Eng. Julian S.

Bruno

REAL TIME
DIGITAL
SIGNAL
PROCESSING
UTN-FRBA
2011
www.electron.frba.utn.edu.ar/dplab
 Frequency Analysis
Discrete Time Fourier Transform

UTN-FRBA 2011 Eng. Julian S. Bruno

 Discrete Time Fourier Transform
+∞
1 π DTFT
x[n] =
2π ∫π
−
X (e jω )e jωn dω X ( e jω ) = ∑ x[ n
n = −∞
]e − j ωn

Discrete Time
Continuos Frequency
Aperiodic in Time
Periodic in Frequency

UTN-FRBA 2011 Eng. Julian S. Bruno

 Discrete Time Fourier Series

~ 1 ~
N −1 DFS
~ N −1
~
x [ n] =
N
∑ X [k ] ⋅ e
k =0
jk ( 2π / N ) n
↔ X [ k ] = ∑ x [ n] ⋅ e
n =0
− jk ( 2π / N ) n

Discrete Time
Discrete Frequency
Periodic in Time
N Periodic in Frequency

UTN-FRBA 2011 Eng. Julian S. Bruno

 Discrete Fourier Series (II)

~ ~
N −1
Analysis equation : X [k ] = ∑ x [n] ⋅ WN
kn

n =0

~ 1 ~
N −1
Synthesis equation : x [n] =
N
∑ X [ k ] ⋅ WN
k =0
− kn

− j ( 2π / N )
Twiddle Factor : WN = e

Consider a sequence ~
x[n] that is periodic with period N
UTN-FRBA 2011 Eng. Julian S. Bruno
 Discrete Fourier Series (III)

DTFT of periodical signal DFS coefficients

This can be done by interpreting the Fourier transform of a periodic

signal to be an impulse train in the frequency domain with the impulse
values proportional to the DFS coefficients for the sequence. Specifically,
if ~
x is periodic with period N and the corresponding discrete Fourier
[n]
~ , then the Fourier transform of ~
series coefficients are X x
[k] [n]
is defined to be the impulse train.
UTN-FRBA 2011 Eng. Julian S. Bruno
 Discrete Fourier Transform (I)
x[m] is an
Sampling aperiodic sequence

ωk=2πk/N

DFS

UTN-FRBA 2011 Eng. Julian S. Bruno

 Discrete Fourier Transform (II)

UTN-FRBA 2011 Eng. Julian S. Bruno

 Discrete Fourier Transform (III)
N −1
Analysis equation : X [k ] = ∑ x[n] ⋅ WNkn 0 ≤ k ≤ N −1
n =0

1 N −1
Synthesis equation : x[n] =
N
∑ X
k =0
[ k ] ⋅ W − kn
N 0 ≤ n ≤ N −1

Twiddle Factor : WN = e − j ( 2π / N )

The inherent periodicity is always present

Circular Shift of a Sequence
Circular Convolution
UTN-FRBA 2011 Eng. Julian S. Bruno
 Sampling the Fourier Transform

DTFT

DFT
Sampling

DFS

UTN-FRBA 2011 Eng. Julian S. Bruno

 Interpreting the DFT

UTN-FRBA 2011 Eng. Julian S. Bruno

 Fourier Series

UTN-FRBA 2011 Eng. Julian S. Bruno

 Fourier Transform

UTN-FRBA 2011 Eng. Julian S. Bruno

 Discrete Time Fourier
Transform (DTFT)

UTN-FRBA 2011 Eng. Julian S. Bruno

 Discrete Fourier Transform
(DFT)

UTN-FRBA 2011 Eng. Julian S. Bruno

 DFT Propierties
Circular Shift of a Sequence Circular Convolution

The circular convolution corresponding to X1[k]X2[k] is identical to the linear convolution

corresponding to X1(ejw)X2(ejw) if N, the length of the DFTs, satisfies N ≥ L + P - 1 .
UTN-FRBA 2011 Eng. Julian S. Bruno
 Understanding the DFT Equation
N −1
X [k ] = ∑ x[n] ⋅ e − j ( 2πkn / N )
n =0

N −1
X [k ] = ∑ x[n] ⋅ cos(2πkn / N ) − x[n] ⋅ j sin( 2πkn / N )
n =0

 In this example we have a

4 samples signal and we
use DFT to get its
frequency representation.
 The result for each
frequency component is
obtained after computing 8
real sums and
multiplications.
UTN-FRBA 2011 Eng. Julian S. Bruno
 DFT example (I)
 Consider a signal formed
with 2 sinusoidal, one of 1
KHz and the other of 2
KHz and a phase shift of
¾π.
 N = 8 samples.
 Fs = 8000 samples/s.
 Fs/N = 1Khz
 First computations are
showed in detail.

