06 D Fourier Transform C

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Signals and Systems II
Prof. Dr. Björn Lange
Winter term 2023-24
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Outline
Discrete Fourier transform

Motivation
Discrete-time Fourier transform
Discrete Fourier transform - DFT
Properties of the DFT
DFT of some important signals
Practical implementation of DFT
Fast Fourier transform - FFT
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Outline

Motivation
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How do you like our lecture?
https://k10777.evasys.de/evasys/online.php?pswd=TUE16
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Review
The Z-transform turns the time-domain convolution
(yn )n = (hn )n ∗ (xn )n
into a z-domain product
Y (z) = H(z) · X (z).
Advantage: This equation can be easily solved for either

Y (z), H(z) or X (z).
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Review: Z-transforms of oscillations
Unfortunately, the Z-transforms of frequently used standard
signals are not particularly handy:
z
e jωnT · σn

n
❞ t |z| > 1
z − e jωT
z sin(ωT )
sin(ωnT ) · σn n
❞ t
2
|z| > 1
z − 2z cos(ωT ) + 1
z 2 − z cos(ωT )
cos(ωnT ) · σn ❞ t |z| > 1
n z 2 − 2z cos(ωT ) + 1
For these signals, the Z-transform is not first choice!
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Review: Z-transforms of oscillations
Unfortunately, the Z-transforms of frequently used standard
signals are not particularly handy:
z
e jωnT · σn

n
❞ t |z| > 1
z − e jωT
z sin(ωT )
sin(ωnT ) · σn n
❞ t
2
|z| > 1
z − 2z cos(ωT ) + 1
z 2 − z cos(ωT )
cos(ωnT ) · σn ❞ t |z| > 1
n z 2 − 2z cos(ωT ) + 1
For these signals, the Z-transform is not first choice!

For continuous-time signals, we found that the Fourier
transform is more suitable. Today, we will do the same for
discrete-time signals.
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Review: Pseudo-continuous signal
xs (t)
0 1 2 t
A discrete-time signal can be viewed to be continuous-time by

regarding it as the product of the corresponding
continuous-time signal with an impulse comb:
∞
X
xs (t) = x(t) · XTs (t) = x(t) · δ(t − kTs ).
k=−∞
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Review: Fourier transform of sampled signal
For such a pseudo-continuous sampled signal we had already

determined the Fourier transform in lecture 2:
1
Xs (jω) = F xs (t) = F x(t) · XTs (t) = · X (jω) ∗ ωs Xωs (ω)
2π
∞ ∞
ωs X ωs X
= X (jω) ∗ δ(ω − nωs ) = X j(ω − nωs )
2π n=−∞ 2π n=−∞
(using the convolution theorem in step 3). From this it was easy to
see that a discrete signal has a periodic spectrum.
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Review: Fourier transform of sampled signal
For such a pseudo-continuous sampled signal we had already

determined the Fourier transform in lecture 2:
1
Xs (jω) = F xs (t) = F x(t) · XTs (t) = · X (jω) ∗ ωs Xωs (ω)
2π
∞ ∞
ωs X ωs X
= X (jω) ∗ δ(ω − nωs ) = X j(ω − nωs )
2π n=−∞ 2π n=−∞
(using the convolution theorem in step 3). From this it was easy to
see that a discrete signal has a periodic spectrum.
A drawback of this form is that knowledge of the complete
continuous-time signal x(t) is required – or at least its spectrum.
In practice, only samples xn of the signal are known.
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Fourier transform of sampled signal
As an alternative, the Fourier transform of the sampled signal can be
calculated directly, without using the convolution theorem:
Xs (jω) =
Fourier transform of sampled signal
As an alternative, the Fourier transform of the sampled signal can be
calculated directly, without using the convolution theorem:
Z ∞

Xs (jω) = F xs (t) = e −jωt xs (t) dt
−∞
Z ∞ ∞
X
= e −jωt x (t) δ(t − nTs ) dt
−∞ n=−∞
∞ Z
X ∞ ∞
X
= e −jωt x (t) δ(t − nTs ) dt = e −jωnTs xn .
n=−∞ −∞ n=−∞
Comparing this to the Z-transform

∞
X
Xs (z) = z −n xn
n=0
reveals that the discrete Fourier transform is nothing but a (two-sided)

Z-transform evaluated at z = e jωTs .
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Analogy
Laplace transform Fourier transform

Z ∞ Z ∞
s→jω
X (s) = e −st x (t) dt −→ X (jω) = e −jωt x (t) dt
0 −∞
discrete-time
Z-transform
Fourier transform
∞
X ∞
X (z) = z −n xn z→e jωTs
X
−→ Xs (jω) = e −jωnTs xn
k=0
n=−∞
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Outline

