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Digital Fourier Transform(DFT)

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Digital Fourier
Transform(DFT)
Fourier Series
 Signal
used in daily life are
continuous or discrete in nature.
Discrete signal are used mainly in
digital communication. Signals may
be periodic or aperiodic also in
nature. For these type of signals,
we can use Fourier analysis to
extract the information. Periodic
signal, which may be represented
by a function f(X) called as Fourier
series. Where we
for extract
Fourier Series

But
in the case of aperiodic
signals Fourier transform and
inverse Fourier transform are
used to analysis the signals.
Fourier transform f(w) is in
generally in frequency domain,
whereas as inverse F(t) is in the
real time domain.
Fourier Series
F(ω)
F(ω)
Periodic signals
ω
2ω
ω
Aperiodic signals
F(t)
F(ω)
Fourier Transform
Inverse Fourier Transform
t
t
ω
ω
F(x)
Fourier Series
Period a
Complex continuous
periodic function
by fourier series.
x
F(𝝎)
Each terms contains
frequency
as
a
integral multiple of
original
complex
wave frequency.
πœΆπŸ‘
𝜢𝟏
𝜢𝟐 πœΆπŸ’
𝝎
Fourier Series
∞
𝒇 𝒙 = π’‚πŸŽ +
πœΆπ’ 𝒄𝒐𝒔 π’πŽπ’• + πœ·π’ π’”π’Šπ’ π’πŽπ’•
𝒏=𝟏
∞
𝒇 𝒙 = π’‚πŸŽ +
𝒏=𝟏
𝟐
πœ·π’ =
𝑻
𝟐
πœΆπ’ =
𝑻
𝒂/𝟐
n=1,2,3,4………………
πŸπ’π…π’™
πŸπ’π…π’™
πœΆπ’ 𝐜𝐨𝐬
+ πœ·π’ 𝐬𝐒𝐧
𝒂
𝒂
n=1,2,3,4………………
πŸπ’π…π’™
𝒇 𝒙 𝐬𝐒𝐧(
)𝒅𝒙
𝒂
−𝒂/𝟐
𝒂/𝟐
πŸπ’π…π’™
𝒇 𝒙 𝐬𝐒𝐧
𝒅𝒙
𝒂
−𝒂/𝟐
Fourier Series
Using the Euler's relation,
e=cosθ+isinθ
∞
we can modify the Fourier series as
π’ŠπŸπ…π’π’™/𝒂
𝒇 𝒙 =
𝒆
𝒇𝒏
𝒏=−∞
The above summation of exponential
summation series extends from negative
infinity and the 𝑓𝑛
is the Fourier
coefficient .If we can found out 𝑓𝑛 then the
series is determined. we use the
kronecker delta function to solve.
𝒂/𝟐
𝒅𝒙
𝒏=−𝒂/𝟐
aπœΉπ’π’Ž =
Due to this property the
exponential
function
with
integer value n is orthogonal
−π’ŠπŸπ…π’π’™/𝒂 π’ŠπŸπ…π’π’™/𝒂
𝒆
𝒆
πœΉπ’π’Ž
𝟏, π’Šπ’‡ π’Ž = 𝒏
=
𝟎, π’Šπ’‡ π’Ž ≠ 𝒏
𝒂/𝟐
. We will use
this to determine
𝒇𝒏 .
−𝒂/𝟐
𝒂/𝟐
in nature
𝒅𝒙
π’ŠπŸπ…π’π’™/𝒂
𝒆
𝒏=−∞
𝒅𝒙 𝒆
𝒏=−∞ −𝒂/𝟐
∞
π’ŠπŸπ…π’Žπ’™
