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LectureD4_DTFT

The document covers the Discrete-Time Fourier Transform (DTFT), detailing its definition, importance, properties, and theorems. It explains how DTFT simplifies signal processing by allowing operations in the frequency domain, which are often more intuitive than in the time domain. Additionally, it discusses various DTFT pairs and the relationship between time and frequency domain representations for discrete signals.

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0% found this document useful (0 votes)
3 views

LectureD4_DTFT

The document covers the Discrete-Time Fourier Transform (DTFT), detailing its definition, importance, properties, and theorems. It explains how DTFT simplifies signal processing by allowing operations in the frequency domain, which are often more intuitive than in the time domain. Additionally, it discusses various DTFT pairs and the relationship between time and frequency domain representations for discrete signals.

Uploaded by

xiang7976
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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CAN207 Signals and Systems

Part 2 – Discrete-Time Signals and Systems

Lecture-D4
Discrete-Time Fourier Transform (DTFT)

Zhao Wang
Zhao.wang@xjtlu.edu.cn
Room EE322

1
Content
• Discrete-Time Fourier Transform (DTFT)
– 0. Background
– 1. Definition and importance of DTFT
– 2. DTFT pairs
– 3. Important theorems
– 4. DTFT properties
– 5. Inverse DTFT
– 6. CCLDE represented LTI system in FD

2
0.1 Why introduce the FD analyses?
• Time domain operation are often not very informative
and/or efficient in signal processing.
• An alternative representation and characterization of signals and
systems can be made in transform domain
• Much more can be said, much more information can be extracted
from a signal in the transform / frequency domain.
• Many operations that are complicated in time domain become
rather simple algebraic expressions in transform domain
• Most signal processing algorithms and operations become more
intuitive in frequency domain, once the basic concepts of the
frequency domain are understood.

3
0.1 Signals in Time Domain

Filter out noises in Analyze female and Analyze the vocal


the signal male voices from different singer

• Time domain analyses are not informative enough in these


examples.
4
0.1 Importance in Physics
• In physics, a signal in transform domain will exhibit more
properties, which facilitates us to implement signal
processing
– Eg: speech signals, image signals, etc.

Speech signal in time domain Speech signal in frequency domain

5
0.1 Importance in Mathematics
• In mathematics, signal processing can be simplified in
transform domain
– Eg: s-transform, z-transform, Fourier transform
– S-transform can make differential equation (of continuous signals) become to
algebraic equation.

– Z-transform can make difference equation (of discrete signals) become to


algebraic equation.

6
0.1 Frequency domain representation
• The frequency domain
representation of a signal
can be obtained through
Fourier transforms.
sin(2 50t )

sin(2 50t )  sin(2 75t )

sin(2 20t )  4 cos(2 50t )  2 sin(2 100t )

Spectrum: A compact representation of the frequency content


of a signal that is composed of sinusoids
7
0.2 Fourier’s family
• A prism can be used to break up
white light (sunlight) into the
colors of the rainbow.

• Fourier transform is used to


break up signals into the
frequency components.
– Continuous-Time VS Discrete-Time
– Periodic VS Non-periodic
CT Signals DT Signals
Periodic Fourier Series Discrete FS
Non-periodic CTFT DTFT
8
0.2 Fourier WHO?

“An arbitrary function, continuous or with


discontinuities, defined in a finite interval by
an arbitrarily capricious graph can always
be expressed as a sum of sinusoids”
J.B.J. Fourier
December 21, 1807

9
Dirichlet conditions
• Dirichlet conditions: the sufficient conditions for
the existence of Fourier representations of signals
– The signal must have finite number of discontinuities
– The signal must have finite number of extremum points within
its period
– The signal must be absolutely integrable within its period

All periodic signals of practical interest satisfy these conditions

10
• Fourier Series (FS)
– Fourier’s original work: A periodic function can be represented as a finite,
weighted sum of sinusoids that are integer multiples of the fundamental
frequency Ω0 of the signal. These frequencies are said to be harmonically
related, or simply harmonics.
• Continuous Time Fourier Transform (CTFT)
– Extension of Fourier series to non-periodic functions: Any continuous
aperiodic function can be represented as an infinite sum (integral) of
sinusoids. The sinusoids are no longer integer multiples of a specific
frequency.
• Discrete Time Fourier Transform (DTFT)
– Extension of FT to discrete sequences. Any discrete function can also be
represented as an infinite sum (integral) of sinusoids. While time domain is
discretized, frequency domain is still continuous.
• Discrete Fourier Transform (DFT)
– Because DTFT is defined as an infinite sum, the frequency representation is
not discrete. An extension to DTFT is DFT, where the frequency variable is
also discretized.
• Fast Fourier Transform (FFT)
– Mathematically identical to DFT, however a significantly more efficient
implementation. FFT is what signal processing made possible today! 11
1.1 From CTFT to DTFT
• From CT Signals to DT Signals xa(t) Xa(Ω)
– a DT signal can be
obtained from a CT
signal through the t Ω
process of sampling: p(t) P(Ω)

