ation of X(), that x(a) can ce x(n) in the & good picture ‘oust evaluate reN > L. In mL points 10 ing, Then the . for L = 10, ‘more clearly’ 124 Frequeney-Domain Sampling: The Discrete Fourier Transform 459 N= 100 Lhk Figure 7.1.6 continued 7.1.3 The DFT asa Linear Transformation ‘The formulas for the DFT and IDFT given by (7.1.18) and (7.1.19) may be ex- pressed as. x0) = Do xy wy, sN=1 (7.1.22) 1 yw “7, x)= 5 Lxowy . N-1 (7.1.23) where, by definition, Wy = Pa (74.24) which is an Nth root of unity.460 Chapter? Tw Discrete Fourler Transform: Its Properties and Applications We note that the computation of each point of the DFT can be accomplished by 1V complex multiplications and (iV — 1) complex additions. Hence the N-point DET values can be computed in a total of N? complex multiplications and N(W — 1) complex additions. Itisinstructive to view the DFTand IDFT as linear transformations on sequences {xin} and (X (6), respectively. Let us define an N-point vector xy of the signal sequence x(n), = 0, 4,.....N ~ I, an N-point vector Xy of frequency samples, and an Nx N matrix Wy as x) 6 xo x() xa w=} 7 | x [ > SS xv=1) xWW=1) 6 e 5 Pto4 1 (7.4128) > 1 Wy WR wht Wi we La wit wale 2 yyy i With these definitions, the point DFT may be expressed in matrix form as Xv = Waxy (7.126) where Wy is the matrix of the linear transformation. We observe that Wy is a symmetric matrix. If we assume that the inverse of Wy exists, then (7.1.26) can be inverted by premultiplying both sides by W,!. Thus we obtain xy = WyiXy (71.27) But this is just an expression for the IDFT. In fact, the IDFT as given by (7.1.23) can be expressed in matrix form as Xn (7.1.28) where W}, denotes the complexconjugate of thte matrix Wy. Comparison of (7.1.27) with (7.1.28) leads us to conclude that (7.1.29) ‘which, in turn, implies that Way Ay (7.130) where Iy isan NN identity matrix. Therefore, the matrix Wy in the transformation is an orthogonal (unitary) matrix, Furthermore, its inverse exists and is given as Wy,/N. Of course, the existence of the inverse of Wy was established previously from our derivation of the IDFT. EXAMP. Comput Solution of Wy a ‘the mate ‘Then The IDE then apy Th analysis of the I existen transfor rithms i 71d In this tool for of the « importsaccomplished >the N-point and N(W 1) ‘on sequences of the signal ency samples, 7.125) vtrix form as (7.126) that Wy isa (7.1.26) can be (3.27 formas (7.1.28) rison of (7.1.27) (7.1.29) 7.1.30) transformation and is given as shed previously Frequency-Domain Sampling: The Disrete Fourler Transform 464 EXAMPLE7.1.3 Compute the DFT of the four-point sequence x= (0 1 2 3) Solution. Thefirststepistodetermine the matrix W,. By exploiting the periodicity property of W, and the symmetry propesty wht? = wh the matrix We may be expressed as we we we we 1 wie wh we we w} Wea) wi wi wi we wi whew) we we wi tad tepa rao 1p As Then Xi = Wax = The IDFY of Xs may be determined by conjugating the elements in Ws to obtain Wj and ‘then applying the formula (7.1.28). s ‘The DFT and IDFT are computational tools that play a very important role igtal signal processing applications, such as frequency analysis (spectrum analysis) of signals, power spectrum estimation, and linear filtering. The importance of the DFT and IDFT in such practica! applications is due to a large extent to the existence of computationally efficient algorithms, known collectively as fast Fourier transform (FFT) algorithms, for computing the DFT and IDFT, This class of algo- rithms is described in Chapter 8 7.1.4 Relationship of the DFT to Other Transforms In this discussion we have indicated that the DET is an important computational tool for performing frequency analysis of signals on digital signal processors, In view of the other frequency analysis tools and transforms that we have developed, itis important to establish the relationships of the DFT to these other transforms.462. Chapter? The Osctete Foul Transform ts Properties and Applications Rolationship to the Fourier series coefficients of a periodic