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  • 7/28/2019 Exercises Solved5

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    DIGITAL SIGNAL PROCESSING

    Discrete Fourier Transform

    Solved problems:

    1. Find the Discrete Fourier Transform of the following signal:

    }1,1,1,1{3,2,1,0],[ ==nnf .

    Solution:

    The Discrete Fourier Transform (DFT) of the discrete signal f[n]

    is F[k]:

    NjN

    n

    kn eWNkWnfkF

    21

    0

    ,1,...1,0,][][

    =

    === wherefor

    In our case, N=4 so the last equation for F[k], written in matrix

    notation is:

    fTF = , where T is matrix of the transform, with elements Tij=Wij,

    i, j = 0..N- 1:

    jWjW

    jeeW

    WWW

    WWW

    WWW

    F

    F

    F

    F

    jj

    ===

    ===

    =

    322

    24

    2

    963

    642

    32

    ;1)(

    ;

    1

    1

    1

    1

    1

    1

    1

    1111

    ]3[

    ]2[

    ]1[

    ]0[

    Using the property of periodicity of W ( ZrWWNrpp

    =+ , ) with

    basic period N=4, we get:

    jWWWWWWWWW ========= 89429924660444 ;1;1

    Now we can compute F[k], k=0..3 with this matrix equation:

    +

    =

    =

    j

    j

    jj

    jj

    F

    F

    F

    F

    22

    0

    22

    0

    1

    1

    1

    1

    11

    1111

    11

    1111

    ]3[

    ]2[

    ]1[

    ]0[

    DFT of the signal f[n], n=0..3 is F[k], k=0..3 = {0, 2-2j, 0, 2+2j}

    2. Find the inverse DFT of F[k], k=0,1,2,3 = {0, 2-2j, 0, 2+2j}.

    Solution:

    The Inverse Discrete Fourier Transform (IDFT) of F[k] is thesignal f[n]:

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    1,...1,0,][1

    ][1

    0

    ==

    =

    NnWkF

    Nnf

    N

    k

    kn, where N

    j

    eW

    2

    =

    The last equation written in matrix notation is:

    FTN

    1FTf

    *1==

    , whereTis the matrix of transform.

    From previous we have

    =

    =

    jj

    jj

    jj

    jj

    11

    1111

    11

    1111

    ,

    11

    1111

    11

    1111

    *TT so

    =

    +

    =

    1

    1

    1

    1

    22

    0

    22

    0

    11

    1111

    11

    1111

    1

    ]3[

    ]2[

    ]1[

    ]0[

    j

    j

    jj

    jj

    N

    f

    f

    f

    f

    We got that IDFT of F[k], k=0..3 is the signal f[n], n=0..3 = {1, 1, -1, -1}.

    3. Find the Z-transform of the following signal:

    f[n], n=...-2,-1,0,1,2,3,5,... = {...0, 0, 1, 1, -1, -1, 0, 0,...}

    Find its frequency spectrum for the following frequencies:

    2

    3,,

    2

    ,0

    ==== TTTT and

    Solution:

    The Z-transform of the signal f[n] is:

    )1()1()1(11][)( 21121321

    =

    +=++=+== zzzzzzzzznfzF

    n

    n

    The frequency spectrum of the signal f[n] is:

    )( TjeF = Tjez

    zF =

    )(

    )1()1()( 2 TjTjTj eeeF +=

    The spectrum for the specific frequencies is:

    ;222)1()1()1()(

    ;000)1()1()(

    ;222)1()1()1()(

    ;0)11()11()(

    32

    3

    2

    3

    2

    22

    0

    jjeeeF

    eeeF

    jjeeeF

    eF

    jjj

    jjj

    jjj

    j

    +=+=+=

    ==+=

    ==+=

    =+=

    If we compare the values of the frequency spectrum with thevalues from the previous example (DFT of the same signal) we can

    see that by computing N-point DFT of a signal we actually

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    compute N equally-spaced samples from the frequency spectrum of

    that signal:

    1,...1,0),(|)(][

    2

    2 ===

    =

    NkeFeFkFk

    Nj

    kN

    T

    Tj

    4. Find the even and the odd part of the following signals:

    f[n], n=0..3 = {1, 1, -1, -1}, and

    F[k], k=0..3 = {0, 2-2j, 0, 2+2j}

    Solution:

    The even part of f[n] is fp[n], where fp[n] is computed by:

    )])[(][(2

    1][ nNfnfnf

    p

    += ,

    while odd part of f[n] is fn[n]:

    )])[(][(2

    1][ nNfnfnfn =

    Where (N-n) means NnN mod)( .

    For example, if f[n] is the following signal:

    ]}1[],2[],...2[],1[],0[{1..0],[ == NfNffffNnnf ,

    then, the signal )][( nNf is:

    ]}1[],2[],...2[],1[],0[{1..0)],[( ffNfNffNnnNf==

    In our case, f[n]={1, 1, -1, -1}, so f[(N-n)]={1, -1, -1, 1}

    The even part of f[n] is:

    )])[(][(2

    1][ nNfnfnfp += = {1, 0, -1, 0}, while the odd part is:

    )])[(][(2

    1][ nNfnfnfn = = {0, 1, 0, -1}.

    Similarly, for F[k] we get:

    F[(N-k)]={0, 2+2j, 0, 2-2j};

    The even part is: Fp[k]={0, 2, 0, 2};

    The odd part is: Fn[k]={0, -2j, 0, 2j}.

    5. Find the DFT of the signals fp[n] and fn[n], using the resultsfrom the previous example.

    Solution:

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    On figure 14 are shown the correspondences between the real, the

    imaginary, the even and the odd parts of signal and his Discrete

    Fourier Transform. The black arrow connects the signals

    that form transform pair.

    Figure 14

    According to this property of symmetry of the Discrete Fourier

    Transform, if DFT of f[n]={1, 1, -1, -1} is F[k]={0, 2-2j, 0, 2+2j}, then DFT of

    the even part of f[n], fp[n], which is real, is the real even part

    of F[k], that is Fp[k]={0, 2, 0, 2} (computed in the previous example).Similarly, DFT of the odd part of f[n], fn[n], which is also real,

    according to this property is the imaginary odd part of F[k], that

    is Fn[k]={0, -2j, 0, 2j}.

    6. If the signal f[n], n=0..N-1 is real and even, show that the

    signal F[k]=DFT{f[n]}, k=0..N-1 is also real and even.

    Solution:We know that the signal f[n] is real i.e. ][][ * nfnf = , and that is

    also even, i.e. )][(][ nNfnf = .

    We need to show that:

    ][][ * kFkF = and )][(][ kNFkF = .

    If we start from the definition of DFT ][* kF we get:

    =

    =

    =

    ===

    1

    0

    1

    0

    *1

    0

    ** ][][]][[][N

    n

    knN

    n

    knN

    n

    knWnfWnfWnfkF ;

    Now, if we use the relation )][(][ nNfnf = :

    =

    =

    1

    0

    * )][(][N

    n

    kNknWWnNfkF , 1

    0==

    WW

    kNdue to periodicity of W

    =

    =

    1

    0

    )(* )][(][N

    n

    nNkWnNfkF

    The value of the congruence (N-n) is equal to the difference N-n

    for all 0n . For n=0, (N-n)=0, while N-n=N. But, the value of)( nNk

    W is same as))(( nNk

    W for n=0, so we can make this

    replacement:

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    ][][)][(][1

    0

    1

    0

    ))((*kFWmfWnNfkF mk

    N

    m

    N

    n

    nNk===

    =

    =

    We got that ][][* kFkF = which means that F[k] is real.

