Discrete time fourier series Properties

A real, N-periodic, discrete-time signal x[n] can be represented as a discrete-time Fourier series

where

, and the discrete-time fundamental frequency is

The complex coefficients

can be calculated from the expression

The

are called the spectral coefficients of the signal x[n]. A plot of

vs k is called the

magnitude spectrum of x[n], and a plot of vs k is called the phase spectrum of x[n]. These plots, particularly the magnitude spectrum, provide a picture of the frequency composition of the signal. Recall that the spectral coefficients for a periodic signal repeat according to .

The applet below illustrates properties of the discrete-time Fourier series. You can enter a value of N up to 15 and specify x[n] by sketching the signal or by sketching magnitude and phase spectra with the mouse. Then standard operations can be performed on x[n] and the effects on the signal and its spectra are displayed. (Click the Reset button between operations.)

Let y[n] be the signal resulting from an operation on x[n], and let the discrete-time Fourier series coefficients of y[n] be specified by available, where M and . The table below lists the operations

are integers and c is a real constant. For the ideal low pass filter,

specifies the highest frequency,

, that is passed by the filter. For the ideal low pass filter,

specifies the lowest frequency passed by the filter.

Operation
Amplitude Scale Time Shift Time Scale* Time Reverse First Difference

Resulting signal y[n]

Spectral coefficients k=0, 1,, N1

of y[n]

c x[n] x[n M]

x[ n] x[n] x[n1]

Running Sum** x[n]+ x[n1]+ x[n2]+

Ideal Low Pass

filtered version of x[n], cutoff frequency

Ideal High Pass

filtered version of x[n], cutoff frequency

For this time scaling, the period of y[n] is 2N. .

** For the running sum, y[n] is periodic if and only if

return to demonstrations page Applet by Lan Ma.

Discrete Fourier transform

From Wikipedia, the free encyclopedia Fourier transforms Continuous Fourier transform Fourier series Discrete-time Fourier transform Discrete Fourier transform
Fourier Analysis Related transforms

In mathematics, the discrete Fourier transform (DFT) is a specific kind of discrete transform, used in Fourier analysis. It transforms one function into another, which is called the frequency domain representation, or simply the DFT, of the original function (which is often a function in the time domain). But the DFT requires an input function that is discrete and whose non-zero values have a limited (finite) duration. Such inputs are often created by sampling a continuous function, like a person's voice. Unlike the discrete-time Fourier transform (DTFT), it only evaluates enough frequency components to reconstruct the finite segment that was analyzed. Using the DFT implies that the finite segment that is analyzed is one period of an infinitely extended periodic signal; if this is not actually true, a window function has to be used to reduce the artifacts in the spectrum. For the same reason, the inverse DFT cannot reproduce the entire time domain, unless the input happens to be periodic (forever). Therefore it is often said that the DFT is a transform for Fourier analysis of finite-domain discrete-time functions. The sinusoidal basis functions of the decomposition have the same properties. The input to the DFT is a finite sequence of real or complex numbers (with more abstract generalizations discussed below), making the DFT ideal for processing information stored in computers. In particular, the DFT is widely employed in signal processing and related fields to analyze the frequencies contained in a sampled signal, to solve partial differential equations, and to perform other operations such as convolutions or multiplying large integers. A key enabling factor for these applications is the fact that the DFT can be computed efficiently in practice using a fast Fourier transform (FFT) algorithm.

Discrete-time Fourier transform

From Wikipedia, the free encyclopedia In mathematics, the discrete-time Fourier transform (DTFT) is one of the specific forms of Fourier analysis. As such, it transforms one function into another, which is called the frequency domain representation, or simply the "DTFT", of the original function (which is often a function in the time-domain). But the DTFT requires an input function that is discrete. Such inputs are often created by digitally sampling a continuous function, like a person's voice.

The DTFT frequency-domain representation is always a periodic function. Since one period of the function contains all of the unique information, it is sometimes convenient to say that the DTFT is a transform to a "finite" frequency-domain (the length of one period), rather than to the entire real line.

Definition
Given a discrete set of real or complex numbers: Fourier transform (or DTFT) of is usually written: (integers), the discrete-time

The Continuous-Time Fourier Transform (CTFT) is the version of the fourier transform that is most common, and is the only fourier transform so far discussed in EE wikibooks such as Signals and Systems, or Communication Systems. This transform is mentioned here as a stepping stone for further discussions of the Discrete-Time Fourier Transform (DTFT), and the Discrete Fourier Transform (DFT). The CTFT itself is not useful in digital signal processing applications, so it will not appear much in the rest of this book

CTFT Definition
The CTFT is defined as such:

[CTFT]

convolution Theorem
Multiplication in the time domain becomes convolution in the frequency domain. Convolution in the time domain becomes multiplication in the frequency domain. This is an example of the property of duality. The convolution theorem is a very important theorem, and every transform has a version of it, so it is a good idea to become familiar with it now (if you aren't previously familiar with it).

convolution
In mathematics and, in particular, functional analysis, convolution is a mathematical operation on two functions f and g, producing a third function that is typically viewed as a modified version of one of the original functions. Convolution is similar to cross-correlation. It has applications that include probability, statistics, computer vision, image and signal processing, electrical engineering, and differential equations. The convolution can be defined for functions on groups other than Euclidean space. In particular, the circular convolution can be defined for periodic functions (that is, functions on the circle), and the discrete convolution can be defined for functions on the set of integers. These generalizations of the convolution have applications in the field of numerical analysis and numerical linear algebra, and in the design and implementation of finite impulse response filters in signal processing. Computing the inverse of the convolution operation is known as deconvolution.