UTN-FRBA 2011 Eng. Julian S. Bruno

 DFT example (II)

UTN-FRBA 2011 Eng. Julian S. Bruno

 DFT example (III)

UTN-FRBA 2011 Eng. Julian S. Bruno

 DFT example (IV)

 Here we show the final result in both representations formats.

 The complex DFT outputs for m=1 to m=(N/2)-1 are redundant with
frequency output values form m>(N/2)
 We can see an even symmetry in Magnitude and Real representations,
while an odd symmetry in Imaginary and Phase. Fixed point DSP
 It can be verified the amplitude and phase relationship between the
sinusoidal components, but absolute values?
UTN-FRBA 2011 Eng. Julian S. Bruno
 DFT Leakage (I)
Leakage is an unavoidable fact of life
when we perform the DFT on real
world finite-length time sequences

Input - Fs=64 N=64 Input - Fs=64 N=64

1 1

0.5 0.5

0 0

input freq =3 input freq =3

-0.5 R analy sis freq =3 -0.5 R analy sis freq =3
I analy sis freq =3 I analy sis freq =3

-1 -1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

DFT output m agnitud DFT output m agnitud

35 30
30
25
25
20
20
15
15

10 10

5 5

0
-32 -28 -24 -20 -16 -12 -8 -4 0 4 8 12 16 20 24 28 31 0
-32 -28 -24 -20 -16 -12 -8 -4 0 4 8 12 16 20 24 28 31

fS
f res =
N
 If there are frequency components that are not integer
multiples of fres, we got leakage.
 Leakage evidences the effect of sampling during finite (and
rectangular) time window.
UTN-FRBA 2011 Eng. Julian S. Bruno
 DFT Leakage (II)

 As can be seen, the sinc function is always present, but only

evidenced when frequency components are not integer
multiples of fres.
 The DFT output is a sampled version of the continuous spectral
UTN-FRBA 2011 Eng. Julian S. Bruno
 Time Windowing (I)
Comparación de Ventanas

The only fact of

1
Rectangular

 0.9
Hanning
Hamming

considering a finite length

FlatTop
0.8

time sequence, is
0.7

0.6

Módulo (veces)
equivalent to convolve a 0.5

sinc with all frequency

0.4

0.3

samples. 0.2

If we use a window, we
0.1

 0
0 1 2 3 4 5 6 7 8

will convolve with the

Normalized Frequency (xFs/N)

Comparación de Ventanas
0

spectrum this window.

Rectangular
Hanning
Hamming
-20
FlatTop

 The net effect of -40

windowing is a better -60

Módulo (dB)

spectral estimation, -80

reducing leakage and -100

picket fence effect. -120

-140
0 1 2 3 4 5 6 7 8
UTN-FRBA 2011 Normalized Frequency (xFs/N) Eng. Julian S. Bruno
 The window selection is a trade-off

Time Windowing (II)

between main lobe widening, first
sidelobe levels, and how fast the
sidelobes decrease with increased
frequency.

UTN-FRBA 2011 Eng. Julian S. Bruno

 Time Windowing (III)
 Spectral analysis:
 Equivalent Noise Bandwith
 Processing Gain

 Overlap Correlation

 Scalloping Loos

 Coherent Gain

 Worst Case Processing Loss

 Minimun Resolution Bandwidth

UTN-FRBA 2011 Eng. Julian S. Bruno

 Equivalent Noise Bandwith

UTN-FRBA 2011 Eng. Julian S. Bruno

 Processing Gain
 There are two types of processing gain associated
with DFTs.
 People who use the DFT to detect signal energy
embedded in noise often speak of the DFT's
processing gain because the DFT can pull signals
out of background noise.
 This is due to the inherent correlation gain that
takes place in any N-point DFT.
 Additional integration gain is possible when
multiple DFT outputs are averaged.
UTN-FRBA 2011 Eng. Julian S. Bruno
 Processing Gain
 The concept of the DFT having processing gain is
straightforward if we think of a particular DFT bin output as
the output of a narrowband filter.
 DFT output bin has the amplitude response of the sin(x)/x
function, that bin's output is primarily due to input energy
residing under, or very near, the bin's main lobe.
 It's valid to think of a DFT bin as a kind of bandpass filter
whose band center is located at mfs/N
 If the input signal frequency is not at bin center, leakage
will raise the effective background noise and reduce the
DFT's output SNR.
 In addition, any window being used will have some effect
on the leakage and, thus, on the output SNR.
UTN-FRBA 2011 Eng. Julian S. Bruno
 Processing Gain

N=64

N=256

N=1024
 N 
SNRN = SNRN ' + 20 log10  

 N ' 
UTN-FRBA 2011 Eng. Julian S. Bruno
 Processing Gain
 The increased FFT sensitivity, or
noise variance reduction, due to
multiple FFT averaging is also
called integration gain.
 The random noise fluctuations in
an FFT's output bins will
decrease, while the magnitude
of the FFT's signal bin output
remains constant when multiple
FFT outputs are averaged.
 There are two types of FFT
averaging integration gain:
incoherent and coherent.

