhentheDTFTiscontinuous,acommonpracticeistocomputeanarbitrarynumberofsamples(N)ofonecycleoftheperiodicfunctionX1/T:

wherexNisaperiodicsummation:

ThexNsequenceistheinverseDFT.Thus,oursamplingoftheDTFTcausestheinversetransformtobecomeperiodic.
InordertoevaluateonecycleofxNnumerically,werequireafinitelengthx[n]sequence.Forinstance,alongsequencemightbetruncatedbya
windowfunctionoflengthLresultingintwocasesworthyofspecialmention:LNandL=IN,forsomeintegerI(typically6or8).For
notationalsimplicity,considerthex[n]valuesbelowtorepresentthemodifiedvalues.

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WhenL=INacycleofxNreducestoasummationofIblocksoflengthN.Thisgoesbyvariousnames,suchas"multiblockwindowing"and
"windowpresumDFT".[2][3]Agoodwaytounderstand/motivatethetechniqueistorecallthatdecimationofsampleddatainonedomain(time
orfrequency)producesaliasingintheother,andviceversa.ThexNsummationismathematicallyequivalenttoaliasing,leadingtodecimationin
frequency,leavingonlyDTFTsamplesleastaffectedbyspectralleakage.ThatisusuallyaprioritywhenimplementinganFFTfilterbank
(channelizer).WithaconventionalwindowfunctionoflengthL,scallopinglosswouldbeunacceptable.Somultiblockwindowsarecreated
usingFIRfilterdesigntools.TheirfrequencyprofileisflatatthehighestpointandfallsoffquicklyatthemidpointbetweentheremainingDTFT
samples.ThelargerthevalueofparameterIthebetterthepotentialperformance.Wenotethatthesameresultscanbeobtainedbycomputingand
decimatinganLlengthDFT,butthatisnotcomputationallyefficient.
WhenLNtheDFTisusuallywritteninthismorefamiliarform:

InordertotakeadvantageofafastFouriertransformalgorithmforcomputingtheDFT,thesummationisusuallyperformedoverallNterms,
eventhoughNLofthemarezeros.Therefore,thecaseL<Nisoftenreferredtoas"zeropadding".
Spectralleakage,whichincreasesasLdecreases,isdetrimentaltocertainimportantperformancemetrics,suchasresolutionofmultiple
frequencycomponentsandtheamountofnoisemeasuredbyeachDTFTsample.Butthosethingsdon'talwaysmatter,forinstancewhenthex[n]
sequenceisanoiselesssinusoid(oraconstant),shapedbyawindowfunction.Thenitisacommonpracticetousezeropaddingtographically
displayandcomparethedetailedleakagepatternsofwindowfunctions.Toillustratethatforarectangularwindow,considerthesequence:
and
ThetwofiguresbelowareplotsofthemagnitudeoftwodifferentsizedDFTs,asindicatedintheirlabels.Inbothcases,thedominantcomponent
isatthesignalfrequency:f=1/8=0.125.AlsovisibleontherightisthespectralleakagepatternoftheL=64rectangularwindow.Theillusion
ontheleftisaresultofsamplingtheDTFTatallofitszerocrossings.RatherthantheDTFTofafinitelengthsequence,itgivestheimpression
ofaninfinitelylongsinusoidalsequence.Contributingfactorstotheillusionaretheuseofarectangularwindow,andthechoiceofafrequency
(1/8=8/64)withexactly8(aninteger)cyclesper64samples.

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DFTforL=64andN=64

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DFTforL=64andN=256

Convolution
Theconvolutiontheoremforsequencesis:

AnimportantspecialcaseisthecircularconvolutionofsequencesxandydefinedbyxN*ywherexNisaperiodicsummation.Thediscrete
frequencynatureofDTFT{xN}"selects"onlydiscretevaluesfromthecontinuousfunctionDTFT{y},whichresultsinconsiderable
simplificationoftheinversetransform.AsshownatConvolution_theorem#Functions_of_discrete_variable_sequences:

ForxandysequenceswhosenonzerodurationislessthanorequaltoN,afinalsimplificationis:

ThesignificanceofthisresultisexpoundedatCircularconvolutionandFastconvolutionalgorithms.

