EE 422G Notes: Chapter 10

Instructor: Zhang

Chapter 10 The Discrete Fourier Transform and

Fast Fourier Transform Algorithms
10-1 Introduction
1. x(t) --- Continuous-time signal
X(f) --- Fourier Transform, frequency characteristics

Can we find X ( f )

x(t )e

j 2ft

dt

if we dont have a mathematical equation for x(t) ? No!

2. What can we do?
(1) Sample x(t) =>
x0, x1, , xN-1 over T (for example 1000 seconds)
Sampling period (interval) t
N (samples) over T => t T / N
Can we have infinite T and N? Impossible!

(2) Discrete Fourier Transform (DFT):

N 1

j 2kn / N
=> X k xn e

k 1, 2,..., N

n 0

for the line spectrum at frequency k (2 )

k
T

3. Limited N and T =>

1
T
limited frequency band (from to in Fourier transform to):
0 2N / T
N 1
1
4. xn
---- periodic function (period N)
X k e j 2kn / N

N k 0
limited frequency resolution 2

x(t) --- general function

sampling and inverse transform
xn --- periodic function

Page 10-1

EE 422G Notes: Chapter 10

( k 2

5. X k

Xk

Instructor: Zhang

k
line spectrum)
T

N 1

xne j 2kn / N

period function (period N)

n0

10-2 Error Sources in the DFT

1. Preparations
(1) Ideal sampling waveform y s (t )

(t mTs ) :

y s (t ) f s ( f nf s )

n

( fs

1
)
Ts

Fourier
Transform
Pair

in DFT Ts t T / N
(2) Rectangular Pulse (window)

sin x

sin cX
t t0
(
) T sin c(Tf )e j 2t0 f
x
T

sin c(Tf )

width
of
the
window

when t0 = 0

Center of the
window

sin Tf
Tf

t
( ) T sin c(Tf )
T

(3) x1 (t ) * x2 (t ) X1 ( f ) X 2 ( f )
(4) x1 (t ) x2 (t ) X1 ( f ) * X 2 ( f )

Page 10-2

EE 422G Notes: Chapter 10

Instructor: Zhang

2. Illustration of Error Sources

Example 10-1: Continuous time signal: two-sided exponential signal

x(t ) e

|t |

Its Fourier transform

2
1 (2f ) 2
(1) If we sample x(t) in
(,)

X(f )

not lim ited

with sampling frequency fs :

as in DFT

sampled signal xs (t ) ys (t )e

|t |

its Fourier transform:

X s ( f ) Ys ( f ) * F (e
X s ( f ) fs

|t |

) Ys ( f ) * X ( f )

X ( f nf s ) 2f s

1 (2 ( f nf

)) 2

sampling => (1) possible overlapping if f s 2 f h is not held.

(2) periodic function, introduce frequencies beyond fs .
(2) Limited T (over which x(t) is sampled to collect data for DFT)
t
T

window ( )

t
xsw (t ) xs (t ) ( )
T
X sw ( f ) (2f s

{1 2 ( f nf

) 2 }1 ) * (T sin c(Tf ))

Fourier transform given by sampled data in limited window (T)

X sw ( f ) is a worse estimate of X(f) than Xs(f) due to the introduction of
( Tsinc( Tf ) ) for convolution!
Effect of limited T

Page 10-3

EE 422G Notes: Chapter 10

Instructor: Zhang

(3) Dose DFT give X s ( f ) for every f ?

No! only discrete frequencies.
DFT as an estimate for X(f): even worse than X s ( f ) due to the limited
frequency resolution.

3. Effect of sampling frequency (or number of points) on accuracy when T is

given: Example
t
use ( )
4

for e

|t |

4. Effect of T (window size)

t
t
Compare ( ) and ( )
4
8

for e

|t |

Page 10-4

EE 422G Notes: Chapter 10

Instructor: Zhang

Page 10-5

EE 422G Notes: Chapter 10

Instructor: Zhang

5. DFT Errors
(1) Aliasing

X s ( f ) fs

X( f

nf s )

superposition of the analog signal

spectrum X(f) and its translates (X(f-nfs)
n0)

Caused by sampling
Overlapping of X(f) and its translates: aliasing (sampling effect)
(2) Leakage Effect
t
limited window size T ( ( ) )
T
t
X s ( f ) X s ( f ) * F (( ))
T

t
( f ) F (( ))
T

worse than Xs(f) as approximation of X(f).

