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Discrete Fourier Transform (DFT) : Dr. Muhammad Sarwar Ehsan
Discrete Fourier Transform (DFT) : Dr. Muhammad Sarwar Ehsan
Discrete Fourier Transform (DFT) : Dr. Muhammad Sarwar Ehsan
March 7, 2011
Discrete Fourier Transform (DFT)
Outline
{ωk } = 2πk/N
Discrete Fourier Transform (DFT)
Discrete Fourier Transform
{ωk } = 2πk/N
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
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
N −1
1 X
x[n] = X[k]WN−kn
N
k=0
Discrete Fourier Transform (DFT)
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
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
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
N
X −1
X[k] = x[n]WNkn
n=0
Discrete Fourier Transform (DFT)
Discrete Fourier Transform
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
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
If X = DN · x then x = D−1
N ·X
Discrete Fourier Transform (DFT)
Discrete Fourier Transform
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
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