content


  • to explore application of Fourier analysis to the three different classes of signals,
    • finite-length signals,
    • periodic signals and
    • infinite-length signals

DFT

  • we have already looked in details at the case of finite-length signals where the DFT is the Fourier tool of choice

  • an interesting property of the DFT:
    • if we let the DFT synthesis run beyond N1, we obtain a N-periodic signal x[n+N]=x[n]x[n+N]=x[n]
  • likewise, the analysis formula produces also a N-periodic series of Fourier coefficients
    • the concept of DFT naturally extends to periodic sequences
  • discrete Fourier series (DFS) will be addressed in the case of periodic sequences
    • the Karplus-Strong algorithm will be revisited to illustrate a key point of this Fourier Representation

DFS (Discrete Fourier Series)

  • DFS = DFT with periodicity explicit

  • DFS maps:
    • an N-periodic signal onto
    • an N-periodic sequence of Fourier coefficients
  • inverse DFS maps an:
    • N-periodic sequence of Fourier coefficients
    • a set onto an N-periodic signals
  • the DFS of an N-periodic signal is mathematically equivalent to the DFT of one period

finite-length time shifts

  • DFS helps us understand how to define time shifts for finite-length signals

  • for an N-periodic sequence x~[n]
    • x~[nM] is well-defined for all MN
  • DFS: {x~[nM]}=ej2πNMkX~[k]
  • Inverse DFS: {ej2πNMkX~[k]}=x~[nM]
    • ej2πNMk: delay factor in frequency domain
  • for an N-point signal x[n]:
    • x[nM] is not well-defined
    • build x~[n]=x[n mod N]X~[k]=X[k]
    • mathematically, DFS of this signal is equal to the DFT of the original signal
  • so, inverse DFT is the same as the inverse DFS of the same quantity
    • IDFT{ej2πNMkX[k]}= IDFS {ej2πNMkX[k]}
    • x~[nM]=x[(nM)] mod N
  • shifts for finite-length signals are naturally circular
    • circular shifts are natural extension of shift operator
    • underlying fourier representation is the same as the one used for a periodic signal built on the finite-length signal

periodic-sequences

  • N-periodic sequence: N degrees of freedom
  • DFS: only N fourier coefficients capture all the information

  • Karplus-Strong algorithm

    ks-algo

    fig: Karplus-Strong algorithm

    • this can be used to generate a simple periodic signal
    • choose a finite-support signal x¯[n] that is non-zero only for 0n<M
    • choose α=1: no attenuation in loop
      • y[n]=x¯[0],x¯[1],,x¯[M1],x¯[0],x¯[1],,x¯[M1],x¯[0],x¯[1],
      • 1st period, 2nd period

    ks-algo

    fig: 32-tap sawtooth-wave input to Karplus-Strong algorithm

    • the output of the Karplus-Strong algorithm will be a period saw-tooth signal wave with the input saw-tooth as the input

    ks-algo

    fig: DFT of output of Karplus-Strong algorithm

spectral information

  • all the spectral information of a periodic signal is contained in the DFT of a single period
    • so a DFS is used for a periodic signal
  • if we take the DFT of L repetitions of a finite length sequence of length N, we obtain a series which is non-zero only at multiple integers of L
  • these non-zero coefficients are just scaled versions of the DFT coefficients of the original finite-length sequence
    • all the spectral information of an N-periodic sequence is entirely captured by the DFT coefficients of one period

discrete-time fourier transform (DTFT)

  • the Fourier tool of choice for infinite length sequences
  • derive an intuition from the Karplus-Strong algorithm
  • we will then consider the DTFT more formally, in particular, studying conditions related to its existence and its properties
  • it is a special type of basis expansion in the space of infinite sequences

fourier representation for signal classes

  • N-point finite-length: DFT
  • N-point periodic: DFS
  • infinite length (non-periodic): DTFT

