ECE-600 Phil Schniter January 31, 2011

The Discrete Fourier Transform (DFT):

The DFT is a computational tool used to analyze the
frequency content of nite-length discrete-time signals.
Our DFT discussion will include:
1. denitions of the DFT and IDFT,
2. interpretations of the DFT:
(a) sampled DTFT,
(b) discrete Fourier series,
3. properties of the DFT, including circular convolution,
4. use of DFT for spectral analysis,
5. fast computation of the DFT via the FFT,
6. matrix/vector formulations.
1
ECE-600 Phil Schniter January 31, 2011
DFT denitions:
For an N-length signal x[n]
N1
n=0
, the N-point DFT is
X[k] =
N1

n=0
x[n]e
j
2
N
kn
, k = 0 . . . N1
and the corresponding IDFT is
x[n] =
1
N
N1

k=0
X[k]e
j
2
N
kn
, n = 0 . . . N1.
Note:
the signal has nite duration N,
there are only N DFT coecients.
2
ECE-600 Phil Schniter January 31, 2011
DFT Interpretation # 1 sampled DTFT:
Say signal x[n] has duration N. Then
X(e
j
) =

n=
x[n]e
jn
=
N1

n=0
x[n]e
jn
.
Meanwhile,
X[k] =
N1

n=0
x[n]e
j
2
N
kn
= X(e
j
)

=
2
N
k
for k = 0 . . . N1.
Thus, the DFT returns
2
N
-spaced samples of the DTFT.
Example for N = 8:
0 2 4 6
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
0 2 4 6
0
1
2
3
4
5
6
7
8

n
x
[
n
]
X[k]
X(e
j
)
3
ECE-600 Phil Schniter January 31, 2011
The DFT and zero-padding:
Again, say x[n] has duration N.
The M-length zero-padded signal
x[n]
_
x[n] n = 0 . . . N1
0 n = N . . . M1
has the M-point DFT

X[k] =
M1

n=0
x[n]e
j
2
M
kn
=
N1

n=0
x[n]e
j
2
M
kn
= X(e
j
)
[
=
2
M
k
.
Thus, zero-padding increases the rate at which the DFT
samples the DTFT!
0 1 2 3 4 5 6 7
0
1
2
0 1 2 3 4 5 6
0
2
4
6
8
0 5 10 15 20 25 30
0
1
2
0 1 2 3 4 5 6
0
2
4
6
8

n
n
x
[
n
]
x
[
n
]
[
X
(
e
j

)
[
[

X
(
e
j

)
[
4
ECE-600 Phil Schniter January 31, 2011
DTFT sampling and time-domain aliasing:
Previously we saw that, when the time-domain sampling
rate (in samp/sec) is too small with respect to the signal
bandwidth (in Hz), frequency-domain aliasing results.
Wide bandwidth quick time variations.
Now we will see that, when the frequency-domain
sampling rate (in samp/Hz) is too slow with respect to
the signal duration (in sec), time-domain aliasing results.
Long duration quick frequency variations.
Say were given Y [k] X(e
j
)
[
=
2
N
k
for k = 0 . . . N1,
where X(e
j
)
DTFT
x[n] for some x[n] of generic length.
1. If x[n] was length-N, then
Y [k] = X[k] since the DFT
2
N
-samples the DTFT.
In this case, we can recover x[n] from Y [k] via
x[n]
N1
n=0
= T
1
N-DFT
_
Y [k]
N1
k=0
_
.
2. If x[n] was not length-N, then can we still recover
x[n]
N1
n=0
from the N DTFT samples Y [k]
N1
n=0
?
5
ECE-600 Phil Schniter January 31, 2011
An IDFT of Y [k]
N1
n=0
yields
y[n]
1
N
N1

k=0
Y [k]e
j
2
N
kn
, n = 0 . . . N1
=
1
N
N1

k=0
X(e
j
2
N
k
)e
j
2
N
kn
=
1
N
N1

k=0
_

m=
x[m]e
j
2
N
km
_
e
j
2
N
kn
=

m=
x[m]
1
N
N1

k=0
e
j
2
N
k(mn)
. .
[nm
N
] =
_
1 if nm = . . . 0, N, 2N . . .
0 else
=

q=
x[n qN], n = 0 . . . N1.
n n
n
n
x[n N]
x[n]
x[n + N]
y[n]

