L15C53 - FourierTransforms

Fourier transform for sequences The discrete Fourier transform Fast Fourier transform
Chapter 5: Fourier Transforms

Lecture 15: Fourier transform in discrete
time
Assoc.Prof. Mai Duc Thanh
Department of Mathematics
International University Ho Chi Minh City
E-mail: mdthanh@hcmiu.edu.vn
Assoc.Prof. Mai Duc Thanh Chapter 5: Fourier Transforms Lecture 15: Fourier transform
Outline
1 Fourier transform for sequences
2 The discrete Fourier transform
3 Fast Fourier transform
Fourier transform for sequences
Consider exponential form of Fourier series representation for

the periodic function F (ejθ ) of period 2π
∞
X
F (ejθ ) = fn ejnθ , (1)
n=−∞

∞
X
n=−∞
where Z π
1
fn = F (ejθ )e−jnθ dθ (2)
2π −π

∞
X
n=−∞
where Z π
1
fn = F (ejθ )e−jnθ dθ (2)
2π −π
Thus, the operation generates a sequence of numbers {fn }

from the periodic function F (ejθ ) for the continuous variable θ
Let us reverse the process and imagine that we start with a

sequence {gk } and use (1) to define a periodic function G̃0 (ejθ )
such that
∞
X
G̃0 (ejθ ) = gn ejnθ (3)
n=−∞

such that
∞
X
n=−∞
Thus, we have defined a transformation from the sequence

{gk } to G̃0 (ejθ )

such that
∞
X
n=−∞

This transformation can be reverted by (2):
Z π
1
gk = G̃0 (ejθ )e−jkθ dθ (4)
2π −π

such that
∞
X
n=−∞

This transformation can be reverted by (2):
Z π
1
gk = G̃0 (ejθ )e−jkθ dθ (4)
2π −π
so we recover the terms of {gk } from G̃0 (ejθ )
Fourier transform pair for the sequence

Make a change θ 7→ −θ in the above results. We define the
Fourier transform of the sequence {gk } as
∞
X
F{gk } = G(ejθ ) = gn e−jnθ (5)
n=−∞
whenever the series converges

∞
X
n=−∞

The inverse transform is given by
Z π
1
gk = G(ejθ )ejkθ dθ (6)
2π −π

∞
X
n=−∞

The inverse transform is given by
Z π
1
gk = G(ejθ )ejkθ dθ (6)
2π −π
The results (5) and (6) constitute the Fourier transform pair for
the sequence {gk }
The z and Fourier transform for sequences

Consider a causal linear time-invariant discrete-time system
with z transfer function G(z).
The relationship between the input sequence {uk } and output
sequence {yk } in the transform domain is
Y (z) = G(z)U(z)
where U(z) = Z{uk }, Y (z) = Z{yk }
The z and Fourier transform for sequences

Consider a causal linear time-invariant discrete-time system
with z transfer function G(z).
The relationship between the input sequence {uk } and output
sequence {yk } in the transform domain is
Y (z) = G(z)U(z)
where U(z) = Z{uk }, Y (z) = Z{yk }

We see the output sequence corresponding to the input
sequence
{uk } = {AejωkT } = {Aejk θ }, θ = ωT (7)
which represent samples drawn at equal intervals T from the

continuous-time complex sinusoidal signal ejωt
The frequency response to the discrete-time system
The frequency response to the discrete-time system is then its

steady-state response to the sequence {uk } given by (7)
We have
Az
L{Aejk θ } = L{A(ejθ )k } =
z − ejθ
So, from Y (z) = G(z)U(z) we deduce that
Az
Y (z) = G(z) (8)
z − ejθ
The frequency response...
Let the system have order n. Assume that n poles

pr , r = 1, 2, ..., n of G(z) are distinct and 6= ejθ , we can expand
Y (z)/z in terms of partial fractions to give
n
Y (z) c X cr
= + (9)
z z − ejθ r =1
z − pr
where in general, cr are complex.

Taking inverse z transform in (9) gives response sequence as
n
−1 −1 cz X
−1 cr z
{yk } = Z {Y (z)} = Z + Z
z − ejθ r =1
z − pr
The frequency response...

