Chapter 7

Frequency Analysis of Signals and Systems

Nguyen Thanh Tuan, Click
M.Eng.
to edit Master subtitle style
Department of Telecommunications (113B3)
Ho Chi Minh City University of Technology
Email: [email protected]
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  Frequency analysis of signal involves the resolution of the signal into
its frequency (sinusoidal) components. The process of obtaining the
spectrum of a given signal using the basic mathematical tools is
known as frequency or spectral analysis.
 The term spectrum is used when referring the frequency content of a
signal.
 The process of determining the spectrum of a signal in practice base
on actual measurements of signal is called spectrum estimation.
 The instruments of software programs
used to obtain spectral estimate of such
signals are kwon as spectrum analyzers.

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  The frequency analysis of signals and systems have three major uses
in DSP:
1) The numerical computation of frequency spectrum of a signal.

2) The efficient implementation of convolution by the fast Fourier

transform (FFT)
3) The coding of waves, such as speech or pictures, for efficient
transmission and storage.

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 Content

1. Discrete time Fourier transform DTFT

2. Discrete Fourier transform DFT

3. Fast Fourier transform FFT

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Transfer functions
and Digital Filter Realizations
 1. Discrete-time Fourier transform (DTFT)

 The Fourier transform of the finite-energy discrete-time signal x(n) is

defined as: 
X ( )   x(n)e jn
n 

where ω=2πf/fs
 The spectrum X(w) is in general a complex-valued function of
frequency:
X ( ) | X () | e j ( )

where  ()  arg( X ()) with -   ()  

 | X ( ) | : is the magnitude spectrum
  ( ) : is the phase spectrum

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  Determine and sketch the spectra of the following signal:
a) x(n)   (n)
b) x(n)  a nu(n) with |a|<1

 X ( ) is periodic with period 2π.

 
X (  2 k )  
n 
x ( n) e  j (  2 k ) n
 
n 
x(n)e jn  X ( )

The frequency range for discrete-time signal is unique over the

frequency interval (-π, π), or equivalently, (0, 2π).

 Remarks: Spectrum of discrete-time signals is continuous and

periodic.
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 Inverse discrete-time Fourier transform (IDTFT)

 Given the frequency spectrum X ( ) , we can find the x(n) in time-

domain as

1
x ( n) 
2 

X ( )e jn d

which is known as inverse-discrete-time Fourier transform (IDTFT)

Example: Consider the ideal lowpass filter with cutoff frequency wc.
Find the impulse response h(n) of the filter.

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 Properties of DTFT

 Symmetry: if the signal x(n) is real, it easily follows that

X  ( )  X ( )

or equivalently, | X () || X () | (even symmetry)

arg( X ())   arg( X ()) (odd symmetry)

We conclude that the frequency range of real discrete-time signals can

be limited further to the range 0 ≤ ω≤π, or 0 ≤ f≤fs/2.
 Energy density of spectrum: the energy relation between x(n) and
X(ω) is given by Parseval’s relation:
 
1
E x   | x ( n) |   X ( ) d
2 2

n  2 

S xx ( ) | X ( ) |2 is called the energy density spectrum of x(n)

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 Properties of DTFT

 The relationship of DTFT and z-transform: if X(z) converges for


|z|=1, then
X ( z ) |z e    x(n)e jn  X ( )
j
n 

 Linearity: if x1 (n) 
F
 X1 ( )
x2 (n)  F
 X 2 ( )
then a1 x1 (n)  a2 x2 (n)  F
 a1 X1 ()  a2 X 2 ()

 Time-shifting: if x(n) 
F
 X ( )
then x(n  k ) 
F
 e jk X ( )

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 Properties of DTFT

 Time reversal: if x(n) 

F
 X ( )

then x(n) 
F
 X ( )

 Convolution theory: if x1 (n) 

F
 X1 ( )
x2 (n) 
F
 X 2 ( )

then x(n)  x1 (n)  x2 (n) 

F
 X ()  X1 () X 2 ()

Example: Using DTFT to calculate the convolution of the sequences

x(n)=[1 2 3] and h(n)=[1 0 1].

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 Frequency resolution and windowing

 The duration of the data record is:

 The rectangular window of length

L is defined as:

 The windowing processing has two major effects: reduction in the

frequency resolution and frequency leakage.

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 Rectangular window

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 Impact of rectangular window

 Consider a single analog complex sinusoid of frequency f1 and its

sample version:

 With assumption , we have

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 Double sinusoids

 Frequency resolution:

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 Hamming window

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 Non-rectangular window

 The standard technique for suppressing the sidelobes is to use a non-

rectangular window, for example Hamming window.
 The main tradeoff for using non-rectangular window is that its
mainlobe becomes wider and shorter, thus, reducing the frequency
resolution of the windowed spectrum.
 The minimum resolvable frequency difference will be

where : c=1 for rectangular window and c=2 for Hamming

window.