    In order to show that F[k] is even we start from )][( kNF :

    =

    =

    1

    0

    ))((][)][(

    N

    n

    kNnWnfkNF , and same as previously, the value of the

    congruence (N-k) is different from N-k only for k=0. But for k=0,))(( kNn

    W

    is same as)( kNn

    W, so again we can make the replacement

    ))(( kNnW

    =

    )( kNnW

    :

    =

    =

    ==

    1

    0

    1

    0

    )(][][)][(

    N

    n

    knNnN

    n

    kNnWWnfWnfkNF , 1

    0==

    WW

    Nn

    ][][)][()][(][)][(*

    1

    0

    *1

    0

    **1

    0kFkFWnfWnfWnfkNF

    N

    n

    knN

    n

    knN

    n

    kn

    =====

    =

    =

    =

    We got that ][)][( kFkNF = which means that F[k] is even.

    7. If the length of x[n] is N=4, and if its 8-point DFT is:

    }23,3,21,1,21,3,23,5{7..0],[8 jjjjkkX ++== , find the 4-

    point DFT of the signal x[n].

    Solution:The samples of ][8 kX are eight equally-spaced samples from the

    frequency spectrum of the signal x[n]:

    kT

    TjeXkX

    82)(][8

    =

    = , k=0..7

    More precisely, they are samples from the spectrum for the

    following frequencies: }4

    7,

    2

    3,

    4

    5,,

    4

    3,

    2,

    4,0{

    =T .

    With 4-point DFT of x[n] we get 4 samples from the spectrum of x[n]:

    kT

    TjeXkX

    42)(][4

    =

    = , k=0..3

    These samples are for the following frequencies:

    }2

    3,,

    2,0{

    =T

    If we compare the two sets of frequencies we can easily see

    that:

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    3]6[)(]3[

    1]4[)(]2[

    3]2[)(]1[

    5]0[)(]0[

    82

    3

    4

    84

    82

    4

    80

    4

    ===

    ===

    ===

    ===

    XeXX

    XeXX

    XeXX

    XeXX

    j

    j

    j

    j

    So, 4-point DFT of x[n] is: }3,1,3,5{][4 =kX

    8. Two N-length signals are given, N is even number:

    1..0],[1..0],[ == NnngNnnf i

    The relation between f[n] and g[n] is: ][)1(][ nfng n = .

    Find the relation between ]}[{][ ngDFTkG = and ]}[{][ nfDFTkF = .

    Solution:

    =

    =

    ==

    1

    0

    1

    0

    ][)1(][][N

    n

    N

    n

    knnknWnfWngkG

    if we replacen)1( by

    jne :

    =

    =

    ==

    1

    0

    2

    221

    0

    2

    ][][][N

    n

    nN

    Njkn

    NjN

    n

    jnkn

    Nj

    eenfeenfkG

    )]2

    [(][][

    1

    0

    )

    2

    (2

    NkFenfkG

    N

    n

    Nkn

    N

    j

    +==

    =

    +

    , k=0..N-1

    We got that G[k] is circular shifted (for2

    Nsamples) version of

    F[k].

    2. The relation between 12

    ..0],[1..0],[ ==N

    nngNnnf and , where N

    is even number, is:

    12

    ..0],2

    [][][ =++= NnNnfnfng

    Find the relation between ]}[{][ ngDFTkG = , 12

    ..0 =N

    k and the

    frequency spectrum of the signal f[n], )( TjeF .

    Solution:

    =

    =

    ++==

    12

    0

    12

    0

    ])

    2

    [][(][][

    N

    n

    kn

    N

    n

    knW

    NnfnfWngkG

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    =

    =

    ++=

    12

    0

    12

    0

    ]2

    [][][

    N

    n

    kn

    N

    n

    knW

    NnfWnfkG

    We multiply the second sum byk

    N

    W

    2 (its value is 1):

    =

    =

    ++=

    12

    0

    2

    12

    0

    ]2

    [][][

    N

    n

    kN

    kn

    N

    n

    knWW

    NnfWnfkG

    =

    +

    =

    ++=

    12

    0

    )2

    (1

    2

    0

    ]2

    [][][

    N

    n

    kN

    n

    N

    n

    knW

    NnfWnfkG

    =

    =

    +=

    1

    2

    12

    0

    ][][][N

    N

    m

    km

    N

    n

    knWmfWnfkG

    12

    ..0],2[][][][1

    0

    221

    0

    ====

    =

    =

    NkkFenfWnfkGN

    n

    knN

    jN

    n

    kn

    12

    ..0,)(]2[][2

    2 ====

    NkeFkFkG

    kN

    T

    Tj

    We got that the samples of G[k] are2

    Nequally-spaced samples

    from the frequency spectrum of f[n].

