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Discrete-Time Fourier Transform: Princeton University

This document summarizes key concepts about the discrete-time Fourier transform from a signals and systems lecture. It discusses properties like periodicity, time scaling, and multiplication in the frequency domain. It also covers the discrete Fourier transform and how it can be used to analyze constant-coefficient difference equations in the frequency domain.

Uploaded by

M Kashif Junaid
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18 views

Discrete-Time Fourier Transform: Princeton University

This document summarizes key concepts about the discrete-time Fourier transform from a signals and systems lecture. It discusses properties like periodicity, time scaling, and multiplication in the frequency domain. It also covers the discrete Fourier transform and how it can be used to analyze constant-coefficient difference equations in the frequency domain.

Uploaded by

M Kashif Junaid
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Discrete-time Fourier Transform

Represent a Discrete-time signal using functions

Lecture 9
ELE 301: Signals and Systems

Properties of the Discrete-time Fourier Transform


I
I
I

Prof. Paul Cuff

Periodicity
Time Scaling Property
Multiplication Property

Periodic Discrete Duality

Princeton University

DFT

Fall 2011-12

Constant-Coefficient Difference Equations

Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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Fourier Transform for Discrete-time Signals

Z
x[n] =

Cuff (Lecture 9)

ELE 301: Signals and Systems

X (f ) =

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Continuous-representation of a discrete-time signal

x(t) ,

X (f )e i2fn df ,

Fall 2011-12

x[k](t k).

k=

x[n]e i2fn .

Notice that

n=

k=

Z
F[x(t)] =

X (f ) is always periodic with period 1.

Z
X

!
x[k](t k) e i2ft dt

x[k](t k)e i2ft dt

k=

x[k]e i2fk dt.

k=

Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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Properties of the Discrete-time Fourier Transform

Time-scaling

Inherits properties from continuous-time.

In continuous time we can scale by an arbitrary real number. In


discrete-time we scale only by integers.

Easy Properties:

For an integer k, define



x[n/k] if n is a multiple of k,
xk [n] =
0
if n is not a multiple of k.

Linearity
Conjugation
Convolution = Multiplication in frequency domain
Parsevals Theorem (integrate over one period)
Time shift

xk [n] X (kf ).

Properties that require care:


Time-scaling
Multiplication (circular convolution in frequency)

Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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Cuff (Lecture 9)

ELE 301: Signals and Systems

Compressing in time

Discrete Difference

Compressing in time requires decimation.

What is the Fourier transform of y [n] = x[n] x[n 1]?

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ELE 301: Signals and Systems

Fall 2011-12

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Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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Fall 2011-12

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Dual Derivative Formula

Accumulation

The dual to the continuous-time differentiation formula still holds.


What is the Fourier transform of y [n] =
nx[n]

Cuff (Lecture 9)

i 0
X (f ).
2

ELE 301: Signals and Systems

Fall 2011-12

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Parsevals Theorem

Theorem:
Ex =

Pn

m= x[m]?

(Hint: Inverse of discrete difference)

Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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Multiplication Property

|x[n]|2 =

n=

1/2

Multiplication in time equates to circular convolution in frequency.

|X (f )|2 df .

1/2

Notice that multiplying functions is not well defined.

This is dual to what we saw in the Fourier series.

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ELE 301: Signals and Systems

Fall 2011-12

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Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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Discrete Periodic Duality

Discrete Fourier Transform


Notice that a discrete and periodic signal will have a discrete and periodic
transform. This is convenient for numerical computation (computers and
digital systems).

periodic signal = discrete transform (though not integer f )

The DFT is (almost) equivalent to the discrete-time Fourier series of the


periodic extension.

discrete signal = periodic transform

For period N, let

x[0]
x[1]
..
.

x =

x[N 1]
Then

DFT [x] =

Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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The DFT Matrix

a0
a1
..
.

aN1
9) Fourier series
ELE coefficients.
301: Signals and Systems
where Cuff
ak (Lecture
are the

Fall 2011-12

14 / 16

Constant-Coefficient Difference Equations

n
X

Since the Fourier transform is linear, the DFT can be encompassed in a


matrix.

k=0

ak y [n k] =

M
X

bk x[n k].

k=0

Find the Fourier Transform of the impulse response (the transfer function
of the system, H(f )) in the frequency domain.

DFT [x] = Fx.


Matlab uses the fast-Fourier-transform algorithm to compute the DFT
(using the fft command).

Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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Cuff (Lecture 9)

ELE 301: Signals and Systems

Fall 2011-12

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