Discrete Fourier Transform (DFT) : Dr. Muhammad Sarwar Ehsan

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Discrete Fourier Transform (DFT)

Discrete Fourier Transform (DFT)

Dr. Muhammad Sarwar Ehsan

Department of Electrical Engineering,


The University of Lahore

March 7, 2011
Discrete Fourier Transform (DFT)

Outline

1 Discrete Fourier Transform


Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

A finite or periodic sequence has only N unique samples,


x[n] for 0 ≤ n ≤ N − 1
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

A finite or periodic sequence has only N unique samples,


x[n] for 0 ≤ n ≤ N − 1
Spectrum completely defined by N dintinct frequency
samples
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

A finite or periodic sequence has only N unique samples,


x[n] for 0 ≤ n ≤ N − 1
Spectrum completely defined by N dintinct frequency
samples
Divide 0...2π into N equal steps, i.e.,

{ωk } = 2πk/N
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

A finite or periodic sequence has only N unique samples,


x[n] for 0 ≤ n ≤ N − 1
Spectrum completely defined by N dintinct frequency
samples
Divide 0...2π into N equal steps, i.e.,

{ωk } = 2πk/N

Uniform sampling of DTFT spectrum:


N −1
X 2πk
y[n] = X(e jωn
)|ω= 2πk = x[n]e−j N
N
n=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

DFT:
N
X −1
X[k] = x[n]WNkn
n=0
−j 2π
where WN = e N is the N th root of unity
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Discrete Fourier Transform

DFT:
N
X −1
X[k] = x[n]WNkn
n=0
−j 2π
where WN = e N is the N th root of unity
Inverse DFT:
N −1
1 X
x[n] = X[k]WN−kn
N
k=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Inverse Discrete Fourier Transform

N −1
1 X
x[n] = X[k]WN−kn
N
k=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Inverse Discrete Fourier Transform

N −1
1 X
x[n] = X[k]WN−kn
N
k=0
N −1 N −1
!
1 X X
= x[l]WNkl WN−kn
N
k=0 l=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Inverse Discrete Fourier Transform

N −1
1 X
x[n] = X[k]WN−kn
N
k=0
N −1 N −1
!
1 X X
= x[l]WNkl WN−kn
N
k=0 l=0
N −1 N −1
1 X X k(l−n)
= x[l] WN
N
l=0 k=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

Inverse Discrete Fourier Transform

N −1
1 X
x[n] = X[k]WN−kn
N
k=0
N −1 N −1
!
1 X X
= x[l]WNkl WN−kn
N
k=0 l=0
N −1 N −1
1 X X k(l−n)
= x[l] WN
N
l=0 k=0
= x[n]
DFT Example
Example
Unit sample:
(
1, n = 0,
x[n] =
0, n = 1, ..., N − 1.
PN −1
⇒ X[k] = n=0 x[n]WNkn = WN0 = 1 ∀k
DFT Example
Example
Unit sample:
(
1, n = 0,
x[n] =
0, n = 1, ..., N − 1.
PN −1
⇒ X[k] = n=0 x[n]WNkn = WN0 = 1 ∀k
Periodic Sinusoid:
 
2πrn 1
WN−rn + WNrn

x[n] = cos =
N 2
N −1
1X
WN−rn + WN−rn WNkn

X[k] =
2
n=0
(
N/2 k = r, k = N − r
=
0 otherwise
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

DFT Matrix Form

N
X −1
X[k] = x[n]WNkn
n=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

DFT Matrix Form

N
X −1
X[k] = x[n]WNkn
n=0
 

X[0] 1 1 1 ... 1 x[0]

1 (N −1) 
 X[1]  1
 WN WN2 . . . WN  x[1] 

2(N −1)  
 
 X[2]  WN2 WN3   x[2] 

  = 1 . . . WN 
 ..   ..
 .. .. .. ..  .. 
. . . . . . .
   

2
X[N − 1] 1 WN
(N −1) 2(N −1)
WN ... W
(N −1) x[N − 1]
N
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

DFT Matrix Form

N
X −1
X[k] = x[n]WNkn
n=0
 

X[0] 1 1 1 ... 1 x[0]

1 (N −1) 
 X[1]  1
 WN WN2 . . . WN  x[1] 

2(N −1)  
 
 X[2]  WN2 WN3   x[2] 

  = 1 . . . WN 
 ..   ..
 .. .. .. ..  .. 
. . . . . . .
   

2
X[N − 1] 1 WN
(N −1) 2(N −1)
WN ... W
(N −1) x[N − 1]
N
X = DN · x
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

IDFT Matrix Form

If X = DN · x then x = D−1
N ·X
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

IDFT Matrix Form

If X = DN · x then x = D−1
N ·X
Inverse DFT matrix:
 
1 1 1 ... 1
−(N −1) 
1
 WN−1 WN−2 . . . WN 
1 1 WN−2 WN−3
−2(N −1) 
D−1

. . . WN
N =

N  .. .. .. .. .. 
. . . . .


−(N −1) −2(N −1) −(N −1)2
1 WN WN . . . WN
Discrete Fourier Transform (DFT)
Discrete Fourier Transform

IDFT Matrix Form

If X = DN · x then x = D−1
N ·X
Inverse DFT matrix:
 
1 1 1 ... 1
−(N −1) 
1
 WN−1 WN−2 . . . WN 
1 1 WN−2 WN−3
−2(N −1) 
D−1

. . . WN
N =

N  .. .. .. .. .. 
. . . . .


−(N −1) −2(N −1) −(N −1)2
1 WN WN . . . WN

D−1
N =
1 ∗
N DN

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