Finite Length Discrete Fourier

Transform

Discrete Fourier Transform (DFT)

Usually, we do not have an infinite amount of data which is required by the
DTFT. Instead, we have 1 image, a segment of speech, etc. Also, most real-
world data are not of the convenient form an u[n].
Finally, on a computer, we can not calculate an uncountably infinite
(continuum) of frequencies as required by the DTFT.
ACTUAL DATA ANALYSIS on a computer- Use a DFT to look at a
finite segment of data.
In our development in the previous section of x[n] periodic with x0 [n] the
part of the signal that was repeated, we could have assumed that our finite
segment of data came from “windowing” an infinite length sequence x[n]

x0 [n] = x[n]wR [n]

where wR [n] is a rectangular window:

1
 !
1, n = 0, 1, · · · , N − 1
wR [n] =
0, otherwise
x0 [n] = x[n]wR [n] is just the samples of x[n] between n = 0 and n = N − 1.
x0 [n] is 0 everywhere else. Therefore, it is defined ∀n, and we can take its
DTFT:
∞
" ∞
" N
" −1
−jΩn −jΩn
X0 (Ω) = DTFT(x0 [n]) = x0 [n]e = x[n]wR [n]e = x[n]e−jΩn
n=−∞ n=−∞ n=0

So,
N
" −1 N
" −1
X0 (Ω) = x[n]e−jΩn = x0 [n]e−jΩn
n=0 n=0

as we saw before.

Let’s say now that we want to sample X0 (Ω) (which is continuous and
periodic with period 2π) so we store it on a computer.
Sample X0 (Ω):
Assume we want 8 points in frequency – then sample X0 (Ω) at 8 uniformly
spaced points on the unit circle:

Values of frequency are 0, π/4, π/2, · · · , 7π/4 or 2πk/8, k = 0, 1, · · · , 7.

2
 If we let k = N, what happens? If k = N, we get repetition of the points
we sampled so only N samples are unique.
Define Discrete Fourier Transform (DFT) as
2πk
X[k] = X0 ( )
N
for Ω = 2πk
N
, k = 0, 1, . . . , N − 1, i.e. only look at the N distinct sampled
frequencies of X0 (Ω).

Significant Observations
1. The resolution of the samples of the frequency spectrum is 2π
N
since we
sample the spectrum at points that are spaced 2π N
apart in frequency,
that is, ∆Ω = 2π
N
.
2. If we looked at the samples of X0 (Ω) for all k = −∞ to ∞ for frequen-
cies 2πk
N
, we would get the closely related Discrete Fourier Series (DFS)
which is of course periodic with period N since X0 (Ω) is periodic.
3. If x is a periodic signal with period N, as we saw that DFS was suf-
ficient to construct the DTFT of the signal. In other words, the DFT
procedure approximates a signal with a periodic approximation of itself.
Now
2πk
X[k] = X0 (Ω)|Ω = , k = 0, 1, · · · , N − 1
N
N
" −1
= x[n]e−jΩn |Ω= 2πk ,k=0,1,···,N −1
N
n=0
N
" −1
2πkn
= x[n]e−j N , k = 0, 1, · · · , N − 1
n=0

Shorthand Notation for the DFT:

2π
Let WN = e−j N ⇒ N th root of unity (WNN = 1) since WNN = e−j2π = 1.
You may also write WN simply as W .
Then
N
" −1
X[k] = x[n]WNkn , k = 0, 1, · · · , N − 1
n=0
is the DFT of your windowed sequence x0 [n].

3
Ex.
Find
N
" −1 N
" −1
−j2πk
(e N )n = W kn
n=0 n=0

This is just the DFT of x[n] = 1, n = 0, 1, · · · , 7.

4
Ex.
!
1, n=0
x[n] =
0, n = 1, . . . , 7

Find X[k], k = 0, 1, . . . , 7.

5
Given y[n] = δ[n − 2] and N = 8, find Y [k].

6
 Ex. x[n] = cWN−pn , n = 0, 1, . . . , N − 1,
2π
p is an integer with p ∈ [0, 1, . . . , N − 1] and WN = e−j N (as usual), find
its DFT.

7
Synthesis: INVERSE DFT
How can we recover x[n] from X[k]?
Synthesis formula is
−1
1 N"
x[n] = X[k]WN−kn , n = 0, 1, . . . , N − 1
N k=0

Prove this gives back x[n]:

−1 N −1
1 N" "
x[n] = x[l]WNkl WN−kn
N k=0 l=0
−1 −1
1 N" N
" k(l−n)
= x[l] WN
N l=0 k=0

Ex.
N
" −1
k(l−n)
WN =?
k=0

8
ORTHOGONALITY OF EXPONENTIALS AGAIN!
So,
N −1
!
" k(l−n) N, l = n
WN =
k=0
̸ n
0, l =

and

−1 −1 −1
1 N" N
" k(l−n) 1 N"
x[n] = x[l] WN = x[l]Nδ[n − l]
N l=0 k=0
N l=0
1
= (Nx[n]) = x[n]
N
Ex. Find the IDFT of X[k] = 1, k = 0, 1, . . . , 7.

