LectureD4_DTFT
LectureD4_DTFT
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
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.
6
0.1 Frequency domain representation
• The frequency domain
representation of a signal
can be obtained through
Fourier transforms.
sin(2 50t )
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
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 1 2 3 … n -2π 0 12ω
2π
1.2 DTFT Definition
• The discrete-time Fourier transform (DTFT) X(ejω) of a
sequence x[n] is defined by:
13
1.2 DTFT Definition
• X(ejω) is a complex function with the real variable ω
or
14
2.1 Important DTFT Pairs (1) Impulse signals
• 1. Impulse Function
ℱ = = 0 =1
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
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
19
2.1 Important DTFT Pairs (2) Step signals
20
2.6 Important DTFT Pairs (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
23
3.2 Theorem 2 - Implications of the periodicity
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
25
3.3 Example
F -1
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.
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[ ] ( ) ( )
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
34
4.7 DTFT Properties (7) Example
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
40
5. Inverse DTFT Partial Fraction Expansion
41
5. Inverse DTFT Example
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:
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.
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
47