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Frequency Analysis
Frequency Analysis
Frequency Analysis
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Why Frequency Analysis?
input LTI
output
System
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Tools for Frequency Analysis
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5
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A tool for frequency analysis
Fourier transform
x(n) X()
Inverse
Fourier transform
In time domain In frequency domain
Mathematical representation:
X() = x(n) . e-jn
n = -
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Inverse Fourier Transform
Fourier transform
x(n) X()
Inverse
Fourier transform
Mathematical representation:
1
x(n) = 2
X() . e jn
-
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Magnitude and Phase Plots
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Consider H() = HRR() + j HI()
Real part Imaginary part
Magnitude = ( )2 + ( )2 = | H() |
In Polar Form,
H() =
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Consider H() = 0.5 . (1+cos ) – j . 0.5 . Sin
Real part Imaginary part
| H() |
1
Magnitude = cos
2
- 0
H()
/2
Phase = - - 0
2
- / 2
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Limitations of Fourier Transform
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The Discrete Fourier Transform
• Digital Computers require discrete signals
• Thus, we sample the Fourier Transform
X() to obtain the Discrete Fourier
Transform (DFT)
• DFT is obtained by sampling the Fourier
Transform
X(k) = X()|k=2k/N k = 0, 1, …, N-1
Frequency
Frequency
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Samples
The Twiddle Factor
N-1
-j(2 )
X(k) = x(n) e . kn /N
n=0
N-1
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Periodicity property WN(k+N) = WNk
WNm = WN/m
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Statement:
WN(k+N) = WNk
Proof:
We have,
e– j2 = cos 2 - j sin 2
WN = e-j2/N
=1–j0
-j2/N (k+N)
W N
(k+N)
= (e ) = 1 always
= e-j2 (k+N) /N
= (e-j2k /N) . (e-j2 N/N )
= (e -j2 k )
/N
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Statement:
(k+ N/2)
WN = -WNk
Proof:
We have,
e– j = cos - j sin
WN = e-j2/N
= -1 – j 0
(k+N/2)
W N
(k+N/2)
= (e -j2/N
) = -1 always
= e-j2 (k+N/2) /N
= (e-j2k /N) . (e-j 2N/2N )
= - (e -j k )
/N
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To prove that,
WNm = W(N/m)
We have,
WN = e-j2/N
WNm = (e-j2/N)m
= e-j2 m /N
- j 2 / N/m
=e ( )
= W(N/m)
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Linearity
Periodicity
Circular Symmetry
Time Reversal
Circular Time Shift
Circular Frequency Shift
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DFT
x1(n) N
X1(k)
…Eq.1
DFT
x2(n) N
X2(k)
Statement:
DFT
a1 x1(n) + a2 x2(n)
. .
a1 . X1(k) + a2 . X2(k)
N
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DFT
x1(n) a1 N-point
a1.X1(k) + a2.X2(k)
a2 DFT
x2(n) N-point
Equal
x1(n) a1
DFT
N-point DFT { a1.x1(n) + a2.x2(n) }
x2(n) a2
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Example of Linearity
Consider two sequences, x1(n) and x2(n)
x1(n) = {1, 1, 1, 1}
x2(n) = {1, 2, 3, 4}
x1(n) = {1, 1, 1, 1}
x3(n) = +
x2(n) = {1, 2, 3, 4}
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x1(n)
1 1 1 1
0 1 2 3
x3(n)
Time
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+ = 3
4
x2(n)
2
4
2 0 1 2 3 Time
1
0 1 2 3 Time
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x3(n) X3(k)
14
2
2.82 2.82
2
0 1 2 3 Time 0 1 2 3 Frequency
samples
DFT