  • Karplus-Strong to generate infinite-length:
    • set α<1
    • generated signal is infinite-length but not periodic
    • y[n]=x¯[0],x¯[1],,x¯[M1],; 1st period
      • αx¯[0],αx¯[1],,αx¯[M1], 2nd period
      • α2x¯[0],α2x¯[1],
  • what is a good spectral representation for infinite-length signals?
    • start with DFT and asses what happens when the signal length grows towards
      • 2πNk becomes denser in [0,2π]
    • in the limit 2πNkω:
      • nx[n]ejωn, ωR

dtft - formally

  • x[n]2(Z): square-summable i.e. finite energy
  • define the function of ωR (not the series itself)
    • F(ω)=n=x[n]ejωn
  • inversion (when F(ω) exists:
    • x[n]=12πππF(ω)ejωndω; nZ

dtft periodicity and notation

  • F(ω) is 2π-periodic
  • to stress periodicity, it is written so:
    • X(ejω)=n=x[n]ejωn
  • by convention, X(ejω) is represented over [π,π] for DTFT

dtft examples

exponentially decaying sequence

  • consider a exponentially decaying example

    exp-decay

    fig: exponentially decaying sequence - x[n]=αnu[n],|α|<1

    • this sequence is infinite and non-periodic
  • applying DTFT to this: X(ejω)=n=x[n]ejωn =n=0αnejωn =n=0(αejω)n =11αe(jω)

  • magnitude of the fourier transform: |X(ejω)|2=11+α22αcosω

  • plotting DTFT:

    dtft-03

    fig: dtft of x[n]=αnu[n],|α|<1

  • most energy is consolidated around the low-frequencies
    • it moves slowly to zero
    • remember the inherent fourier transform
    • if the frequency axis is expanded out of the [π,π] range, the signal repeats with a periodicity of 2π

    dtft-04

    fig: periodicity of dtft

  • DTFT frequency distributions

    dtft-00

    fig: positive frequencies

    dtft-01

    fig: negative frequencies

    dtft-02

    fig: slow and fast frequencies

infinite-support sawtooth

  • generate first an infinite-support non-periodic signal
    • then compute spectrum with DTFT paradigm
  • the Karplus-Strong algorithm will be used to generate the non-periodic infinite length signal
    • a sawtooth input is used as the initial data

dtft-05

fig: input signal for Karplus-Strong algorithm

  • the output of the Karplus-Strong algorithm is shown below

dtft-06

fig: output of the Karplus-Strong algorithm (exponentially-decaying saw-tooth wave), α<1

  • DTFT of this exponentially-decaying saw-tooth wave

Y(ejω)=n=y[n]ejωn =p=0n=0M1αpx¯[n]ejω(pM+n) =p=0αpejωMpn=0M1x¯[n]ejω(pM+n) =A(ejωM)X¯(ejω)

  • this indicates a rescaling of the frequency axis

  • DTFT of the exponential decay output of the Karplus-Strong algorithm

    • the first and the second term of the product are dealt with separately

    • first term: A(ejωM):

    dtft-07

    fig: DTFT of KS-algorithm output; M = 1; first term of product

    dtft-08

    fig: DTFT of KS-algorithm output; M = 2; first term of product

    dtft-09

    fig: DTFT of KS-algorithm output; M = 3; first term of product

    dtft-10

    fig: DTFT of KS-algorithm output; M = 12; first term of product

    • second term: X¯(ejω)
      • =ejω(M+1M1)1ej(M1)ω(1ejω)21ej(M+1)ω(1ejω)2

    dtft-11

    fig: DTFT of KS-algorithm output - second term of product

    • final spectrum: Y(ejω)=A(ejωM)X¯(ejω)

    dtft-12

    fig: DTFT of KS-algorithm output - second term of product

    • this is the DTFT (spectrum) of an infinite non-periodic signal that is not trivial
    • peaks of the first term in the product slim down the lobes of the second term
  • here DTFT is treated as a signal operator

    • it is a function of a real variable ω
    • DTFT is NOT an extension of the DFT for finite-length signals
      • it is it’s own paradigm for infinite-length signals
    • DTFT is 2π periodic, hence it is written as a function of ejω

existence and properties of DTFT

  • existence simply means the sum that defines the dtft does not blow up
    • easy to prove for absolutely summable sequences

      |X(ejω)|=|n=x[n]ejωn| n=|x[n]ejωn| =n=|x[n]| <

  • if we assume absolute summability of the underlying sequence
    • we can invert the DTFT
    • begin with the inversion formula on LHS

      12ππpiX(ejω)ejωndω =12πππ(k=x[k]ejωk)ejωndω =k=x[k]ππejω(nk)2πdω =x[n]

a formal change of basis

  • a DTFT looks exactly like an inner-product in C space n=x[n]ejωn=ejωn,x[n]

