1.1 Discrete-Time Fourier Transform



Similar documents
9 Fourier Transform Properties

10 Discrete-Time Fourier Series

2 Signals and Systems: Part I

6 Systems Represented by Differential and Difference Equations

Lecture 8 ELE 301: Signals and Systems

UNIVERSITY OF CALIFORNIA, SAN DIEGO Electrical & Computer Engineering Department ECE Fall 2010 Linear Systems Fundamentals

T = 10-' s. p(t)= ( (t-nt), T= 3. n=-oo. Figure P16.2

24 Butterworth Filters

Frequency Response of FIR Filters

PYKC Jan Lecture 1 Slide 1

3 Signals and Systems: Part II

SIGNAL PROCESSING & SIMULATION NEWSLETTER

UNIVERSITY OF CALIFORNIA, SAN DIEGO Electrical & Computer Engineering Department ECE Fall 2009 Linear Systems Fundamentals

Discrete-Time Signals and Systems

CHAPTER 6 Frequency Response, Bode Plots, and Resonance

SGN-1158 Introduction to Signal Processing Test. Solutions

The continuous and discrete Fourier transforms

Review of Fourier series formulas. Representation of nonperiodic functions. ECE 3640 Lecture 5 Fourier Transforms and their properties

1 Lecture: Integration of rational functions by decomposition

1.4 Fast Fourier Transform (FFT) Algorithm

Probability and Random Variables. Generation of random variables (r.v.)

San José State University Department of Electrical Engineering EE 112, Linear Systems, Spring 2010

Class Note for Signals and Systems. Stanley Chan University of California, San Diego

Chapter 8 - Power Density Spectrum

Mathematics. ( : Focus on free Education) (Chapter 5) (Complex Numbers and Quadratic Equations) (Class XI)

3.1 State Space Models

Analysis/resynthesis with the short time Fourier transform

The Z transform (3) 1

min ǫ = E{e 2 [n]}. (11.2)

2.161 Signal Processing: Continuous and Discrete Fall 2008

Lecture 14. Point Spread Function (PSF)

Methods for Vibration Analysis

Convolution, Correlation, & Fourier Transforms. James R. Graham 10/25/2005

Design of FIR Filters

Lecture 1-6: Noise and Filters

The Algorithms of Speech Recognition, Programming and Simulating in MATLAB

Lecture 2. Marginal Functions, Average Functions, Elasticity, the Marginal Principle, and Constrained Optimization

First, we show how to use known design specifications to determine filter order and 3dB cut-off

Introduction to Frequency Domain Processing 1

Frequency Domain and Fourier Transforms

Sampling and Interpolation. Yao Wang Polytechnic University, Brooklyn, NY11201

7. Beats. sin( + λ) + sin( λ) = 2 cos(λ) sin( )

MATH 4330/5330, Fourier Analysis Section 11, The Discrete Fourier Transform

INTEGRATING FACTOR METHOD

Signals and Systems. Richard Baraniuk NONRETURNABLE NO REFUNDS, EXCHANGES, OR CREDIT ON ANY COURSE PACKETS

Power Spectral Density

Lecture 18: The Time-Bandwidth Product

Aliasing, Image Sampling and Reconstruction

TCOM 370 NOTES 99-4 BANDWIDTH, FREQUENCY RESPONSE, AND CAPACITY OF COMMUNICATION LINKS

Signal Detection C H A P T E R SIGNAL DETECTION AS HYPOTHESIS TESTING

NETWORK STRUCTURES FOR IIR SYSTEMS. Solution 12.1

FFT Algorithms. Chapter 6. Contents 6.1

Digital Signal Processing IIR Filter Design via Impulse Invariance

The Method of Partial Fractions Math 121 Calculus II Spring 2015

How To Understand The Nyquist Sampling Theorem

LS.6 Solution Matrices

Inner Product Spaces

Design of Efficient Digital Interpolation Filters for Integer Upsampling. Daniel B. Turek

FINAL EXAM SECTIONS AND OBJECTIVES FOR COLLEGE ALGEBRA

(Refer Slide Time: 01:11-01:27)

Basics of Polynomial Theory

ECG590I Asset Pricing. Lecture 2: Present Value 1

ELECTRICAL ENGINEERING

Bits Superposition Quantum Parallelism

Notes on Determinant

LECTURE 4. Last time: Lecture outline

Introduction to Digital Filters

Series FOURIER SERIES. Graham S McDonald. A self-contained Tutorial Module for learning the technique of Fourier series analysis

Correlation in Random Variables

Correlation and Convolution Class Notes for CMSC 426, Fall 2005 David Jacobs

EE 179 April 21, 2014 Digital and Analog Communication Systems Handout #16 Homework #2 Solutions