X s ( f ) : contribution of X s ( f f ) to X s ( f ) : determined by
weight (f )
frequency energy leaks from one frequency to another!
(3) Picket Fence Effect:
As an estimation of X(f), does X s ( f ) have picket fence effect? No!
DFT: discrete frequencies (not blocked by the fence).
6. Minimization of DFT Error Effects.

Major ways: increase T and fs

Problem: DFT for large N.

Page 10-6

EE 422G Notes: Chapter 10

Instructor: Zhang

10-3 Examples Illustrating the computation of the DFT

(Preparation for Mathematical Derivation of FFT)
1. DFT Algorithm
N 1

X ( k ) x ( n) e

j 2kn / N

n 0

N 1

x(n) e j 2 / N

nk

n 0

Denote WN e j 2 / N , then

X (k )

N 1

x(n)WN nk

n0
WN m :
0
j 2 / N 0

Properties of

(1) WN (e
(2) WN

N m

WN

WN N e j 2 1

) e0 1,

WN N m (e j 2 / N ) N m
(e j 2 / N ) N (e j 2 / N ) m
1 (e j 2 / N ) m WN m
(3) WN

N /2

e j 2 /( N / 2) / N e j 1

WN N / 4 e j 2 /( N / 4) / N e j / 2 j
WN

3N / 4

e j 2 /(3 N / 4) / N e j 3 / 2 j

2. Examples
Example 10-3: Two-Point DFT
1

x(0), x(1): X (k )

x(n)W2 nk

k 0,1

n0

X (0)

x(n)W2 n0

n0
1

X (1) x(n)W2
n 0

n1

x(n) x(0) x(1)

n0
1

x(n)W2
n 0

x(0)W2 x(1)W2
0

x(0) x(1)W2

(1 / 2 ) 2

x(0) x(1)(1)
x(0) x(1)

Page 10-7

EE 422G Notes: Chapter 10

Instructor: Zhang

Example 10-4: Generalization of derivation in example 10-3 to a four-point DFT

x(0), x(1), x(2), x(3)

X (k )
X (0)

x(n)W4 nk

n0
3

x(n)W4

n0

n0
3

k 0,1,2,3,

x(n) x(0) x(1) x(2) x(3)

n0

X (1) x(n)W4 x(0)W4 x(1)W4 x(2)W4 x(3)W4

n

n 0

x(0) jx (1) x(2) jx (3)

3

X (2) x(n)W4

2n

n 0

x(0)W4 x(1)W4 x(2)W4 x(3)W4

0

x(0) x(1)(1) x(2)(1) x(3)W4

x(0) x(1) x(2) x(3)

3

X (3) x(n)W4
n 0

3n

x(0)W4 x(1)W4 x(2)W4 x(3)W4

0

x(0) x(1)W4 x(2)(1)W4 x(3)W4

3

x(0) jx (1) (1) x(2) ( j ) x(3)

x(0) jx (1) x(2) jx (3)

X (0) [ x(0) x(2)] [ x(1) x(3)]

X (1) [ x(0) x(2)] ( j )[ x(1) x(3)]

X (2) [ x(0) x(2)] [ x(1) x(3)]
X (3) [ x(0) x(2)] j[ x(1) x(3)]

Page 10-8

EE 422G Notes: Chapter 10

Instructor: Zhang

Two point DFT

If we denote z(0) = x(0), z(1) = x(2) => Z(0) = z(0) + z(1) = x(0) + x(2)
Z(1) = z(0) - z(1) = x(0) - x(2)
v(0) = x(1), v(1) = x(3) => V(0) = v(0) + v(1) = x(1) + x(3)
V(1) = v(0) - v(1) = x(1) - x(3)
Four point DFT

Two-point DFT

X(0) = Z(0) + V(0)

X(1) = Z(1) + (-j)V(1)
X(2) = Z(0) - V(0)
X(3) = Z(1) + jV(1)

One Four point DFT

Two Two point DFT

10-4 Mathematical Derivation of the FFT

10-4A Decimation-in-Time FFT Algorithm
x(0), x(1), , x(N-1)

N 2m

Page 10-9

EE 422G Notes: Chapter 10

Instructor: Zhang

g
(
0
),
g
(
1
),

,
g
(
1)

(( x (0), x ( 2),, x ( N 2))

=>
h(0), h(1),, h( N 1)

2
(( x (1), x (3),, x ( N 1))

N 1

X (k ) x(n)W N

N
po int s
2
( g ( r ) x ( 2r ))

enen

N
po int s
2
( h( r ) x ( 2r 1))

odd

kn

n 0

N / 2 1

g (r )W
r 0

N / 2 1

k (2r )
N

g (r )WN

2 kr

h(r )W
r 0

2 kr

r 0

WN

N / 2 1

WN

k ( 2 r 1)

