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Appendix C

The Discrete-Time Fourier Transform,

The Discrete Fourier Transform

and The Fast Fourier Transform

C.1 THE DISCRETE-TIME FOURIER TRANSFORM

The discrete-time Fourier transform (DTFT) of a signal sequence u½n& is defined as

 

 

1

X

 

 

1

 

Uðf Þ ¼

F

u½n&e j 2pfnTs

ðC:1-1Þ

 

 

 

n¼ 1

 

u½n& is usually equal to a sampled signal uðnTsÞ, Ts being the sampling interval, and

F¼ 1=Ts. Ts and F are usually assumed to be 1 in the literature. The inverse DTFT is given by

u½n& ¼

Fð=2

Uð f Þe j2pfnTs df

ðC:1-2Þ

 

F=2

 

 

The existence conditions for the DTFT can be written as

X1

E1 ¼ jjujj1 ¼

ju½n&j < 1

ðC:1-3Þ

n¼ 1

 

If u½n& satisfies Eq. (C.1-3), it is also true that

 

E1 E2 ¼ jjujj2 ¼

1

ðC:1-4Þ

ju½n&j2 < 1

 

n¼ 1

 

 

X

 

The properties of the DTFT are very similar to the properties of the Fourier transform discussed in Chapter 2.

Diffraction, Fourier Optics and Imaging, by Okan K. Ersoy

Copyright # 2007 John Wiley & Sons, Inc.

391


392

Signal

APPENDIX C: THE DISCRETE-TIME FOURIER TRANSFORM

1

0.8

0.6

0.4

0.2

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

–20

–15

–10

–5

0

5

10

15

20

 

 

 

 

 

Time

 

 

 

 

 

 

 

 

 

(a)

 

 

 

 

 

80

 

 

 

 

 

 

 

 

 

70

 

 

 

 

 

 

 

 

 

60

 

 

 

 

 

 

 

 

Transform

50

 

 

 

 

 

 

 

 

40

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

30

 

 

 

 

 

 

 

 

 

20

 

 

 

 

 

 

 

 

 

10

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

–10–10

 

–5

 

0

 

5

 

10

 

 

 

 

 

Frequency

 

 

 

 

 

 

 

 

 

(b)

 

 

 

 

 

Figure C.1.

(a) Rectangular pulse signal for N ¼ 12, (b) the DTFT of the signal.

 

EXAMPLE C.1 Find the DTFT of

u½n& ¼

1 jnj N

0 otherwise

with Ts ¼ 1.

Solution: u½n& is shown in Figure C.1(a) for N ¼ 12.


THE RELATIONSHIP BETWEEN THE DISCRETE-TIME FOURIER TRANSFORM

393

We have

U

 

f

 

 

 

N

e j 2pfk

 

N

e j 2pf

 

ð

Þ ¼

 

¼

ð

k

 

 

k¼ N

 

Þ

 

 

 

 

 

 

 

k¼ N

 

 

 

 

 

 

 

 

 

X

 

 

X

 

 

 

Letting ‘ ¼ k þ N, this becomes

 

 

 

 

 

 

 

 

 

U

 

f

 

e j 2pfN

2N

e j 2pf

 

 

 

 

 

ð

Þ ¼

 

 

 

 

 

 

 

 

 

k¼0

 

 

 

 

 

 

 

 

 

 

 

X

 

 

 

 

The summation on the right hand side is the sum of the first (2N þ 1) terms in a geometric series, which equals ð1 r2Nþ1Þ=ð1 rÞ, r being e j2pf . Thus,

Uðf Þ ¼ ej2pfN ½1 e j2pf ð2Nþ1Þ&

1 e j2pf

¼ sinð2pf ðN þ 1=2ÞÞ sinðpf Þ

Figure C.1(b) shows Uð f Þ for N ¼ 12. It is observed that Uð f Þ is similar to the sin function for small f, but becomes totally different as f approaches 1.

C.2 THE RELATIONSHIP BETWEEN THE DISCRETE-TIME FOURIER TRANSFORM AND THE FOURIER TRANSFORM

Consider the FT representation of an analog signal uðtÞ given by Eq. (1.2.2) as

 

1

U0ð f Þe j2pftdf

 

uðtÞ ¼

ð

ðC:2-1Þ

 

1

 

 

where U0ð f Þ is the FT of uðtÞ. The sequence u½n& is assumed to be obtained by sampling of uðtÞ at intervals of Ts such that u½n& ¼ uðnTsÞ. Comparing Eq. (C.2-1) to Eq. (C.1-2) shows that the DTFT Uð f Þ of u½n& is related to U0ð f Þ by

F=2

 

1

 

 

ð

Uð f Þe j2pfnTs df ¼

ð

U0ð f Þe j2pfnTs df

ðC:2-2Þ

F=2

 

1

 

 

By expressing the right-hand integral as a sum of integrals, each of width F, Eq. (C.2-2) can be written as

Fð=2

U0ð f Þe j2pfnTsdf ¼

Fð=2 "

1

U0ð f þ ‘FÞ#e j2pfnTs df

ðC:2-3Þ

 

F=2

 

 

F=2

X

 

 

 

 

 

¼ 1

 

 


