[DSP] W04 - Discrete Time Fourier Transform
content
- DFT
- DFS (Discrete Fourier Series)
- Discrete-Time Fourier Transform (DTFT)
- dtft examples
- existence and properties of DTFT
- review
- DTFT properties
- summary
- references
- to explore application of Fourier analysis to the three different classes of signals,
- finite-length signals,
- periodic signals and
- infinite-length signals
DFT
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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 , we obtain a -periodic signal
- likewise, the analysis formula produces also a -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)
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DFS = DFT with periodicity explicit
- DFS maps:
- an -periodic signal onto
- an -periodic sequence of Fourier coefficients
- inverse DFS maps an:
- -periodic sequence of Fourier coefficients
- a set onto an -periodic signals
- the DFS of an -periodic signal is mathematically equivalent to the DFT of one period
finite-length time shifts
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DFS helps us understand how to define time shifts for finite-length signals
- for an -periodic sequence
- is well-defined for all
- DFS:
- Inverse DFS:
- : delay factor in frequency domain
- for an -point signal :
- is not well-defined
- build
- 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 IDFS
- 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
- -periodic sequence: degrees of freedom
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DFS: only fourier coefficients capture all the information
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Karplus-Strong algorithm
fig: Karplus-Strong algorithm
- this can be used to generate a simple periodic signal
- choose a finite-support signal that is non-zero only for
- choose : no attenuation in loop
- period, period
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
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 , 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 -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
- -point finite-length: DFT
- -point periodic: DFS
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infinite length (non-periodic): DTFT
- Karplus-Strong to generate infinite-length:
- set
- generated signal is infinite-length but not periodic
- ; period
- period
- what is a good spectral representation for infinite-length signals?
- start with DFT and asses what happens when the signal length grows towards
- in the limit :
- ,
- start with DFT and asses what happens when the signal length grows towards
dtft - formally
- : square-summable i.e. finite energy
- define the function of (not the series itself)
- inversion (when exists:
- ;
dtft periodicity and notation
- is -periodic
- to stress periodicity, it is written so:
- by convention, is represented over for DTFT
dtft examples
exponentially decaying sequence
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consider a exponentially decaying example
fig: exponentially decaying sequence -
- this sequence is infinite and non-periodic
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applying DTFT to this:
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magnitude of the fourier transform:
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plotting DTFT:
fig: dtft of
- 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 range, the signal repeats with a periodicity of
fig: periodicity of dtft
-
DTFT frequency distributions
fig: positive frequencies
fig: negative frequencies
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
fig: input signal for Karplus-Strong algorithm
- the output of the Karplus-Strong algorithm is shown below
fig: output of the Karplus-Strong algorithm (exponentially-decaying saw-tooth wave),
- DTFT of this exponentially-decaying saw-tooth wave
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this indicates a rescaling of the frequency axis
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DTFT of the exponential decay output of the Karplus-Strong algorithm
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the first and the second term of the product are dealt with separately
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first term: :
fig: DTFT of KS-algorithm output; M = 1; first term of product
fig: DTFT of KS-algorithm output; M = 2; first term of product
fig: DTFT of KS-algorithm output; M = 3; first term of product
fig: DTFT of KS-algorithm output; M = 12; first term of product
- second term:
fig: DTFT of KS-algorithm output - second term of product
- final spectrum:
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
-
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here DTFT is treated as a signal operator
- it is a function of a real variable
- DTFT is NOT an extension of the DFT for finite-length signals
- it is it’s own paradigm for infinite-length signals
- DTFT is periodic, hence it is written as a function of
existence and properties of DTFT
- existence simply means the sum that defines the dtft does not blow up
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easy to prove for absolutely summable sequences
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- if we assume absolute summability of the underlying sequence
- we can invert the DTFT
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begin with the inversion formula on LHS
a formal change of basis
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a DTFT looks exactly like an inner-product in space
- 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
- 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
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for finite-length signals