(k 0,1,..., N 1)

N / 2 1

h(r )W
r 0

2 kr
N

(e j 2 . / N ) 2 kr (e j 2 /(. N / 2) ) kr W N

kr

X (k )

N / 2 1

g (r )W
r 0

kr
N /2

WN

N / 2 1

h(r )W
r 0

kr
N /2

G (k ) W N H (k )
( G(k): N/2 point DFT output (even indexed), H(k) : N/2 point DFT
output (odd indexed))
k

X ( k ) G ( k ) WN k H ( k )
G (k )

N / 2 1

r 0

H (k )

g ( r )WN / 2 kr

N / 2 1

r 0

h( r )WN / 2
kr

k 0,1,..., N 1
N / 2 1

r 0
N / 2 1

r 0

x ( 2r )WN / 2 kr
x ( 2r 1)WN / 2 kr

Question: X(k) needs G(k), H(k), k= N-1

How do we obtain G(k), H(k), for k > N/2-1 ?
G(k) = G(N/2+k)
k <= N/2-1
H(k) = H(N/2+k)
k <= N/2-1

Page 10-10

EE 422G Notes: Chapter 10

Future Decimation
g(0), g(1), , g(N/2-1)
h(0), h(1), , h(N/2-1)

N
2)
2
N
ge(0), ge(1),...ge( 1)
4
N
g (1), g (3), , g ( 1)
2
N
go(0), go(1),...go( 1)
4

Instructor: Zhang

G(k)
H(k)

G (k )

N / 2 1

g (0), g (2), , g (

g (r )W
r 0

N / 4 1

ge(m)W

km

( N / 4)

m 0

W( N / 2 )

kr

( N / 2)

N / 4 1

go(m)W

km

( N / 4)

m 0

GE(k ) W( N / 2 ) Go(k )
k

even indexed g odd indexed g

(N/4 point)
(N/4 point)

Page 10-11

EE 422G Notes: Chapter 10

Instructor: Zhang

WN / 2 k WN 2k ?

WN / 2 k ( e j 2 /( N / 2 ) ) k
( e j 2 2 / N ) k ( e j 2 / N ) 2 k
WN 2 k

=> G(k ) GE (k ) WN Go(k )

2k

Similarly,

H (k ) HE (k ) WN 2k Ho(k )
even indexed
h (N/4 point)

odd indexed
h (N/4 point)

For 8 point

g ( 0)

x ( 0)

ge(0)

g (1)

x ( 2)

go(0)

g ( 2)

x ( 4)

ge(1)

g (3)

x ( 6)

go(1)

h ( 0)

x (1)

he(0)

h(1)

x (3)

ho(0)

h ( 2)

x (5)

he(1)

h(3)

x (7)

ho(1)

Page 10-12

EE 422G Notes: Chapter 10

Instructor: Zhang

10-4B Decimation-in-Frequency FFT Algorithm

N 2m

x(0), x(1), , x(N-1)

N 1

X (k ) x(n)WN

nk

n 0

N / 2 1

x(n)WN
n 0

nk

N 1

x(n)W

n N / 2

nk
N

Page 10-13

EE 422G Notes: Chapter 10

Instructor: Zhang

let m = n-N/2 (n = N/2+m)

X (k )

N / 2 1

n 0

N / 2 1

n 0

n = N/2 => m = N/2-N/2 = 0

n = N-1 => m = N-1-N/2 = N/2-1

x ( n )WN

x (n )WN nk

nk

N / 2 1

m 0

N / 2 1

m 0

x ( N / 2 m)WN ( N / 2 m ) k
N

x ( N / 2 m)WN mkWN 2 k

WN 2 1 WN 2 k ( 1) k
X (k )

N / 2 1

n 0

N / 2 1

n 0

x ( n )WN nk

N / 2 1

m 0

( 1) k x ( N / 2 m)WN mk

[ x ( n ) ( 1) k x ( N / 2 n )]WN nk

k : even (k 2r ) X (k ) X (2r )

N / 2 1

[ x(n) x( N / 2 n)]W
n 0

WN
N/2 point DFT

2 rn

(e

j 2 / N

X ( k ) X ( 2r )

) 2 rn (e j 2 /( N / 2 ) ) rn WN / 2

N / 2 1

x(n) x( N / 2 n)]W
[

n 0

Y (r)

N / 2 1

n 0

2 rn
N
rn

rn
N /2

y (n)

y (n )WN / 2 rn

Z (r )

k : odd k 2r 1
X (k ) X (2r 1)

