Discrete Fourier Transform - DFT

and
Fast Fourier Transform – FFT

x(n) y(n)
system
X(k) Y(k)
 Time-continuous LTI signals and systems - review

∞
𝑿(𝒔) = න 𝒙 𝒕 ∙ 𝒆−𝒔𝒕 𝒅𝒕 LT
−∞

∞
𝑿(𝒋𝝎) = න 𝒙 𝒕 ∙ 𝒆−𝒋𝝎𝒕 𝒅𝒕 FT
−∞

𝑇
2
𝒄𝒌 = 𝑿(𝒌) = 𝐶 න 𝒙 𝒕 ∙ 𝒆−𝒋𝒌.𝝎𝟎 𝒕 𝒅𝒕 FR
𝑇
−
2

Periodic signals!
T=1/f0
 Discrete Fourier Transform - DFT

• for analysis of the aperiodic time-continuous signals: Fourier transform

∞
𝑿(𝝎) = න 𝒙 𝒕 ∙ 𝒆−𝒋𝝎𝒕 𝒅𝒕
0

• for analysis of the periodic time-continuous signals: Fourier series

1
𝒄𝒌 = 𝑿(𝒌) = න 𝒙 𝒕 ∙ 𝒆−𝒋𝒌𝝎𝒕𝒅𝒕
𝑇 𝑇
-------------------------------------------------------------------------------------------------------------

• for analysis of the periodic discrete signals x(n)???

𝑿 𝒌 =?

2𝜋
𝜔= = 2𝜋 ∙ 𝑓
𝑇
 Discrete Fourier Transform - DFT
Consider a periodic sequence 𝑥(𝑛)
෤ with period N:
𝑥෤ 𝑛 = 𝑥෤ 𝑛 + 𝑎. 𝑁 , 𝑎 − 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

• 𝑥෤ 𝑛 in terms of FS - as a sum of sine and cosine sequences, i.e. complex

2𝜋
exponentials with frequences 𝑘 ∙ - integer multiples of the fundamental
𝑁
frequency associated with periodic sequence
• difference between FS for continuous and discrete function: for discrete
sequence – there are only N distinct complex exp. having a period that is an
integer submultiple of N!
𝟐𝝅
−𝒋 𝒌𝒏
𝒆𝒌 (𝒏) = 𝒆 𝑵
 Discrete Fourier Transform - DFT
then 𝒆𝑶 (𝒏) = 𝒆𝑵 (𝒏)
𝒆𝟏 (𝒏) = 𝒆𝑵+𝟏 (𝒏)
𝒆𝟐 (𝒏) = 𝒆𝑵+𝟐 (𝒏)
....

it means – FS of periodic sequence 𝑥(𝑛)

෤ has only N distinct exp.functions:

𝑁−1 1
1 𝟐𝝅 - only convetion
෩ 𝒌 ∙ 𝒆 𝑵 ∙𝒌∙𝒏
෥(𝒏) = ෍ 𝑿
𝒙 𝒋∙
𝑁
𝑁
𝑘=0

෩ 𝒌 from 𝒙
How to solve 𝑿 ෥(𝒏) ??
 Discrete Fourier Transform - DFT
𝑁−1
1 𝟐𝝅
𝒋∙ ∙𝒓∙𝒏 1 for 𝑟 = 𝑚. 𝑁
෍𝒆 𝑵 =
𝑁 0 otherwise
𝑛=0

𝑁−1
1 𝟐𝝅
෩ 𝒌 ∙ 𝒆 𝑵 ∙𝒌∙𝒏
෥(𝒏) = ෍ 𝑿
𝒙 𝒋∙
𝑁
𝑘=0

𝑁−1 𝑁 −1 𝑁−1
𝟐𝝅
−𝒋∙ ∙𝒓∙𝒏 1 𝟐𝝅
෥(𝒏) ∙
෍𝒙 𝒆 𝑵 ෩ 𝒌 ∙ 𝒆 𝑵 ∙(𝒌−𝒓)∙𝒏
= ෍ ෍𝑿 𝒋∙
𝑁
𝑛=0 𝑛=0 𝑘=0

𝑁−1 𝑁−1 𝑁−1

𝟐𝝅
−𝒋∙ ∙𝒓∙𝒏 1 𝟐𝝅
෥(𝒏) ∙
෍𝒙 𝒆 𝑵 ෩ 𝒌 ∙ ෍ 𝒆 𝑵 ∙(𝒌−𝒓)∙𝒏 = 𝑿
= ෍𝑿 𝒋∙ ෩ 𝒓
𝑁
𝑛=0 𝑘=0 𝑛=0

𝑁−1
𝟐𝝅
෩ 𝒌 = ෍𝒙 −𝒋∙ ∙𝒌∙𝒏
𝑿 ෥(𝒏) ∙ 𝒆 𝑵
𝑛=0
 DFT - for discrete periodic signals
- analogy to Fourier series