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 Example

 The following analog signal consisting of three equal-strength

sinusoids at frequencies

where t (ms), is sampled at a rate of 10 kHz. We consider four data

records of L=10, 20, 40, and 100 samples. They corresponding of the
time duarations of 1, 2, 4, and 10 msec.

 The minimum frequency separation is Applying

the formulation , the minimum length L to
resolve all three sinusoids show be 20
samples for the rectangular window, and L =40 samples for the
Hamming case.

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 Example

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 Example

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 2. Discrete Fourier transform (DFT)

 X ( ) is a continuous function of frequency and therefore, it is not a

computationally convenient representation of the sequence x(n).
 DFT will present x(n) in a frequency-domain by samples of its
spectrum X ( ) .
 A finite-duration sequence x(n) of length L has a Fourier transform:
L 1
X ( )   x(n)e jn 0    2
n 0

Sampling X(ω) at equally spaced frequency k  2 k , k=0, 1,…,N-1

where N ≥ L, we obtain N-point DFT of length N L-signal:
2 k L 1
X (k )  X ( )   x(n)e j 2 kn / N (N-point DFT)
N n 0

 DFT presents the discrete-frequency samples of spectra of discrete-

time signals.
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 2. Discrete Fourier transform (DFT)

 With the assumption x(n)=0 for n ≥ L, we can write

N 1
X (k )   x(n)e j 2 kn / N , k  0,1, , N  1. (DFT)
n 0

 The sequence x(n) can recover form the frequency samples by inverse
DFT (IDFT)
1 N 1
x(n)   X (k )e j 2 kn / N , n  0,1, , N  1. (IDFT)
N n 0

Example: Calculate 4-DFT and plot the spectrum of x(n)=[1 1, 2, 1]

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 Matrix form of DFT

 By defining an Nth root of unity WN  e j 2 / N , we can rewritte DFT

and IDFT as follows
N 1
X (k )   x(n)WNkn , k  0,1, , N  1. (DFT)
n 0

1 N 1
x(n)   X (k )WN kn , n  0,1, , N  1. (IDFT)
N n 0

 Let us define:  x(0)   X (0) 

 x(1)   X (1) 
xN    X  
  N
 
   
 x ( N  1)   X ( N  1) 

The N-point DFT can be expressed in matrix form as: XN  WN x N

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 Matrix form of DFT

1 1 1 1 
1 W W 2
WNN 1 
 N N

WN  1 WN2 WN4 WN2( N 1) 

 
 
1 WNN 1 WN2( N 1) WN( N 1)( N 1) 

 Let us define:  x(0)   X (0) 

 x(1)   X (1) 
xN    X  
  N
 
   
 x ( N  1)   X ( N  1) 

The N-point DFT can be expressed in matrix form as: XN  WN x N

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  Example: Determine the DFT of the four-point sequence x(n)=[1 1,
2 1] by using matrix form.

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 Properties of DFT

Properties Time domain Frequency domain

 Notation x ( n) X (k )

 Periodicity x(n  N )  x(n) X (k )  X (k  N )

 Linearity a1 x1 (n)  a2 x2 (n) a1 X1 (k )  a2 X 2 (k )

 Circular time-shift x((n  l )) N e j 2 kl / N X (k )

 Circular convolution
 Multiplication
of two sequences
N
1 N 1
 Parveval’s theorem Ex   | x(n) |   | X (k ) |2
2

n 0 N k 0

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 Circular shift

 The circular shift of the sequence can be represented as the index

modulo N:
x '(n)  x(n  k , modulo N )  x((n  k )) N

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 Circular convolution

 The circular convolution of two sequences of length N is defined as

 Example: Perform the circular convolution of the following two

sequence:
x1 (n)  [2,1, 2,1] x2 (n)  [1, 2,3, 4]

It can been shown from the below Fig,

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 Circular convolution

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 Circular convolution

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 Use of the DFT in Linear Filtering

 Suppose that we have a finite duration sequence x=[x0, x1,…, xL-1 ]

which excites the FIR filter of order M.
 The sequence output is of length Ly=L+M samples.
 If N ≥ L+M, N-point DFT is sufficient to present y(n) in the
frequency domain, i.e.,

 Computation of the N-point IDFT must yield y(n).

 Thus, with zero padding, the DFT can be used to perform linear
filtering.
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 4. Fast Fourier transform (FFT)

 N-point DFT of the sequence of data x(n) of length N is given by

following formula:N 1
X (k )   x  n WNk , k  0,1, 2,..., N  1
n 0
 j 2 / N
where WN  e
 In general, the data sequence x(n) is also assumed to be complex
valued. To calculate all N values of DFT require N2 complex
multiplications and N(N-1) complex additions.
 FFT exploits the symmetry and periodicity properties of the phase
factor WN to reduce the computational complexity.
- Symmetry: WNk  N /2  WNk
- Periodicity: WNk  N  WNk
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 3. Fast Fourier transform (FFT)

 Based on decimation, leads to a factorization of computations.