.
.
.
.
.
.
0 N1
(N = 3)
6
ECE-600 Phil Schniter January 31, 2011
DFT Interpretation #2 discrete-time FS:
Say x(t) is periodic with P-second period, and x(t) contains
only the rst period of x(t). Then, from Fourier series,
x(t) =
1
P

k=
PX
k
e
j
2
P
kt
, t [0, P)
PX
k
=
_
P
0
x(t)e
j
2
P
kt
dt = X
c
(j)

=
2
P
k
Say x[n] is periodic with N-sample period, and x[n] contains
only the rst period of x[n]. Then, from the DFT,
x[n] =
1
N
N1

k=0
X[k]e
j
2
N
kn
, n = 0 . . . N1
X[k] =
N1

n=0
x[n]e
j
2
N
kn
= X(e
j
)

=
2
N
k
Thus, one could interpret the DFT coecients X[k]
N1
k=0
as
the coecients of a discrete-time Fourier series.
. . . . . .
x[n]
x[n]
n
n
7
ECE-600 Phil Schniter January 31, 2011
DFT of sampled periodic signals:
Now say that x[n] is sampled from x(t) on the previous page
using N samples per period, i.e., x[n] = x(n
P
N
). Then
x[n] = x(n
P
N
) =

k=
X
k
e
j
2
P
kn
P
N
(from FS expansion)
=
1
N

k=
NX
k
e
j
2
N
kn
=
1
N
N1

m=0
_

l=
NX
m+lN
_
e
j
2
N
mn
via k = m + lN for m = 0 . . . N1 and l Z.
This implies that the DFT coecients are related to the
CT-FS coecients as follows:
X[m] = N

l=
X
m+lN
, for m = 0 . . . N1.
Under what conditions do the CT-FS coecients lead to
aliasing?
When X
k
,= 0 for k N (i.e., bandwidth too large).
8
ECE-600 Phil Schniter January 31, 2011
Circular Convolution:
What results from multiplying two N-point DFTs?
X[k]W[k] =
N1

m=0
x[m]e
j
2
N
mk
N1

l=0
w[l]e
j
2
N
lk
=
N1

m=0
x[m]
N1

l=0
w[l]e
j
2
N
(m+l)k
.
Using the substitution
l = n m
N
= n m + qN for some q Z
we get
X[k]W[k] =
N1

m=0
x[m]
N1

n=0
w[n m
N
] e
j
2
N
(m+nm+qN)k
. .
e
j
2
N
nk
=
N1

n=0
_
N1

m=0
x[m]w[n m
N
]
_
e
j
2
N
nk
N-DFT

N1

m=0
x[m]w[n m
N
] x[n] N w[n]
known as N-circular convolution.
9
ECE-600 Phil Schniter January 31, 2011
Circular Convolution (cont.):
Linear convolution: y[n] =

m=
x[m]w[n m]:
ip and slide (linearly). . .
=
N-circular convolution: y[n] =
N1

m=0
x[m]w[n m
N
]:
ip and slide (cyclically). . .
N
0
0 N1
N1
=
=
or cyclically extend, ip, and slide (linearly). . .
y[n] =

m=
x[m
N
]w[n m]
(Assume nite-length w[m] is zero-extended in last equation.)
10
ECE-600 Phil Schniter January 31, 2011
Circular Convolution Examples:
1. Consider [1, 2, 3] N [2, 1, 1] for N = 3:
1 2 3 1 2 3 1 2 3 out:
1 1 2 1
1 1 2 6
1 1 2 5
1 1 2 1
1 1 2 6
1 1 2 5
.
.
.
.
.
.
2. Now consider [1, 2, 3] N [2, 1, 1] for N = 5,
or, equivalently, [1, 2, 3, 0, 0] N [2, 1, 1, 0, 0] for N = 5:
1 2 3 0 0 1 2 3 0 0 out:
0 0 1 1 2 2
0 0 1 1 2 3
0 0 1 1 2 5
0 0 1 1 2 1
0 0 1 1 2 3
.
.
.
.
.
.
11
ECE-600 Phil Schniter January 31, 2011
The DFT important properties:
Here, x[n]
N-DFT
X[k], w[n]
N-DFT
W[k], and n, k = 0 . . . N1.
1. Linearity:
x[n] + w[n]
N-DFT
X[k] + W[k]
2. Conjugate symmetry:
x

