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1 EE361: SIGNALS AND SYSTEMS II CH5: DISCRETE TIME FOURIER TRANSFORM http://www.ee.unlv.edu/~b1morris/ee361 2 FOURIER TRANSFORM DERIVATION CHAPTER 5.1-5.2 3 FOURIER SERIES REMINDER Previously, FS allowed representation of a periodic


  1. 1 EE361: SIGNALS AND SYSTEMS II CH5: DISCRETE TIME FOURIER TRANSFORM http://www.ee.unlv.edu/~b1morris/ee361

  2. 2 FOURIER TRANSFORM DERIVATION CHAPTER 5.1-5.2

  3. 3 FOURIER SERIES REMINDER ๏‚ก Previously, FS allowed representation of a periodic signal as a linear combination of harmonically related exponentials ๐‘ ๐‘™ = 1 ๐‘‚ ฯƒ ๐‘œ=<๐‘‚> ๐‘ฆ ๐‘œ ๐‘“ โˆ’๐‘˜๐‘™๐œ• 0 ๐‘œ ๐‘’๐‘ข ๏‚ก ๐‘ฆ[๐‘œ] = ฯƒ ๐‘™=<๐‘‚> ๐‘ ๐‘™ ๐‘“ ๐‘˜๐‘™๐œ• 0 ๐‘œ 2๐œŒ ๏‚ก ๐œ• 0 = ๐‘‚ ๏‚ก Would like to extend this (Transform Analysis) idea to aperiodic (non-periodic) signals

  4. 4 DT FOURIER TRANSFORM DERIVATION ๏‚ก Intuition (same idea as CTFT): ๏‚ก Consider a finite signal ๐‘ฆ[๐‘œ] ๏‚ก Periodic pad to get periodic signal เทค ๐‘ฆ[๐‘œ] ๏‚ก Find FS representation of เทค ๐‘ฆ[๐‘œ] ๏‚ก Analyze FS as ๐‘‚ โ†’ โˆž (๐œ• 0 โ†’ 0) to get DTFT ๏‚ก Note DTFT is discrete in time domain โ€“ continuous in frequency domain ๏‚ก Envelope ๐‘Œ(๐‘“ ๐‘˜๐œ• ) of normalized FS coefficients {๐‘ ๐‘™ ๐‘‚} defines the DTFT (spectrum of ๐‘ฆ[๐‘œ] )

  5. 5 DT FOURIER TRANSFORM PAIR 1 2๐œŒ ๐‘Œ ๐‘“ ๐‘˜๐œ• ๐‘“ ๐‘˜๐œ•๐‘œ ๐‘’๐œ• synthesis eq (inverse FT) ๏‚ก ๐‘ฆ[๐‘œ] = 2๐œŒ ืฌ ๏‚ก ๐‘Œ ๐‘“ ๐‘˜๐œ• = ฯƒ ๐‘œ=โˆ’โˆž โˆž ๐‘ฆ ๐‘œ ๐‘“ โˆ’๐‘˜๐œ•๐‘œ analysis eq (FT) ๏‚ก DTFT is discrete in time โ€“ continuous in frequency ๏‚ก Notice the DTFT ๐‘Œ(๐‘“ ๐‘˜๐œ• ) is period with period 2๐œŒ

  6. 6 DTFT CONVERGENCE ๏‚ก The FT converges if absolutely summable ๏‚ก ฯƒ ๐‘œ ๐‘ฆ ๐‘œ < โˆž 2 < โˆž finite energy ๏‚ก ฯƒ ๐‘œ ๐‘ฆ ๐‘œ ๏‚ก iFT has not convergence issues because ๐‘Œ ๐‘“ ๐‘˜๐œ• is periodic ๏‚ก Integral is over a finite 2๐œŒ period (similar to FS)

  7. 7 FT OF PERIODIC SIGNALS ๏‚ก Important property ๏‚ก ๐‘ฆ ๐‘œ = ๐‘“ ๐‘˜๐‘™๐œ• 0 ๐‘œ โ†” ๐‘Œ ๐‘˜๐œ• = ฯƒ ๐‘š=โˆ’โˆž โˆž 2๐œŒ๐œ€ ๐œ• โˆ’ ๐‘™๐œ• 0 โˆ’ 2๐œŒ๐‘š ๏‚ก Impulse at frequency ๐‘™๐œ• 0 and 2๐œŒ shifts ๏‚ก Transform pair ๏‚ก ฯƒ ๐‘™=<๐‘‚> ๐‘ ๐‘™ ๐‘“ ๐‘˜๐‘™๐œ• 0 ๐‘œ โ†” 2๐œŒ ฯƒ ๐‘™=โˆ’โˆž โˆž ๐‘ ๐‘™ ๐œ€ ๐œ• โˆ’ ๐‘™๐œ• 0 ๏‚ก Each ๐‘ ๐‘™ coefficient gets turned into a delta at the harmonic frequency

  8. 8 DTFT PROPERTIES AND PAIRS CHAPTER 5.3-5.6

  9. 9 PROPERTIES/PAIRS TABLES ๏‚ก Most often will use Tables to solve problems ๏‚ก Table 5.1 pg 391 โ€“ DTFT Properties ๏‚ก Table 5.2 pg 392 โ€“ DTFT Transform Pairs

