ELEC264: Signals And Systems Topic 5:Discrete-Time Fourier Transform (DTFT) oIntroduction DT Fourier Transform o Sufficient condition for the DTFT o DT Fourier Transform of Periodic Signals o DTFT and LTI systems: Frequency response o Properties of DT Fourier Transform o Summary o Appendix: Transition from DT Fourier Series to DT Fourier Transform o o Appendix: Relations among Fourier Methods Aishy Amer Concordia University Electrical and Computer Engineering Figures and examples in these course slides are taken from the following sources: •A. Oppenheim, A.S. Willsky and S.H. Nawab, Signals and Systems, 2nd Edition, Prentice-Hall, 1997 •M.J. Roberts, Signals and Systems, McGraw Hill, 2004 •J. McClellan, R. Schafer, M. Yoder, Signal Processing First, Prentice Hall, 2003 Fourier representation A Fourier function is unique, i.e., no two same signals in time give the same function in frequency The DT Fourier Series is a good analysis tool for systems with periodic excitation but cannot represent an aperiodic DT signal for all time The DT Fourier Transform can represent an aperiodic discrete-time signal for all time 2 Its development follows exactly the same as that of the Fourier transform for continuous-time aperiodic signals Overview of Frequency Analysis Methods 3 Overview of Fourier Analysis Methods Periodic in Time Discrete in Frequency Continuous in Time Aperiodic in Frequency CT Fourier Series : Aperiodic in Time Continuous in Frequency CT - PT CT Fourier Transform: DT T ak 1 x(t )e T 0 jk 0t X(j ) dt CT InverseFourier Series : DT ak e jk x(t ) CT - PT 1 2 k Discrete in Time DT Fourier Series DT - PN DT - PN CT X ( j )e j t d CT P 2 InverseDT Fourier Transform: CT P 2 N 1 X [k ] x[n]e j 0 kn X (e j ) x[n] 1 N DT - PN N 1 X [k ]e j k 0 x[n]e j n n InverseDT Fourier Series DT - PN 4 dt DT Fourier Transform: DT n 0 Periodic in Frequency j t CT InverseCT Fourier Transform: CT x(t ) 0t x(t )e CT 0 kn x[n] 1 2 X (e j )e j n d 2 DT Overview of Fourier symbols DT x[n] Variable Period n N Continuous Frequency Discrete Frequency k 2 k/N k CT x(t) t T k k 2 k /T •DT-FT: Discrete in time; Aperiodic in time; Continous in Frequency; Periodic in Frequency •DT-FS: Discrete in time; Periodic in time; Discrete in Frequency; Periodic in Frequency 5 •CT-FS: Continuous in time; Periodic in time; Discrete in Frequency; Aperiodic in Frequency • CT-FT: Continuous in time; Aperiodic in time; Continous in Frequency; Aperiodic in Frequency Outline o o o o o o o o o 6 Introduction DT Fourier Transform Sufficient condition for DTFT DT Fourier Transform of Periodic Signals Properties of DT Fourier Transform DTFT & LTI systems: Frequency response DTFT: Summary Appendix: Transition from DT Fourier Series to DT Fourier Transform Appendix: Relations among Fourier Methods DT Fourier Transform DT Fourier transform and the inverse FT j X (e ) x[n]e j n , n X (e j )e j n d FT describes which frequencies are present in the original function The original signal can be recovered from knowing the Fourier transform, and vice versa The function X(ejω) is periodic in ω with period 2π 7 x[n] 1 2 (The function ejω is periodic with N=2π) Forms : X (e j ) x[n]e n j n X(f ) x[n]e n j 2 fn DT Fourier Transform DT signal representations: A sum of scaled, delayed impulse x[n] x[k ] [n k ] k A linear combination of weighted sinusoidal signals x[n] 8 1 2 j X ( e )e j n d DT Fourier Transform: Derivation Let x[n] be the aperiodic DT signal We construct a periodic signal ˜x[n] for which x[n] is one period ˜x[n] is comprised of infinite number of replicas of x[n] Each replica is centered at an integer multiple of N N is the period of ˜x[n] Consider the following figure which illustrates an example of x[n] and the construction of Clearly, x[n] is defined between −N1 and N2 Consequently, N has to be chosen such that N > N1 + N2 + 1 so that adjacent replicas do not overlap Clearly, as we let as desired 9 DT Fourier Transform: Derivation Let us now examine the FS representation of Since x[n] is defined between −N1 and N2 ak in the above expression simplifies to ω = 2π/N 10 DT Fourier Transform: Derivation 11 Now defining the function We can