For discrete periodic signal x(n) with period N

DFT: ∞
𝑿(𝒋𝝎) = න 𝒙 𝒕 ∙ 𝒆−𝒋𝝎𝒕 𝒅𝒕 𝑁−1 𝟐𝝅
0 1 𝟐𝝅
−𝒋 𝒌𝒏 ∙ 𝒌 = 𝛀𝟎 ∙ 𝒌
𝑿(𝒌) = ෍ 𝒙 𝒏 ∙ 𝒆 𝑵 𝑵
𝑁
𝑛=0
X(k) is Fourier image of x(n) in frequency domain, simply spectrum of the signal x(n)
For discrete periodic spectrum X(k) with period N
IDFT:
𝑁−1
𝟐𝝅
𝒋 𝒌𝒏
𝒙(𝒏) = ෍ 𝑿 𝒌 ∙ 𝒆 𝑵
𝒋
𝟐𝝅
𝑾=𝒆 𝑵
𝑘=0

DFT: IDFT:
𝑁−1
𝑁−1
1 𝒙(𝒏) = ෍ 𝑿 𝒌 ∙ 𝑾+𝒌𝒏
𝑿(𝒌) = ෍ 𝒙 𝒏 ∙ 𝑾−𝒌𝒏
𝑁 𝑘=0
𝑛=0
 Properties of DFT
Periodicity of DFT a IDFT

𝑥 𝑛 =𝑥 𝑛+𝑁 , 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑛 = 0,1,2, … 𝑁 − 1

𝑋 𝑘 =𝑋 𝑘+𝑁 , 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑘 = 0,1,2, … 𝑁 − 1

Linearity of DFT a IDFT

For periodic sequences 𝑥1 𝑛 and 𝑥2 𝑛 with period N :

𝐷𝐹𝑇 𝑥1 𝑛 = 𝑋1 𝑘
𝐷𝐹𝑇 𝑥2 𝑛 = 𝑋2 𝑘 ,

then

𝐷𝐹𝑇 𝑎1 . 𝑥1 𝑛 + 𝑎2 . 𝑥2 𝑛 = 𝑎1 𝑋1 𝑘 +𝑎2. 𝑋2 𝑘
 Properties of DFT and IDFT
Time-shift
For periodic sequence x 𝑛 with period N and their spectrum X 𝑘 :
2𝜋
−𝑗 𝑛 𝑘
𝐷𝐹𝑇 𝑥 𝑛 − 𝑛0 =𝑋 𝑘 ∙𝑒 𝑁 0

2𝜋
+𝑗 𝑛 𝑘
𝐷𝐹𝑇 𝑥 𝑛 + 𝑛0 =𝑋 𝑘 ∙𝑒 𝑁 0

𝑓𝑜𝑟 𝑎𝑙𝑙 𝑛 < 𝑁

Spectral domain shift

For spectral function X 𝑘 of periodic sequence x 𝑛 with period N is the
shifted X(k+- 𝑘0 ) :
2𝜋
+𝑗 𝑛𝑘0
𝐼𝐷𝐹𝑇 𝑋 𝑘 − 𝑘0 =𝑥 𝑛 ∙𝑒 𝑁

2𝜋
−𝑗 𝑛𝑘0
𝐷𝐹𝑇 𝑋 𝑘 + 𝑘0 =𝑋 𝑘 ∙𝑒 𝑁

𝑓𝑜𝑟 𝑎𝑙𝑙 𝑛 < 𝑁

 2𝜋
𝑥 𝑛 = cos ∙ 𝑛 ; 𝑁 = 16
16

Matlab nevie indexovať od nuly!!!

 2𝜋 𝜋
𝑥 𝑛 = cos ∙𝑛+ ; 𝑁 = 16
16 4

Matlab nevie indexovať od nuly!!!

 2𝜋
𝑥 𝑛 = 1 + cos ∙𝑛
16
x3(n) = ifft(X3(k) ) X3(k) = fft(x3(n))
2 20

1.8 15

|X3 |
(k)
1.6 10

1.4 5

1.2
0
0 5 10 15 20
(n)

1
x3

0.8 4

0.6 2

arg(X3 )
(k)
0.4 0

0.2 -2

0 -4
0 5 10 15 0 5 10 15 20
n k
 FFT – Fast Fourier Transform
(1965 Cooley and Tukey)

Principle of fast algorithm

• the length of input sequence = N = 2r

• sequential division to the even and odd parts till the length N=1
– trivial case - spectrum of such signal equals to itself

• we ignore constant 1/N

 FFT – rýchla Fourierova transformácia
(1965 Cooley a Tukey)

We divide signal x(n) of the length N into 2 sequences

N/2 -to even and odd elements:
x(n) = x(2m) + x(2m+1) = s(m) + y(m)
where s(m) = x(2m)
y(m) = x(2m+1)
n = 0,1,N – 1
m = 0,1,(N/2) – 1