Motivation
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∞
X ∞
X −n
Xs (jω) = e −jωnTs
xn = e jωTs xn
n=−∞ n=−∞
The exponential e jωTs is periodic with ωTs = 2π. The Fourier

transform Xs (jω) thus is periodic with ω = 2π
Ts . It is completely
characterized by the basic period − Tπs ≤ ω < Tπs .
Since the combination ωTs repeatedly occurs, it has been given its
own name:
Definition (discrete angular frequency)

The unit-free product Ω = ωTs is called discrete angular frequency.
With the discrete angular frequency, the spectrum X (jΩ) of a

sequence (xn )n is expressed independent of the sampling rate.
Its basic period is −π ≤ Ω < π.
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Definition (discrete-time Fourier transform DTFT)
The mapping
∞
X
e −jΩn xn = X (jΩ)

F : (xn )n∈Z 7−→ F (xn )n∈Z =
n=−∞
which maps a discrete signal (xn )n∈Z to the complex frequency

domain spectrum X (jΩ), Ω ∈ R is called discrete-time Fourier
transform (DTFT). A common notation is
(xn )n ❝ s X (jΩ).
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Definition (discrete-time Fourier transform DTFT)
The mapping
∞
X
e −jΩn xn = X (jΩ)

F : (xn )n∈Z 7−→ F (xn )n∈Z =
n=−∞
which maps a discrete signal (xn )n∈Z to the complex frequency

domain spectrum X (jΩ), Ω ∈ R is called discrete-time Fourier
transform (DTFT). A common notation is
(xn )n ❝ s X (jΩ).
In polar coordinates, X (jΩ) can be written as
X (jΩ) = |X (jΩ)| · e jϕ(X (jω))

where
|X (jΩ)| is named amplitude density spectrum and

ϕ X (jΩ) is named phase spectrum of x(t).
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DTFT: unit impulse (δn )n Proof
(δn )n ❞ t 1
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DTFT: constant signal (1)n Proof
(1)n ❞ t 2π X2π (Ω)
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Index-shifting Proof
(xn−m )n ❞ t e −jΩm · X (jΩ)
Since the Fourier transform is two-sided, there is no need to distinguish

between incrementing and decrementing the index (m ∈ Z).
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DTFT: causal exponential signal (σn an )n Proof
e jΩ

(σn a n )n ❞ t
e jΩ −a
|a| < 1
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DTFT: complex oscillation (e jΩ0 n )n Proof
(e jΩ0 n )n ❞ t 2π X2π (Ω − Ω0 )
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DTFT: real oscillations sin(Ω0n) n
and cos(Ω0n) n
Proof
π

sin(Ω0 n) n
❞ t
j
· X2π (Ω − Ω0 ) − X2π (Ω + Ω0 )

cos(Ω0 n) n
❞ t π · X2π (Ω − Ω0 ) + X2π (Ω + Ω0 )
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◮ In accordance with the duality principle:
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periodic, discrete signal ❞ t discrete, periodic spectrum
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◮ Because the spectrum is periodic, the Nyquist-criterion must

always be observed.
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◮ Because the spectrum is periodic, the Nyquist-criterion must

always be observed.
◮ If (xn )n∈Z is a discrete-time signal and its z-transform X (z) exists

on the unit circle, then
X (jΩ) = X (z) z=e jΩ

.
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The inverse discrete-time Fourier transform can be defined
straight-forward:
Definition (inverse discrete-time Fourier transform)

The mapping

1 π
Z
jΩn
−1 −1

F : X (jΩ) 7−→ F X (jΩ) = e · X (jΩ) dΩ = (xn )n∈Z
2π −π n∈Z
which maps a complex spectrum X (jΩ), Ω ∈ R to the

discrete-time domain signal (xn )n∈Z is called inverse
discrete-time Fourier transform.
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Inverse discrete-time Fourier transform
Applying the inverse DTFT to a spectrum yields the original signal:

F −1 F ((xn )n ) =
Inverse discrete-time Fourier transform
Applying the inverse DTFT to a spectrum yields the original signal:
Z π
−1
−1
1 jΩn
F F ((xn )n ) = F X (jΩ) = e X (jΩ) dΩ
2π −π n∈Z
∞
!
1
Z π X
= e jΩn e −jΩk xk dΩ
2π −π
k=−∞ n∈Z
∞
!
1
Z π
(∗) X
= xk · e jΩ·(n−k)dΩ
2π −π
k=−∞ n∈Z
∞
!
X
= xk δn−k = (xn )n∈Z .
k=−∞ n∈Z
(∗)
In the step marked with ,
1 π
Z
e jΩ·(n−k)dΩ = δn−k
2π −π
(see next page...) was used.