[n] = x[n
N
] X[k] R
x[n] R X

[k] = X[k
N
]
3. Shift/modulation:
x[n d
N
]
N-DFT
e
j
2
N
kd
X[k], d Z
e
j
2
N
nd
x[n]
N-DFT
X[k d
N
], d Z
4. Reversal:
x[n
N
]
N-DFT
X[k
N
]
5. Multiplication/convolution:
x[n]w[n]
N-DFT

1
N
N1

l=0
X[l]W[k l
N
]
N1

m=0
x[m]w[n m
N
]
N-DFT
X[k]W[k]
6. Energy conservation (Parsevals theorem):
N1

n=0
[x[n][
2
=
1
N
N1

k=0
[X[k][
2
12
ECE-600 Phil Schniter January 31, 2011
Working with modulo indices:
Many DFT properties involve modulo-N indices!
Main idea: m
N
= m + qN for integer q (in fact
q =
m
N
, but the exact value will not matter). Recall
circular convolution example (p. ??). Heres another. . .
Proof of x[n
N
]
N-DFT
X[k
N
]:
x[n
N
]
N-DFT

N1

n=0
x[ n
N
. .
n + qN m
]e
j
2
N
nk
for integer q
=
N1

m=0
x[m]e
j
2
N
(qNm)k
same sum!
=
N1

m=0
x[m]e
j
2
N
m(k)
Cant write X[k] because DFT is only dened for
k = 0 . . . N1! Instead, k
N
= k + rN for r Z:
=
N1

m=0
x[m]e
j
2
N
m(k
N
rN)
for integer r
= X[k
N
]
Example: n : 5 4 3 2 1 0 1 2 3 4 5
x[n] : 0 0 0 0 0 a b c d e 0
x[n] : 0 e d c b a 0 0 0 0 0
x[n
5
] : a e d c b a e d c b a
13
ECE-600 Phil Schniter January 31, 2011
Spectral Analysis:
t = nT
x(t)
x[n] y[n]
Y [k]
1
2T
-Hz
LPF
M-length
window w[n]
N-length
DFT
Goal: Determine frequency components in x(t).
Method: Sample, buer, window, transform to freq.
Questions: How to choose M, w[n], and N?
How to interpret DFT outputs Y [k]?
Recall key relationships:
X(e
j
) =
1
T
X
c
(j

T
), [, ) (no aliasing)
Y (e
j
) =
1
2
_

X(e
j
)W(e
j()
)d (y[n] = x[n]w[n])
Y [k] = Y (e
j
2
N
k
) (if N M)
Example:
3 2 1 0 1 2 3
25
20
15
10
5
0
5
10
15
20
25
complex sinusoid at
0
=0.32, M=16, N=32


DTFT
DFT

d
B
m
a
g
n
i
t
u
d
e
14
ECE-600 Phil Schniter January 31, 2011
Spectral Analysis (cont.):
Suppose our signal is a sum of L complex sinusoids:
x(t) =
L

l=1
a
l
e
j
l
t
for [
l
[ <

T
.
Then, using the relationships from the previous page,
X
c
(j) = 2
L

l=1
a
l
(
l
)
X(e
j
) =
2
T
L

l=1
a
l
(

T

l
) for [, )
Y (e
j
) =
1
T
_

l=1
a
l
(

T

l
)W(e
j()
)d
=
L

l=1
a
l
_
/T
/T
(
l
)W(e
j(T)
)d via =

T
=
L

l=1
a
l
W(e
j(
l
T)
)
. . . a sum of scaled and shifted window-DTFTs! Finally,
Y [k] =
L

l=1
a
l
W(e
j(
2
N
k
l
T)
)
So we expect a DFT peak near k =

l
TN
2
for each l = 1...L.
15
ECE-600 Phil Schniter January 31, 2011
Eects of nite data-length:
When L > 1, the DFT peaks may not be where we expect!
There are two main reasons for this:
1. Leakage: The energy at
l
=
l
T gets spread over all
[, ] through the windows sidelobes.
Weak sinusoids
get buried!
3 2 1 0 1 2 3
20
0
20
complex sinusoid: 1=2, a1 = 1, M=16
d
B
3 2 1 0 1 2 3
40
20
0
complex sinusoid: 2=2, a2 = 0.05, M=16
d
B
3 2 1 0 1 2 3
20
0
20
summed signal, M=16
d
B

2. Limited Resolution: The energy at

l
=
l
T gets spread
broadly over the windows main-lobe.
Closely spaced
sinusoids
become indis-
tinguishable!
3 2 1 0 1 2 3
10
0
10
20
complex sinusoid: 1=0.23, M=16
d
B
3 2 1 0 1 2 3
10
0
10
20
complex sinusoid: 2=0.23, M=16
d
B
3 2 1 0 1 2 3
10
0
10
20
summed signal, M=16
d
B

Can trade between leakage & resolution via choice of window.