see that the coefficients ak are related to X(ejω) as where ω0 = 2π/N is the spacing of the samples in the frequency domain Therefore As N increases ω0 decreases, and as N → ∞ the above equation becomes an integral DT Fourier Transform: Derivation One important observation here is that the function X(ejω) is periodic in ω with period 2π 12 Therefore, as N → ∞, (Note: the function ejω is periodic with N=2π) This leads us to the DT-FT pair of equations DT Fourier Transform: Examples x[n] 1 X (e j ) 2 ( 2 r) r The periodic impulse train n Let x[n] a u[n] 13 |a| 1 1 X (e ) 1 ae j j DT Fourier Transform: Examples Aperiodic Periodic 14 Fourier transform pairs 15 Outline o o o o o o o o o 16 Introduction DT Fourier Transform Sufficient condition for DTFT DT Fourier Transform of Periodic Signals Properties of DT Fourier Transform DTFT & LTI systems: Frequency response DTFT: Summary Appendix: Transition from DT Fourier Series to DT Fourier Transform Appendix: Relations among Fourier Methods Sufficient condition for DTFT Condition for the convergence of the infinite sum | X (e j ) | | x[n]e j n | x[n] ||e | j n | | x[n] | If x[n] is absolutely summable, its FT exists (sufficient condition) 17 Example: Exponential sequence n x[n] a u[n] 18 1 | a | 1 : X (e ) 1 ae j 1 j a 1 : X (e ) 1 e j k | a | 1 : DTFT does not exist j ( 2 k) Outline o o o o o o o o o 19 Introduction DT Fourier Transform Sufficient condition for DTFT DT Fourier Transform of Periodic Signals Properties of DT Fourier Transform DTFT & LTI systems: Frequency response DTFT: Summary Appendix: Transition from DT Fourier Series to DT Fourier Transform Appendix: Relations among Fourier Methods FT of Periodic DT Signals Consider the continuous time signal Now consider this signal This signal is periodic Furthermore, the Fourier series of this signal is just an impulse of weight one centered at ω= ω0 It is also periodic and there is one impulse per period However, the separation between adjacent impulses is 2π In particular, the DT Fourier Transform for this signal is DTFT of a periodic signal with period N j 20 X (e ) 2 X [k ] ( k k ); k 2 k N DTFT: Periodic signal 1 The signal can be expressed as We can immediately write 21 Equivalently period 2π DT FT of periodic signals FS vs. FT 22 Outline o o o o o o o o o 23 Introduction DT Fourier Transform Sufficient condition for DTFT DT Fourier Transform of Periodic Signals Properties of DT Fourier Transform DTFT & LTI systems: Frequency response DTFT: Summary Appendix: Transition from DT Fourier Series to DT Fourier Transform Appendix: Relations among Fourier Methods Complex numbers * Cartesian representation : z Magnitude of z r | z | x x2 jy y2 It is the distance of a point z from the origin y Phase (argument)of z z tan 1 x is the angle to the real positive axis can change by any multiple of 2 and still give the same angle (radians not degrees are being used) * Polar representation : z zej z cos Complex Conjugate : 24 z* x jy ; ( z z * ) and ( zz * ) are real j z sin Properties of the DTFT 25 The function ejω is periodic with N=2π Properties of the DTFT 26 Properties of the DTFT 27 Example: Time shift Determining the DTFT of a n u[n 5] x[n] Solution x1[n] a u[n] x 2 [ n] x1[n 5] j X 2 (e ) e j5 X 1 (e j ) (i.e. j X (e ) j X 1 (e ) a 5 x 2 [ n] x[n] 28 F n a 5e j5 1 ae j 1 1 ae j a n 5u[n 5]) e j5 1 ae j (i.e. a n u[n 5]) Properties of the DTFT 29 Properties of the DTFT 30 31 Symmetry properties of the DTFT Symmetry properties of the DTFT Duality property Properties of the DTFT 34 Properties of the DT FT Accumulation : n x[m] m n 1 X(e jω 1-e jω ) πX(e j0 δ(ω 2πm) ) m 1 1 x[m] X(f) X( 0)comb( f ) j2 f 1-e 2 m where the impulse train on the right - hand side reflects the average value (or dc component) that may result from the summation 35 Train of impulses comb ( ) ( k 2 k) Properties of the DT FT 36 Properties of the DT FT 37 Properties of the DT FT 38 Properties of the DT FT 39 Properties of the DT FT 40 Properties of the DT FT Multiplica tion & Convolution duality : x[n] y[n] x[n] y[n] 1 X (e j ) Y (e j ) 2 X (e j )Y (e j ) It follows : for an LTI system with impulse responseh[n] : y[n] h[n] * x[n] 