= ( − )
-Ts 0 Ts t -Ωs 0 Ω
Ωs
xp(t) Xp(Ω)
=

= ( ) = 0 Ts 2Ts 3Ts … t -Ωs 0 Ωs Ω


x[n] X(ω)
= [ ]

= 0 1 2 3 … n -2π 0 12ω

1.2 DTFT Definition
• The discrete-time Fourier transform (DTFT) X(ejω) of a
sequence x[n] is defined by:

– DTFT X(ejω) of a sequence x[n] is a continuous function of ω

• Inverse Discrete-Time Fourier Transform - the Fourier


coefficients {x[n]} can be computed from X(ejω) using

13
1.2 DTFT Definition
• X(ejω) is a complex function with the real variable ω

or

Fourier Magnitude Phase


spectrum spectrum spectrum

• It is usually assumed that the phase function θ(ω) is


restricted to (− , ), but since it’s periodic, it can be
extended to (−∞, ∞)

14
2.1 Important DTFT Pairs (1) Impulse signals

• 1. Impulse Function

ℱ = = 0 =1

• 2. Delayed Impulse Function

ℱ − = −

= − =

15
2.1 Important DTFT Pairs (1) Impulse signals
• 1. The DTFT of the impulse function is “1” over the entire frequency
band.

• 2. Constant Function
ℱ 2 ( −2 )
=ℱ =
1
=2 ( −2 )
– Note that x[n]=1 is not absolute summable; 2
= =1
– But its DTFT still exists: = 2 δ( );

16
2.3 Important DTFT Pairs (3) Complex Exponential
• 3. The complex exponential

– We are only interested in [-π, π] range, where there is only one


spectral component.
– Hence, the spectrum of a single complex exponential at a specific
frequency is an impulse at that frequency.

17
2.4 Important DTFT Pairs (4) Sinusoidal signals

• 4. The sinusoid

– The above expression can also be obtained from the DTFT of the
complex exponential through the Euler’s formula.

18
2.5 Important DTFT Pairs (5) Real exponential

• 5. The real exponential

19
2.1 Important DTFT Pairs (2) Step signals

• 1. Find the DTFT of = − [ − ]

• 2. Find the DTFT of =

20
2.6 Important DTFT Pairs (6) Rectangular pulse train

• 6. Rectangular pulse train

21
3. Important theorems of DTFT
• Theorem 1: DTFT is periodic with 2π.
• Theorem 2: The digital frequency 2π corresponds to the
linear sampling frequency of the signal.
• Theorem 3: DTFT only exists for sequences that are
absolutely summable.

22
3.1 Theorem 1 - Periodicity
• The DTFT of a discrete sequence is periodic with
the period 2π, that is

• The periodicity of DTFT can be easily verified


from the definition:

23
3.2 Theorem 2 - Implications of the periodicity

• The discrete frequency 2π corresponds to the sampling


frequency Ωs used to sample the original continuous signal
x(t) to obtain x[n].

24
3.3 Theorem 3 - Existence of DTFT
• The DTFT of a sequence exists if and only if, the sequence
x[n] is absolutely summable, that is

because

– This is the sufficient condition for the existence of DTFT;


– Certain sequences that do not satisfy this requirement also have
DTFTs, if they satisfy “mean square convergence” :

25
3.3 Example
F -1

• The sequence {x(n)} is not absolutely summable

• But it is mean-square convergent

26
4.1 DTFT Properties (1)
• Linearity
– Given x1[n] and X1(ω) form a DTFT pair, and x2[n] and
X2(ω) form another DTFT pair i.e.
DTFT
[ ] ( )
DTFT
[ ] ( )
– We can show that
DTFT
+ [ ] + ( )
– Example:

27
4.2 DTFT Properties (2)
• Time-reversal: A reversal of the time domain variable
causes a reversal of the frequency variable
DTFT
[− ] (− )

28
4.3 DTFT Properties (3)
• Symmetric
∗[ DTFT ∗ ∗ DTFT ∗(
] (− ) [− ] )

= ∗ (− )
– 1. If x[n] is real:

| |=| − | = (− )
=− − = − (− )
– 2. If = +
DTFT
( )
DTFT
( ) 29
4.4 DTFT Properties (4)
• Time Domain Shifting (TD Delay) => FD Phase Shift
DTFT
[ − ] ( )
– Note that the magnitude spectrum is unchanged by time shift.