16
ECE-600 Phil Schniter January 31, 2011
Rectangular window:
Recall that, for an M-length rectangular window, we saw
W(e
j
) =
sin(M/2)
sin(/2)
e
j(M1)/2
.
So, in time- and frequency-domain, this window looks like:
0 5 10 15 20 25 30
0
0.2
0.4
0.6
0.8
1
rectangular window, M=32
3 2 1 0 1 2 3
100
80
60
40
20
0
peak sidelobe=13dB 6dB width=1.2x2/M
DTFT magnitude
d
B

peak sidelobes
@ 13dB
resolution
1.2
2
M
where resolution means 6 dB bandwidth and
approximates the minimum spacing between recognizable
sinusoids (of equal amplitude).
17
ECE-600 Phil Schniter January 31, 2011
Bartlett window:
0 5 10 15 20 25 30
0
0.2
0.4
0.6
0.8
1
Bartlett window, M=32
3 2 1 0 1 2 3
100
80
60
40
20
0
peak sidelobe=26dB
6dB width=1.8x2/M
DTFT magnitude
d
B

peak sidelobes
@ 26dB
resolution
1.8
2
M
Triangular window:
0 5 10 15 20 25 30
0
0.2
0.4
0.6
0.8
1
triangular window, M=32
3 2 1 0 1 2 3
100
80
60
40
20
0
peak sidelobe=27dB
6dB width=1.8x2/M
DTFT magnitude
d
B

improved: edge
points are not
zero-valued!
peak sidelobes
@ 27dB
resolution
1.8
2
M
18
ECE-600 Phil Schniter January 31, 2011
Hann window:
0 5 10 15 20 25 30
0
0.2
0.4
0.6
0.8
1
Hann window, M=32
3 2 1 0 1 2 3
100
80
60
40
20
0
peak sidelobe=31dB
6dB width=2.1x2/M
DTFT magnitude
d
B

w[n] =
1
2

1
2
cos(
2
M
n)
peak sidelobes
@ 31dB
resolution
2.1
2
M
Hamming window:
0 5 10 15 20 25 30
0
0.2
0.4
0.6
0.8
1
Hamming window, M=32
3 2 1 0 1 2 3
100
80
60
40
20
0
peak sidelobe=42dB
6dB width=1.9x2/M
DTFT magnitude
d
B

w[n] = 0.538
0.462 cos(
2
M
n)
peak sidelobes
@ 42dB
resolution
1.9
2
M
19
ECE-600 Phil Schniter January 31, 2011
Blackman window:
0 5 10 15 20 25 30
0
0.2
0.4
0.6
0.8
1
Blackman window, M=32
3 2 1 0 1 2 3
100
80
60
40
20
0
peak sidelobe=58dB
6dB width=2.4x2/M
DTFT magnitude
d
B

w[n] = 0.42
1
2
cos(
2
M
n) +
0.08 cos(
4
M
n)
peak sidelobes
@ 58dB
resolution
2.4
2
M
Blackman-harris window:
0 5 10 15 20 25 30
0
0.2
0.4
0.6
0.8
1
Blackmanharris window, M=32
3 2 1 0 1 2 3
100
80
60
40
20
0
peak sidelobe=92dB
6dB width=2.7x2/M
DTFT magnitude
d
B

optimized 4-term
peak sidelobes
@ 92dB
resolution
2.7
2
M
20
ECE-600 Phil Schniter January 31, 2011
Kaiser window:
Has adjustable parameter . For peak sidelobe level S
dB
,
=
_