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1 π
Z
2π −π
Proof:
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1 π
Z
2π −π
Proof:
Case n = k
1 1 1 1
Z π Z π Z π
e jΩ·(n−k) dΩ = e jΩ·0 dΩ = dΩ = · 2π = 1.
2π −π 2π −π 2π −π 2π
Case n 6= k ⇒ n − k = m ∈ Z
jΩm π
1 π
1 1 e jπm − e −jπm 2j sin(πm)
Z
jΩm e
e dΩ = · = · = · = 0.
2π −π 2π jm −π 2π jm 2π jm
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Convolution Proof
(xn )n ∗ (yn )n ❞ t X (jΩ) · Y (jΩ)
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, The discrete-time Fourier transform corresponds to the known
continuous-time Fourier transform in all relevant aspects.
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, It is well suited for theoretical considerations.
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/ Practically, it has limited use because:

– Exact solutions are known only for a few special signals.
– An infinite number of samples (xn )n∈Z is needed as input.
– The result is frequency-continuous.
This makes the discrete-time Fourier transform practically useless for
computer applications.
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/ Practically, it has limited use because:

– Exact solutions are known only for a few special signals.
– An infinite number of samples (xn )n∈Z is needed as input.
– The result is frequency-continuous.
This makes the discrete-time Fourier transform practically useless for
computer applications.
For use on limited-memory computers, a Fourier transform would need to

work on a finite number of time-domain samples and output a finite
number of frequency-domain samples.
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Outline

Motivation
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Discrete spectrum
Signals that are periodic in the time domain have discrete (in
other words: sampled) spectra.
In the following, we consider discrete signals that are defined

for a limited number N of indices only, written as
(xn )n=0,1,2,...,N−1.
Such sequences are intentionally repeated to form periodic

signals (x̃n )n∈Z that then have discrete spectra.
The periodic repetition is expressed with the help of discrete

impulse combs.
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X4,n
2
1 b b b b b
0 b b b b b b b b b b b b b
n
−1
−9 −8 −7 −6 −5 −4 −3 −2 −1 0 1 2 3 4 5 6 7 8 9
Definition (discrete impulse comb)

The infinite series of discrete unit impulses (δn−kN )n∈Z with
elements ∞
X 1 for n = kN
XN,n = δn−kN =
0 else
k=−∞
is called discrete impulse comb (XN,n )n∈Z .
2π
(XN,n )n ❝ s
N X 2π (Ω) Proof
N
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Periodically repeated signal
A periodic discrete signal (x̃n )n with period N is obtained by

the convolution
(x̃n )n = (xN,n )n ∗ (XN,n )n
of a discrete impulse comb (XN,n )n with suitable period N

and the non-periodic signal (xN,n )n with elements

xn for 0 ≤ n ≤ N − 1
xN,n =
0 else.
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Fourier transform of a periodically repeated signal
The Fourier transform of the periodically repeated signal (x̃n )n
can then be determined using the convolution theorem:
(x̃n )n = (xN,n )n ∗ (XN,n )n

❝
s
Fourier transform of a periodically repeated signal
The Fourier transform of the periodically repeated signal (x̃n )n
can then be determined using the convolution theorem:
(x̃n )n = (xN,n )n ∗ (XN,n )n

❝
s
2π
X̃ (jΩ) = XN (jΩ) · · X 2π (Ω)
N N
∞
2π X 2π
= XN (jΩ) · δ(Ω − k)
N N
k=−∞
∞
X 2π 2π
= XN (jΩ) · · δ(Ω − k)
N N
k=−∞
∞
X 2π 2π 2π
= XN (j k) · · δ(Ω − k).
N N N
k=−∞
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Fourier transform of periodic signal
∞
X 2π 2π 2π
(x̃n )n ❝ s X̃ (jΩ) = XN (j k) · · δ(Ω − k)
N N N
k=−∞
The spectrum X̃ (jΩ) is discrete because the δ sequence makes it zero

everywhere except for Ωk = 2πN k.
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∞
X 2π 2π 2π
(x̃n )n ❝ s X̃ (jΩ) = XN (j k) · · δ(Ω − k)
N N N
k=−∞

All spectral information is contained in a sequence (XN,k )k with elements

N−1
2π X 2π
XN,k = XN ( k) = e −j N kn xn .
N
n=0
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∞
X 2π 2π 2π
(x̃n )n ❝ s X̃ (jΩ) = XN (j k) · · δ(Ω − k)
N N N
k=−∞

