Summer 2008

Signals & Systems

S.F. Hsieh

III-C. Discrete-Time Fourier Transform

1 Review of DT Fourier Series of Periodic Sequences
N 1

A periodic DT signal x[n] with period N can be expanded as a sum of N complex exponentials: x[n] =
k=0

Xk ej2kn/N ,

where the DT F. Series coecient is Xk = Note that 1. There are at most N DT harmonics, while CT F. Series can have no. of harmonics. 2. Xk = Xk+N is periodic, namely, ejk N n is indistinguishable from ej(k+N ) N n . In general, we only consider those complex exponentials with frequencies: k0 [0, 2) or (, ]. 3. (Oppenheim, Ex 3.12, p 218) For a periodic rectangular pulse train, x[n] = 1 for N1 n N1 , period = N . 1
N1 0 N1 N
2 2

1 N

N 1

x[n]ej2kn/N .
n=0

1 X[k] = N

any period:N x[n]ej2kn/N = =

n

1 sin[k(2N1 + 1)/N ] N sin(k/N )

DT Fourier Transform of Aperiodic Signals

X(ej ) =
jn n= x[n]e

x[n] =

1 2

2 0

X(ej )ejn d

1. Proof: From DT Fourier series Xk of a periodic sequence x[n] to DT Fourier transform X(ej ) of an aperiodic sequence x[n] by letting the period N .
N

x[n] =
k=1 N

Xk ej0 kn , where 0 1 N d 2
2 :0 <N >

2 N

=
k=1 2

x[m]ej0 km ej0 kn
m

let N , 0 N = 2, 0 d 0,

and k0 =

=
:0

x[m]ejm ejn
m:

x[n] = X(e )
j

1 2

X(ej )ejn d (Inverse DTFT)

jn

x[n]e
n:

= X(z)|z=ej , (DTFT), where X(z)

n:

x[n]z n

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2. x[n] is a sampled sequence of a rectangular pulse train with width 2N1 + 1 and period N : 1
N1 0 N1 N

Let 2N1 + 1 = 5 and increase the period from N = 10, 20, 40, and so on, then the DT Fourier series coecients(scaled by N ) will approach the DTFT X(): N Xk = 3. Examples: (a) Ex 5.1. an u[n] (b) Ex 5.2. a|n|
1 , if |a| 1aej aej 1 + 1aej 1aej 1 sin (N1 + 2 ) sin[2k(N1 + 1/2)/N ] when N , N Xk X(ej ) = sin(k/N ) sin(/2)

< 1. =
1a2 , 12a cos +a2

if |a| < 1.

(c) Ex 5.3. A rectangular pulse within N1 (d) Ex 5.4(a) [n] 1.

1 sin (N1 + 2 ) sin(/2) .

(e) Ex 5.4(b) Find the inverse DTFT of the rectangular pulse spectrum F (ej ) bandlimited to W = /4. f [n] = 1 2

F (ej )ejn d =

1 2

W W

ejn d =

1 jn e j2n

=
W

sin W n . n

Compare with its duality: a rectangular sequence sinc-like spectrum(with aliasing) in Example 5.3(Figure 5.6).

DTFT of Periodic Sequences

1. Complex exponential: (See Figure 5.8)

x[n] = ej0 n X(ej ) =

k=

2( 0 2k)

(Pf): The inverse transform of X(ej ) is x[n] = 1 2 1 2 X(ej )ejn d

2

2( 0 2k)ejn d, = ej0 n

only one impulse within the interval of 2

= e

k= j(0 +2r)n

2. Any periodic sequence x[n] with period N can be represented with a Fourier series expansion as
N 1

x[n] =
k=0

Xk ejk(2/N )n

Thus,
N 1

X(ej ) = DT F T {x[n]} =
k=0

Xk
l=

2(

2k 2l) = N

2Xk (
k=

2k ) N

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3. Examples (a) Ex 5.5 (See Figure 5.10) cos 0 n = 1 j0 n 1 j0 n e + e 2 2