• these two sequences of N/2 elements will be next divided in the

same way – even/odd  we get N/4 elements
• we repeat divisions till N=1
• for sequence with 1 element - N= 1 holds:

x(n) ⎯DFT
⎯⎯→ X (k ) = x(n)
 visualisation of FFT divisions

Ako vidno z binárnych reprezentácií koeficientov vstupnej postupnosti a

výstupnej preusporiadanej postupnosti možno kroky postupného delenia
vždy na párnu a nepárnu časť nahradiť jednoduchou reverziou bitov, t.j.
preusporiadanú postupnosť získame podľa vzťahu xp(n) = x(<n>), pričom
<n> predstavuje reverziu bitov v binárnom vyjadrení n.
Pre výpočet inverznej Fourierovaj transformácie použijeme ten istý algoritmus ako pre
doprednú DFT s tým rozdielom že na vstup algoritmu privedieme preusporiadané spektrum
a síce:
X(k) = {X(0), X(N-1), X(N-2),,X(2), X(1)}.
Pre výpočet DFT pomocou FFT je potrebné, aby dĺžka vstupných postupností bola N = 2m
 Máme spojitý signál:

Signál navzorkujeme: N=8, ωvz= 8 ω0, resp. Tvz= T0/8

 𝑁−1
𝟐𝝅
෥(𝒏) ∙ 𝒆−𝒋∙ 𝑵 ∙𝒌∙𝒏
෩ 𝒌 = ෍𝒙
𝑿
𝑛=0
 DFT and IDFT applications

• spectral analysis of natural signals (biomedicine,

seismology, audio, image, ...) – enable to identify spectral
elements

• spectral analysis of aperiodic signals of finite length N

- DFT – N equals to 1 period
example of frequency analysis of the aperiodical discrete signal x(n)
 Applications of DFT and IDFT

• periodical signal generation - IDFT can be applied for

signal generating with known spectrum

• N equals to 1 period or its multiple

 Applications of DFT and IDFT
Circular convolution of two periodic signals with perion N

• In the output of DFT – information about 1 period spectrum

• In the output of IDFT 1 period of generated of signal
• For aperiodical convolution –the lenght of signal N must be minimum
„linear convolution“, i.e. N=Dx+Dh-1
 DFT -summary

• frequency analysis of discrete periodic signals

• DFT – for discrete periodic signals
- analogy to Fourier series for time-continuous periodic
signals
• spectrum X(k) of periodic signal x(n) is discrete and
periodic
• time shift and frequency-domain shift!
• for spectral (frequency) analysis of periodic signal –
lehght N, for DFT – at least 1 period
• FFT – fast algorithm for N= 2k
• convolution vs multiplication!
Filtering in the Frequency Domain–
convolution – to – multiplication

𝑵−1 𝑴−1
1
𝑭 𝒖, 𝒗 = ෍ ෍ 𝒇 𝒙, 𝒚 . 𝒆−𝒋2𝝅(𝒙𝒖Τ𝑵+𝒚𝒗Τ𝑴)
𝑵. 𝑴
𝒙=0 𝒚=0
Low-pass Filtering
HP Filtering
DP Filtering
HP Filtering
 Filtering in the Frequency Domain
Filtered Filtered
Picture Fourier Filter Fourier Picture

Low-Pass Filtering

High-Pass Filtering

Band-Pass Filtering
 potlačenie rozmazania obrazu

zahmlenie obrazu spôsobené pohybom pri

expozícii snímky
 zahmlenie obrazu spôsobené pohybom pri
expozícii snímky
1 T /2
g ( x, y ) =  f (x − x 0 (t ), y − y 0 (t ))dt
T t =−T / 2
kde 𝑥0 (𝑡) a 𝑦0 (𝑡) reprezentujú horizontálny a vertikálny posun obrazu v čase
a T je doba trvania expozície
 
(
G x,y = )   g ( x , y )e − j x x
e
− j y y
dxdy
x = − y = −
  1 T /2 
=   T  f (x − x 0 (t ), y − y 0 (t ))dt  e − j x x − j y y
e dxdy
x = − y = − 
 t = −T / 2 

zjednodušením
( ) (
G x , y = F x , y B x , y )( )
kde
(
B x ,  y ) =
1 T / 2 − j x x0 (t ) − j y y0 (t )
 e
T t = −T / 2
e dt
 DFT

( ) (
G x , y = F x , y B x , y)( )
g (n1 , n2 ) = f (n1 , n2 )  b(n1 , n2 )
B(1 ,  2 ) je funkcia rozmazania – DFT b(n1 , n 2 )
Display Fourier Spectrum as
Picture
1. Compute log( F (u ) + 1)
2. Scale to full range
3. Move (0,0) to center of image (Shift by N/2

Example for range 0..10:

Original f 0 1 2 4 100
Scaled to 10 0 0 0 0 10

Log (1+f) 0 0.69 1.01 1.61 4.62

Scaled to 10 0 1 2 4 10
 Fourier Displays

F (u )

log( F (u ) + 1)