All spectral information is contained in a sequence (XN,n )n with elements

N−1
2π X 2π
XN,n = XN ( n) = e −j N nk xk .
N
k=0
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∞
X 2π 2π 2π
(x̃n )n ❝ s X̃ (jΩ) = XN (j k) · · δ(Ω − k)
N N N
k=−∞

All spectral information is contained in a sequence (XN,n )n with elements

N−1
2π X 2π
XN,n = XN ( n) = e −j N nk xk .
N
k=0
Just like all the factors XN ( 2π

N n), the spectrum X̃ (jΩ) is periodic with N.
N values are thus sufficient to fully characterize the spectrum.
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Definition (discrete Fourier transform DFT)
The mapping
N−1
!
2π
X
nk
e −j

F : (xn )n 7−→ F (xn )n = N xk = (Xn )n ,
k=0 n
which for N ∈ N and n = 0, . . . , N − 1 maps a discrete signal
(xn )n to the discrete complex spectrum (Xn )n is called discrete
Fourier transform (DFT).
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Discrete Fourier transform DFT
N−1
!
−j 2π
X
nk
(Xn )n = e N xk for n = 0, . . . , N − 1
k=0 n
Only N samples of both signal and spectrum are known.

Beyond that, both are considered to be periodic with N.
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N−1
!
−j 2π
X
nk
(Xn )n = e N xk for n = 0, . . . , N − 1
k=0 n

, The DFT is great for implementation on computers.
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N−1
!
−j 2π
X
nk
(Xn )n = e N xk for n = 0, . . . , N − 1
k=0 n

, The DFT is great for implementation on computers.
/ The spectrum is only known at the discrete angular
frequencies Ωn = 2πN
· n.
2π
This means it is sampled with a resolution of ∆Ω = N
.
Ωn
In frequencies: The spectrum is known at fn = 2π·T s
= Nn · fs .
fs
That means it is sampled with a resolution of ∆f = N .
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Definition (complex rotation factor)
The expression
2π
WN = e −j N
is called complex rotation factor.
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Definition (complex rotation factor)
The expression
2π
WN = e −j N
is called complex rotation factor.
It has the property

N−1 N−1
2π
X X
WNnk = e −j N ·nk = N δn . Proof
k=0 k=0
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Discrete Fourier transform and its inverse
With the rotation factor, the nth element of the discrete

Fourier transform can be written a bit shorter:
N−1 N−1
2π
X X
Xn = e −j N nk xk = WNnk xk .
k=0 k=0
This equation can be inverted and solved for the nth element
of the discrete signal
N−1
1 X −kn
xn = WN Xk . Proof
N
k=0
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Definition (inverse discrete Fourier transform)
The mapping
N−1
!
1 X 2π
F −1 : (Xn )n 7−→ F −1 (Xn )n = e j N nk Xk

= (xn )n ,
N
k=0 n
which for N ∈ N and n = 0, . . . , N − 1 maps a discrete
spectrum (Xn )n to the discrete signal (xn )n is called inverse
discrete Fourier transform.
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The following properties of the DFT are only listed here. All of
them are either clear from the definition or can be proved by
shifting indices, reversing the order of summation and / or
using the periodicity of both signal and spectrum.
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linearity: (a x n )n + (b x n )n ❝ s a (Xn )n + b (Yn )n
index-shifting (time): (x(n−n0 )modN )n ❝ s (Xn · W n n0 )n

N
index-shifting (frequency): (WN−n0 n xn )n ❝ s (X
(n−n0 )modN )n
time-mirroring: (xN−n )n ❝ s (X
N−n )n
complex conjugation: (x ∗ n )n ❝ s (X ∗
N−n )n
1 ∗
real part: ℜ(xn ) n ❝ s · (Xn + XN−n )n
2
s 1 · (Xn − X ∗ )n

imaginary part: ℑ(xn ) n ❝
N−n
2j
periodic convolution: (xn )n ⊗ (yn )n ❝ s (Xn )n · (Yn )n
1
multiplication: (xn · yn )n ❝ · (Xn )n ⊗ (Yn )n
s
N
(An example for the convolution will be presented later to explain
the meaning of the special symbol ⊗.)
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DFT of selected signals Proof
δ impulse: (δn )n ❝ s (1)n
constant: (1)n ❝ s (N δ )
n n
2π
exponential: (e j N ·n0 n )n ❝ s (N δ
(n−n0 )modN )n
n0 N
sine: sin(2π n) n ❝ s · (δ(n−n0 )modN − δ(n+n0 )modN ) n
N 2j
n0 N
cosine: cos(2π n) n ❝ s · (δ(n−n0 )modN + δ(n+n0 )modN ) n
N 2
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Since both the signal and its spectrum consist of only N samples,
the discrete Fourier transform
N−1
X
Xn = WNnk xk
k=0
can be expressed as a multiplication with a N × N matrix:

  0
WN0 WN0 WN0
 
WN ···
 
X0 x0
 X1   WN0 WN1 WN2 · · · WNN−1    x1 
   2(N−1)   
 X2   WN 0 WN 2 WN 4 · · · WN
 = · x2  .
 ..   .. .. .. ..

