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EE6403 DISCRETE TIME SYSTEMS & SIGNAL PROCESSING

UNIT-4

Any signal can be decomposed in terms of sinusoidal (or complex exponential) components. Thus
the analysis of signals can be done by transforming time domain signals into frequency domain and
vice-versa. This transformation between time and frequency domain is performed with the help of
Fourier Transform(FT) But still it is not convenient for computation by DSP processors hence Discrete
Fourier Transform(DFT) is used.

Time domain analysis provides some information like amplitude at sampling instant but does not
convey frequency content & power, energy spectrum hence frequency domain analysis is used.

For Discrete time signals x(n) , Fourier Transform is denoted as x(ω) & given by

X(ω) = ∑ x (n) e –jωn FT ............(1)

n=-∞

DFT is denoted by x(k) and given by (ω= 2 ∏ k/N)

N-1

X(k) = ∑ x (n) e –j2 ∏ kn / N

DFT ........(2)

n=0

IDFT is given as

x(n) =1/N ∑ X (k) e j2 ∏ kn / N

IDFT……(3)

DIFFERENCE BETWEEN FT & DFT

S. No Fourier Transform (FT) Discrete Fourier Transform (DFT)

1 FT x(ω) is the continuous function DFT x(k) is calculated only at discrete values of ω.
of x(n). Thus DFT is discrete in nature.

2 The range of ω is from - ∏ to ∏ or 0 Sampling is done at N equally spaced points over

to 2∏. period 0 to 2∏. Thus DFT is sampled version of FT.
3 FT is given by equation (1) DFT is given by equation (2)
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EE6403 DISCRETE TIME SYSTEMS & SIGNAL PROCESSING
4 FT equations are applicable to most DFT equations are applicable to causal, finite
of infinite sequences. duration sequences
5 In DSP processors & computers In DSP processors and computers DFT‘s are mostly
applications of FT are limited used.
because x(ω) is continuous function APPLICATION
of ω. a) Spectrum Analysis
b) Filter Design

Tutorial problems:
Q) Prove that FT x(ω) is periodic with period 2∏.
Q) Determine FT of x(n)= an u(n) for -1< a < 1.
Q) Determine FT of x(n)= A for 0 ≤ n ≤ L-1.

Q) Determine FT of x(n)= u(n)

Q) Determine FT of x(n)= δ(n)

Q) Determine FT of x(n)= e–at u(t)

CALCULATION OF DFT & IDFT

For calculation of DFT & IDFT two different methods can be used. First method is using mathematical
equation & second method is 4 or 8 point DFT. If x(n) is the sequence of N samples then consider WN=
e –j2 ∏ / N (twiddle factor)

Four POINT DFT ( 4-DFT)

S. No WN=W4=e –j ∏/2 Angle Real Imaginary Total
1 W4 0 0 1 0 1
2 W4 1 - ∏/2 0 -j -j
3 W4 2 -∏ -1 0 -1
4 W4 3 - 3 ∏ /2 0 J J

n=0 n=1 n=2 n=3

k=0 W4 0 W4 0 W4 0 W4 0
[WN] = W4 0 W4 1 W4 2 W4 3
k=2 W4 0 W4 2 W4 4 W4 6
k=3 W4 0 W4 3 W4 6 W4 9

Thus 4 point DFT is given as XN = [WN ] XN

1 1 1 1
[WN] = 1 –j -1 j
1 -1 1 -1
1 j -1 -j

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EIGHT POINT DFT ( 8-DFT)

S. No WN = W8= e –j ∏/4 Angle Magnitude Imaginary Total

1 W8 0 0 1 ---- 1
2 W8 1 - ∏/4 1/√2 -j 1/√2 1/√2 -j 1/√2
3 W8 2 - ∏/2 0 -j -j
4 W8 3 - 3 ∏ /4 -1/√2 -j 1/√2 - 1/√2 -j 1/√2
5 W8 4 -∏ -1 ---- -1
6 W8 5 - 5∏ / 4 -1/√2 +j 1/√2 - 1/√2 + j 1/√2
7 W8 6 - 7∏ / 4 0 J J
8 W8 7 - 2∏ 1/√2 +j 1/√2 1/√2 + j 1/√2

Remember that W8 0 = W8 8 = W8 16 = W8 24 = W8 32 = W8 40 (Periodic Property)

Magnitude and phase of x(k) can be obtained as,
|x(k)| = sqrt ( Xr(k)2 + XI(k)2)
Angle x(k) = tan -1 (XI(k) / XR(k))

Tutorial problems:
Q) Compute DFT of x(n) = {0,1,2,3} Ans: x4=[6, -2+2j, -2, -2-2j ]
Q) Compute DFT of x(n) = {1,0,0,1} Ans: x4=[2, 1+j, 0, 1-j ]
Q) Compute DFT of x(n) = {1,0,1,0} Ans: x4=[2, 0, 2, 0 ]
Q) Compute IDFT of x(k) = {2, 1+j, 0, 1-j } Ans: x4=[1,0,0,1]