_
0 S
dB
13.26
0.76609(S
dB
13.26)
0.4
+ 0.09834(S
dB
13.26) 13.26 < S
dB
60
0.12438(S
dB
+ 6.3) 60 < S
dB
120
For example, S
dB
= 57 gives = 8.03 and, when M = 32,
0 5 10 15 20 25 30
0
0.2
0.4
0.6
0.8
1
Kaiser window, beta=8.03, M=32
3 2 1 0 1 2 3
100
80
60
40
20
0
peak sidelobe=58dB
6dB width=2.3x2/M
DTFT magnitude
d
B

based on modied
Bessel function
peak sidelobes
@ 58dB
resolution
2.3
2
M
which is very similar (and slightly better) than Blackman.
The approximate tradeo between peak sidelobe level S
dB
and 6dB mainlobe width

(in rad/sample) is given by

0.029(29 S
dB
0.003 S
2
dB
)
2
M
.
21
ECE-600 Phil Schniter January 31, 2011
Spectral analysis example:
Real sines at 30 Hz & 32 Hz,
1
T
= 120 Hz. ( =
22
120
)
Recall: M-length data, N-length DFT.
Rectangular window: resolution
1.22
M
( M > 72).
0 1 2 3
0
0.2
0.4
0.6
0.8
1
M=80, N=80
D
F
T

m
a
g
n
i
t
u
d
e
0 1 2 3
0
0.2
0.4
0.6
0.8
1
M=80, N=160
0 1 2 3
0
0.2
0.4
0.6
0.8
1
M=80, N=2048
0 1 2 3
0
0.2
0.4
0.6
0.8
1
M=70, N=2048


In general:
Need DFT length N 2M, but prefer N 2M.
22
ECE-600 Phil Schniter January 31, 2011
The fast Fourier transform (FFT):
A family of algorithms to quickly compute the DFT.
Recall that the N-DFT
X[k] =
N1

n=0
x[n]e
j
2
N
kn
consumes N (complex-valued) multiplications per output,
and thus N
2
multiplications total.
We will describe the so-called radix-2 decimate-in-time
FFT, which works when N is power-of-two, and consumes
approximately
N
2
log
2
N multiplications.
0 200 400 600 800 1000
0
1
2
3
4
5
6
7
8
9
10
x 10
5
N
n
u
m
b
e
r

o
f

m
u
l
t
i
p
l
i
e
s


DFT
FFT
When N is large, this is much cheaper than the DFT!
23
ECE-600 Phil Schniter January 31, 2011
The radix-2 FFT:
Notice that
X[k] =
N1

n=0
x[n]W
kn
N
for W
kn
N
e
j
2
N
kn
=

n even
x[n]W
kn
N
+

n odd
x[n]W
kn
N
=
N/21

m=0
x[2m]W
k2m
N
+
N/21

m=0
x[2m + 1]W
k(2m+1)
N
Because W
2q
N
= W
q
N/2
and W
q+p
N
= W
q
N
W
p
N
, we can write
X[k] =
N/21

m=0
x[2m]W
km
N/2
. .
G[k]
+W
k
N
N/21

m=0
x[2m + 1]W
km
N/2
. .
H[k]
Note: G[k] is an
N
2
-DFT of the even samples, and H[k] is an
N
2
-DFT of the odd samples.
24
ECE-600 Phil Schniter January 31, 2011
The radix-2 FFT (cont.):
The nal processing stage can be simplied from N mults
to
N
2
mults because the following are equivalent:
Lets examine the complexity of this split-in-half method:
direct N-DFT: N
2
mults,
split-in-half: (
N
2
)
2
+ (
N
2
)
2
+
N
2
=
1
2
(N
2
+ N) mults,
Since
1
2
(N
2
+ N) < N
2
for any N 1, it pays to split!
Thus, we split each
N
2
-DFT into two
N
4
-DFTs (combining
their outputs using twiddle factors), repeat with each
N
4
-DFT, and so on, nally obtaining
In total, (log
2
N) stages
N
2
mults
stage
=
N
2
log
2
N mults.
25
ECE-600 Phil Schniter January 31, 2011
Fast convolution:
The FFT gives us a very fast way to do linear convolution.
Say that we want to linearly convolve an M-length signal
x[n] with an L-length signal h[n], i.e.,
y[n] =
L1

