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Discrete-Time Fourier Transform Continuous-Time Fourier Transform Discrete-Time Fourier Transform. Discrete-Time Fourier Transform Theorems. Band-Limited Discrete-Time Signals The Frequency Response of an LTI Discrete-Time System Phase and Group Delays

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Page 1: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Discrete-Time Fourier Transform

• Continuous-Time Fourier Transform

• Discrete-Time Fourier Transform.

• Discrete-Time Fourier Transform Theorems.

• Band-Limited Discrete-Time Signals

• The Frequency Response of an LTI Discrete-Time System

• Phase and Group Delays

Page 2: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

.)()(

.)(2

1)(

.

∞+

∞−

∞+

∞−

=

=

dtetxjX

TransformFourierorequationAnalysis

dejXtx

FTInverseorequationSynthesis

tj

tj

ω

ω

ω

ωωπ

Continuous-Time Fourier

Transform Pair Equation

Page 3: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

)}(Re{

)}(Im{tan)}(arg{

spectrum phase theis )(

spectrum. magnitude theis |)(|

|)(|

)}(Im{)}(Re{)(

)()(

)()(:

)(2

1)(:

1

)(

ω

ωω

ω

ω

ω

ωωω

ω

ω

ωωπ

ω

ω

ω

ω

ω

jX

jXjX

jX

jX

ejX

jXjjXjX

jXtx

dtetxjXCTFT

dejXtxCTFTInverse

jXj

CTFT

t

t

tj

tj

+∞=

−∞=

+∞=

−∞=

==

=

+=

→←

=−

=−

Continuous-Time Fourier

Transform

Page 4: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

ω

ω

ω

ω

ωω

ω

jatue

eja

edtee

dtetxjX

tuetx

Example

CTFTat

tja

jattjat

t

t

tj

at

+ →←

+

−=

==

=

=

∞+−

∞+−−

∞−

+∞=

−∞=

∫∫

1)(

|1

)()(

)()(

1.3

0

)(

0

)(

0

Page 5: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Convergence of CTFT

• CTFT of continuous-time signal will only exist if the

Dirichlet conditions are satisfied:-

• (1) Signal must have finite number of discontinuities

and finite number of maximum & minimum in any

finite interval of time.

• (2) Signal must be absolutely integrable:-

∫∞

∞−∞<dttx )(|

Page 6: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Properties of Fourier Transform

• Linearity

• Time Shifting

• Conjugation

• Differentiation in the time-domain

• Integration in the time-domain

• Time and Frequency Scaling.

• Duality

• Parseval’s Relation

• Convolution

• Multiplication

Page 7: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Summary of the approach to

obtain the Fourier Transform for

Discrete-time aperiodic signals.

x[n]of TransformFourier ][x of seriesFourier and

],[][x

increases, ][x of period as -

series.Fourier a has ][x -

x[n].is period oneich wh

for ][x signal periodicconstruct -

APERIODIC x[n]

~

~

~

~

~

n

nxn

n

n

n

Page 8: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Development of Discrete-time

Fourier Transforms. DTFT.

1.5......][

signal periodic time-discrete of SeriesFourier

)/2(~

EqneanxNk

nNjk

k∑>=<

-N 0 NN2-N1

-N1 0 N2

x[n}

Page 9: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Development of Discrete-time

Fourier Transforms.

.][)X(e

-:SpectrumFourier or TransformFourier equation, Analysis 2)

.)(2

1x[n]

-:TransformFourier Inverse equation, Synthesis 1)

-:aspair TransformFourier time-Discrete thehave weThus

j

2

−∞=

−=

=

n

nj

njj

enx

deeX

ωω

ω

π

ω ωπ

Page 10: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Discrete-time Fourier Transform

spectrum phase theasknown is

)}(Re{

)}(Im{tan)}(arg{ )(

spectrum. magnitude asknown is |)X(|

e|)X(|

)}(Im{)}(Re{)(

)(x[n]

1

)(j

ω

ωωω

ω

ω

ωωω

ω

ω

j

jjj

j

eXj

jjj

jDTFT

eX

eXeXeX

e

e

eXjeXeX

eX

j

==∠

=

+=

Page 11: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Example 3.6 Discrete-time Fourier Transform.