DIFFERENCE BETWEEN DFT & IDFT

S.No DFT (Analysis transform) IDFT (Synthesis transform)

1 DFT is finite duration discrete frequency IDFT is inverse DFT which is used to calculate time
sequence that is obtained by sampling one domain representation (Discrete time sequence) form
period of FT. of x(k).
2 DFT equations are applicable to causal IDFT is used basically to determine sample response
finite duration sequences. of a filter for which we know only transfer function.
3 Mathematical Equation to calculate DFT is Mathematical Equation to calculate IDFT is given by
given by

N-1
N-1
x(n) = 1/N ∑ X (k)e j2 ∏ kn / N

X(k) = ∑ x (n) e –j2 ∏ kn / N

n=0 n=0

4 Thus DFT is given by In DFT and IDFT difference is of factor 1/N & sign
X(k)= [WN][xn] of exponent of twiddle factor.
Thus
x(n)= 1/N [ WN]-1[XK]

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PROPERTIES OF DFT
DFT
x(n) x(k)
N
1. Periodicity
Let x(n) and x(k) be the DFT pair then if
x(n+N) = x(n) for all n then
X(k+N) = X(k) for all k
Thus periodic sequence xp(n) can be given as
∞

xp(n) = ∑ x(n-lN)

l=-∞

2. Linearity
The linearity property states that if
DFT
x1(n) X1(k) And
N
DFT
x2(n) X2(k) Then
N
Then DFT
a1 x1(n) + a2 x2(n) a1 X1(k) + a2 X2(k)
N
DFT of linear combination of two or more signals is equal to the same linear combination of DFT of
individual signals.

3. Circular Symmetries of a sequence

A) A sequence is said to be circularly even if it is symmetric about the point zero on the circle. Thus
X(N-n) = x(n)

B) A sequence is said to be circularly odd if it is anti symmetric about the point zero on the circle. Thus
X(N-n) = - x(n)

C) A circularly folded sequence is represented as x((-n))N and given by x((-n))N = x(N-n).

D) Anticlockwise direction gives delayed sequence and clockwise direction gives advance sequence.
Thus delayed or advances sequence x`(n) is related to x(n) by the circular shift.

4. Symmetry Property of a sequence

A) Symmetry property for real valued x(n) i.e xI(n)=0

This property states that if x(n) is real then X(N-k) = X*(k)=X(-k)

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B) Real and even sequence x(n) i.e xI(n)=0 & XI(K)=0

This property states that if the sequence is real and even x(n)= x(N-n) then DFT becomes
N-1

X(k) = ∑ x(n) cos (2∏kn/N)

n=0

C) Real and odd sequence x(n) i.e xI(n)=0 & XR(K)=0

This property states that if the sequence is real and odd x(n)=-x(N-n) then DFT becomes
N-1

X(k) = -j ∑ x(n) sin (2∏kn/N)

n=0

D) Pure Imaginary x(n) i.e xR(n)=0

This property states that if the sequence is purely imaginary x(n)=j X I(n) then DFT becomes
N-1

XR(k) = ∑ xI(n) sin (2∏kn/N)

n=0

N-1

XI(k) = ∑ xI(n) cos (2∏kn/N)

n=0

5. Circular Convolution
The Circular Convolution property states that if
DFT
x1(n) X1(k) And
N

DFT
x2(n) X2(k) Then
N
DFT
Then x1(n) x2(n) x1(k) x2(k)
N
It means that circular convolution of x1(n) & x2(n) is equal to multiplication of their DFT‘s.
Thus circular convolution of two periodic discrete signal with period N is given by
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EE6403 DISCRETE TIME SYSTEMS & SIGNAL PROCESSING

N-1

y(m) = ∑ x1 (n) x2 (m-n)N.............................................................. (4)

n=0

Multiplication of two sequences in time domain is called as Linear convolution while Multiplication of
two sequences in frequency domain is called as circular convolution. Results of both are totally different
but are related with each other.

DFT
x(n) x(k) x(k)*h(k) x(n)*h(n)
IDFT
*
DFT h(n) h(k)

There are two different methods are used to calculate circular convolution
1) Graphical representation form
2) Matrix approach

DIFFERENCE BETWEEN LINEAR CONVOLUTION & CIRCULAR CONVOLUTION

S. No Linear Convolution Circular Convolution

1 In case of convolution two signal sequences input Multiplication of two DFT‘s is called as
signal x(n) and impulse response h(n) given by the circular convolution.
same system, output y(n) is calculated
2 Multiplication of two sequences in time domain is Multiplication of two sequences in frequency
called as Linear convolution domain is called as circular convolution.

3 Linear Convolution is given by the equation y(n) Circular Convolution is calculated as

= x(n) * h(n) & calculated as N-1
∞
y(m) = ∑ x1 (n) x2 (m-n)N
y(n) = ∑ x (k) h(n – k )
n=0
k= -∞

4 Linear Convolution of two signals returns N-1 Circular convolution returns same number of
elements where N is sum of elements in both elements that of two signals.
sequences.