  . 
 .   . 
. . ··· . .
  . 
 
XN−1 0 N−1 2(N−1) (N−1)2 xN−1

WN WN WN · · · WN
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Inverse matrix
Luckily, this matrix is a special case that has an easy-to-calculate inverse:

 0
WN0 WN0 WN0 WN0 WN0 WN0 WN0
−1
WN
 
··· ···
W 0
 N WN1 WN2 ··· WNN−1  
W 0
 N WN−1 WN−2 ···
−(N−1) 
WN 
 0 2(N−1) 
WN2 WN4 1 WN0
 −2(N−1) 
WN ··· WN  WN−2 WN−4 ··· WN 

 .
 = · 
 . . . . 
N
 . . . . 
. . . 
 .

. . .

 . . . .  . . . .
  
···  ··· 
2(N−1) (N−1)2 −(N−1)2
WN0 WNN−1 WN ··· WN WN0
−(N−1)
WN
−2(N−1)
WN ··· WN
(the elements of the inverted matrix simply are reciprocals of the original
matrix).
The inverse transform can therefore also be expressed as a matrix

multiplication.
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Examples with N = 4
Let us consider two examples with N = 4 ⇒ n = 0, 1, 2, 3.

First, the appropriate complex rotation factor must be
determined
2π π
W4 = e −j 4 = e −j 2 = −j.
The required matrix can then be set up

 0
W40 W40 W40

W4
W40 W41 W42 W43 
 0 =
W4 W42 W44 W46 
W40 W43 W46 W49
Examples with N = 4
Let us consider two examples with N = 4 ⇒ n = 0, 1, 2, 3.

First, the appropriate complex rotation factor must be
determined
2π π
W4 = e −j 4 = e −j 2 = −j.
The required matrix can then be set up

 0
W40 W40 W40
  
W4 1 1 1 1
W40 W41 W42 W43  1 −j −1 j 
 0 =  
W4 W42 W44 W46  1 −1 1 −1
W40 W43 W46 W49 1 j −1 −j
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Example 1 xn
4
3 b b
2
1 b b
0
−1 0 1 2 3 4n
The signal (xn )n = (3, 1, 3, 1) has the spectrum

   
1 1 1 1 3
1 −j −1 j  1 
(Xn )n = 
1
· = .
−1 1 −1 3
1 j −1 −j 1
2π
For N = 4, the frequency resolution is ∆Ω = N = π2 . The
spectrum thus belongs to a signal
(xn )n =
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Example 1 xn
4
3 b b
2
1 b b
0
−1 0 1 2 3 4n

     
1 1 1 1 3 8
1 −j −1 j  1  0
(Xn )n = 
1
· =  .
−1 1 −1 3 4
1 j −1 −j 1 0
2π
For N = 4, the frequency resolution is ∆Ω = N = π2 . The
(xn )n =
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Example 1 xn x (t)
4
3 b b
2
1 b b
t
0
−1 0 1 2 3 4n

   
1 1 1 1 3
1 −j −1 j  1 
(Xn )n = 
1
· = .
−1 1 −1 3
1 j −1 −j 1
For N = 4, the frequency resolution is ∆Ω = 2π π
N = 2 . The
1 π 3π

(xn )n = · 8 · e j·0·n + 0 · e j· 2 ·n + 4 · e j·π·n + 0 · e j· 2 ·n
N
1
= · (8 · 1 + 4 · e j·π·n ) = 2 + cos(π · n) + j sin(π · n)
4
= 2 + cos(π · n) 44 / 66
Example 2: convolution
Be cautious with operations whose results exceed the DFT length:
The convolution of the rectangular pulse (1, 1, 1) with itself is
(1, 1, 1) ∗ (1, 1, 1) = (1, 2, 3, 2, 1)
Alternatively, we should be able to obtain the same result by
1. discrete Fourier transforming (xn )n to obtain (Xn )n
2. multiplying (Xn )n · (Xn )n in the frequency domain
3. inverse discrete Fourier transforming (Xn )n · (Xn )n to obtain

(xn )n ∗ (xn )n
45 / 66
Example 2
For re-using the N = 4 transformation matrix, the signal is

zero-padded to form (xn )n = (1, 1, 1, 0). Its discrete Fourier
transform is
   
1 1 1 1 1
1 −j −1 j  1
(Xn )n 
1 −1 1 −1 · 1 =
  
1 j −1 −j 0
Example 2
For re-using the N = 4 transformation matrix, the signal is

zero-padded to form (xn )n = (1, 1, 1, 0). Its discrete Fourier
transform is
     
1 1 1 1 1 3
1 −j −1 j  1 −j 
(Xn )n 
1 −1 1 −1 · 1 =  1  .
    