  • C is not a well-defined vector space
    • there are many sequences that do not converge in this space
  • but, if a formal parallel between a change of basis and the DTFT is established
    • then everything discovered about the DFT (which is well defined) will apply to the DTFT as well
  • here, the DTFT basis is not really a basis, because it is an infinite and uncountable set of vectors
    • indexed by a real values variable ω
    • {ejωn}ωR
  • something breaks down
    • start with sequences but the transformation is a function
    • DTFT exists for all square-summable sequences (larger set of sequences)
      • but absolutely summable sequences was used

review

  • comparison of DFT, DFS and DTFT
    • change of basis
    • basis vector set
    • inversion
    • time and frequency domains

DFT

  • for finite-length signals

    dft-13

    fig: DFT: change of basis from original sequence in time domain to frequency domain and back via inversion

  • here, the time domain sequence and the corresponding frequency domain entity after change of basis lives in CN
  • the basis which allows going from time domain to frequency domain is the DFT basis
    • this is a countable set for N fourier basis vectors

DFS

  • for periodic signals

    dfs-14

    fig: DFS: change of basis from a periodic in time domain to frequency domain and back via inversion

  • the expansion and reconstruction formulas are the same
  • except in this case we assume everything is periodic

DTFT

  • for infinite-length signals

    dtft-15

    *fig: DTFT: change *

  • start from space of square-summable sequences 2(Z), through a “formal” change of basis,

    • the original sequence is projected onto a space of square integrable functions L2[π,π]
    • on the interval [π,π]

DTFT properties

  • linearity follows from the properties of the inner-product DTFT{αx[n]+βy[n]}=αX(ejω)+βY(ejω)
    • DTFT of a linear combination of two sequences will be linear combination of the DTFT of the sequences
  • time-shift: DTFT{x[nM]}=ejωMX(ejω)
    • the DTFT of a sequence shifted by M is the DTFT of the original sequence scaled by a delay factor
      • delay factor: ejωM
  • modulation: DTFT{ejω0nx[n]}=X(ej(ωωo))
    • if we take a sequence and multiply it with a complex exponential at frequency ω0 and take the DTFT of that,
      • that is same as applying a shift of ω0 to the spectrum obtained by DTFT
  • time-reversal DTFT{x[n]}=X(ejω)
    • fourier transform of a time reversed sequence (values flipped about the origin) is equal to a frequency reversed Fourier Transform
  • conjugation DTFT{x[n]}=X(ejω)
    • if every value of the sequence is conjugated, the fourier transform will be both conjugated and frequency reversed

useful particular cases

  • if a signal sequence x[n] is symmetric, the DTFT is symmetric x[n]=x[n]X(ejω)=X(ejω)

  • if sequence x[n] is real, DTFT is Hermitian-symmetric x[n]=x[n]X(ejω)=X(ejω)
    • reality of the sequence can be expressed mathematically by x[n]=x[n]
    • this in frequency domain implies that fourier transform of the sequence is equal to the conjugate and frequency reversed version of the fourier transform
  • special case (corollary) of above:
    • if x[n] is real, the magnitude of the DTFT is symmetric x[n]R|X(ejω)|=X(ejω)
  • a more special case of above:
    • if x[n] is real and symmetric,
    • X(ejω) is also real and symmetric
  • this mostly looks like a full-fledged basis expansion
    • so DTFT is just another version of the DFT
    • considering all the particular cases

DTFT as a change of basis

  • comparing DFT and DTFT, some operations are acceptable
    • DFT{δ[n]}=1
    • DTFT{δ[n]}=ejωn,δ[n]=1
  • other operations don’t work;
    • DFT{1}=Nδ[k]
    • DTFT{1}=n=ejωn=?
  • a lot of interesting sequences are not square summable
    • this is addressed by introducing the Dirac-delta functional

dirac-delta functional

  • “sifting” property: δ(ts)f(t)dt=f(s) for all functions of tR
    • sR along axis of t

    • dirac-delta is a function which is an upward pointing arrow at t=s
    • consider any function f(t), multiply this dirac-delta with f(t)
    • integrate the multiplied function from to
      • this yields the value of f(t) @ t=s