Tutorial problems:
Q) The two sequences x1(n)={2,1,2,1} & x2(n)={1,2,3,4}. Find out the sequence x3(m) which is equal
to circular convolution of two sequences. Ans: X3(m)={14,16,14,16}

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Q) x1(n)={1,1,1,1,-1,-1,-1,-1} & x2(n)={0,1,2,3,4,3,2,1}. Find out the sequence x3(m) which is equal to
circular convolution of two sequences. Ans: X3(m)={-4,-8,-8,-4,4,8,8,4}

Q) Perform Linear Convolution of x(n)={1,2} & h(n)={2,1} using DFT & IDFT.

Q) Perform Linear Convolution of x(n)={1,2,2,1} & h(n)={1,2,3} using 8 Pt DFT & IDFT.

6. Multiplication
The Multiplication property states that if
DFT
X1(n) x1(k) and
N

DFT
X2(n) x2(k) then
N

DFT
Then x1(n) x2(n) 1/N x1(k) x2(k)
N
It means that multiplication of two sequences in time domain results in circular convolution of their
DFT‘s in frequency domain.

7. Time reversal of a sequence

The Time reversal property states that if
DFT
X(n) x(k) and
N

DFT
Then x((-n))N = x(N-n) x((-k))N = x(N-k)
N
It means that the sequence is circularly folded its DFT is also circularly folded.

8. Circular Time shift

The Circular Time shift states that if
DFT
X(n) x(k) And
N
DFT
Then x((n-l))N x(k) e –j2 ∏ k l / N
N

Thus shifting the sequence circularly by ‗l‘ samples is equivalent to multiplying its DFT by
e –j2 ∏ k l / N

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9. Circular frequency shift

The Circular frequency shift states that if
DFT
X(n) x(k) And
N
DFT
Then x(n) e j2 ∏ l n / N x((n-l))N
N
Thus shifting the frequency components of DFT circularly is equivalent to multiplying its time domain
sequence by e –j2 ∏ k l / N

10. Complex conjugate property

The Complex conjugate property states that if
DFT
X(n) x(k) then
N
DFT
x*(n) x*((-k))N = x*(N-k) And
N
DFT
x*((-n))N = x*(N-k) x*(k)
N
11. Circular Correlation

The Complex correlation property states

DFT
rxy(l) Rxy(k)= x(k) Y*(k)
N
Here rxy(l) is circular cross correlation which is given as

N-1

rxy(l) = ∑ x (n) y*((n – l ))N

n=0

This means multiplication of DFT of one sequence and conjugate DFT of another sequence is equivalent
to circular cross-correlation of these sequences in time domain.

12. Parseval’s Theorem

The Parseval‘s theorem states

N-1

∑ X(n) y*(n) = 1/N ∑ x (k) y*(k)

n=0 n=0

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This equation give energy of finite duration sequence in terms of its frequency components.

APPLICATION OF DFT

1. DFT FOR LINEAR FILTERING

Consider that input sequence x(n) of Length L & impulse response of same system is h(n) having M
samples. Thus y(n) output of the system contains N samples where N=L+M-1. If DFT of y(n) also
contains N samples then only it uniquely represents y(n) in time domain. Multiplication of two DFT‘s is
equivalent to circular convolution of corresponding time domain sequences. But the length of x(n) &
h(n) is less than N. Hence these sequences are appended with zeros to make their length N called as
―Zero padding‖. The N point circular convolution and linear convolution provide the same sequence.
Thus linear convolution can be obtained by circular convolution. Thus linear filtering is provided by
DFT.

When the input data sequence is long then it requires large time to get the output sequence. Hence other
techniques are used to filter long data sequences. Instead of finding the output of complete input
sequence it is broken into small length sequences. The output due to these small length sequences are
computed fast. The outputs due to these small length sequences are fitted one after another to get the
final output response.
UNIT- 5
Efficient Computation of the DFT: FFT algorithms
The N-point DFT of a sequence x(n) converts the time domain N-point sequence x(n) to a
frequency domain N-point sequence X(k). The direct computation of an N-point DFT requires N
x N complex multiplications and N(N – 1) complex additions. Many methods were developed
for reducing the number of calculations involved. The most popular of these is the Fast Fourier
Transform (FFT), a method developed by Cooley and Turkey. The FFT may be defined as an
algorithm (or a method) for computing the DFT efficiently (with reduced number of
calculations). The computational efficiency is achieved by adopting a divide and conquer
approach. This approach is based on the decomposition of an N-point DFT into successively
smaller DFTs and then combining them to give the total transform. Based on this basic
approach, a family of computational algorithms were developed and they are collectively
known as FFT algorithms. Basically there are two FFT algorithms; Decimation- in-time (DIT) FFT
algorithm and Decimation-in-frequency (DIF) FFT algorithm. In this chapter, we discuss DIT FFT
and DIF FFT algorithms and the computation of DFT by these methods.
Direct Computation of DFT:

Divide & Conquer approach to computation of the DFT