x3(n) = {2, 3, 4, 5} 4
X3(k) = {14, 2.82, 2, 2.82}
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The two sequences are
x1(n) = {1, 1, 1, 1}
x2(n) = {1, 2, 3, 4}
DFT
x1(n) = {1, 1, 1, 1} 4
X1(k) = {4, 0, 0, 0}
DFT
x2(n) = {1, 2, 3, 4} X2(k) = {10, 2.82, 2, 2.82}
4
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X1(k) 4
0 0 0
X3’(k) 14
0 1 2 3 Frequency
samples
+
10
=
X2(k) 2.82 2.82
2
0 1 2 3 Frequency
2.82 2.82
2 samples
0 1 2 3 Frequency
samples
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X3(k) 14
X3’(k) 14
0 1 2 3 Frequency 0 1 2 3 Frequency
samples samples
Equal
Statement:
If x(n+N) = x(n) for all n ,
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x(n) = { 1, 2, 3, 4 }
4
3
2
1
0 1 2 3 Time
xp(n) = {…, 1, 2, 3, 4, 1, 2, 3, 4, …}
4 4 4 4
4
3 3 3 3
3
2 2 2 2
2
1 1 1 1
1
-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11
Time
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xp(n) = {…, 1, 2, 3, 4, 1, 2, 3, 4, …}
4 4 4
4
3 3 3
3
2 2 2
2
1 1 1
1
-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11
Time
samples
4 4 4
4
3 3 3
3
2 2 2
2
1 1 1
1
-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Time
samples
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xp(n) = {…, 1, 2, 3, 4, 1, 2, 3, 4, …}
4 4 4 4
4
3 3 3 3
3
2 2 2 2
2
1 1 1 1
1
-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Time
samples
DFT of xp(n)
10 10 10 10 10
2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82
2 2 2 2 2
-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Frequency
samples
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DFT of xp(n)
10 10 10 10 10
2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82 2.82
2 2 2 2 2
-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11
Frequency
Xp(k) shifted by 4 samples samples
10 10 10 10
-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Frequency
samples
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Representation of periodic signal
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Consider the sequence x(n) as shown
x(n) = { 1, 2, 3, 4 }
4
3
2
1
0 1 2 3 Time
xp(n) = {…, 1, 2, 3, 4, 1, 2, 3, 4, …}
4 4 4 4
4
3 3 3 3
3
2 2 2 2
2
1 1 1 1
1
-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11
Time
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xp(n) shifted by 4 samples
4 4 4
4
3 3 3
3
2 2 2
2
1 1 1
1
-8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 11 Time
samples
This sequence is now circularly shifted
x (n) plotted circularly x(0)
by p4 samples since N=4
anti-clockwise
1
4
3
2
Example:
xp(n) = {…,1, 2, 3, 2, 1, 2, 3, 2,…} 3
Thus,
x (4-0) = xp(0) = 1
x(4-1) = xp(1) = 2
x(4-2) = xp(2) = 3
x(4-3) = xp(3) = 2
x(N-n) = xp(n)
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Circularly Odd Sequence
Original xp(n) 1
Example:
xp(n) = {…,1, 2, 3, -2, 1, 2, 3, -2,…} 3
Thus,
xp(4-0) = xp(0) = 1
xp(4-1) = xp(1) = - (2)
xp(4-2) = xp(2) = 3
xp(4-3) = xp(3) = - (-2)
xp(N-n) = -xp(n)
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DFT
x (n) N
X (k)
Statement:
DFT
x((-n))N = x(N-n) X((-k))N = X(N-k)
N
DFT
{ 1, 2, 3, 4 } { 10, 2.82, 2, 2.82 }
N
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Original x(n) = x1(n) Original X(k) = X1(k)
x1(0) = 1 X1(0) =10
DFT
x1(1) = 2 4 = x1(3) X1(1) =2.82 2.82
4 = X1(3)
x1(2) = 3 X1(2) =2
x2(0) = X2(0) =
DFT
x2(1) = = x2(3) X2(1) =
4 = X2(3)
x2(2) = X2(2) =
Time Reversed x(n) = x((-n))N = x2(n) X2(k) = DFT of x2(n) = X((-k))N
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