10],[][ <<= anuanxn

n0

Page 12: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Example 3.6 Discrete-time Fourier Transform.

ω

ωωω

jn

nj

n

njnj

n

aeaeenuaeX

anuanx

=

−∞

−∞=

−===

<<=

∑∑1

1)(][)(

10],[][

0

ω

)1(

1

a−

)1(

1

a+

π 2π-π

|X(ω)|

0

Phase X(ω)

π 2π-π

)1/(tan 21aa −

)1/(tan 21aa −−

Page 13: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Properties of Discrete-time Fourier Transforms.

)2()(

:

)(x[-n]

)(x[n]

DTFT

DTFT

mXX

Periodic

eX

eX

j

j

πωω

ω

ω

+=

Page 14: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Properties of Discrete-time Fourier Transforms.

).(][

)()(][][

-j.j replacing ie.

_:equation above of sideboth on n conjugatio Taking

)()(][][

)(][:From oofPr

)(][

:n Conjugatio

**

**

ω

ωω

ωω

ω

ω

jDTFT

j

im

j

re

DTFT

imre

j

im

j

re

DTFT

imre

jDTFT

jDTFT

eXnx

ejXeXnjxnx

ejXeXnjxnx

eXnx

eXnx

−−

↔∴

−↔−

=

+↔+

↔−

Page 15: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Properties of Discrete-time Fourier Transforms.

. offunction oddan is )( i.e. ,)()(

. offunction even an is )( i.e. ),()(

)()()()(

real. is x[n]because )()( Since

)()()(X and

)()()( -:DefinationBy

)()([n]x then x[n]real, is ][ If

: Conjugate

)(][:n Conjugatio

*

*

*DTFT

*

*DTFT

*

ω

ω

ωωω

ωωω

ωωωω

ωω

ωωω

ωωω

ωω

ω

j

im

j

im

j

im

j

re

j

re

j

re

j

im

j

re

j

im

j

re

jj

j

im

j

re

j

j

im

j

re

j

jj

j

eXeXeX

eXeXeX

ejXeXejXeX

eXeX

ejXeXe

ejXeXeX

eXeXnx

Symmetry

eXnx

−−

−−−

−=∴

=∴

−=+∴

=

−=

+=

=↔=

↔−

Page 16: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Properties of Discrete-time Fourier Transforms.

. offunction oddan is )( angle Phase i.e

)}(X arg{)}(X arg{

)(X arg{ )}(X arg{

real. is x[n]because )()( Since and

)}(X arg{)}(X arg{

)(

)(tan

)(

)(tan)}(X arg{

)(

)(tan)}(X arg{

)(

)(tan)}(X arg{

. offunction even an is|( X|function the|,)(| |)( X| Since

|)(||)(||)(|

)()(|)()(| |)(|

)()(|)()(||)(|

)()(|)()(||)(|

)()()(Xn conjugatio taking

)()()( ,- replacing

)()()( -:DefinationBy

)()([n]x then x[n]real, is ][ If

Conjugate

*

*

*

11*

1

1

*

22*

22

22

*

*..

*

ω

ω

ωω

ω

ωω

ωω

ωω

ωω

ω

ω

ω

ωω

ω

ωω

ω

ωω

ωωω

ωωω

ωωωωω

ωωωωω

ωωωωω

ωωω

ωωω

ωωω

ωω

j

jj

jj

jj

jj

j

re

j

im

j

re

j

imj

j

re

j

imj

j

re

j

imj

jjj

jjj

j

im

j

re

j

im

j

re

j

j

im

j

re

j

im

j

re

j

j

im

j

re

j

im

j

re

j

j

im

j

re

j

j

im

j

re

j

j

im

j

re

j

jjTF

eX

ee

ee

eXeX

ee

eX

eX

eX

eXe

eX

eXe

eX

eXe

eeXe

eXeXeX

eXeXejXeXeX

eXeXejXeXeX

eXeXejXeXeX

ejXeXe

ejXeXeX

ejXeXeX

eXeXnx

Symmetry

−−

−−

−−

−−

−−−−−

−−−−−

−−−

−−−

−=∴

=

=

−=∴

−=−

=

=

=

=

==∴

+=−=

+=+=

+=+=

−=

+=→

+=

=↔=

Page 17: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Properties of Discrete-time Fourier Transforms.