  10. 10 NOTEWORTHY PROPERTIES ๏‚ก Periodicity โ€“ ๐‘Œ ๐‘“ ๐‘˜๐œ• = ๐‘Œ ๐‘“ ๐‘˜ ๐œ•+2๐œŒ ๏‚ก Time shift โ€“ ๐‘ฆ ๐‘œ โˆ’ ๐‘œ 0 โ†” ๐‘“ โˆ’๐‘˜๐œ•๐‘œ 0 ๐‘Œ ๐‘“ ๐‘˜๐œ• ๏‚ก Frequency/phase shift โ€“ ๐‘“ ๐‘˜๐œ• 0 ๐‘œ ๐‘ฆ ๐‘œ โ†” ๐‘Œ ๐‘“ ๐‘˜ ๐œ•โˆ’๐œ• 0 ๏‚ก Convolution โ€“ ๐‘ฆ ๐‘œ โˆ— ๐‘ง ๐‘œ โ†” ๐‘Œ ๐‘“ ๐‘˜๐œ• ๐‘ ๐‘“ ๐‘˜๐œ• 1 2๐œŒ ๐‘Œ ๐‘“ ๐‘˜๐œ„ ๐‘ ๐‘“ ๐‘˜ ๐œ•โˆ’๐œ„ ๏‚ก Multiplication โ€“ ๐‘ฆ ๐‘œ ๐‘ง ๐‘œ โ†” ๐‘’๐œ„ 2๐œŒ ืฌ ๏‚ก Notice this is an integral over a single period ๏ƒ  periodic convolution 1 2๐œŒ ๐‘Œ ๐‘“ ๐‘˜๐œ• โˆ— ๐‘ ๐‘“ ๐‘˜๐œ•

  11. 11 NOTEWORTHY PAIRS I ๏‚ก Decaying exponential ๏‚ก โ„Ž ๐‘œ = ๐‘ ๐‘œ ๐‘ฃ[๐‘œ] ๐‘ < 1 ๏‚ก Magnitude response

  12. 12 DECAYING EXPONENTIAL ๏‚ก 0 < ๐‘ < 1 ๏‚ก โˆ’1 < ๐‘ < 0 ๏‚ก Lowpass filter ๏‚ก Highpass filter

  13. 13 NOTEWORTHY PAIRS II ๏‚ก Impulse ๏‚ก ๐‘ฆ ๐‘œ = ๐œ€[๐‘œ] โ†” ๐‘Œ ๐‘“ ๐‘˜๐œ• = ฯƒ ๐‘œ ๐œ€ ๐‘œ ๐‘“ โˆ’๐‘˜๐œ•๐‘œ = ฯƒ ๐‘œ ๐œ€ ๐‘œ ๐‘“ โˆ’๐‘˜๐œ• 0 = ฯƒ ๐‘œ ๐œ€ ๐‘œ = 1 ๏‚ก ๐‘ฆ ๐‘œ = ๐œ€ ๐‘œ โˆ’ ๐‘œ 0 โ†” ๐‘Œ ๐‘“ ๐‘˜๐œ• = ฯƒ ๐‘œ ๐œ€ ๐‘œ โˆ’ ๐‘œ 0 ๐‘“ โˆ’๐‘˜๐œ•๐‘œ = ฯƒ ๐‘œ ๐œ€ ๐‘œ โˆ’ ๐‘œ 0 ๐‘“ โˆ’๐‘˜๐œ•๐‘œ 0 = ๐‘“ โˆ’๐‘˜๐œ•๐‘œ 0 ๏‚ก Rectangle pulse sin ๐œ• 2๐‘‚1+1 ๏‚ก ๐‘ฆ ๐‘œ = แ‰Š1 ๐‘œ โ‰ค ๐‘‚ 1 โ†” ๐‘Œ ๐‘“ ๐‘˜๐œ• = ฯƒ ๐‘œ=โˆ’๐‘‚ 1 ๐‘“ โˆ’๐‘˜๐œ•๐‘œ = ๐‘‚ 1 2 sin ๐œ• 0 ๐‘œ > ๐‘‚ 1 2 ๏‚ก Periodic signal ๏‚ก ๐‘ฆ ๐‘œ = ฯƒ ๐‘™=<๐‘‚> ๐‘ ๐‘™ ๐‘“ ๐‘˜๐‘™๐œ• 0 ๐‘œ โ†” ๐‘Œ ๐‘“ ๐‘˜๐œ• = 2๐œŒ ฯƒ ๐‘™=โˆ’โˆž โˆž ๐‘ ๐‘™ ๐œ€ ๐œ• โˆ’ ๐‘™๐œ• 0 ๏‚ก One period of ๐‘ ๐‘™ copied

  14. 14 DTFT AND LTI SYSTEMS CHAPTER 5.8

  15. 15 GENERAL DIFFERENCE EQUATION SYSTEM ๏‚ก Solve for frequency response ๏‚ก Take FT of both sides ๏‚ก Rational form โ€“ ratio of polynomials in e โˆ’๐‘˜๐œ• ๏‚ก Best solved using partial fraction expansion (Appendix A) ๏‚ก Note special heavy-side cover-up approach for repeated root

  16. 16 LTI SYSTEM APPROACH ๏‚ก Same techniques as in continuous case ๏‚ก ๐‘ ๐‘“ ๐‘˜๐œ• = ๐ผ ๐‘“ ๐‘˜๐œ• ๐‘Œ ๐‘“ ๐‘˜๐œ• ๏‚ก Partial fraction expansion ๏‚ก Inverse FT with tables

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