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Outline
• Domains of Definition
• Discrete Fourier Transform
• Properties of the Fourier Transform
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Domains of Definition
Time Duration
Finite Infinite
Fourier Series (FS) Fourier Transform (FT) cont.
Z P Z +∞
X(k) = x(t)e−jωk tdt X(ω) = x(t)e−jωtdt time
0 −∞
k = −∞, . . . , +∞ ω ∈ (−∞, +∞) t
Discrete FT (DFT) Discrete Time FT (DTFT) discr.
N
X −1 X+∞
X(k) = x(n)e−jωk n X(ω) = x(n)e−jωn time
n=0 n=−∞
k = 0, 1, . . . , N − 1 ω ∈ (−π, +π) n
discrete freq. k continuous freq. ω
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Signal and Transform Notation
• x = conjugate of x
• ∠x = phase of x
3
The Discrete Fourier Transform
4
Inverse DFT
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The DFT, Cont’d
6
Properties of the DFT
1
http://ccrma.stanford.edu/~jos/sasp/Fourier_Theorems_DTFT.html
2
http://ccrma.stanford.edu/~jos/mdft/Fourier_Theorems.html
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Linearity
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Time Reversal
Definition:
∆ ∆
Flipn(x) = x(−n) = x(N − n)
∆
Note: x(n) = x(n mod N ) for signals in CN (DFT
case).
When computing a sampled DTFT using the DFT, we
interpret time indices n = 1, 2, . . . , N/2 − 1 as positive
time indices, and n = N − 1, N − 2, . . . , N/2 as the
negative time indices n = −1, −2, . . . , −N/2. Under
this interpretation, the Flip operator simply reverses a
signal in time.
Fourier theorems:
Flip(x) ↔ X
for x ∈ CN . In the typical special case of real signals
(x ∈ RN ),
Flip(x) ↔ X
Thus, time-reversing a signal conjugates its spectrum.
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Symmetry
X(−k) = X(k)
• Real part Symmetric (even)
re {X(−k)} = re {X(k)}
• Imaginary part Antisymmetric (skew-symmetric, odd)
|X(−k)| = |X(k)|
• Phase Antisymmetric (odd)
∠X(−k) = −∠X(k)
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Shift Theorem
∆
The Shift operator is defined as Shiftl,n(y) = y(n − l).
Since indexing is defined modulo N , Shiftl (y) is a
circular right-shift by l samples.
Shiftl (y) ↔ e−j(·)l Y
or, more loosely,
y(n − l) ↔ e−jωl Y (ω)
i.e.,
−jωk l
DFTk [Shiftl (y)] = e Y (ωk )
e−jωk l = Linear Phase Term, slope = −l
• ∠Y (ωk ) += − ωk l
• Multiplying a spectrum Y by a linear phase term
e−jωk l with phase slope −l corresponds to a circular
right-shift in the time domain by l samples:
• negative slope ⇒ time delay
• positive slope ⇒ time advance
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Convolution
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Correlation
Autocorrelation
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Power Theorem
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Stretch
x y
y = Stretch2(x) →
... ...
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Repeat or Scale
X Y
Y = REPEAT3(X) →
ω ω
Downsampling ↔ Aliasing
∆
DownsampleM,n(x) = x(M n)
N
In the DFT case, DownsampleM maps CN to C M ,
while for the DTFT, DownsampleM maps C∞ to C∞.
The Aliasing Theorem states that downsampling in time
corresponds to aliasing in the frequency domain:
1
DownsampleM (x) ↔ AliasM (X)
M
where the Alias operator is defined for X ∈ CN
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(DFT case) as
M −1
∆
X N N
AliasM,l (X) = X l+k , l = 0, 1, . . . , −1
M M
k=0
k=0
∆
where WM = ej2π/M is a common notation for the
primitive M th root of unity, and z = ejω as usual. This
normalization corresponds to T = 1 after downsampling.
Thus, T = 1/M prior to downsampling.
The summation terms above for k 6= 0 are called aliasing
components.
The aliasing theorem points out that in order to
downsample by factor M without aliasing, we must first
lowpass-filter the spectrum to [−πfs/M, πfs/M ]. This
filtering essentially zeroes out the spectral regions which
alias upon sampling.
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