sequence. A periodic Relation sequence {rp(n)} with fundamental period N can be represented in a Fourier series form of the form -0o sequences in Prodoxt sequence arconvolution, Produet sequence sfillustrating the 1ce as points on Wenore stl0-nny } 24 sfannica—my } 6 This e todin Fig.72.2(0), rection. point by point. s in the product | Product sequence Figure 7.22 Circular convolution of two sequences474 Cinpiee7 The Ose Four Taso: fs Propet ad Aptos exA s@) = Daton(= mx ee For m = 1 wehave tis easily verified that x3((1 =) is simply the sequence x3((-n))q rotated counterclockwise ea by one unit in time as illustrated in Fig. 72.2(c). "This rotated sequence multiplies x(n) to yield the product sequence, also illustrated in Fig 7.2.2(c). Finally, we sum the values in the product sequence to obtain x(1). Thus nfl) =16 For m =2 we have = Leon e-mn Thu Now s2((2 = n))e isthe folded sequence in Fig. 72.2(b) rotated two units of time in the countetclockwise direction, ‘The resultant sequence is iestrated in Fig. 712.2(2) along with The the product sequence 1(n)ig(2—m)s. By summing the four terms in the produet sequence, wwe obtain nQ)=14 Form =3 wehave 90) = Vlaams ‘The folded sequence 23((~n)) is now rotated by three unit in time to yield 9((—n))s and the resultant sequence is multiplied by x(n) to yield the product sequence a illustrated in Fig 7.22(¢). The sum ofthe values inthe product sequence Th 25) = 16 We observe that ifthe computation above is continued beyond m = 3, we simply repeat the sequence of four values obtained above. Therefore, the eitcular convolution of the two sequences x(n) and sy(n) yields the sequence (44,16,18,16) on, x0 From this example, we observe that circular convolution involves basically the same four steps as the ordinary linear convolulon introduced in Chapter 2: folding (Gime reversing) one sequence, shifng the folded sequence, muliplying the two s quences to obtain a product sequence, and finaly, summing the values ofthe product Sequence, The base difference between these two types of convolution is that in circular convolution, the folding and shifting (rotating) operations are performed in a circular fashion by computing the index of one of the sequences modulo . In linear convolution, there sno modulo W operation, “The reader can easily show from our previous development that either one ofthe two sequences may be folded and rotated without changing the result ofthe circular convolution. Thus sim) =D antayaatm =n), m= 0,1, 72.40) » by means of ™ The following example serves to illustrate the computation of x3(n the DFT and IDFT.uunterdlockwise tiplies x(n} to ve values in the of time in the 2(4) along with, aduet sequence, an((3—m))s and asillustrated in se simply repeat ution Of the two es basically the apter 2: folding Zing the two se: sof the product ation is that fe performed in modulo N. In ither ane of the {of the circular (7.2.40) in) by means of Properties of the DIT 475 EXAMPLE 7.2.2 By metas of the DFT and IDFT, determine the sequence x3(n) corresponding tothe circular convolution ofthe sequences 23 (n) and x3(n) given in Example 7.2.1 Solution, First we compute the DFTs of x(n) and xo(n). The four point DFT of s(n) is Xu) = nlye Ph, = 0,1,2,3 ED pe MM 4 Det eoitntrt Thus XO=6 X=, 48)=0 The DFT of x(n) is 20) = ne, 201,23 = 14202 Thus HM = 242 MQ =-2, Wheo we multiply the two DFTs, we obtain the product 1 (R)KotR) Cy or, equivalently, O=60, XM)=0, KQ=—4 G0 Now, the IDFY of Xs¢d) is 50) 1 7 = j160~ ele) ‘Thus M4, n@)=16 nO=M, 4) =16, ‘which i the result obtained in Example 7.2.1 from circular eoavoluton. ‘We conclude this section by formally stating this important property of the DFT476 Chapter? The Discrete Fourler Transform: Is Properties and Applications Crear console 1 sy 2 a4) and 22(n) aS XK) then . str) © nf) BE xi HXH) 2a) where 11(n) @ s2(7) denotes the circular convolution of the sequence 21(n) and mt). 