)}(Im{]}[{

. offunction odd is )}({ Im slide, previous From

)}(Re{Ev{x[n]}

. offunction even is )}({ Real slide, previous fromBut

).(Xpart Odd )(part Even )(

x[n]ofpart Odd part x[n]Even x[n]

)}({)}(Re{)( x[n]and real, is ][ If

..

..

..

ω

ω

ω

ω

ωωω

ωωω

ω

ω

jTF

j

jTF

j

jjj

jjjTF

eXjnxOdd

eX

eX

eX

eeXeX

eXjIMeXeXnx

↔∴

↔∴

+=

+=

+=↔

Page 18: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Discrete-time Fourier Transform Theorems.

∑ ∫∞

∞=

=

+↔+

-n2

22

21

.

21

)(.

j

.

0

|)(|2

1|x[n]|

-:relation sParseval'

)()([n]bx[n]ax

-:Linearity

)(][e

-:shiftingFrequency

)(]n- x[n

-:shifting Time

00

0

π

ω

ωω

ωωω

ωω

ωπ

deX

ebXeaX

eXnx

eXe

j

jjTF

jTF

n

jnjTF

Page 19: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Convolution Theorem

h[n]

H(ω)

x[n]

X(ω)

h[n]*x[n]

H(ω)X(ω)

)()(][*][.

ωω XHnxnhTF

Page 20: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Multiplication Theorem

x[n]h[n]x[n]

)(*)(2

1][][ ωω

πXHnxnh

DTFT

x

h[n]

DTFT

Page 21: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Band-Limited Discrete-Time

Signals. (e.g. Bandpass)

aωaω−

-Bandwidth

||, and ||0for ,0)(

b

b

a

ajX

ωω

ωωωωω

=

<≤<≤=

ωππ−bωbω−

Page 22: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Lowpass Discrete-Time Signals

pω−

p

p

pjX

ω

ωω

πωωω

=

<≤≠

<≤=

Bandwidth

||0 0,

|| ,0)(

ωππ−pω

Page 23: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Highpass Discrete-Time Signals

pω−

.-Bandwidth

||0 0,

|| ,0)(

pωπ

ωω

πωωω

=

<≤=

<≤≠

p

pjX

ωππ−pω

0

Page 24: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

e.g. Highpass Discrete-Time real

signal

0 0.5 1-1

-0.5

0

0.5

1Real part

ω/π

Am

plit

ude

0 0.5 1-1

-0.5

0

0.5

1Imaginary part

ω/π

Am

plit

ude

0 0.5 10

0.5

1Magnitude Spectrum

ω/π

Magnitude

0 0.5 1-4

-2

0

2

4Phase Spectrum

ω/π

Phase,

radia

ns

Page 25: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Frequency Response of LTI DTS

.eigenvalue asknown constant complex with multiplied system

theofoutput at thefunction same theproducesion eigenfunct the

asknown signalsinput certain system, LTI ofproperty Important

][][][][][

-:response impulse system with thesequenceinput convolvingby

,calculated is y[n]output domain the timeIn the

∑∑∞

−∞=

−∞=

−=−=kk

knxkhknhkxny

njenx

ω=][

h[n]

njjeeHny

ωω )(][ =

y[n]=x[n]*h[n]

Page 26: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Frequency Response of LTI DTS

)(h[n] i.e.

DTFT. through h[n] response impulse its torelated

is and DTS LTI theof response frequence theis )(

n. k to variable thechangingby h[n] of DTFT theis This

][)( where

)(][

][][y[n]

][][][][][

DTFT

)(

ω

ω

ωω

ωω

ωωω

j

j

k

kjj

njj

k

kjnj

k

knj

kk

eH

eH

ekheH

eeHny

ekheekh

knxkhknhkxny

=

=

==

−=−=

∑∑

∑∑

−∞=

−∞=

−∞

−∞=

−∞=

−∞=

njenx

ω=][

h[n]

njjeeHny

ωω )(][ =

Page 27: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Frequency Response of LTI DTS