−
𝒆 𝒂 𝒇(𝒙)
𝒂/𝟐
∞−𝒂/𝟐
=
𝒅𝒙
π’ŠπŸπ…π’Žπ’™
−
𝒆 𝒂 𝒇(𝒙)=
π’ŠπŸπ…π’Žπ’™/𝒂 π’ŠπŸπ…π’π’™/𝒂
𝒆
𝒇𝒏
∞
𝒇𝒏 =
π’‚πœΉπ’π’Ž 𝒇𝒏
𝒏=−∞
= 𝒂𝒇𝒏
∞
𝒇𝒏 =
𝒆
π’Šπ’Œπ’ 𝒙
𝒇𝒏
𝒏=−∞
𝟏
𝒂
𝒂/𝟐
𝒅𝒙 𝒆
−π’Šπ’Œπ’ 𝒙
𝒇(𝒙) = 𝒇𝒏
−𝒂/𝟐
Where π’Œπ’ = πŸπ…π’/𝒂 is the wave number
Fourier
𝒇 𝒙 = π₯𝐒𝐦
Transform
𝒂→∞
∞
π’†π’ŠπŸπ…π’π’™/𝒂 𝒇𝒏
𝒏=−∞
∞
π’†π’Šπ’Œπ’π’™ 𝒇𝒏
𝒇 𝒙 = π₯𝐒𝐦
𝒂→∞
𝒏=−∞
∞
𝒇 𝒙 = π₯𝐒𝐦
𝒂→∞
𝒏=−∞
∞
Δk π’Šπ’Œ 𝒙
𝒆 𝒏 𝑭(π’Œπ’ ) 𝑭(π’Œπ’ )=
πŸπ…
𝒇 𝒙 = π₯𝐒𝐦
𝒂→∞
π’Œπ’ =nΔk,
Δk=
πŸπ…/𝒂
𝒏=−∞
Δk π’Šπ’Œ 𝒙 πŸπ…π’‡π’
𝒆 𝒏
πŸπ…
Δk
dk π’Šπ’Œ 𝒙
𝒇 𝒙 =
𝒆 𝒏 𝑭(π’Œ)
−∞ πŸπ…
∞
πŸπ…π’‡π’
Δk
πŸπ…π’‡π’
𝑭(π’Œπ’ ) = π₯𝐒𝐦
𝒂→∞ Δk
πŸπ… 𝟏
𝑭(π’Œπ’ ) = π₯𝐒𝐦
𝒂→∞ πŸπ…/𝒂 𝒂
𝒂/𝟐
𝒅𝒙 𝒆−π’Šπ’Œπ’ 𝒙 𝒇(𝒙)
−𝒂/𝟐
∞
𝑭(π’Œπ’ ) =
𝒅𝒙 𝒆
−π’Šπ’Œπ’™
𝒇(𝒙)
−∞
∞
dk π’Šπ’Œ 𝒙
𝒇 𝒙 =
𝒆 𝒏 𝑭(π’Œ)
−∞ πŸπ…
∞
𝑭(π’Œ) =
𝒅𝒙 𝒆
−∞
−π’Šπ’Œπ’™
𝒇(𝒙)
Now let us consider a digital sequence
that is periodic in nature. The sequence
contain n datas and have a period N. Then
we can express the amplitude of each
data point as x[1], x[2]… x[n].
Since the time period for a periodic
signal is finite, we can represent this
as a summation of exponential series
as did for Fourier series equation 1
Frequency Analysis of Discrete time signals
. Exponential series contains frequency
components as an integral multiple of
its fundamental frequency 1/N. Then
the difference between successive
harmonics is 1/N Hz or 2pi/N radians.
X[n]
𝑿[𝒏] =
𝒙[π’Œ]𝒆
π’‹πŸπ…π’Œπ’/𝑡
,k=0,1,23………..(1)
N(period)
n data points
n
2
1
t
π’‹πŸπ…π’Œπ’/𝑡
𝒙[π’Œ]𝒆
,k=0,1,2…(1)
X[n]
𝐗𝐧 =
figure x[n] is periodic in nature, so
X[n]=x[n+rN], where r is an
integer
N(period)
n data points
n
2
1
t
Fourier series of a continuous periodic
signals contains frequency up to a
infinite range in the summation series but
for Fourier series of discrete periodic
signals only frequency in the range
(0,1,…N) is needed. The proof is that the
exponential function is identical for the
kth and (k+N)th frequency. That is,
𝒆
π’‹πŸπ…π’Œπ’/𝑡
=𝒆
π’‹πŸπ…(π’Œ+𝑡)𝒏/𝑡
𝑡−𝟏
𝒙[π’Œ]π’†π’‹πŸπ…π’Œπ’/𝑡 ………………..2
X[n]=
𝟎
To find out x[k], we multiply
π’‹πŸπ…π’“π’/𝑡
equation 2 with 𝒆
on both
sides and summing n=0 to N-1.