 Let us first look at the classical radix 2 decimation in time.
 First we split the computation between odd and even samples:
N /2 1 N /2 1
X k    x  2n WN-k2n   x  2n  1 WN 
-k 2n 1

n 0 n 0

 Using the following property: WN  WN

2

2
 The N-point DFT can be rewritten:
N /2 1 N /2 1
X k    x  2n WN-kn  WN-k  x  2n  1 WN-kn
n 0 2 n 0 2
for k=0, 1, …, N-1
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 Fast Fourier transform (FFT)

 Using the property that: N

k
WN 2
  WNk

 The entire DFT can be computed with only k=0, 1, …,N/2-1.

N /2 1 N /2 1
X k    x  2n WN-kn  WN-k  x  2n  1 WN-kn
n 0 2 n 0 2

N /2 1 N /2 1
 N 
X  k     x  2n WN-kn  WN-k  x  2n  1 WN-kn
 2  n 0 2 n 0 2

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 Butterfly

 This leads to basic building block of the FFT, the butterfly.

x(0) X(0) We need:

x(2) X(1) •N/2(N/2-1) complex ‘+’ for
each N/2 DFT.
DFT N/2 •(N/2)2 complex ‘×’ for each
DFT.
x(N-2)
•N/2 complex ‘×’ at the input
X(N/2-1)
of the butterflies.
WN0
•N complex ‘+’ for the butter-
x(1) X(N/2)
x(3) WN1 - flies.
- X(N/2+1) •Grand total:

DFT N/2 N2/2 complex ‘+’

N/2(N/2+1) complex ‘×’
WNN/2-1
x(N-1) X(N-1)
-

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 Recursion
 If N/2 is even, we can further split the computation of each DFT of
size N/2 into two computations of half size DFT. When N=2r this
can be done until DFT of size 2 (i.e. butterfly with two elements).
3rd stage 2nd stage 1st stage
x(0) X(0)
W 80
x(4) - X(1)
W 80
x(2) - X(2)
W 80 W 82
x(6) - - X(3)
W 80
x(1) - X(4)
W80=1 W 80 W 81
x(5) - - X(5)
W 80 W 82
x(3) - - X(6)
W 80 W 82 W 83
x(7) - - - X(7)

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 Shuffling the data, bit reverse ordering

 At each step of the algorithm, data are split between even and odd
values. This results in scrambling the order.

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 Number of operations

 If N=2r, we have r=log2(N) stages. For each one we have:

• N/2 complex ‘×’ (some of them are by ‘1’).
• N complex ‘+’.
 Thus the grand total of operations is:

• N/2 log2(N) complex ‘×’.

• N log2(N) complex ‘+’

 Example: Calculate 4-point DFT of x=[1, 3, 2, 3] ?

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 Homework 1

a) Tính DFT-4 điểm của tín hiệu x(n) = {@, 1, 1, 2, 19, 11, 19, 11}.
b) Tính IDFT-4 điểm của tín hiệu X(k) = {@, 1 + j, 16, 1 – j}.
c) Vẽ sơ đồ thực hiện và tính FFT-4 điểm của tín hiệu x(n) = {@, 1
– j, 16, 1 + j}.
d) Vẽ 1 sơ đồ tổng quát thực hiện FFT-8 điểm.

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 Homework 2

a) Tính DFT-4 điểm của tín hiệu x(n) = {@, 2, 8}.

b) Vẽ sơ đồ thực hiện và tính FFT-4 điểm của tín hiệu x(n) = {@,
0, 1, 2}.
c) Xác định giá trị của A và B trong tín hiệu x(n) = {–20, –8, 1, 2,
A, B} để DFT-4 điểm của tín hiệu trên có dạng X(k) = {5, 1 +
j2, 1, 1 – j2}.

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 Homework 3

a) Tính DFT-4 điểm của tín hiệu x(n) = {@, 8, 0, 5, 4, 0, 4, 1}.

b) Xác định giá trị của A và B trong tín hiệu x(n) = {1, 2, 3, 4, 5, 6,
A, B} để DFT-4 điểm của tín hiệu trên có dạng X(k) = {12, 1 – j,
–2, 1 + j}.
c) Vẽ sơ đồ thực hiện và tính FFT-4 điểm của tín hiệu x(n) = {@, 8,
4, 6}.
d) Vẽ sơ đồ thực hiện tính IFFT-4 điểm của tín hiệu X(k) = {@, 8, 0,
5}.

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 Homework 4

a) Tính DFT-4 điểm của tín hiệu x(n) = {@, 2, 1, 0, 1, 1, 1}.

b) Xác định giá trị của A và B trong tín hiệu x(n) = {3, 1, 2, 0, A, B}
để DFT-4 điểm của tín hiệu trên có dạng X(k) = {9, 2 – j3, 3, 2 +
j3}.
c) Chứng minh và vẽ sơ đồ thực hiện tính DFT-4 điểm dựa trên các
DFT-2 điểm.
d) Chứng minh và vẽ sơ đồ thực hiện tính IDFT-4 điểm dựa trên
DFT-4 điểm.

Digital Signal Processing

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41 Frequency analysis of signals and systems
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