  • to develop intuition for the dirac-delta function
    • consider a family of localizing functions rk(t) with kN and tR
  • the properties of these functions are:
    • support of each function is inversely proportional to it’s index k
    • integral of each function from to is constant
      • i.e. the area under each function is constant, regardless of index k
  • rect(t)={1for |t|<120otherwise 
  • consider the localizing family rk(t)=k rect(kt):
    • nonzero over [12k,12k] i.e. support is 1k
    • area is 1

    supp-k1

    fig: k = 1, rect function

    supp-k5

    fig: k = 5, rect function

    supp-k15

    fig: k = 15, rect function

    supp-k40

    fig: k = 40, rect function

  • extracting a point value:
    • consider the integral of the product of one of these rect functions and any function of real time

    rk(t)f(t)dt=k12k12kf(t)dt =f(γ)|γ[12k,12k] 

    • rk(t) is non-zero only between [12k,12k]
    • so, integration bounds change from [,] to [12k,12k]
    • then apply mean-value theorem to get =f(γ)|γ[12k,12k]
      • value of γ is not known, but it is known to exist
    • as k, the support of the rk gets smaller and smaller limkrk(t)f(t)dt=f(0)
    • see above plots to get an intuitive feel
    • as k increases, the width of the support shrinks to an infinitesimal width
      • so, at the limit, the limit value is f(0)
    • the dirac-delta function is the shorthand for this limiting operation
      • it uses the concept of narrowing support functions as height of the support function increases to obtain the value of a function at a point in time
    • the delta functional is a shorthand: limkrk(ts)f(t)dt
      • is instead written as δ(ts)f(t)dt
      • as if limkrk(t)=δ(t)
  • the “pulse train”
    • the dirac-delta functional will be used in the frequency domain
    • all DTFT spectra are 2π periodic
    • to be able to use the dirac-delta functional in the frequency domain, it has be periodized
      • this periodized version of the dirac-delta functional is called the “pulse train”
    • this done by placing copies of the dirac-delta functional every 2π and scaling the whole thing by 2π δ~(ω)=2πk=δ(ω2πk)

    pulse-train

    fig: dirac delta pulse-train in frequency domain

  • consider the inverse DTFT of the pulse train: IDTFT{δ~(ω)}=12πππδ~(ω)ejωndω =ππδ~(ω)ejωndω =ejωn|ω=0 =1

  • comparing with IDFT:
    • IDFT{Nδ[k]}=1
  • so, DTFT{1}=δ~(ω)

  • more identities using dirac-delta pulse train results
    • IDTFT{δ~(ωω0)}=ejω0n

    • DTFT{1}=δ~(ω)
    • DTFT{ejω0n}=δ~(ωω0)
    • DTFT{cos(ω0n)}=[δ~(ωω0)+δ~(ω+ω0)]2
    • DTFT{sin(ω0n)}=j[δ~(ωω0)δ~(ω+ω0)]2

summary

  • the fourier tool of choice for infinite-length sequences, called the discrete-time fourier transform (DTFT) has been explored
  • Karplus-Strong algorithm was used to derive intuition; an infinite sequence was generated by repeating a finite length sequence and scaling each repetition by an exponential decay factor
    • as the number of repetitions increased, the fundamental frequencies 2πNk become denser and denser
    • this can be replaced in the DFT formula with a real frequency ωR
    • this leads to the definition of the DTFT analysis and synthesis formulas

X(ejω)=n=+x[n]ejωn

x[n]=12π+X(ejω)ejωndω

  • the DTFT thus maps an infinite length sequence x[n] onto a function of real variable ω
  • the DTFT is 2π-periodic
    • is expressed asX(ejω) to stress this, although only ω is the variable
    • this is standard convention in the DTFT literature
    • so, furthermore, by convention, DTFT is represented on the [π,π] interval
  • frequencies between 0 and π (resp. π and 0) are the positive (resp. negative) frequencies, corresponding to counterclockwise (resp. clockwise) rotations
  • low (resp. high) frequencies are those close to 0 (resp. π and π )

  • the question of existence is essential to ensure that the sum of the analysis formula does not blow up
  • tt can be shown that the DTFT converges for all square summable sequences

  • DTFT can be interpreted as a change of basis in the space C where the uncountable set of functions ejωnωR forms an orthogonal basis
  • this space is not a proper vector space and a mathematical adjustment is needed to reconcile this intuition
  • hence the concept of the dirac-delta function is introduced
    • δ(t) of real variable t is defined by the “sifting property” δ(ts)f(t)dt=f(s); f(t),tR
  • with this adjustment, the DTFT can be defined for certain interesting non square summable sequences, such as

DTFT(1)=2πk=δ(w2πk)


references