𝑡−𝟏 𝑡−𝟏
𝑡−𝟏
−π’‹πŸπ…π’“π’/𝑡
𝒙[𝒏] 𝒆
=
π’‹πŸπ…(π’Œ−𝒓)𝒏/𝑡
𝒙[π’Œ]𝒆
𝒏=𝟎 π’Œ=𝟎
𝒏=𝟎
Recall the exponential summation of
complex function as given in below
𝑡−𝟏
π’‹πŸπ…π’Œπ’/𝑡
𝒆
𝒏=𝟎
𝑡 π’Šπ’‡ π’Œ = 𝟎, ±π‘΅, ±πŸπ‘΅
=
𝟎
π’Šπ’‡ π’π’•π’‰π’†π’“π’˜π’Šπ’”π’†
𝑡−𝟏
π’‹πŸπ…(π’Œ−𝒓)𝒏/𝑡
𝒆
𝑡 π’Šπ’‡ π’Œ − 𝒓 = 𝟎, ±π‘΅, ±πŸπ‘΅
=
𝟎
π’Šπ’‡ π’π’•π’‰π’†π’“π’˜π’Šπ’”π’†
𝒏=𝟎
𝑡−𝟏
𝒙[𝒏] 𝒆
−π’‹πŸπ…π’“π’/𝑡 =
𝒏=𝟎
𝑡−𝟏 𝑡−𝟏
π’‹πŸπ…(π’Œ−𝒓)𝒏/𝑡
𝒙[π’Œ]𝒆
𝒏=𝟎 π’Œ=𝟎
If k-r=0,then k=r and the series is modified
𝟏
=
𝑿[π’Œ]
𝑡
𝑡−𝟏
𝒙[𝒏] 𝒆
𝒏=𝟎
−π’‹πŸπ…π’Œπ’/𝑡
k=0,1,2…N1…….(2)
𝑡−𝟏
𝒙[𝒏]
𝒏=𝟎
−π’‹πŸπ…π’“π’/𝑡
𝒆
𝑡−𝟏 𝑡−𝟏
=
π’‹πŸπ…(π’Œ−𝒓)𝒏/𝑡
𝒙[π’Œ]𝒆
π’Œ=𝟎 𝒏=𝟎
𝑡−𝟏
𝑡−𝟏
π’‹πŸπ…(𝟏−𝒓)𝒏/𝑡
𝒙[𝟏]𝒆
𝒏=𝟎
𝑡−𝟏
+
𝒙[𝟐]𝒆
𝒏=𝟎
𝒙[𝑡
−
𝟏]𝒆
+……..
π’Œ=𝟎
π’‹πŸπ…(𝟐−𝒓)𝒏/𝑡
π’‹πŸπ…(𝑡−𝟏−𝒓)𝒏/𝑡
If k-r=0, only
this term is ≠0
𝑡−𝟏
𝑡−𝟏
𝒙[𝒏]
𝒏=𝟎
𝑡−𝟏
𝒏=𝟎
𝑡−𝟏
𝒙[𝟐]𝒆
π’‹πŸπ…(𝟏−𝒓)𝒏/𝑡
+
𝒙[𝟏]𝒆
−π’‹πŸπ…π’“π’/𝑡
=
𝒆
π’‹πŸπ…(𝟐−𝒓)𝒏/𝑡
+…. 𝒙[π’Œ]π’†π’‹πŸπ…(π’Œ−𝒓)𝒏/𝑡
+….
π’Œ=𝟎
𝒏=𝟎
If k-r=0,then k=r and then
𝟏
𝑿[π’Œ] =
𝑡
𝑡−𝟏
−π’‹πŸπ…π’Œπ’/𝑡
𝒙[𝒏] 𝒆
𝒏=𝟎
k=0,1,2…N-
X[k]N
𝟏
𝑿[π’Œ] =
𝑡
𝑡−𝟏
−π’‹πŸπ…π’Œπ’/𝑡
𝒙[𝒏] 𝒆
𝒏=𝟎
k=0,1,2…..N-1…………….(2)
DFTS can be represented by
equation 2 and
corresponding
Fourier coefficient X[k] gives its
frequency domain spectra. X[k]
represents the phase and amplitude
of corresponding frequency.
k > N?
𝑡−𝟏
𝟏
−π’‹πŸπ…(π’Œ+𝑡)𝒏/𝑡
𝑿[π’Œ + 𝑡]=
𝒙[𝒏] 𝒆
𝑡
𝑡−𝟏
𝒏=𝟎
𝟏
−π’‹πŸπ…π’Œπ’/𝑡 −π’‹πŸπ…π‘΅π’/𝑡 =x[k]
𝒙[𝒏] 𝒆
𝒆
𝑡
𝒏=𝟎
−π’‹πŸπ…π‘΅π’/𝑡
𝒆
=
cos πŸπ…π’ + π’‹π’”π’Šπ’πŸπ…π’ = 𝟏
𝒇𝒐𝒓 𝒏 = 𝟎, 𝟏 … 𝑡 − 𝟏
Thus ,x[k] is discrete variable
but with a period of N
Discrete
Time Fourier
Series(DTFS)
X[n] =
π‘₯[π‘˜]𝑒
𝑗2πœ‹π‘˜π‘›/𝑁
𝑋[π‘˜]
1
=
𝑁
𝑁−1
π‘₯[𝑛]
𝑛=0
−𝑗2πœ‹π‘˜π‘›/𝑁
𝑒
Frequency Analysis of Discrete aperiodic signals
Since the time period for a aperiodic signal is infinite
(N=∞), the time domain spectra contain the number
of data points (-∞ to ∞) extends to infinite. we can
add this to summation of exponential series to
determine x[k].
∞
𝒙[𝒏] 𝒆−π’‹πŸπ…π’Œπ’/𝑡
𝑿[π’Œ] =
𝒏=−∞
As in the figure x[n] is
periodic in nature, we can
write
X[n]=x[n+rN], where r
is an integer
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