394 APPENDIX C: THE DISCRETE-TIME FOURIER TRANSFORM

Equating the integrands gives

X1

Uð f Þ ¼

U0ð f þ ‘FÞ

ðC:2-4Þ

 

‘¼ 1

 

If U0ð f Þ has bandwidth less than F, we see that

 

U0ð f Þ ¼ U0ð f Þ

ðC:2-5Þ

In many texts, Ts is chosen equal to 1 for convenience. This means uðtÞ is actually replaced by uðtTsÞ. uðtTsÞ has FT given by 1=TsU0ð f =TsÞ by Property 16 discussed in Section 1.9. Hence, Eq. (C.2-4) can be written as

 

 

 

X

 

 

 

 

 

 

U f

Þ ¼

1

1

U0

f þ ‘

 

ð

C:2-6

Þ

ð

Ts ‘¼ 1

 

Ts

 

where Uðf Þ is the DTFT of the sampled signal obtained from uðtTsÞ at a sampling rate equal to 1.

Equations (C.2-4) and (C.2-6) show that the DTFT of a signal which is not bandlimited is an aliased version of the FT of the continous-time signal. The resulting errors tend to be significant as f approaches F since UðFÞ equals Uð0Þ, and Uð0Þ is usually large.

C.3 DISCRETE FOURIER TRANSFORM

The orthonormalized discrete Fourier transform (DFT) of a periodic sequence u½n& of length N is defined as

1

X

 

N 1

ðC:3-1Þ

U½k& ¼ pN

u½n&e 2pjnk=N

 

 

n¼0

 

 

 

 

The inverse DFT is given by

X

 

 

 

 

1

N 1

ðC:3-2Þ

u½n& ¼ pN

U½k&e2pjnk=N

 

 

k¼0

 

 

 

 

The DFT defined above is orthonormal. The equations can be further simplified if normality is not required as follows:

XN 1

U½k& ¼

 

u½n&e j2pnk=N

ðC:3-3Þ

 

n¼0

 

 

 

X

 

 

1

N 1

 

u½n& ¼

N

U½k&e j2pnk=N

ðC:3-4Þ

 

 

k¼0

 


FAST FOURIER TRANSFORM

395

The 2-D DFT is obtained from the 1-D DFT by applying the 1-D DFT first to the rows of a signal matrix, and then to its columns or vice versa. If the 2-D periodic sequence is given by u½n1; n2&, 0 n1 < N1; 0 n2 < N2, its 2-D DFT can be written as

 

N1

 

 

1 N2

 

1

 

 

 

n1k

n2k2

 

 

 

 

 

 

 

 

 

u½n1; n2&e 2pjh

1

þ

 

 

i

 

 

U½k1; k2& ¼

 

 

 

N1

N2

 

ðC:3-5Þ

 

n1

¼0

n2¼0

 

 

 

 

 

 

 

 

 

 

 

 

X X

 

 

 

 

 

 

 

 

 

 

 

The inverse 2-D DFT is given by

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

u½n1; n2& ¼ N11N2

X X

U½k1; k2

&e2pjh N1

þ N2

i

ðC:3-6Þ

 

 

 

1 N2

 

1

 

 

 

N1

 

 

 

 

n1k1

n2k2

 

k1¼0 k2¼0

C.4 FAST FOURIER TRANSFORM

The fast Fourier transform (FFT) refers to a set of algorithms for the fast computation of the DFT. An FFT algorithm reduces the number of computations for an N point transform from Oð2N2Þ to Oð2N log NÞ.

FFT algorithms are based on a divide-and-conquer approach. They are most

efficient when the number N of data points is highly composite and can be written as N ¼ r1 r2 . . . rm. When y00 ¼ c0 þ c1; y01 ¼ c0 þ c2, N equals rm, and r is called the radix of the FFT algorithm. In this case, the FFT algorithm has a regular

structure.

The divide-and-conquer approach is commonly achieved by either decimation- in-time (DIT) or decimation-in-frequency (DIF). To illustrate these two concepts, consider N ¼ 2m. In the DIT case, we may divide the data x(n) into two sequences according to

 

u1 n ¼ u½2n&

n

¼

0; 1; . . . ;

N

 

1

ð

C:4-1

Þ

 

 

 

u2½n&½ ¼& u½2n þ 1&

 

 

 

 

 

2

 

 

 

frequency components are considered in two batches as U 2k

&

In the DIF case, the

N

 

 

 

 

 

 

 

 

 

 

 

 

 

½

 

and U½2k þ 1&, k ¼ 0;

1; . . . ; 2 1.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

We describe the DIT algorithm further. Eq. (C.1-1) can be written as

 

 

 

 

 

U½k& ¼ U1½k& þ e j

2pk

U2½k&

 

 

ðC:4-2Þ

 

N

 

 

 

X

 

 

 

 

2pkm

 

 

 

 

 

 

 

 

 

 

N2 1

x½2m&e j

 

 

 

 

 

 

 

 

 

 

U1½k& ¼

N2

 

 

 

 

 

 

ðC:4-3Þ

 

m¼0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

X

 

 

 

 

 

 

 

2pkm

 

 

 

 

 

 

 

 

N2 1

u½2m þ 1&e j

 

 

 

 

 

 

 

U2½k& ¼

N2

 

 

ðC:4-4Þ

m¼0