[( 0 2k) + ( + 0 2k)]
k=

(b) Ex 5.6 (See Figure 5.11)

k=

2 [n kN ] N

(
k=

2k ) N

DTFT Properties
1. DTFT X(ej ) is a continuous function of the frequency . 2. DTFT X(ej ) is a periodic function of with period 2. Because X() = X( + 2) = X( + 4) = = X( 2) = 3. DTFT is linear: ax[n] + by[n] aX(ej ) + bY (ej ). 4. Time shift: x[n n0 ] ejn0 X(ej ) 5. Frequency shift: ej0 n x[n] X(ej(0 ) ). [Ex5.7] Convert a LowPass lter to a HighPass lter: Hhpf () = Hlpf ( ) hhpf [n] = ejn hlpf [n] = (1)n hlpf [n] which means that if hlpf [n] =1, 1, 1, 1, 1, 1, 0000 is a LPF, then we can easily obtain a HPF hhpf [n] =1, -1, 1, -1, 1, -1, 0000 by changing the odd-numbered coecients of the LPF. (See Figure 5.12) 6. Conjugation: x [n] X (ej ) 7. If x[n] is a real-valued sequence, then (a) X(ej ) is conjugate-symmetric, X(ej ) = X (ej ), (b) amplitude spectrum is even: |X(ej )| = |X(ej )|, (c) phase spectrum is odd: X(ej ) = X(ej ). 8. Time reversal: x[n] X(ej ). 9. Dierentiation in Frequency: nx[n] j dX(e d
j )

10. Parsevals relation:

|x[n]|2 =
n:

1 2

|X(ej )|2 d
2

11. Convolution property: If y[n] = x[n] h[n] then Y (ej ) = X(ej )H(ej ). 12. Multiplication: If z[n] = x[n]y[n], then Z() =
1 2 2

X(ej )Y (ej() )d.

13. Time-scaling? x[ n ] X(ejk ). What is x[kn] ? k III-C - 3

DT LTI systems: dierence equations

N M

For a DT LTI system satisfying an N th order dierence equation: ak y[n k] =

k=0 k=0

bk x[n k]

Its frequency response is given by H(ej ) = [Pf] 1. Denote h[n] as the impulse response, then y[n] = x[n] h[n]. 2. By the convolution property, Y (ej ) = X(ej ) H(ej ), where H(ej ) is the DTFT of h[n]. 3. Apply DTFT to both sides and from the time-delay property( y[nk] replaced by ejk Y (ej )):
N M

Y (ej ) = X(ej )

M jk k=0 bk e N jk k=0 ak e

ak e
k=0

jk

Y (e ) =
k=0

bk ejk X(ej )

4. Now the frequency response is simply the ratio of outputs and inputs spectra: Y (ej ) = H(e ) = X(ej )
j M jk k=0 bk e . N jk k=0 ak e

1 3 [Ex 5.19] For a DT LTI system: y[n] 4 y[n 1] + 8 y[n 2] = 2x[n].

1. Take DTFT, we have 3 1 Y (ej ) ej Y (ej ) + ej2 Y (ej ) = 2X(ej ) 4 8 2. Its frequency response is H(ej ) = 3. By partial fractional expansion, H(ej ) = = 4 1
1 j 2e Y (ej ) X(ej )

2 . 1 1 3 ej + 8 ej2 4

2 1
1 j 4e

1 4. From Inverse DTFT, its impulse response is h[n] = DTFT1 {H(ej )} = 4( 2 )n u[n] 2( 1 )n u[n]. 4

Take a look at the dierence equation again. It appears to be dicult in solving the impulse response h[n] by directly plugging x[n] = [n]. Thanks to the tool of F.T., we can solve it in the transform frequency domain. Z transform is another useful technique.

III-C - 4