1 j −1 −j 0 j
This multiplied by itself yields (Xn )2n = (9, −1, 1, −1).
46 / 66
Example 2
Inverse discrete Fourier transforming (Xn )2n = (9, −1, 1, −1) yields
   
1 1 1 1 9
1  1 j −1 −j  −1
(xn )n = ·  · =
4 1 −1 1 −1  1 
1 −j −1 j −1
Example 2
Inverse discrete Fourier transforming (Xn )2n = (9, −1, 1, −1) yields
     
1 1 1 1 9 2
1  1 j −1 −j  −1 2
(xn )n = ·   ·  =  ,
4 1 −1 1 −1  1  3
1 −j −1 j −1 2
which is not the result (1, 2, 3, 2, 1) that we expected!
Because the fifth entry has no space in the N = 4 signal, the DFT
adds it to the first entry, resulting into
xn = (1 + 1, 2, 3, 2) = (2, 2, 3, 2).
This is what the ⊗ symbol warns about!
To avoid this, always zero-pad the signals sufficiently so that all of

the result’s samples fit into the resulting vector.
47 / 66
To save computation time, the required number of floating point
operations must be kept as small as possible.
An extremely efficient algorithm is the so-called Fast Fourier
Transform (FFT) for signal lengths that are powers of 2. These
signals can be recursively split into even and odd index halves
which allows for re-use of interim calculation results.
This reduces the computational effort from N 2 to N · log2 N
floating point operations.
data volume 1 kB 1 MB 1 GB
N2 0.6 ms 10.4 min 20 years
N · log2 N 20 µs 45 ms 1.2 min
Computation time for a 100 Mflops computer
48 / 66
Example: FFT
For N = 4, the discrete Fourier transform of an arbitrary signal

(xn )n is
     
X0 x0 + x1 + x2 + x3 (x0 + x2 ) + (x1 + x3 )
X1  x0 − jx1 − x2 + jx3  (x0 − x2 ) − j · (x1 − x3 )
 =
X2   x0 − x1 + x2 − x3  =  (x0 + x2 ) − (x1 + x3 )  .
  
X3 x0 + jx1 − x2 − jx3 (x0 − x2 ) + j · (x1 − x3 )
Notice that only the combinations x0 ± x2 and x1 ± x3 occur.

These are calculated in a first step and stored for re-use.
49 / 66
Butterfly graphs
The algorithm can be visualized in a so-called butterfly graph.

x0 x0 + x2 = x02 X0 = x02 + x13
x2 x0 − x2 = x20 X1 = x20 − jx31
x1 x1 + x3 = x13 X2 = x02 − x13
x3 x1 − x3 = x31 X3 = x20 + jx31
50 / 66
Butterfly graph for N = 16
For two real signals, additional effort can be saved by

combining them into a complex signal, then transforming this
complex signal and finally isolating the individual Fourier
transforms from it (see exercise 24 for example).
51 / 66
FFT is has *numerous* applications ...
52 / 66
What you should remember from this lecture ...
◮ discrete-time Fourier transform (DTFT)
– definition (incl. inverse)
– for signals
(δn )n , (1)n , (σn a−n )n , (e jΩ0 n )n , (sin(Ω0 n))n , (cos(Ω0 n))n
– convolution theorem
◮ discrete Fourier transform (DFT)
– definition (incl. inverse)
– complex rotation factor
– general properties and DFT of selected signals
– problems connected to finite-length convolution
– zero-padding
◮ general idea of Fast Fourier Transform (FFT) algorithm
Thank you for your attention!

53 / 66
Appendix: proof of Fourier transform
formulas
54 / 66
DTFT: unit impulse (δn )n back
(δn )n ❞ t 1
Proof:
∞
X

F (δn )n = e −jΩn δn = e −jΩ0 = 1.
n=−∞
55 / 66
DTFT: constant signal (1)n back
(1)n ❞ t 2π X2π (Ω)
Proof:
∞
X ∞
X
−jΩn
F (1)n = e 1= e −jΩn
n=−∞ n=−∞
= 2π X2π (Ω).
In the last step, the formula
∞
X 2π
e −jωkT = · X 2π (ω)
T T
k=−∞
known from last semester’s lecture 9 was applied, which for ω = Ω, k = n

and T = 1 reads
∞
X
e −jΩn = 2π X2π (Ω).
n=−∞
56 / 66
Index-shifting back
(xn−m )n ❞ t e −jΩm · X (jΩ)
Proof:
∞
X ∞−m
X