l=0
h[l]x[n l],
requiring L mults per output, or ML mults in total.
If we zero-pad both sequences to length N M +L 1,
then N-circular convolution yields the same outputs as
linear convolution.
Furthermore, N-circular convolution can be implemented
as multiplication in the N-DFT domain:
x[n] N h[n] = T
1
N-DFT
_
T
N-DFT
x[n] T
N-DFT
h[n]
_
and, if we use FFT/IFFT to implement the DFT/IDFT,
this requires only 3
N
2
log
2
N + N total mults.
0 200 400 600 800 1000
2
4
6
8
10
12
14
16
L = N+1M
c
o
m
p
l
e
x
i
t
y

s
a
v
i
n
g
s
fast convolution, N=1024
Much cheaper
unless M or L
very small!
26
ECE-600 Phil Schniter January 31, 2011
Overlap-save:
Say that we want to lter M-length signal x[n] with
L-length lter impulse response h[n], where M L.
Say that we have access to an N-length FFT algorithm,
where L < N < M.
Rather than zero-padding x[n], we break it up into
overlapping segments of length N, and perform
fast convolution on each one.
Key quantities:
M+L1 = # linear-convolution outputs to compute
NL+1 = # useful outputs per N-circular convolution

M+L1
NL+1
= # N-circular convolutions needed in total
Example with L = 8, N = 32, M = 72:
N N
N N
L
L1 L1 L1
Total multiplies required for overlap-save:
N
2
log
2
N
. .
H=fft(h)
+
M+L1
NL+1
(
N
2
log
2
N
. .
X=fft(x)
+ N
..
Y=X*H
+
N
2
log
2
N
. .
y=ifft(Y)
)
Compare to ML multiplies for standard linear conv.
27
ECE-600 Phil Schniter January 31, 2011
Matrix/vector formulations:
Many of the properties weve seen so far can be eciently
described using matrices and vectors.
The N-DFT X[k] =

N1
n=0
x[n]e
j
2
N
nk
can be written in
matrix/vector form as
_

_
X[0]
X[1]
.
.
.
X[N1]
_

_
. .
X
=
_

_
e
j
2
N
00
e
j
2
N
01
e
j
2
N
0(N1)
e
j
2
N
10
e
j
2
N
11
e
j
2
N
1(N1)
.
.
.
.
.
.
.
.
.
.
.
.
e
j
2
N
(N1)0
e
j
2
N
(N1)1
e
j
2
N
(N1)(N1)
_

_
. .
W
_

_
x[0]
x[1]
.
.
.
x[N1]
_

_
. .
x
.
The k
th
row & n
th
column of DFT matrix W is e
j
2
N
kn
.
The IDFT matrix is W
1
=
1
N
W
H
, where ()
H
denotes
the Hermitian, i.e., conjugate transpose.
1
N
W
H
W = I =
1
N
WW
H
,
since
_
1
N
WW
H

n,m
=
1
N
N1

k=0
e
j
2
N
nk
e
j
2
N
km
=
1
N
N1

k=0
e
j
2
N
k(nm)
=
_
_
_
1 n = m
0 n ,= m
=
_
I

n,m
.
28
ECE-600 Phil Schniter January 31, 2011
Matrix/vector formulations (cont.):
Linear convolution y[n] =

l=
x[l]h[n l] can be
written as, for example,
_

_
y[0]
y[1]
y[2]
y[3]
y[4]
y[5]
y[6]
_

_
=
_

_
h[0] 0 0 0
h[1] h[0] 0 0
h[2] h[1] h[0] 0
h[3] h[2] h[1] h[0]
0 h[3] h[2] h[1]
0 0 h[3] h[2]
0 0 0 h[3]
_

_
_

_
x[0]
x[1]
x[2]
x[3]
_

_
,
while N-circular convolution y[n] =

N1
l=0
x[l]h[n l
N
]
can be written as
_

_
y[0]
y[1]
y[2]
y[3]
_

_
=
_

_
h[0] h[3] h[2] h[1]
h[1] h[0] h[3] h[2]
h[2] h[1] h[0] h[3]
h[3] h[2] h[1] h[0]
_

_
_

_
x[0]
x[1]
x[2]
x[3]
_

_
,
where the matrix has a circulant structure.
Circulant H with rst column h has eigendecomposition
H =
1
N
W
H
DW where D = diag(Wh).
Thus, circular convolution y = Hx can be written as
y =
1
N
W
H
DWx
which can be recognized as DFT-domain multiplication!
29