UTN-FRBA 2011 Eng. Julian S. Bruno

 Overlap Correlation

UTN-FRBA 2011 Eng. Julian S. Bruno

 Scalloping Loos

Magnitude Normalized curves

UTN-FRBA 2011 Eng. Julian S. Bruno

 Coherent Gain

1 N −1
Coherent Gain = ∑ win[n]
N n =0
Coherent Gain = Win[0]

UTN-FRBA 2011 Eng. Julian S. Bruno

 Implementing Linear Time-Invariant Systems
Using the DFT

x[n] h[n] y[n] = x[n] * h[n]

UTN-FRBA 2011 Eng. Julian S. Bruno

 Overlap-add
method

yr[n] = xr[n] * h[n]

UTN-FRBA 2011 Eng. Julian S. Bruno

 Overlap-save
method

yr[n] = xr[n] * h[n]

UTN-FRBA 2011 Eng. Julian S. Bruno

 Goertzel Algorithm
The Goertzel algorithm is a digital signal processing technique for identifying
frequency components of a signal, published by Dr. Gerald Goertzel in 1958
N −1
f tonne
X(m) = ∑ x(n)e
− j 2Nπnm
m= fs / N
n =0

Method Real Real

multiplies additions
Single-bin DFT 4N 2N

FFT 2Nlog2N Nlog2N

Goertzel N+2 2N+1

If you implement the Goertzel algorithm L

times to detect L different tones, Goertzel
is more efficent than FFT when L< log2N
UTN-FRBA 2011 Eng. Julian S. Bruno
 Goertzel Algorithm Implementation

UTN-FRBA 2011 Eng. Julian S. Bruno

 Sliding DFT

Method Real Real

multiplies additions
Single-bin DFT 4N 2N

FFT 2Nlog2N Nlog2N

Goertzel N+2 2N+1

Siliding DFT 4 4

Compute Xm(n+1)

UTN-FRBA 2011 Eng. Julian S. Bruno

 Sliding DFT
 Once an Xm(n) is obtained, the number of
computations to compute Xm(n+1) is fixed and
independent of N.
 The SDFT's N can be any positive integer giving us
greater flexibility to tune the SDFT's center frequency
by defining integer m such that m = Nfi/fs, when fi is a
frequency of interest in Hz.
 The SDFT requires no bit-reversal processing as
does the FFT.
 Like the Goertzel algorithm, the SDFT is especially
efficient for narrowband spectrum analysis.
UTN-FRBA 2011 Eng. Julian S. Bruno
 Zoom FFT

UTN-FRBA 2011 Eng. Julian S. Bruno

 Zero Stuffing
 Zero stuffing is a way
of increasing
frequency resolution.
 The spectrum
visualized corresponds
to the convolution of a
sinusoidal and a
rectangular signal.
 Thus, the underlying
spectrum of the
sinusoidal is distorted
by a sinc.
UTN-FRBA 2011 Eng. Julian S. Bruno
 Zero Stuffing (II)
Fsig = 16Hz , Fs= 512 , N=128 , ∆f = 4
0 zeros DFT Magnitude
1 20

0 10

-1 0
0 0.05 0.1 0.15 0.2 0.25 0 5 10 15 20 25 30

16 zeros DFT Magnitude

1 20

0 10

-1 0
0 0.1 0.2 0.3 0.4 0.5 0 5 10 15 20 25 30
32 zeros DFT Magnitude
1 20

0 10

-1 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0 5 10 15 20 25 30
48 zeros DFT Magnitude
1 20

0 10

-1 0
0 0.2 0.4 0.6 0.8 1 0 5 10 15 20 25 30
UTN-FRBA 2011 Eng. Julian S. Bruno
 Recommended bibliography
 RG Lyons, Understanding Digital Signal Processing 3th ed. Prentice
Hall. 2011.
 Ch3: The Discrete Fourier Transform.
 F. Harris, On the use of windows for harmonic analysis with the discrete
Fourier transform.

 The Fundamentals of FFT-Based Signal Analysis and Measurement.

Nationals Instruments. Application Note 041.

 Reducing FFT Scalloping Loss Errors Without Multiplication [DSP Tips

and Tricks]. Signal Processing Magazine, IEEE. March 2011

 Oppenheim & Schafer

 Proakis & Manolakis


UTN-FRBA 2011
.
NOTE: Many images used in this presentation were extracted from the recommended bibliography
Eng. Julian S. Bruno
Questions?

Thank you!

Eng. Julian S. Bruno UTN-FRBA 2011