N / 2 1

[ x(n) x( N / 2 n)]W
n 0

N / 2 1

n) x( N / 2 n)]W W
[x(

n 0

z (n)W

2 rn
N

N / 2 1

z (n)W
n 0

2 rn
N

z (n)

N / 2 1
n 0

n ( 2 r 1)
N

rn
N /2

Page 10-14

EE 422G Notes: Chapter 10

Z (r )

Instructor: Zhang

N / 2 1

z(n)W
n 0

rn
N /2

N
po int
2

DFT

of

z (0), , z (

N
1)
2

X(k) : N-point DFT of x(0), , x(N) two N/2 point DFT

One N/2 point DFT => two N/4 point DFT

two point DFTs
Consider N/2 point DFT
y(0), y(1), , y(N/2-1)

Y (k )

N / 2 1

n 0

N / 4 1

n 0

y ( n )WN / 2 rn

[ y ( n ) ( 1) k y ( N / 4 n )]WN / 2 nk

Page 10-15

EE 422G Notes: Chapter 10

Instructor: Zhang

k : even k 2r
Y (k ) Y (2r )

N / 4 1

n 0

Y 1( r )

N / 4 1

n 0

[ y ( n ) y ( N / 4 n )]WN / 2 nk

y1( n )

y1( n )WN / 4 nk N / 4

po int

DFt

k : odd k 2r 1
Y ( k ) Y ( 2r 1)

N / 4 1

n 0

Y 2( r )

N / 4 1

n 0

[ y ( n ) x ( N / 4 n )]WN / 2 n WN / 2 2 rn

y 2( n )WN / 4 rn N / 4

y 2( n )

po int

DFT

Page 10-16

EE 422G Notes: Chapter 10

Instructor: Zhang

10-4 C Computation
N point DFT : 4N(N-1) real multiplications
4N(N-1) real additions
N point FFT : 2Nlog2N real multiplications
(N = 2m)
3Nlog2N real additions
Computation ration

FFT ' s computations 5 log 2 N

DFT ' s computations 8( N 1)

N 212 4096

5 12
0.18%
8 4095

10-5 Properties of the DFT

Assumptions
(1)

x(n)

and

y (n)

X (k )

Y (k )

( n 0,..., N 1)
( k 0,..., N 1)

(2) A, B: arbitrary constants

(3) Subscript e:
Subscript o:
Page 10-17

EE 422G Notes: Chapter 10

Instructor: Zhang

N 1
if N even
2
xe(n) : even about
N
if N odd
2
N 1
if N even
2
xo(n) : odd about
N
if N odd
2
N = 10, xe(n)

x ( 4) x (5)
x (3) x (6)

N 1

4.5 x ( 2) x (7)
2
x (1) x (8)

x (0) x (9)

N = 9, xe(n)

x ( 4) x (5)
x (3) x (6)

N
4.5 x ( 2) x (7)
2
x (1) x (8)

x (0) x (9)

(4) Any real sequence can be expressed in terms of its even and odd parts
according to

x(n ) xe (n ) xo ( n )
1
1
[ x (n ) x( N n )] [ x (n ) x ( N n )]
2
2
even
odd
Question 1: x(n) = 1/2[ ] +1/2 [ ] ?
Question 2: x(n) + x(N-n) even ?
x(n) - x(N-n) odd ?

Yes!

Page 10-18

EE 422G Notes: Chapter 10

Instructor: Zhang

Example: N = 9 => N/2 = 4.5

Consider n = 2
x(2) + x(9-2) = x(2) + x(7)
is x(2) + x(7) = x(4.5+(4.5-2)) +x(4.5-(7-4.5))?
4.5 + (4.5-2) = 9-2 = 7
4.5 - (7-4.5) = 9-7 = 2
x(2) + x(7) = x(7) + x(2) ?
Yes! => x(n) + x(N-n) even
Is x(2) - x(7) = - [x(7) + x(2)] ?
Yes! => x(n) - x(N-n) odd
(5) subscript r : xr(n)
a real sequence
subscript i : xi(n)
Imaginary part of a complex sequence
(6) x(n) X (k )
left
right side:
side:
DFT
sequence
(7) sequences are assumed periodically repeated if necessary
Properties
1. Linearity :
2. Time Shift:

Ax(n) By (n) AX (k ) BX (k )

x(n m) X (k )e j 2km / N X (k )WN k m

3. Frequency Shift:
4. Duality :
why?

x(n)e j 2km / N X (k m)
N 1 x(n) X (k )

X (k )

DFT ( X (n ))

N 1

x(m)e j 2mk / N

m 0
N 1

X (n)e j 2nk / N

n 0

DFT of x(m)