That is
n
X
{yk } = cejk θ + cr {prk } (10)
r =1
If transfer function G(z) corresponds to a stable discrete-time

system then all its poles pr , r = 1, 2, ..., n lie within the unit
circle |z| < 1. Thus, all terms in (10) tend to zero as k → ∞,
since
pr = |pr |ejφr ⇒ prk = |pr |k ejkφr → 0 k → ∞
Consequently, for stable systems the steady-state response

corresponding to (10) is
{ykss } = cejkθ
Steady-state response
c can be determined by c = AG(ejθ ), so steady-state response

is
{ykss } = AG(ejθ )ejkθ (11)
In the case of multiple poles it is shown that the same result as
(11) holds
The result (11) indicates that the steady-state response
sequence is simply the input sequence with each term
multiplied by G(ejθ ). So, G(ejθ ) is called the frequency transfer
function of the discrete-time system.
Since G(ejθ ) is simple G(z) for z = ejθ , so we simply evaluate z
transfer function around the unit circle |z| = 1. The z transfer
function G(z) will exists on |z| = 1 if and only if the system is
stable
Discrete-time frequency transfer function

Let the impulse response for the linear causal discrete-time
system with z transfer function G(z) is
{ykδ } = Z −1 {G(z)} = {gk }∞
k=0
Taking inverse transforms gives, since gk = 0, k < 0:

∞
X ∞
X
G(z) = gk z −k = gk z −k
n=0 k=−∞
Thus discrete-time frequency transfer function

∞
X
jθ
G(e ) = gk e−jkθ
k=−∞
is equal to the Fourier transform of the impulse response

sequence {gk }
The discrete Fourier transform

Assume that {gk } = {g(kT )}N
k=0
is a sequence of N samples
drawn from a continuous-time signal g(t), at equal intervals T

Assume that {gk } = {g(kT )}Nk=0
Since gn = 0, n < 0, n ≥ N, Fourier transform (5) of this
sequence is
N−1
X
n=0

sequence is
N−1
X
n=0
Take θ = ωT , we have
N−1
X
G(ejωT ) = gn e−jnωT (13)
n=0

sequence is
N−1
X
n=0
Take θ = ωT , we have
N−1
X
G(ejωT ) = gn e−jnωT (13)
n=0
We want 0 ≤ θ ≤ 2π so 0 ≤ ω ≤ 2π/T . Thus, take N equally

spaced sample points with step ∆ω = 2π/NT
Determining samples in frequency domain

Sampling (13) at interval ∆ω produces the sequences
 
 N−1
X 
Gk = gn e−jnk ∆ωT (14)
 
n=0

 
 N−1
X 
 
n=0
The sequence {Gk }∞

−∞ is periodic with period N, since
N−1
X N−1
X
−jn(k+N)∆ωT
Gk+N = gn e = gn e−jnk ∆ωT e−jn2π
n=0 n=0

 
 N−1
X 
 
n=0
The sequence {Gk }∞

−∞ is periodic with period N, since
N−1
X N−1
X
−jn(k+N)∆ωT
Gk+N = gn e = gn e−jnk ∆ωT e−jn2π
n=0 n=0
N−1
X
= gn e−jnk∆ωT = Gk
n=0
Recovering time-domain samples...
Consider the sum

N−1
X
Sl = Gk e−jkl∆ωT (15)
k=0
Consider the sum

N−1
X
Sl = Gk e−jkl∆ωT (15)
k=0
Substituting Gk from (14) we have

 
N−1
X N−1
X
Sl =  gm e−jmk∆ωT  e−jkl∆ωT
k=0 m=0
(16)
N−1 X
X N−1 N−1
X N−1
X
= gm e−jk ∆ω(m+l)T = gm e−jk∆ω(m+l)T
k=0 m=0 m=0 k=0

Consider the geometric sequence
{e−jk∆ω(m+l)T }
with e0 = 1 and common ratio e−j∆ω(m+l)T .