F (xn−m )n = e −jΩn xn−m = e −jΩ·(n+m) xn
n=−∞ n=−∞−m
X∞ ∞
X
−jΩ·(n+m) −jΩm
= e xn = e e −jΩn xn
n=−∞ n=−∞

= e −jΩm · F (xn )n = e −jΩm · X (jΩ)
57 / 66
DTFT: causal exponential signal (σn an )n back
e jΩ

(σn an )n ❝ s
e jΩ −a |a| < 1
Proof:
∞ ∞
X X a n
F (σn an )n = e −jΩn σn an =

n=−∞ n=0
e jΩ
(∗) 1 e jΩ
= a = jΩ for |a| < 1.
1 − e jΩ e −a
(∗)
In the step marked with , the geometric series formula
∞
X 1
rn = for constant r ∈ C with |r | < 1
n=0
1−r
can be employed, but only for the case |a| < 1 which implies
a |a|
|r | = jΩ
= jΩ = |a| < 1.
e |e |
For |a| ≥ 1, the sum diverges and the discrete-time Fourier transform
does not exist. 58 / 66
DTFT: complex oscillation (e jΩ0 n )n back
(e jΩ0 n )n ❞ t 2π X2π (Ω − Ω0 )
Proof:
∞
X ∞
X
F (e jΩ0 n )n = e −jΩn e jΩ0 n = e −j(Ω−Ω0 )n = 2π X2π (Ω − Ω0 ).

n=−∞ n=−∞

∞
X 2π
e −jωkT = X 2π (ω)
T T
k=−∞
known from last semester’s lecture 9 was applied, which for ω = Ω, k = n

and T = 1 reads
∞
X
e −jΩn = 2π X2π (Ω).
n=−∞
59 / 66

DTFT: real oscillations sin(Ω0n) n
back
π

sin(Ω0 n) n
❞ t
j
· X2π (Ω − Ω0 ) − X2π (Ω + Ω0 )
Proof:
1
· (e jΩ0 n − e −jΩ0 n )n

F (sin(Ω0 n))n = F
2j
1
= · 2π X2π (Ω − Ω0 ) − 2π X2π (Ω + Ω0 )
2j
π
= · X2π (Ω − Ω0 ) + X2π (Ω + Ω0 ) .
j
(see next page for cosine)
60 / 66

DTFT: real oscillations cos(Ω0n) n
back

cos(Ω0 n) n
❞ t π · X2π (Ω − Ω0 ) + X2π (Ω + Ω0 )
Proof:
1
· (e jΩ0 n + e −jΩ0 n )n

F (cos(Ω0 n))n = F
2
1
= · 2π X2π (Ω − Ω0 ) + 2π X2π (Ω + Ω0 )
2
= π · X2π (Ω − Ω0 ) + X2π (Ω + Ω0 ) .
(see previous page for sine)
61 / 66
Convolution back
(xn )n ∗ (yn )n ❞ t X (jΩ) · Y (jΩ)
Proof:

1 π
Z
jΩn
−1

F X (jΩ)Y (jΩ) = e · X (jΩ) · Y (jΩ) dΩ
2π −π n∈Z
∞ ∞
!
π
1
Z X X
jΩn −jΩk −jΩl
= e e xk e yl dΩ
2π −π k=−∞ l=−∞ n∈Z
∞ ∞
!
1 π
X X Z
= xk yl · e jΩ·(n−k−l)dΩ
2π −π
k=−∞ l=−∞ n∈Z
∞ ∞
!
X X
= xk yl δn−k−l
k=−∞ l=−∞ n∈Z
∞
!
X
= xk yn−k = (xn ∗ yn )n∈Z
k=−∞ n∈Z
62 / 66
DTFT: Discrete impulse comb back
2π
(XN,n )n ❝ s
N X 2π
N
(Ω)
Proof:
∞
X ∞
X ∞
X

F (X N,n )n = e −jΩn X N,n = e −jΩn δn−kN
n=−∞ n=−∞ k=−∞
∞
X ∞
X ∞
X
= e −jΩn δn−kN = e −jΩkN
k=−∞ n=−∞ k=−∞
2π
= · X 2π (Ω),
N N

