Fourier Analysis of Discrete Time Signals

For a discrete time sequence we define two classes of Fourier Transforms:

• the DTFT (Discrete Time FT) for sequences having infinite duration,

• the DFT (Discrete FT) for sequences having finite duration.

 The Discrete Time Fourier Transform (DTFT)

Given a sequence x(n) having infinite duration, we define the DTFT as follows:


X ( )  DTFT  x (n)   x ( n ) e  j n

n 

1
x (n)  IDTFT  X ( )   X ( )e j n d
2 

x ( n) X ( )

….. …..

N 1 n   
continuous frequency
discrete time
Observations:

• The DTFT X ( ) is periodic with period 2 ;

• The frequency  is the digital frequency and therefore it is limited to the interval

     

Recall that the digital frequency  is a normalized frequency relative to the sampling frequency,
defined as
F
  2
Fs

one period of X ( )

 Fs  Fs / 2 0 Fs / 2 Fs F
 2  0  2 
Example:

DTFT
x[n]
1

0 N 1 n

since
N 1
1  e  j N
X ( )   e  j n

n 0 1  e  j
sin   N / 2 
 e  j ( N 1) / 2
sin   / 2
Example:

X ( )  A e j  (   0 ) 
x[n]  A cos( 0 n   )  A e  j  (   0 )
 Discrete Fourier Transform (DFT)
Definition (Discrete Fourier Transform): Given a finite sequence

x  [ x(0), x(1),..., x( N  1)]

its Discrete Fourier Transform (DFT) is a finite sequence

X  DFT ( x)  [ X (0), X (1),..., X ( N  1)]

where
N 1
X ( k )   x (n) wN kn , wN  e  j 2 / N
n0

x X
DFT
Definition (Inverse Discrete Fourier Transform): Given a sequence

X  [ X (0), X (1),..., X ( N  1)]

its Inverse Discrete Fourier Transform (IDFT) is a finite sequence

x  IDFT ( X )  [ x(0), x(1),..., x( N  1)]

where
N 1
1
x ( n) 
N
 X (k )w
k 0
N
 kn
, wN  e  j 2 / N

X x
IDFT
Observations:
• The DFT and the IDFT form a transform pair.

x X
DFT

back to the same signal !

x
IDFT
X

• The DFT is a numerical algorithm, and it can be computed by a digital computer.

 DFT as a Vector Operation

Let

 x[0]   X [0]   1 
 x[1]   X [1]   wk 
x , X  DFT {x}    ek   N ,
        
      k ( N 1) 
 x[ N  1]  X [ N  1]  wN 

Then:
x
X [ k ]  ek*T x

1
ek 1
X [k ]ek
x  X [0]e0  X [1]e1  ...  X [ N  1]eN 1  N
N
  X [0]  1 1  1   x[0] 
 X [1]  1 wN  wNN 1   x[1] 
X  DFT {x}     
       
    
 X [ N  1] 1  wNN 1 wN( N 1)( N 1)   x[ N  1]
        
WN

X  WN x
 1 *T
x  WN X
N  
WN1
Periodicity: From the IDFT expression, notice that the sequence x(n) can be interpreted as one
period of a periodic sequence x p (n) :
N 1 N 1 N 1
1 1 1
x p ( n) 
N
 X (k )w
k 0
N
 kn

N
 X (k )w
k 0
N
 kn
wN  kN

N
 X (k )w
k 0
N
 k (n N )
 x p (n  N )

x ( n) original sequence

N 1 n
x p (n) periodic repetition

 2N N N 2N
n
This has a consequence when we define a time shift of the sequence.

For example see what we mean with x ( n  1) . Start with the periodic extension x p (n)
x p (n)
A
B
D

N
C
N
n
x p (n  1)
A
B
D

N
C
N
n
If we look at just one period we can define the circular shift

x ( n) x (n  1) N
A A
B B
D D

C C

A B C D D A B C D
n 0 1 2 3 0 1 2 3
 Properties of the DFT:
• one to one x ( n)  X ( k ) with no ambiguity;
• time shift  
DFT x (n  m) N  wN km X ( k )
where x (n  m) N is a circular shift

periodic repetition x ( n)

x ( N  m)  x ( N  1) x (0) x (1)  x ( N  m) x ( N  m  1)  x ( N  1)

x (n  m) N

x ( N  m)  x ( N  1) x (0) x (1)  x ( N  m  1)
• real sequences X (k )  X  ( N  k ) | X ( k )|  | X ( N  k )|
• circular convolution

y (n)  x1 (n)  x2 (n)

N 1
  x1 ( k ) x2 (n  k ) N
k 0
   
circular shift

where both sequences x1 , x2 must have the same

length N. Then:

 
DFT x1 (n)  x2 ( n)  X 1 ( k ) X 2 ( k ), k  0,..., N  1
 Extension to General Intervals of Definition

Take the case of a sequence defined on a different interval:

x[n]

n0 n0  N  1

How do we compute the DFT, without reinventing a new formula?

 First see the periodic extension, which looks like this:

x[n]

 
n0 n0  N  1 n

Then look at the period 0  n  N 1

x[n]

 
n0 n0  N  1 N 1 n
Example: determine the DFT of the finite sequence

x[n]  0.8|n| if  3  n  3
x[n]
Then take the DFT of the vector

3 3 n x   x[0], x[1],..., x[3], x[3],..., x[1]

x[n]

3 n