9
 Ex. Given x[n] = δ[n] + 2δ[n − 1] + 3δ[n − 2] + δ[n − 3] and N = 4, find
X[k].

10
Ex. Given X[k] = 2δ[k] + 2δ[k − 2] and N = 4, find x[n].

11
Selected DFT Properties
1. Linearity.

ax1 [n] + bx2 [n] ↔ aX1 [k] + bX2 [k]

2. Time shift.

x[n − n0 ]mod N
↔ WNkn0 X[k]

3. Frequency shift.

WN−nk0 x[n] ↔ X[k − k0 ]mod N

4. Multiplication.

1
x1 [n]x2 [n] ↔ X1 [k] ⊗ X2 [k]
N
5. Circular convolution.

x1 [n] ⊗ x2 [n] ↔ X1 [k]X2 [k]

6. Real/Even.

x[n] = xe [n] + xo [n] ↔ X[k] = A[k] + jB[k]

xe [n] ↔ A[k]

xo [n] ↔ jB[k]

If x[n] is real, then

X[−k]mod N
= X ∗ [k].

If x[n] is even, then X[k] is real. (For a finite length function to be

even, x[n] = x[−n]mod N )

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Fast Fourier Transform
The work of Cooley and Tukey showed how to calculate the DFT with com-
plexity N log N (called the Fast Fourier Transform) instead of complexity
N 2 using the direct algorithm. The fft command that you use in MATLAB
implements a Fast Fourier Transform.

Examine:
N
" −1
X[k] = x[n]W kn
n=0

There are approximately N 2 complex multiplications and additions re-

quired to implement this (N for each value of X[k]).

If N = 210 = 1024, then N 2 = 220 = 106 , a very large number!

However, the FFT would only require about 5000, a substantial savings
in complexity (the actual calculation is N2 log2 N).

There are a number of different FFT algorithms that exist including

decimation-in-time and decimation-in-frequency.

N
The primary idea is to split up the size-N DFT into 2
DFTs of length 2
each.

You split the sum into 2 subsequences of length N2 and continue all the
way down until you have N2 subsequences of length 2.

13
 First break x[n] into even and odd subsequences:

" "
X[k] = x[n]W kn + x[n]W kn
neven nodd

Now let n = 2m for even numbers and n = 2m + 1 for odd numbers:

N N
−1 −1
"
2 "
2
2mk
X[k] = x[2m]W + x[2m + 1]W k(2m+1) =
m=0 m=0

N N
−1 −1
"
2 "
2
2 mk k
x[2m](W ) +W x[2m + 1](W 2 )mk =
m=0 m=0

Xe [k] + W k Xo [k]
N
Xe [k] and Xo [k] are both the DFT of a 2
point sequence.

W k is often referred to as the “twiddle factor.”

N
Now break up the size 2
subsequences in half by letting m = 2p:

N N
−1 −1
"
4 "
4
4 kp 2k
Xe [k] = x[4p](W ) +W x[4p + 2](W 4 )kp =
p=0 p=0

The first subsequence here is the terms x[0], x[4], . . . and the second is
x[2], x[6], . . . .

14
Also, we have that:
N
WN2 = −1

1
"
Y [k] = y[n]W2kn = y[0] + W2k y[1]
n=0

j2π
W2 = e− 2 = e−jπ = −1

So we get,

Y [k] = y[0] + (−1)k y[1]

and:

Y [0] = y[0] + y[1]

Y [1] = y[0] − y[1]

15
 Ex.
This was a problem I had on a DSP final exam in 1984:
Express the DFT of the 9-point sequence {x[0], x[1], . . . , x[8]} in terms of
the DFTs of 3-point sequences {x[0], x[3], x[6]}, {x[1], x[4], x[7]}, and {x[2], x[5], x[8]}

We start with:

2
" 2
" 2
"
(3m+1)k (3m+2)k
X[k] = x[3m]W93mk + x[3m + 1]W9 + x[3m + 2]W9
m=0 m=0 m=0

16
Applications of the DFT
Linear Convolution
You can use an FFT in MATLAB to compute linear convolution. If you
don’t use a sufficient number of points in the DFT, you will get overlap.

CIRCULAR CONVOLUTION
Since DFTs are a limited length sequence, convolution is done mod N ⇒
circular convolution.
N
" −1
x1 [n] ⊗ x2 [n] = x1 [p]x2 [n − p]mod N
p=0

That is, when we flip and shift the sequence x2 [n], we do it mod N.

Also, note that:

x1 [n] ⊗ x2 [n] ↔ X1 [k]X2 [k]

17
Ex. Find x1 [n] ⊗ x2 [n] = z[n].

18
Ex. N = 8, find x1 [n] ⊗ x2 [n] = y[n].

19
Ex. Find y[n] = x[n] ⊗ x[n].

20
Overview of Chapters 3, 4, and 5
Fourier Analysis for Discrete-Time Signals
1. DTFT for infinite length sequences:
continuous frequency, periodic with period 2π,
"
X(Ω) = x[n]e−jΩn
n

Important: DT convolution ↔ multiplication of DTFTs.

Inverse system:

h[n] ∗ hi [n] = δ[n] ↔ H(Ω)Hi (Ω) = 1

2. DTFT of a periodic DT sequence by allowing impulses in frequency:

" "
x[n] = ak ejΩk n ↔ 2π ak δ(Ω − Ωk )
k k

where
2πk
ak = X0 ( )
N
3. DFT for a finite length data
discrete frequency
Take DTFT of windowed infinite length sequence and then sample at
discrete frequencies,
2πk
Ω= , k = 0, 1, . . . , N − 1
N
N discrete frequencies since exponential is periodic.
N
" −1 N
" −1
2πkn
X[k] = x[n]e−j N = x[n]WNkn
n=0 n=0

Orthogonality of Exponentials:
N
" −1
WNkn = Nδ[k]
n=0

21