Short-time FFT, Multi-taper analysis & Filtering in SPM12

5 Signal Design for Bandlimited Channels

Trend and Seasonal Components

5. Orthogonal matrices

ENCOURAGING THE INTEGRATION OF COMPLEX NUMBERS IN UNDERGRADUATE ORDINARY DIFFERENTIAL EQUATIONS

Application of Fourier Transform to PDE (I) Fourier Sine Transform (application to PDEs defined on a semi-infinite domain)

BSEE Degree Plan Bachelor of Science in Electrical Engineering:

Lab 1. The Fourier Transform

Course overview Processamento de sinais 2009/10 LEA

Laboratory #5: RF Filter Design

Linear-Quadratic Optimal Controller 10.3 Optimal Linear Control Systems

The degree of a polynomial function is equal to the highest exponent found on the independent variables.

is identically equal to x 2 +3x +2

8 Hyperbolic Systems of First-Order Equations

Duality of linear conic problems

Signal to Noise Instrumental Excel Assignment

DIEF, Department of Engineering Enzo Ferrari University of Modena e Reggio Emilia Italy Online Trajectory Planning for robotic systems

This unit will lay the groundwork for later units where the students will extend this knowledge to quadratic and exponential functions.

2 Session Two - Complex Numbers and Vectors

Solving Systems of Linear Equations

Chapter 12 Modal Decomposition of State-Space Models 12.1 Introduction The solutions obtained in previous chapters, whether in time domain or transfor

Understanding Poles and Zeros

L9: Cepstral analysis

ab = c a If the coefficients a,b and c are real then either α and β are real or α and β are complex conjugates

x = + x 2 + x

Transcription:

1.1 Discrete-Time Fourier Transform The discrete-time Fourier transform has essentially the same properties as the continuous-time Fourier transform, and these properties play parallel roles in continuous time and discrete time. As with the continuous-time Four ier transform, the discrete-time Fourier transform is a complex-valued function whether or not the sequence is real-valued. Furthermore, as we stressed in Lecture 10, the discrete-time Fourier transform is always a periodic function of fl. f x(n) is real, then the Fourier transform is corjugate symmetric, which implies that the real part and the magnitude are both even functions and the imaginary part and phase are both odd functions. Thus for real-valued signals the Fourier transform need only be specified for positive frequencies because of the conjugate symmetry. Whether or not a sequence is real, specification of the Fourier transform over a frequency range of 2 7r specifies it entirely. For a real-valued sequence, specification over the frequency range from, for example, 0 to a is sufficient because of conjugate symmetry. The time-shifting property together with the linearity property plays a key role in using the Fourier transform to determine the response of systems characterized by linear constant-coefficient difference equations. As with continuous time, the convolution property and the modulation property are of particular significance. As a consequence of the convolution property, which states that the Fourier transform of the convolution of two sequences is the product of their Fourier transforms, a linear, time-it variant system is represented in the frequency domain by its frequency response. This representation corresponds to the scale factors applied at each frequency to the Fourier transform of the input. Once again, the convolution property can be thought of as a direct consequence of the fact that the Fourier transform decomposes a signal into a linear combination of complex exponentials each of which is an eigenfunction of a linear, time-invariant system. The frequency response then corresponds to the eigenvalues. The concept of filtering for discrete-time signals is a direct consequence of the convolution property. The modulation property in discrete time is also very similar to that in continuous time, the principal analytical difference being that in discrete time the Fourier transform of a product of sequences is the periodic convolution 11-1

Signals and Systems 11-2 rather than the aperiodic convolution of the individual Fourier transforms. The modulation property for discrete-time signals and systems is also very useful in the context of communications. While many communications systems have historically been continuous-time systems, an increasing number of communications systems rely on discrete-time modulation techniques. Often in digital transmission systems, for example, it is necessary to convert from one type of modulation system to another, a process referred to as transmodulation, and efficient implementation relies on the modulation property for discrete-time signals. As we discuss in this lecture, another important application of the modulation property is the use of modulation to effect a highpass filter with a lowpass filter or vice versa. This lecture concludes our discussion of the basic mathematics of Fourier series and Fourier transforms; we turn our attention in the next several lectures to the concepts of filtering, modulation, and sampling. We conclude this lecture with a summary of the basic Fourier representations that we have developed in the past five lectures, including identifying the various dualities. The continuous-time Fourier series is the representation of a periodic continuous function by an aperiodic discrete sequence, specifically the sequence of Fourier series coefficients. Thus, for continuous-time periodic signals there is an inherent asymmetry and lack of duality between the two domains. n contrast, the continuous-time Fourier transform has a strong duality between the time and frequency domains and in fact the Fourier transform of the Fourier transform gets us back to the original signal, time-reversed. n discrete time the situation is the opposite. The Fourier series represents a periodic time-domain sequence by a periodic sequence of Fourier series coefficients. On the other hand, the discrete-time Fourier transform is a representation of a discrete-time aperiodic sequence by a continuous periodic function, its Fourier transform. Also, as we discuss, a strong duality exists between the continuous-time Fourier series and the discrete-time Fourier transform. Suggested Reading Section 5.5, Properties of the Discrete-Time Fourier Transform, pages 321-327 Section 5.6, The Convolution Property, pages 327-333 Section 5.7, The Modulation Property, pages 333-335 Section 5.8, Tables of Fourier Properties and of Basic Fourier Transform and Fourier Series Pairs, pages 335-336 Section 5.9, Duality, pages 336-343 Section 5.10, The Polar Representation of Discrete-Time Fourier Transforms, pages 343-345 Section 5.11.1, Calculations of Frequency and mpulse Responses for LT Systems Characterized by Difference Equations, pages 345-347