RelationshiptotheZtransform
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ThebilateralZtransformisdefinedby:
wherezisacomplexvariable.
Ontheunitcircle,zisconstrainedtovaluesoftheform
Thenonecycleof
isequivalenttooneperiodofthe
DTFT.Whatvarieswithsamplerateisthewidthofasignal'sspectraldistribution.Whenthewidthexceeds2,becauseofasubNyquistrate,
thedistributionfillsthecircle,andaliasingoccurs.WithaDTFTinunitsofhertz(Eq.2),it'snotthebandwidththatchanges,buttheperiodicity
ofthealiases.

Alternativenotation
Thenotation,

,isalsooftenusedtodenoteanormalizedDTFT(Eq.1),whichhasseveraldesirablefeatures:

1.highlightstheperiodicityproperty,and
2.helpsdistinguishbetweentheDTFTandtheunderlyingFouriertransformofx(t)thatis,X(f)(orX()),and
3.emphasizestherelationshipoftheDTFTtotheZtransform.
However,itsrelevanceisobscuredwhentheDTFTisexpressedasitsequivalentperiodicsummation.SothenotationX()isalsocommonly
used,asinthetablebelow.

TableofdiscretetimeFouriertransforms
Somecommontransformpairsareshowninthetablebelow.Thefollowingnotationapplies:
=2fTisarealnumberrepresentingcontinuousangularfrequency(inradianspersample).(fisincycles/sec,andTisinsec/sample.)In
allcasesinthetable,theDTFTis2periodic(in).
X2()designatesafunctiondefinedon<<.
X()designatesafunctiondefinedon<,andzeroelsewhere.Then:

()istheDiracdeltafunction
sinc(t)isthenormalizedsincfunction
rect(t)istherectanglefunction
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tri(t)isthetrianglefunction
nisanintegerrepresentingthediscretetimedomain(insamples)
u[n]isthediscretetimeunitstepfunction
[n]istheKroneckerdeltan,0

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Timedomain
x[n]

Frequencydomain
X2()

Remarks

integerM

oddM

integerM>0

evenM

The
termmustbe
interpretedasa
distributionin
thesenseofa
Cauchy
principalvalue
aroundits
polesat=
2k.

a<
realnumbera

<a<
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realnumbera

realnumbera
integerM
realnumbera
realnumberW
0<W0.5
realnumbersW
0<W1
itworksasa
differentiator
filter
realnumbers
W,a
0<W1

Hilbert
transform

realnumbersA,
B
complexC

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Properties
Thistableshowssomemathematicaloperationsinthetimedomainandthecorrespondingeffectsinthefrequencydomain.
isthediscreteconvolutionoftwosequences
x[n]*isthecomplexconjugateofx[n]
X(ei)isthealternativenotation(describedabove)forX()
Property

Timedomainx[n]

FrequencydomainX(ei)

Linearity

ax[n]+by[n]

aX(ei)+bY(ei)

Shiftintime

x[nk]

X(ei)eik

Shiftinfrequency(modulation)

Remarks
integerk
realnumbera

timescaling
Timereversal

x[n]

X(ei)

Timeconjugation

x[n]*

X(ei)*

Timereversal&conjugation

x[n]*

X(ei)*

Derivativeinfrequency
Integralinfrequency
Convolveintime
Multiplyintime

Periodicconvolution

Crosscorrelation
Parseval'stheorem

Seealso
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Multidimensionaltransform
Zaktransform

Notes
1.InfactEq.2isoftenjustifiedasfollows:

Citations
1.Rao,R.SignalsandSystems.PrenticeHallOfIndiaPvt.Limited.ISBN9788120338593.
2.Gumas,CharlesConstantine(July1997)."WindowpresumFFTachieveshighdynamicrange,resolution".PersonalEngineering&Instrumentation
News:5864.
3.Lyons,RichardG.(June2008)."DSPTricks:Buildingapracticalspectrumanalyzer".EETimes.

References
AlanV.OppenheimandRonaldW.Schafer(1999).DiscreteTimeSignalProcessing(2nded.).PrenticeHallSignalProcessingSeries.
ISBN0137549202.
WilliamMcC.Siebert(1986).Circuits,Signals,andSystems.MITElectricalEngineeringandComputerScienceSeries.Cambridge,MA:
MITPress.
BoazPorat.ACourseinDigitalSignalProcessing.JohnWileyandSons.pp.2729and104105.ISBN0471149616.
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