So, we can find partial sum for m 6= −l + nN:
N−1
X 1 − e−jN∆ω(m+l)T 1 − e−j(m+l)2π
e−jk∆ω(m+l)T = = =0
k=0
1 − e−j∆ω(m+l)T 1 − e−j∆ω(m+l)T


So, we can find partial sum for m 6= −l + nN:
N−1
X 1 − e−jN∆ω(m+l)T 1 − e−j(m+l)2π
e−jk∆ω(m+l)T = = =0
k=0
1 − e−j∆ω(m+l)T 1 − e−j∆ω(m+l)T
When m = −l:
N−1
X N−1
X
e−jk∆ω(m+l)T = 1=N
k=0 k=0

Summary, we have
N−1 N−1
(
X
−jk ∆ω(m+l)T
X 1 (i = j),
e = 1 = Nδm,−l , δij =
k=0 k=0
0 (i 6= j)

Summary, we have
N−1 N−1
(
X
−jk ∆ω(m+l)T
X 1 (i = j),
e = 1 = Nδm,−l , δij =
k=0 k=0
0 (i 6= j)
So from (16):
N−1
X
Sl gm Nδm,−l = Ng−l
m=0

Summary, we have
N−1 N−1
(
X
−jk ∆ω(m+l)T
X 1 (i = j),
e = 1 = Nδm,−l , δij =
k=0 k=0
0 (i 6= j)
So from (16):
N−1
X
Sl gm Nδm,−l = Ng−l
m=0
Substituting this into (15) and taking n = −l to get
N−1
1 X
gn = Gk ejkn∆ωT (17)
N k=0
(17) determines the time-domain samples {gn }N−1

n=0 fromthe
frequency samples exactly
Discrete Fourier transform (DFT) pair
N−1
Let ∆ω = 2π/NT , the two sequences {gn }n=0 , {Gk }N−1
k=0
,
where
N−1 N−1
X 1 X
Gk = gn e−jnk∆ωT , gn = Gk ejkn∆ωT
n=0
N k=0
are the discrete Fourier transform (DFT) pair.

DFT pair provides pathways between time and frequency
domains for discrete-time signals
Example on Discrete Fourier transform (DFT) pair
The sequence {gk }2k=0 = {1, 2, 1} is generated by sampling a

time signals g(t) at intervals with T = 1. Determine the DFT
pair.
Fast Fourier transform (FFT)
Fast Fourier transform is introduced to deal with the

computation of discrete Fourier transform based on N sample
values
For simplicity we consider N = 2γ for some integer γ. The idea
can be applied for other values of γ.
The approach consists of three stages
(a) Matrix formulation
(b) Matrix factorization
(c) Re-arranging
Fast Fourier transform

As seen earlier, the Fourier transform sequence {Gk }N−1
k=0
of the
N−1
sequence {gn }n=0 is
N−1
X
Gk = gn e−j2πnk /N , k = 0, 1, ..., N − 1 (18)
n=0
Consider the particular case γ = 2, that is N = 22 = 4. Define
W = e−j2π/N = e−jπ/2
so that (18) becomes

N−1
X 3
X
nk
Gk = gn W = gn W nk , k = 0, 1, 2, 3
n=0 n=0
Fast Fourier transform: Stage 1
Writing out this in matrix form:

   0
W0 W0 W0
 
G0 W g0
G1  W 0 W1 W2 W 3 g 1 
 =
G2  W 0 W 2
  (19)
W2 W 6  g 2 
G3 W0 W3 W6 W9 g3
In general, we have an equation in matrix form
Gk = Wnk gn
Observe that W nk = W nk +pN , where p is integer. So,

W 4 = W 0 = 1, W 6 = W 2 , W 9 = W 1 and (19) becomes
     
G0 1 1 1 1 g0
G1  1 W 1 W 2 W 3  g1 
 =
G2  1 W 2 W 0 W 2  = g2 
   (20)
G3 1 W3 W2 W1 g3
This terminates Stage 1.