• Frequency Domain Shifting => TD Phase Shift


DTFT
[ ] ( − )

• Example: Find DTFT of = cos( + ) [ ]

30
4.5 DTFT Properties (5)
• Differencing in Time
DTFT
− [ − 1] 1− ( )

• Differentiation in Frequency
DTFT ( )
[ ]

31
4.6 DTFT Properties (6) Convolution Property

• Convolution in TD = multiplication in FD
DTFT
∗ ℎ[ ] ( ) ( )

– The convolution property illustrates the system’s response


to input, in TD, the output is the result of convolution, and
in FD, the output is the result of multiplication;
– By designing the ( ) carefully, we can pass certain
frequency components, then make ≅ 1; stop
certain frequency components, i.e. ≅ 0. This is the
concept of FILTERING

32
4.6 DTFT Properties (6) Example
• Consider the system shown in Figure 5.18(a) with input x[n] and output
y[n]. The LTI systems with frequency response H1p(ω) are ideal
lowpass filters with cutoff frequency π/4 and unity gain in the passband.
• Find the overall frequency
response of this system.

33
4.7 DTFT Properties (7) Multiplication Property

• Multiplication in TD = convolution integral in FD


DTFT 1
ℎ[ ] ( ) −
2

– h[n] can be considered as either system impulse response


or another signal;
– This property is also called the modulation property, since
it involves the modulation of one signal x[n] with the other
h[n];

34
4.7 DTFT Properties (7) Example

• Find the Fourier transform ( ) of a signal = [ ] [ ]


where: sin(3 /4)
=
sin( /2)
=

35
4.8 DTFT Properties (8)
• Parseval Theorem: The energy of the signal , whether
computed in TD or FD, is the same!
1
| [ ]| = | ( )|
2
Energy density spectrum
of the signal


1 ∗
[ ]= ( ) ( )
2

36
4.8 DTFT Properties (8)
• Example - Determine and sketch the energy density
spectrum of the signal

• Result:

37
4. Full table of
DTFT properties

A.V. Oppenheim,
Signals and Systems
2nd, p391

38
5. Inverse DTFT Uniqueness

• The DTFT is a unique relationship between x[n] and X(ω).


– Two different signals cannot have the same DTFT.
– If we know a DTFT representation, we can start in either the time or
frequency domain and easily write down the corresponding
representation in the other domain.

• The uniqueness property implies we can always go back and


forth between the time-domain and frequency domain
representations.

• Most frequently used pair:


1
, <1
1− 39
5. Inverse DTFT Examples

• Example 1: Consider an LTI system with impulse


response h[n] and input x[n] given by:

• Find the output y[n].

40
5. Inverse DTFT Partial Fraction Expansion

• A.V. Oppenheim, Appendix A.3


• Suppose, then, that we have a rational function in the form:

• 1. Factorise the denominator

• 2. Write in the form of the partial fraction expansion as:

– where coefficient Bik is:

41
5. Inverse DTFT Example

• Find the inverse DTFT of

42
6. DT systems represented by its DTFT
• A general linear constant-coefficient difference equation for
an LTI system with input x[n] and output y[n] is of the form:

• Convert both sides to frequency domain

• The system in frequency domain is represented by

– The coefficients of the numerator are the same as for x[n];


– The coefficients of the denominator are the same as for y[n].
43
6. DT systems represented by its DTFT Example

• Consider a causal LTI system that is characterized by the


difference equation:
3 1
− −1 + −2 =2 [ ]
4 8

• The input to the system is


1
= [ ]
4

• Find the output in TD and FD.

44
Lect-D4 Practices
• Exercise 1. Determine the frequency response of the following
sequences.
– a) n = −1 , < 1;
– b) n = , < 1;
– c) n = − −1 , < 1;
| |
– d) n = , < 1.

• Exercise 2. Find the inverse DTFT of the following frequency


spectrums:
– a) =1+2 +4 2 ;
/
– b) = 1+2 + 4 2 cos( /2) ;
– c) = 1+2 + 4 2 sin .
/
– d) = 1+2 + 4 2 sin( /2) ;

45
Lect-D4 Practices
• Exercise 3. If ( ) is the DTFT of the sequence =
{3, 1, −4, 0, −5, 2, 1; −4 ≤ ≤ 2}. Calculate the values of following
expressions without calculating the DTFT:
– (a) ( );
– (b) ( );
– (c) ∫ ( ) ;

– (d) ∫ ( ) ;
( )
– (e) ∫ .

46
Lect-D4 Practices
• Exercise 4. The impulse response of an LTI system is given by:
1
ℎ = [ − 2]
3

Find its frequency response ( ).

• Exercise 5. The difference equation of a causal stable LTI system is


given as:
6y k + 5y k − 1 + y k − 2 = x k + x[k − 1]
Find its frequency response ( ) and impulse response h[n].

47

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