∞
X 2π
e −jωkT = X 2π (ω)
k=−∞
T T
known from last semester’s lecture 9 was applied, which for ω = Ω and T = N reads
∞
X 2π
e −jΩkN = · X 2π (Ω).
n=−∞
N N
63 / 66
Complex rotation factor property back
N−1 N−1
X X
−j 2π N for n = 0
WNnk = e N
·nk
= N δn =
0 else
k=0 k=0
Proof:
Case n = 0:
N−1 N−1 N−1
2π
X X X
WN0 = e −j N ·0 = 1 = N.
k=0 k=0 k=0
Case n 6= 0:
N−1 N−1 2πN

X X 2πk 1 − e −j N ·n
1 − e −j2πn 1−1
WNnk = e −j N ·n
= 2π = 2π = 2π = 0.
k=0 k=0
1− e −j N ·n 1− e −j N n 1 − e −j N n
64 / 66
Inverse discrete Fourier transform back
N−1
1 X −kn
xn = WN Xk
N
k=0
Proof:
N−1 N−1 N−1 N−1 N−1
1 X −kn 1 X −kn X km 1 X X k·(m−n)
WN Xk = WN WN xm = xm WN
N N m=0
N m=0
k=0 k=0 k=0
N−1
1 X 1
= xm N δm−n = · xn · N = xn .
N m=0
N
65 / 66
DFT of selected signals back
Proof δ impulse:
N−1
X 2π
N−1
X
F (δn )n = e −j N nk δk = WNnk δk = WN0 = 1.
k=0 k=0
Proof constant:
N−1
X 2π
N−1
X N−1
X
F (1)n = e −j N nk 1 = WNnk 1 = WNnk = Nδn .
k=0 k=0 k=0
Proof complex exponential:
2π N−1
X 2π 2π
N−1
X
F (e j N ·n0 n
)n = e −j N nk e j N ·n0 k = WNnk WN−n0 k
k=0 k=0
N−1
(n−n0 )·k
X
= WN = Nδ(n−n0 )modN .
k=0
Proof sine and cosine: take imaginary and real part of complex exponential.
66 / 66

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Signals and Systems II

Prof. Dr. Björn Lange

Winter term 2023-24

Discrete Fourier transform

Discrete Fourier transform

The Z-transform turns the time-domain convolution

(yn )n = (hn )n ∗ (xn )n

into a z-domain product

Y (z) = H(z) · X (z).

Advantage: This equation can be easily solved for either

For these signals, the Z-transform is not first choice!

For these signals, the Z-transform is not first choice!

A discrete-time signal can be viewed to be continuous-time by

For such a pseudo-continuous sampled signal we had already

For such a pseudo-continuous sampled signal we had already

Comparing this to the Z-transform

reveals that the discrete Fourier transform is nothing but a (two-sided)

Laplace transform Fourier transform

Discrete Fourier transform

The exponential e jωTs is periodic with ωTs = 2π. The Fourier

Definition (discrete angular frequency)

With the discrete angular frequency, the spectrum X (jΩ) of a

which maps a discrete signal (xn )n∈Z to the complex frequency

which maps a discrete signal (xn )n∈Z to the complex frequency

In polar coordinates, X (jΩ) can be written as

X (jΩ) = |X (jΩ)| · e jϕ(X (jω))

|X (jΩ)| is named amplitude density spectrum and

(1)n ❞ t 2π X2π (Ω)

(xn−m )n ❞ t e −jΩm · X (jΩ)

Since the Fourier transform is two-sided, there is no need to distinguish

periodic, discrete signal ❞ t discrete, periodic spectrum

periodic, discrete signal ❞ t discrete, periodic spectrum

◮ Because the spectrum is periodic, the Nyquist-criterion must

periodic, discrete signal ❞ t discrete, periodic spectrum

◮ Because the spectrum is periodic, the Nyquist-criterion must

◮ If (xn )n∈Z is a discrete-time signal and its z-transform X (z) exists

X (jΩ) = X (z) z=e jΩ

Definition (inverse discrete-time Fourier transform)

which maps a complex spectrum X (jΩ), Ω ∈ R to the

(see next page...) was used.

(xn )n ∗ (yn )n ❞ t X (jΩ) · Y (jΩ)

, It is well suited for theoretical considerations.

, It is well suited for theoretical considerations.

/ Practically, it has limited use because:

, It is well suited for theoretical considerations.

/ Practically, it has limited use because:

For use on limited-memory computers, a Fourier transform would need to

Discrete Fourier transform

In the following, we consider discrete signals that are defined

Such sequences are intentionally repeated to form periodic

The periodic repetition is expressed with the help of discrete

Definition (discrete impulse comb)

A periodic discrete signal (x̃n )n with period N is obtained by

(x̃n )n = (xN,n )n ∗ (XN,n )n

of a discrete impulse comb (XN,n )n with suitable period N

(x̃n )n = (xN,n )n ∗ (XN,n )n