Matrix A is obtained by changing the 2nd and the 3rd rows of
the matrix of coefficient of (20), and set matrices L, R as follows
 
1 1 1 1
1 W 2 W 0 W 2 
A= 1 W 1 W 2 W 3  ,

1 W3 W2 W1
(21)
1 W0 0 0 1 0 W0 0
   
1 W 2 0 0  0
 , R = 0 1 0 W 

L= 0 0 1 W 1  1 0 W 2 0 
0 0 1 W 3 0 1 0 W2
Then A = LR, where we have used W 5 = W 1 , W 0 = 1 in the

top row.

Set
G0 = [G0 G2 G1 G3 ]T , g = [g0 g2 g1 g 3 ]T (22)
Then, (20) becomes
G0 = Ag = (LR)g = L(Rg) (23)
which can be computed by a two-step process
g 0 = Rg,
(24)
G0 = Lg 0
The matrices L, R contain many zeros, so the computational

efforts are reduced significantly
FFT Stage 3: Re-arrangement into ”natural” order
Instead of indexing G0 , G1 , G2 , G3 in decimal form, an

alternative binary notation is used, and [G0 G1 G2 G3 ]T
becomes [G00 G01 G10 G11 ]T
”Bit reversal” process = writing a binary number with its bits or
digits in reverse order. Applying this to [G00 G01 G10 G11 ]T
gives us
[G00 G10 G01 G11 ]T = [G0 G2 G1 G3 ]T = G0
with decimal labeling. This later form is exactly the one

obtained in Stage 2. The natural order G can be easily
recovered by re-arranging the output G0 on the basis of bit
reversal of the binary indexed version.
Example on Fast Fourier transform
Use the method of FFT algorithm to compute the Fourier

transform of the sequence
{gn }3n=0 = {1, 2, 1, 0}

L15C53 - FourierTransforms

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Fourier transform for sequences The discrete Fourier transform Fast Fourier transform

Chapter 5: Fourier Transforms

Assoc.Prof. Mai Duc Thanh

1 Fourier transform for sequences

2 The discrete Fourier transform

3 Fast Fourier transform

Fourier transform for sequences

Consider exponential form of Fourier series representation for

Fourier transform for sequences

Consider exponential form of Fourier series representation for

Fourier transform for sequences

Consider exponential form of Fourier series representation for

Thus, the operation generates a sequence of numbers {fn }

Fourier transform for sequences

Let us reverse the process and imagine that we start with a

Fourier transform for sequences

Let us reverse the process and imagine that we start with a

Thus, we have defined a transformation from the sequence

Fourier transform for sequences

Let us reverse the process and imagine that we start with a

Thus, we have defined a transformation from the sequence

Fourier transform for sequences

Let us reverse the process and imagine that we start with a

Thus, we have defined a transformation from the sequence

so we recover the terms of {gk } from G̃0 (ejθ )

Fourier transform pair for the sequence

whenever the series converges

Fourier transform pair for the sequence

whenever the series converges

Fourier transform pair for the sequence

whenever the series converges

The z and Fourier transform for sequences

where U(z) = Z{uk }, Y (z) = Z{yk }

The z and Fourier transform for sequences

where U(z) = Z{uk }, Y (z) = Z{yk }

{uk } = {AejωkT } = {Aejk θ }, θ = ωT (7)

which represent samples drawn at equal intervals T from the

The frequency response to the discrete-time system

The frequency response to the discrete-time system is then its

The frequency response...

Let the system have order n. Assume that n poles

where in general, cr are complex.

The frequency response...

If transfer function G(z) corresponds to a stable discrete-time

pr = |pr |ejφr ⇒ prk = |pr |k ejkφr → 0 k → ∞

Consequently, for stable systems the steady-state response

c can be determined by c = AG(ejθ ), so steady-state response

Discrete-time frequency transfer function

Taking inverse transforms gives, since gk = 0, k < 0:

Thus discrete-time frequency transfer function

is equal to the Fourier transform of the impulse response

The discrete Fourier transform

The discrete Fourier transform

The discrete Fourier transform

The discrete Fourier transform

We want 0 ≤ θ ≤ 2π so 0 ≤ ω ≤ 2π/T . Thus, take N equally

Determining samples in frequency domain

Determining samples in frequency domain

The sequence {Gk }∞

Determining samples in frequency domain

The sequence {Gk }∞

Recovering time-domain samples...

Consider the sum