Page 10-19

EE 422G Notes: Chapter 10

Instructor: Zhang

x( n ) x( N n )
1

N 1

X (k )e j 2k ( N n ) / N

k 0

e j 2k ( N n ) / N e j 2kN / N e j 2kn / N
1
x( n )
N

N 1

X (k )e j 2kn / N

k 0

1
DFT ( N X (n ))
N
1

N 1

X (n)e j 2nk / N x(k )

n 0

5. Circular convolution
N 1

x(m) y(n m) x(n)y(n) X (k )Y (k )

circular convolution

m0

6. Multiplication

x ( n) y ( n) N

N 1

X (m)Y (k m) N 1 X (k )Y (k )

m0

new sequence
z ( n) x(n) y (n)

7. Parsevals Theorem
N 1

| x ( n) |
n 0

N 1

| X (k ) |

k 0

8. Transforms of even real functions:

xer (n) X er (k )
(the DFT of an even real sequence is even and real )
9. Transform of odd real functions:

xor (n) jX oi (k )
(the DFT of an odd real sequence is odd and imaginary )
10. z(n) = x(n) + jy(n)
z(n) Z(k) = X(k) + jY(k)

Page 10-20

EE 422G Notes: Chapter 10

Instructor: Zhang

Example 10-7

z (n) x(n) jy(n) e jn / 2

cos(n / 2) j sin( n / 2)

n 0,1,2,3

Four point DFT for x(0), x(1), x(2), x(3):

X(0) = [x(0) + x(2)] + [x(1) + x(3)]
X(1) = [x(0) - x(2)] + (-j)[x(1) - x(3)]
X(2) = [x(0) + x(2)] - [x(1) + x(3)]
X(3) = [x(0) - x(2)] + j[x(1) - x(3)]
For x(n) cos(n / 2) =>

x(0) 1 x(1) 0 x(2) 1 x(3) 0

X (0) 1 X (1) 2

X (2) 0

X (3) 2

For y(n) sin( n / 2) =>

y (0) 0 y (1) 1 y (2) 0 y (3) 1

Y (0) 1 Y (1) j 2 Y (2) 0 Y (3) j 2

Z ( 0) 0
Z (1) 2 j 2
Z (2) 0
Z (3) 2 j 2

Example 10-8
DFT of x(n) (n) :
N 1

X (k ) (n)WN

nk

1 k 0,1,..., N 1

n 0

Time-shift property
N 1

DFT [ x(n n0 )] (n n0 )WN

nk

n 0

WN

n0 k

e j 2kn0 / N

Page 10-21

EE 422G Notes: Chapter 10

Instructor: Zhang

Example 10-9: Circular Convolution

x1 (n) 1 x2 (n) 1 0 n N 1

Define x3c (n) x1 (n)x2 (n)

X 1 (k ) X 2 (k )

m 0

N 1

n0

n0

x1 (n)WN nk

x2 (n)WN nk

k 0

N 1

N
nk
W

N 0

n0

1
N

x (m) x (n m)

N 1

k0

N 2
X 3 (k ) X 1 (k ) X 2 (k )
0
N 1
1
x3c (n) x3 (k )e j 2nk / N
N k 0

N 1

k 0
k 0

N 1

N 2 (k )e j 2nk / N

k 0
N 1

N e j 2nk / N Ne j 2nk / N N
k 0

x3c (n) N

10-6 Applications of FFT

1. Filtering
x(0), , x(N-1) FFT (DFT) =>
X(0), , X(1), , X(N-1)
X(k): Line spectrum at k

2kt 2k

T
N

(1

2
T

T
)
N

(Over T: x(0), , x(N-1) are sampled.)

Inverse DFT:
N 1

x(n) X (k )e j 2nk / N
k 0

N0

x(n) X (k )e j 2nk / N
k 0

Frequencies with

2N 0
have been filtered!
N
Page 10-22

EE 422G Notes: Chapter 10

Example 10-10

x(n) cos

Instructor: Zhang

cos

n
4

2 2
( )
8 N

2 (

n
2

0n7

2
4
)2
N
8 2

x(0), x(1), , x(7)

X (0),
X (1),
X (2),
X (7 )

0
non zero non zero 0
0

How to filter frequency higher than

?
4

2. Spectrum Analyzers
Analog oscilloscopes => time-domain display
Spectrum Analyzers: Data Storage, FFT
3. Energy Spectral Density
x(0), , x(N-1): its energy definition

N 1

| x ( n) |2

n0

Parsevals Theorem
N 1

| x ( k ) |2
E
N
k 0

Page 10-23