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
- the basis which allows going from time domain to frequency domain is the DFT basis
- this is a countable set for fourier basis vectors
DFS
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for periodic signals
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
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for infinite-length signals
*fig: DTFT: change *
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start from space of square-summable sequences , through a “formal” change of basis,
- the original sequence is projected onto a space of square integrable functions
- on the interval
DTFT properties
- linearity follows from the properties of the inner-product
- DTFT of a linear combination of two sequences will be linear combination of the DTFT of the sequences
- DTFT of a linear combination of two sequences will be linear combination of the DTFT of the sequences
- time-shift:
- the DTFT of a sequence shifted by is the DTFT of the original sequence scaled by a delay factor
- delay factor:
- delay factor:
- the DTFT of a sequence shifted by is the DTFT of the original sequence scaled by a delay factor
- modulation:
- if we take a sequence and multiply it with a complex exponential at frequency and take the DTFT of that,
- that is same as applying a shift of to the spectrum obtained by DTFT
- that is same as applying a shift of to the spectrum obtained by DTFT
- if we take a sequence and multiply it with a complex exponential at frequency and take the DTFT of that,
- time-reversal
- fourier transform of a time reversed sequence (values flipped about the origin) is equal to a frequency reversed Fourier Transform
- fourier transform of a time reversed sequence (values flipped about the origin) is equal to a frequency reversed Fourier Transform
- conjugation
- if every value of the sequence is conjugated, the fourier transform will be both conjugated and frequency reversed
- if every value of the sequence is conjugated, the fourier transform will be both conjugated and frequency reversed
useful particular cases
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if a signal sequence is symmetric, the DTFT is symmetric
- if sequence is real, DTFT is Hermitian-symmetric
- reality of the sequence can be expressed mathematically by
- 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 is real, the magnitude of the DTFT is symmetric
- a more special case of above:
- if is real and symmetric,
- 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
- other operations don’t work;
- a lot of interesting sequences are not square summable
- this is addressed by introducing the Dirac-delta functional
dirac-delta functional
- “sifting” property:
for all functions of
-
along axis of
- dirac-delta is a function which is an upward pointing arrow at
- consider any function , multiply this dirac-delta with
- integrate the multiplied function from to
- this yields the value of @
-
- to develop intuition for the dirac-delta function
- consider a family of localizing functions with and
- the properties of these functions are:
- support of each function is inversely proportional to it’s index
- integral of each function from to is constant
- i.e. the area under each function is constant, regardless of index
- consider the localizing family :
- nonzero over i.e. support is
- area is
fig: k = 1, rect function
fig: k = 5, rect function
fig: k = 15, rect function
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
- is non-zero only between
- so, integration bounds change from to
- then apply mean-value theorem to get
- value of is not known, but it is known to exist
- as , the support of the gets smaller and smaller
- see above plots to get an intuitive feel
- as increases, the width of the support shrinks to an infinitesimal width
- so, at the limit, the limit value is
- 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:
- is instead written as
- as if
- the “pulse train”
- the dirac-delta functional will be used in the frequency domain
- all DTFT spectra are 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 and scaling the whole thing by
fig: dirac delta pulse-train in frequency domain
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consider the inverse DTFT of the pulse train:
- comparing with IDFT:
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so,
- more identities using dirac-delta pulse train results
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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 become denser and denser
- this can be replaced in the DFT formula with a real frequency
- this leads to the definition of the DTFT analysis and synthesis formulas
- the DTFT thus maps an infinite length sequence onto a function of real variable
- the DTFT is -periodic
- is expressed as to stress this, although only is the variable
- this is standard convention in the DTFT literature
- so, furthermore, by convention, DTFT is represented on the interval
- frequencies between 0 and (resp. and 0) are the positive (resp. negative) frequencies, corresponding to counterclockwise (resp. clockwise) rotations
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low (resp. high) frequencies are those close to 0 (resp. and )
- the question of existence is essential to ensure that the sum of the analysis formula does not blow up
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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 where the uncountable set of functions 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
- of real variable is defined by the “sifting property”
- with this adjustment, the DTFT can be defined for certain interesting non square summable sequences, such as