41 Y (e j ) H (e j )X (e j ) Properties of the DT FT 42 Properties of the DT FT 43 Properties of the DT FT: Difference equation 44 DT LTI Systems are characterized by Linear Constant-Coefficient Difference Equations A general linear constant-coefficient difference equation for an LTI system with input x[n] and output y[n] is of the form Now applying the FT to both sides of the above equation, we have But we know that the input and the output are related to each other through the impulse response of the system, denoted by h[n], i.e., Properties of the DT FT : Difference equation Applying the convolution property if one is given a difference equation corresponding to some system, the FT of the impulse response of the system can found directly from the difference equation by applying the Fourier transform 45 FT of the impulse response = Frequency response Inverse FT of the frequency response = Impulse response Properties of the DT FT: Example 46 With |a| < 1 , consider the causal LTI system that is characterized by the difference equation The frequency response of the system is From tables (or by applying inverse FT), we get 47 Table 2.2 Outline o o o o o o o o o 48 Introduction DT Fourier Transform Sufficient condition for DTFT DT Fourier Transform of Periodic Signals Properties of DT Fourier Transform DTFT & LTI systems: Frequency response DTFT: Summary Appendix: Transition from DT Fourier Series to DT Fourier Transform Appendix: Relations among Fourier Methods Frequency response of LTI systems If input is complex exponentials x[n] e j n y[n] T {e j n } h[k ]e j (n k ) ( k Define H (e j ) h[k ]e j k )ej n k h[k ]e j k y[n] H (e j )e j n k (h[n] & H(): Frequency and impulse responses are a FT pair) if x[n] 49 1 2 j X (e ) e j n d y[n] 1 2 X (e j ) H (e j ) e j n d Frequency response The frequency response of discrete-time LTI systems is always a periodic function of the frequency variable 2 w with period H (e j ( 2 ) ) h[n]e n j( 2 )n h[n]e j n e j2 n H (e j ) n Only specify over the interval The ‘low frequencies’ are close to 0 The ‘high frequencies’ are close to Frequency response is generally complex H (e j ) 50 H R (e j ) | H (e j ) | e j jH I (e j ) H (e j ) describes changes to x[n] in magnitude and phase Frequency response: Example Frequency response of the ideal delay system Ideal delay : y[n] H (e j ) x[n nd ] [n nd ]e j n h[n] e [n nd ] j nd n j H R (e ) cos( nd ), | H (e j ) | 1, 51 j H I (e ) H (e j ) nd sin( nd ) Frequency response Response of LTI systems: x[n] [n] y[n] h[n] ; with h[n] the impulse response x[n] x[k ] [n k ] k y[n] x[k ]h[n k ] k Convolution theorem: If input X (e j ) Response: X (e j ) H (e j ) ; with H (e j ) the frequencyresponse Frequency& impulse responsesare a FT pair 52 Frequency response: Example 53 Ideal frequency-selective LTIsystems (or filters) 54 Ideal frequency-selective filter have unity frequency response over a certain range of frequencies, and is zero at the remaining frequencies Example: Ideal low-pass filter: passes only low frequencies and rejects high frequencies of an input signal x[n] Example : ideal lowpass filter Frequency response H lp (e j ) 1, | | 0, c | | hlp [n] 55 1 2 c c e c j n d sin c n n , n h[n] is not absolutely summable Filter noncausal Outline o o o o o o o o o 56 Introduction DT Fourier Transform Sufficient condition for DTFT DT Fourier Transform of Periodic Signals Properties of DT Fourier Transform DTFT & LTI systems: Frequency response DTFT: Summary Appendix: Transition from DT Fourier Series to DT Fourier Transform Appendix: Relations among Fourier Methods DTFT: Summary DT Fourier Transform represents a discrete time aperiodic signal as a sum of infinitely many complex exponentials, with the frequency varying continuously in (-π, π) 57 DTFT is periodic only need to determine it for Summary: Signal & System representations Signal: A sum of scaled, delayed impulse x[n] k Signal: A linear combination of weighted sinusoidal signals x[n] 1 2 x[n] * h[n] x[k ]h[n k ] k 58 X ( e j )e j n d LTI system: Convolution y[n] x[k ] [n k ] LTI system: Difference equation: Y (e j ) X (e j ) H (e j ) Real-world application: Image compression Energy Distribution of transform (DCT) Coefficients in Typical Images 59 Real-world applications: Image compression Images Approximated by Different Number of transform (DCT) Coefficients With 16/64 Coefficients Original With 8/64 Coefficients 60 With 4/64 Coefficients Waveform-based video coding DTFT: Summary Know how to calculate the DTFT of simple functions Know Fourier transforms of special functions, e.g. δ[n], exponential Know how to calculate the inverse transform of rational functions using partial fraction expansion Properties of DT Fourier transform 61 Know the geometric sum: Linearity, Time-shift, Frequency-shift, … DT-FT Summary: a quiz A discrete-time LTI system has impulse response Find the output y[n] due to input m[n] n a u[n] 1 H (e ) 1 1 e 2 j Y (e ) u[n] u[n] j j H (e ) X ( e ) 1 M (e ) 1 ae j 1 and X (e ) 1 1 e 7 j j j n n 1 7 Solution : Use the convolution property: y[n] h[n] * x[n] 62 h[n] x[n] j 1 2 j , a 1 DT-FT Summary: a quiz (cont.) 1 Y (e j ) ( 1 1 e 7 j 1 )( 1 1 e 2 ) j Using partial fraction expansion method of finding inverse FT gives: 2/5 1 j 1 e 7 Y (e j ) Therefore, It can be seen that a FT of the type . Therefore, the inverse FT of the inverse FT of 2/5 1 j 1 e 7 7/5 1 j 1 e 2 is 2 1 5 7 1 1 ae n a u[n] 63 Thus the complete output 1 1 ae M (e j ) a n u[n] n u[n] n is 7 1 u[n] 5 2 y[n] j should correspond to a signal j n j since a FT is unique, (i.e. no two same signals in time give the same function in frequency) and since m[n] 7/5 1 1 e 2 n 2 1 7 1 u[n] u[n] 5 7 5 2 Outline o o o o o o o o o 64 Introduction DT Fourier Transform Sufficient condition for DTFT DT Fourier Transform of Periodic Signals Properties of DT Fourier Transform DTFT & LTI systems: Frequency response DTFT: Summary Appendix: Transition from DT Fourier Series to DT Fourier Transform Appendix: Relations among Fourier Methods Transition: DT Fourier Series to DT Fourier Transform 65 DT Pulse Train Signal This DT periodic rectangular-wave signal is analogous to the CT periodic rectangularwave signal used to illustrate the transition from the CT Fourier Series to the CT Fourier Transform Transition: DT Fourier Series to DT Fourier Transform 66 DTFS of DT Pulse Train As the period of the rectangular wave increases, the period of the DT Fourier Series increases and the amplitude of the DT Fourier Series decreases Transition: DT Fourier Series to DT Fourier Transform 67 Normalized DT Fourier Series of DT Pulse Train By multiplying the DT Fourier Series by its period and plotting versus instead of k, the amplitude of the DT Fourier Series stays the same as the period increases and the period of the normalized DT Fourier Series stays at one Transition: DT Fourier Series to DT Fourier Transform 68 The normalized DT Fourier Series approaches this limit as the DT period approaches infinity Outline o o o o o o o o o 69 Introduction DT Fourier Transform Sufficient condition for DTFT DT Fourier Transform of Periodic Signals Properties of DT Fourier Transform DTFT & LTI systems: Frequency response DTFT: Summary Appendix: Transition from DT Fourier Series to DT Fourier Transform Appendix: Relations among Fourier Methods Relations Among Fourier Methods Periodic in Time Discrete in Frequency Continuous in Time Aperiodic in Frequency CT Fourier Series : Aperiodic in Time Continuous in Frequency CT - PT CT Fourier Transform: DT T ak 1 x(t )e T 0 jk 0t X(j ) dt CT InverseFourier Series : DT ak e jk x(t ) CT - PT 1 2 k Discrete in Time DT Fourier Series DT - PN DT - PN CT X ( j )e j t d CT P 2 InverseDT Fourier Transform: CT P 2 N 1 X [k ] x[n]e j 0 kn X (e j ) x[n] 1 N DT - PN N 1 X [k ]e j k 0 x[n]e j n n InverseDT Fourier Series DT - PN 70 dt DT Fourier Transform: DT n 0 Periodic in Frequency j t CT InverseCT Fourier Transform: CT x(t ) 0t x(t )e CT 0 kn x[n] 1 2 X (e j )e j n d 2 DT Relations Among Fourier Methods 71 CT Fourier Transform - CT Fourier Series 72 CT Fourier Transform - CT Fourier Series 73 CT Fourier Transform - DT Fourier Transform 74 CT Fourier Transform - DT Fourier Transform 75 DT Fourier Series - DT Fourier Transform 76 DT Fourier Series - DT Fourier Transform 77