Definition
The convolution of and g is written g, using an asterisk or star. It is defined as the integral of the product of the two functions after one is reversed and shifted. As such, it is a particular kind of integral transform:

(commutativity) While the symbol t is used above, it need not represent the time domain. But in that context, the convolution formula can be described as a weighted average of the function () at the moment t where the weighting is given by g() simply shifted by amount t. As t changes, the weighting function emphasizes different parts of the input function.

Ch 6.6: The Convolution Integral Sometimes it is possible to write a Laplace transform H(s) as H(s) = F(s)G(s), where F(s) and G(s) are the transforms of known functions f and g, respectively.

In this case we might expect H(s) to be the transform of the product of f and g. That is, does H(s) = F(s)G(s) = L{f }L{g} = L{f g}? On the next slide we give an example that shows that this equality does not hold, and hence the Laplace transform cannot in general be commuted with ordinary multiplication. In this section we examine the convolution of f and g, which can be viewed as a generalized product, and one for which the Laplace transform does commute. Sometimes it is possible to write a Laplace transform H(s) as H(s) = F(s)G(s), where F(s) and G(s) are the transforms of known functions f and g, respectively. In this case we might expect H(s) to be the transform of the product of f and g. That is, does H(s) = F(s)G(s) = L{f }L{g} = L{f g}? On the next slide we give an example that shows that this equality does not hold, and hence the Laplace transform cannot in general be commuted with ordinary multiplication. In this section we examine the convolution of f and g, which can be viewed as a generalized product, and one for which the Laplace transform does commute.

Unilateral Z-transform
n mathematics and signal processing, the Z-transform converts a discrete time-domain signal, which is a sequence of real or complex numbers, into a complex frequency-domain representation. It can be considered as a discrete-time equivalent of the Laplace transform. This similarity is explored in the theory of time scale calculus

Alternatively, in cases where x[n] is defined only for n 0, the single-sided or

unilateral Z-transform is defined as

In signal processing, this definition can be used to evaluate the Z-transform of the unit impulse response of a discrete-time causal system. An important example of the unilateral Z-transform is the probability-generating function, where the component x[n] is the probability that a discrete random variable takes the value n, and the function X(z) is usually written as X(s), in terms of s = z 1. The properties of Z-transforms (below) have useful interpretations in the context of probability theory.

discrete-time Fourier series

Areal, N-periodic, discrete-time signal x[n] can be represented by a linear combination of the complex exponential signals

as

In these expressions, , and the discrete-time fundamental frequency is . This discrete-time Fourier series representation provides notions of frequency content of discrete-time signals, and it is very convenient for calculations involving linear, time-invariant systems because complex exponentials are eigenfunctions of LTI systems. The complex coefficients can be calculated from the expression

The

are called the spectral coefficients of the signal x[n]. A plot of

vs k is called the

magnitude spectrum of x[n], and a plot of vs k is called the phase spectrum of x[n]. These plots, particularly the magnitude spectrum, provide a picture of the frequency composition of the signal. Notice that the spectral coefficients repeat as k is varied. In particular, for any value of k,

Introduction to Fourier analysis method

In the following we first describe different Fourier methods available for analysing continuous-time and discrete-time signals. It would be followed by listing of salient properties of these Fourier analysis methods. Continuous-time Fourier series (CTFS): For a continuous-time signal x(t), the Fourier series representation of a signal over a representation time is defined as

where X[k] is the harmonic function, k is the harmonic number and f F = 1/ TF. The harmonic function is computed as

The signal and its harmonic function form a pair which is indicated by the notation

The left hand side of the above relation represents the signal is in time domain while the right hand side represents the transformation of the signal to a "harmonic-number" domain. Discrete-time Fourier series (DTFS): For a discrete-time signal x(n), the Fourier series representation over a representation time is defined as

where X[k] is the harmonic function and the harmonic function can be found as

The discrete-time signal and its harmonic function form a pair which is indicated by the notation below

where 'NF' is the representation time and the notation any range of consecutive 'k' exactly NF in length.

means summation over

Continuous-time Fourier transform (CTFT):

The continuous-time Fourier transform(CTFT) is defined as

The forward and inverse transforms are almost same, only the sign of the exponent and the variable of integration change. The continuous-time signal x(t) and its Fourier transform X(f) pairs are indicated by the notation below.

Discrete-time Fourier transform (DTFT):

The discrete-time Fourier transform is defined by

and The signal and its harmonic function form a pair which is indicated by the notation below

Salient properties of Fourier analysis methods:

Some of the salient properties exhibited by the continuous-time as well as discretetime Fourier transform / Fourier series are given below.

Impulse Response
Impulse response is the output of a system resulting from an impulse function as input. And it is denoted as h[n].

If the system is time-invariant, the response of a time-shifted impulse function is also shifted as same amount of time.

For example, the impulse response of [n-1] is h[n-1]. If we know the impulse response h[n], then we can immediately get the impulse response h[n-1] by shifting h[n] by +1. Consequently, h[n-2] results from shifting h[n] by +2. If the system is linear (especially scalar rule), a scaled in input signal causes an identical scaling in the output signal.

For instance, the impulse response of 3[n] is just multiplying by 3 to h[n]. If the input has 3 components, for example, a[n] + b[n-1] + c[n-2], then the output is simply ah[n] + bh[n-1] + ch[n-2]. This is called additive property of linear system, thus, it is valid only on the linear system.