7.2.3. Additional DFT Properties Time reversal of a seq u x(n) > XQ) then omy =m) BE Xb Wy =X = 248) Hence reversing the N-point sequence in time is equivalent to reversing the DFT values. Time reversal of a sequence x(n) isillustrated in Fig. 7.23. Proof From the definition of the DFT in (7.2.1) we have DETIx( DFT(s(w =m} = J ster! 9 wf \ figure 723 ~ ‘Time reversal of a = We the Pr Fu(72.41) nee x(n) and (7.2.42) vrsing the DFT 72 Propecties ofthe DFT ATT = a x(mel™=ti Se xine BMW = YN — We note that X(N — 8) = X(~H)w, 0 Circular time shift of a sequence. If x) = x0) then XQ) PS Ker (7.243) Proof From the definition of the DFT we have Y xen = Dywe a Sxl — ve = DFTix((n = )y 4 Doan = ersrint But x((n ~1))v = x(N ~ 1-41). Consequently, Sx = Dyna Pe = Sat = wpe Pn 5S emer Pansy Furthermore, = ‘Therefore, 7 _ DFT(x(@ =) = Fame478. Chapxer 7 ‘The Dicrete Fourle Tansform: Is Properties and Applications Circular frequency shift. If Fro. x0 25 xa then rm snetert BE XD) 0244) ont Hence, the multiplication of the sequence x(n) with the complex exponential so- quence e/***/Y js equivalent to the circular shift of the DFT by | units in frequency. This isthe dual io the circular time-shifting property and its proof is similar to that he of the latter. Complex-conjugate properties, If xe) PE x) Mu then x(n) PS XB = XW — 8) (7.2.45) ‘The proof ofthis property is Left as an exervse for the reader. The IDFT of X*(k) is re ier rts the LE rae = [FEM ‘ ‘Therefore, s(Cmw = =n) 2B xray (0.246) i Circular correlation. in general, for complex-valued sequences x(n) and y(n), if Pai x(0) 2 xe) and aw vin) 2 vey then th Fy 2 kw = x@rW 712.47) where F,() is the (unnormalized) circular cresscorreation sequence, defined as p ¢ Fay = Doxey" = (n DN(72.44) sponential se sin frequency similar to that (72.48) DET of X*(&) is 7246) vand y(n), if 7241) -e, defined as 72 Properties of the DFT 479 Proof We can write F,9(0) as the circular convolution of x(n) with y*(—n), that is, Fy =xO @Y(D sin (7.2.41) and (7.2.46), the N-point DET of Then, with the aid of the propert Fy is Ry = XI (n), we have the corresponding expression for In the special case where y(n) the circular autocorrelation of x(n), Fre) PE Reh) = 1XOP (7.2.48) Muitipfication of two sequences, If wn(n) PE x) and ale) 2 Xotk) then rotodrate) PZ x06) & Nate) (72.49) This property isthe dual of (7.2.41). Ils proof follows simply by interchanging the roles of time and frequency inthe expression forthe ctcular convolution of two sequences Parseval’s Theorem. For complex-valued sequences x(n) and y(n), in general, it xin) PE xe) and yen) 2 vey then ra m4 Yer = LY xwrw 7250) Proof The property follows immediately from the circular correlation property in eee = Fy (O)480 Chapter The Discrete Fourier ansor: fs Properties and Applications TABLE7.2_ Properties ofthe DFT Th Property Time Domain _ Frequency Domain tras Notation “ron. y) «X,Y | tha Periodicity Ma) = n+) XQ) = XE+N) Linearity sus) + astaln) axXah) + 02X20) Time reversal XN =n) xwW-b a Circular time shift x(n =D)y (ke Re lime Circular frequeney shift xno Xk Dw pre ‘Complex conjugate x(n) xv) fre lr convcation nD @ a) — (batt) the Circular correlation #0) @ 9m) XY) | fas f 1 ) ak 1 Multiplication of two sequences syinin) Lx) Hath) rod 15 “(i Parseval’s theorem Leow LSxrorw h = s ale for and ou do ey : = y LD Xwr were Hence (7.2.56} follows by evaluating the IDFT at ! = 0. wt The expression in (7.2.50) is the general form of Parseval’s theorem. In the special case where y(n) = x(n), (7.2.50) reduces to as Foe =2 Fixwe 0. Loo Dixwr (7251) which expresses the energy in the finite-duration sequence x(n) in terms of the fre: Si quency components {X (k)}. C3 ‘The properties of the DFT given above are summarized in Table 7.2 7.3. Linear Filtering Methods Based on the DFT Since the DFT provides a discrete frequency representation of a finite-duration se- It ‘quence in the frequency domain, it is interesting to explore its use as a computational of tool for linear system analysis and, especially, for linear filtering. We have already m to established that a system with frequency response H (w), when excited with an input