)(

)()( i.e. ).(][

).()(][*][

domainfrequency in tion multiplicadomain in timen convolutio

-: theoremDTFTby But

][*][][Domain Time

ω

ωωω

ωω

j

jjj

DTFT

jjDTFT

eX

eYeHeYny

eHeXnhnx

nhnxny

=⇔

=

][nx ][ny

)(

][

njeH

nh

ω

)( ωjeX )( ωj

eY

Page 28: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Frequency Response LTI DTS

Function Lossor on .Attenuati).........-G()A(

Function.Gain )....(|)(|10log20)(

Response.Phase.....................)}........(arg{)(

Response Magnitude...............)()(|)(|

|)(|

)()()(

Response.Frequency asknown is andfunction complex a is )(

22

)(

ωω

ω

ωθ

ω

ω

ωωω

ωθω

ωωω

ω

=

=

=

+=

=

+=

dBdecibelseHG

eH

eHeHeH

eeH

ejHeHeH

eH

j

j

j

im

j

re

j

jj

j

im

j

re

j

j

Page 29: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Frequency Response of LTI FIR

Discrete-Time System

.ein polynomial a is )(e

h[k]e)X(e

)Y(e)(e ResponseFrequency

,)X(eh[k]e)Y(e

-: properties shifting- time&linearity with DTFT Taking

.NN ,k]-h[k]x[ny[n]

-:bygiven ipRelationshOutput -Input

jj

N

Nk

kj-

j

jj

N

Nk

jkj-j

21

N

Nk

2

1

2

1

2

1

ωω

ω

ω

ωω

ωωω

H

H ∑

=

=

=

==∴

=

<=

Page 30: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Frequency Response of LTI IIR

Discrete-Time System

.ein function rational a is )(e

ea

eb

)X(e

)Y(e)(e ResponseFrequency

.)X(eeb)Y(eea

-: properties shifting- time&linearity with DTFT Taking

.k]-x[nbk]-y[na

-:bygiven ipRelationshOutput -Input

jj

0k

kj-

k

M

0k

kj-

k

j

jj

M

0k

jkj-

k

0k

jkj-

k

M

0k

k

0k

k

ωω

ω

ω

ω

ωω

ωωωω

H

HN

N

N

∑∑

∑∑

=

=

==

==

==∴

=

=

Page 31: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Concept of Filtering

• Discrete Signals are sequences of numbers in time-domain.

• Through DTFT, Discrete Signals are transformed into frequency domian which are represented as magnitude and phase spectrum of frequencies.

• Shape the Spectrums to the desired forms by multiplying them with frequency response of LTI Discrete-Time Systems.– Frequency shaping filters

– Frequency selective filters.

Page 32: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Frequency Response of LTI DTS

)(

)()( i.e. ).(][

).()(][*][

domainfrequency in tion multiplicadomain in timen convolutio

-: theoremDTFTby But

][*][][Domain Time

ω

ωωω

ωω

j

jjj

DTFT

jjDTFT

eX

eYeHeYny

eHeXnhnx

nhnxny

=⇔

=

][nx ][ny

)(

][

njeH

nh

ω

)( ωjeX )( ωj

eY

Page 33: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

ω

pω−

p

p

pjX

ω

ωω

πωωω

=

<≤≠

<≤=

Bandwidth

||0 0,

|| ,0)(

ππ−pω

In Frequency Domain

Signal Magnitude Spectrum

Magnitude Response

Of LTI DTS (Filter)

Page 34: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

What happen to Phase?

• Phase and Group Delays need to be considered

since both DTFT of Input and impulse response

are complex functions.

• Multiplying these two complex functions will

result in addition of their phase components

(argument of complex function)

• Group delay is defined as the negative

derivative of phase function with respect to

angular frequency.

Page 35: Discrete-Time Fourier Transformmetalab.uniten.edu.my/~zainul/images/dsp/Microsoft PowerPoint - dspl3.pdf · Discrete-Time Fourier Transform • Continuous-Time Fourier Transform

Phase & Group Delay

0

0

j

jjj

jjj

)(- Delay Phase

)(d-Delay Group

input. thelead loutput wil the0,)( IF

input. thelag loutput wil the0,)( IF

)( as denoted is )(e IF

)(e)(e)Y(e

)(e)(e)Y(e

ω

ωθ

ω

ωθ

ωθ

ωθ

ωθω

ωωω

ωωω

=

=

>

<

∠+∠=∠

=

d

H

HX

HX

)(ωθ