Fast Fourier

Transform Algorithms

10/23/08 1 By Akshaya Srivatsa and Ajith J Kocheri

 Overview
 Definition and need for FFT
 Principle behind the algorithms

 Direct computation of FFT

 Radix 2 FFT algorithm

 Goertzel algorithm

 Chirp Z transform

 FFT in Matlab and Applications of FFT

10/23/08 2 By Akshaya Srivatsa and Ajith J Kocheri

 Definition
Given a sequence of N complex valued numbers x(n), the DFT
X(k) is defined as

And the inverse DFT is given by the equation

10/23/08 3 By Akshaya Srivatsa and Ajith J Kocheri

 Need for FFT
 The direct computation of FFT requires N2 complex
multiplications and N(N-1) complex additions, which
has polynomial complexity.

10/23/08 4 By Akshaya Srivatsa and Ajith J Kocheri

 Some Examples
 Speech can be sampled “Adequately” with a
sampling rate of 8kHz (N=8000).
 Digital audio sampling rate is about 44.1 kHz
(N=44100). This sampling rate is employed in
Digital Audio CD’s
 Video sampling rate is much higher than
audio sampling rates.

10/23/08 5 By Akshaya Srivatsa and Ajith J Kocheri

 Principle behind the
Algorithms
 Essentially all these algorithms use symmetry and
periodicity property to their advantages to make sure
that smaller number of steps are used to computer
the DFT.
Where WN= e-j2π/N

10/23/08 6 By Akshaya Srivatsa and Ajith J Kocheri

 Radix 2 Approach

V[k] = Σn even WNkn v[n] + Σ n odd WNkn v[n]
 V[k] = Σr=0,1,…N-1 WNkr v[2r] + Σr=0,1,…N-1WNk(2r+1) v[2r+1]
 V[k] = Σr=0,1,…N-1 WNkr v[2r] + WNkΣr=0,1,…N-1WNk(2r) v[2r+1]
 V[k] =F1(k) + WNk F2(k) where F1(k) and F2(k) are N/2 point
DFT’s for even and odd number sequences.
 But WNk+(N/2) = -WNk
 Hence V[k] =F1(k) + WNk F2(k) and
V[k+(N/2)] =F1(k) - WNk F2(k) k=0,1,2,…(N/2)-1
 We can further “Decimate” the even and odd sequences to
give smaller and smaller divisions.

10/23/08 7 By Akshaya Srivatsa and Ajith J Kocheri

 Butterfly Calculations
Three stages in computation when N=8

V[0] = W20 v[0] + W20 v[1] = v[0] + W20 v[1]

V[1] = W20 v[0] + W21 v[1] = v[0] + W21 v[1]

Note that the V(k) is not in the same sequence as v(n).

It can be observed that v(k) is in bit reversed order.

10/23/08 8 By Akshaya Srivatsa and Ajith J Kocheri

 Decimation in Time
 This is a special case of Divide and Conquer approach.
 Here N is represented be the equation N=2γ
 So we need to decimate X(n) γ= log2N times. This will give us decimation where
each butterfly computation involves only 2 inputs at a time.
-Total number of complex
multiplications---(N/2)log2N
-Total number of complex
additions----------Nlog2N

Here we see that we need only

2N computer registers as these
2N registers which initially stored
x(n) will finally hold X(k).

Hence we say that the

Computation is in place.

10/23/08 9 By Akshaya Srivatsa and Ajith J Kocheri

 Decimation in
Frequency
 This is the reverse process of Decimation in time.
 Here we decimate X(k) successively to get x(n).

Here we choose M=2 and

L=N/2

Unlike decimation in time,

here we split x(n) as first N/2
number and the next N/2
numbers.

10/23/08 10 By Akshaya Srivatsa and Ajith J Kocheri

 How good is the
Algorithm??

10/23/08 11 By Akshaya Srivatsa and Ajith J Kocheri

 Efficient Computing DFT of
Two Real sequences
 Fact: DFT computation is the same whether we
handle real numbers of complex numbers.
 If the two real sequences are x1(n) and x2(n) then let
x(n) = x1(n) + jx2(n)
 So x1(n) = [x(n) + x*(n)]/2 and x2(n) =[x(n) – x*(n)]/2j
 Also DFT of x*(n) = X*(N-k)
 Therefore X1(k) = [X(k) + X*(N-k)]/2 and
X1(k) = [X(k) - X*(N-k)]/2j

10/23/08 12 By Akshaya Srivatsa and Ajith J Kocheri

 Goertzel Algorithm
 This algorithm uses linear filtering operation where the linear
filter takes the form of N parallel resonators where each
resonators selects one of the N frequencies in the DFT.
 We know that WN-kN=1, we can rewrite X(k) as
X(k)=Σ0N-1 x(m) WN–k(N-m)
 This is of the form of circular convolution where hk(n)=WN-knu(n)
 Lets take the z transform of hk(n), we get
Hk(z) = 1/[1-WN-kz-1] which has a single pole at ω = 2πk/N
 From this, we get yk(n)=wN-kyk(n-1) + x(n). This makes evaluation
of yk(n) an iterative process. Hence for values of M<log2N, this
makes DFT evaluation highly efficient. {Given yk(-1)}

10/23/08 13 By Akshaya Srivatsa and Ajith J Kocheri

 Goertzel Algorithm
(Continued)
 For the system having two pole filters, Hk(z) is of the form

Hk(z) = [1-WN-k]/[1-2cos(2πk/N)z-1 +z-2]

Given yk(-1) and yk(-2)

10/23/08 14 By Akshaya Srivatsa and Ajith J Kocheri

 Chirp-z Transform
Approach
 Z transform of x(n) is same as the DFT of x(n)r-n as DFT is
obtained by setting r=1 in the Z transform of x(n)
 More generally speaking, in the z-plane, if we chose
zk=roejθ(RoejØ)k where the first complex number is a point in the z
plane and the second complex number is a circle or radius Ro,
and if Ø=2π/N,θ=0,ro=0, we obtain the frequencies as points on
the z plane.

nk=[1/2][n2+k2-(n-k)2]

10/23/08 15 By Akshaya Srivatsa and Ajith J Kocheri

  So we have transformed Z transform into convolution which can
be easily obtained using convolution theorem where
2
h(n)=ejπ/n(k-n)
 For the convolution, we got go consider an M point sequence of
h(n) where M=L+N-1

 Let n vary such that –(N-1)<n<(L-1). So to make math easier,

let h1(n)=h(n-N+1) n=0,1,2,….M-1
 Compute the M point DFT of h1(n) and M point DFT of an(After
padding with zeros). Therefore Y1(k)=An(k)H1(k)
 Take IDFT of Y1(k); We know that the first N-1 points are
corrupted by aliasing. So discard the first N-1 point and consider
the rest.

10/23/08 16 By Akshaya Srivatsa and Ajith J Kocheri

 FFT in Matlab
 Y = fft(X)
It returns FFT of the matrix X given
 Y = fft(X,n)

It returns FFT of X taking only n points

10/23/08 17 By Akshaya Srivatsa and Ajith J Kocheri

 Applications

x(n)=sin(2*50πt)+sin(2*150πt)
+ random normalized noise

10/23/08 18 By Akshaya Srivatsa and Ajith J Kocheri

  Calculation of DTFS = [fft(x(n),N)]/N
 Frequency response of LTI filter is given by DTFT of its
impulse response. This can be obtained by zero padding
x(n) upto ∞ (Very large) and the DFT of it will give us the
DTFT.

10/23/08 19 By Akshaya Srivatsa and Ajith J Kocheri