Discrete-Time Fourier Transform 11-3 DSCRETE-TME FOURER TRANSFORM x [n] X(92) - 1fX(2) ejn du 27r 2 +00 n=-w 0 x[n] e- jn synthesis analysis 11.1 The discrete-time Fourier transform. [As corrected here, x[n], not x(t), has Fourier transform X(fl).J x[n] <TO X(i) = Re X(n) t + jmix(s)t = X(2) ei X(2) PROPERTES OF THE FOURER TRANSFORM Periodic: Symmetry: x [n] X(g) X(9i) = X( +27r m) 11.2 Periodicity and symmetry properties of the discrete-time Fourier transform. x[n] real => x(-i2) X*(92) RejX(w)t X(SiZ) mlx() 4 X(W) even odd

Signals and Systems 11-4 x[n] = anu[n] O<a<1 X(2) =1 1-ae-jQ 11.3 Example illustrating the periodicity and symmetry properties. X(W) 21r R tan1 a2) 11.4 Additional properties of the discrete-time Fourier transform. Time shifting: Frequency shifting: x[n-n] ejgon x[n] X(92-2 0 ) X(E) Linearity: ax 1 [n] +bx 2 [n] Parseval's relation: ax, (92) + bx 2 (92) z+ 00 n=- -00 x[n] 12 = 1 27r fx(2)2 de

Discrete-Time Fourier Transform 11-5 CONVOLUTON PROPERTY x[n] h[n] * x[n] h [n] H(92) X() h[n] * x[n] 11.5 The convolution property. X(92) H(2) H(M) X(M) eifon H(UZ1) H 1 (2) 11.6 Frequency response of a discrete-time ideal lowpass filter. ~~1-27r -7 K --7 -- e S2

Signals and Systems 11-6 11.7 Frequency response of an ideal lowpass filter and an ideal highpass filter. H 1 (n) mm, K7 J -2ir -R -c 27r H 2 (2) -27r -9 i 27r.. - MARKERBOARD 11.1 (a) --- 1 L co CQ%"L 4=0 LM. \~ ~e~ peg i*1i (~.4. X~) CL t.% + 7/ ~ Ot O

Discrete-Time Fourier Transform 11-7 11.8 mpulse response and frequency response for a first-order system approximating a lowpass filter and a first-order system approximating a highpass filter. MODULATON PROPERTY Discrete-time: x, [n] x 2 [n] 27r 2ir X 1 () X 2 (E2-0) do periodic convolution 11.9 A comparison of the Fourier transform modulation property for continuous time and for discrete time. Continuous-time: +00 x 1 (t) x 2 (t) X (P) X2( - p) dp -00 aperiodic convolution

Signals and Systems 11-8 MARKERBOARD 11.1 (b) Xi"3 41. mpulse an resons hn ~~ 11.10 mpulse response and frequency response for a first-order _ - system approximating a lowpass filter and a first-order system approximating a highpass filter. [Transparency 11.8 repeated]

- Discrete-Time Fourier Transform 11-9 low pass x [n] - h [n] 11.11 Use of modulation of a system impulse response to convert the system from a lowpass to a highpass filter. high pass x [n] M (- 1) " h [n] H 1 (0) --- F 7-2 C 21r,.0 11.12 Effect on the frequency response of modulating the impulse response by an alternating sign change. H 2 (2) -U--- 2-27r 77-]

Signals and Systems 11-10 11.13 The use of modulation to implement highpass filtering with a lowpass filter. x [n] y [n] x [n] y [n] MARKERBOARD 11.2.:,cies Cc-") 400 z CL (z V%, T~~QoZ~OkCWL) r1v 8t ' rn3 > RJY esaso2m~r - 00-16) ~t e %t )e0 4070()&

MT OpenCourseWare http://ocw.mit.edu Resource: Signals and Systems Professor Alan V. Oppenheim The following may not correspond to a particular course on MT OpenCourseWare, but has been provided by the author as an individual learning resource. For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.