    9. From the real signal 1..0],[ = Nnnf , where N is even number,

    the following signals gi[n], i=1..4 are constructed:

    1..0],1[][1 == NnnNfng

    =

    ==

    12..],[

    1..0],[][2

    NNnNnf

    Nnnfng

    =

    ==

    12..,0

    1..0],[][3

    NNn

    Nnnfng

    =

    120,0

    120],2

    [][4

    Nnn

    Nnnn

    fng

    neparno,e

    parno,e

    Find the DFT of the signals gi[n], i=1..4, and find their relation

    with the frequency spectrum )( TjeF of the signal f[n].

    Solution:

    Its easy to see that the signal ][1 ng is the inverted signal f[n].

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    =

    =

    ==

    1

    0

    21

    0

    11 ]1[][][N

    n

    knN

    jN

    n

    kn enNfWngkG

    If we make replacement nNm = 1 :

    =

    =

    ==

    1

    0

    )(2

    )1(21

    0

    )1(2

    1 ][][][

    N

    m

    kmN

    jNkN

    jN

    m

    mNkN

    j

    emfeemfkG

    =

    =

    1

    0

    )(222

    1 ][][N

    m

    kmN

    jkN

    jNkN

    j

    emfeekG

    Since 1

    2

    = Nk

    Nj

    e

    we get that:

    ][][

    2

    1 kFekGk

    Nj

    =

    And the relation between ][1 kG and )(TjeF e:

    kN

    T

    Tjk

    Nj

    eFekG

    2

    2

    1 )(][=

    = , k=0..N-1

    Since the module ofk

    Nj

    e

    2

    is 1, it turns out that with DFT of the

    signal ][1 ng we get samples from the amplitude spectrum of the

    signal f[n].

    The signal ][2 ng has length of 2N, and its obtained by periodic

    extension of f[n].

    =

    =

    +=

    122

    21

    0

    2

    2

    2 ][][][N

    Nn

    knN

    jN

    n

    knN

    j

    eNnfenfkG

    If we make replacement m=n-N:

    kNN

    jN

    m

    kmN

    jN

    n

    knN

    j

    eemfenfkG

    =

    =

    += 221

    0

    2

    21

    0

    2

    2

    2 ][][][

    kN

    m

    kmN

    jN

    n

    knN

    j

    emfenfkG )1(][][][1

    0

    2

    21

    0

    2

    2

    2 +=

    =

    =

    ))1(1(][][1

    0

    2

    2

    2k

    N

    n

    knN

    j

    enfkG +=

    =

    We got that the odd-indexed samples of ][2 kG are zero, while the

    remaining are equal to the samples of 2 ][kF :

    = =

    120,0

    120,)(2][

    2

    22

    Nkk

    NkkeFkG k

    NT

    Tj

    neparno,e

    parno,e

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    The signal ][3 ng has length of 2N, and its obtained by adding N

    zeros to f[n].

    kN

    T

    Tjkn

    NjN

    n

    N

    n

    knN

    j

    eFenfengkG

    2

    22

    21

    0

    12

    0

    2

    2

    33 )(][][][

    =

    =

    =

    === , k=0..2N-1

    We got that the samples of ][3 kG are 2N equally-spaced samples

    from the spectrum of f[n].

    The signal ][4 ng also has length of 2N samples, and its obtained

    from f[n] by inserting one zero after every sample from f[n]. The

    DFT of ][4 ng is:

    =

    =

    ==

    1

    0

    22

    212

    0

    2

    2

    44 ][][][N

    m

    kmN

    jN

    n

    knN

    j

    emfengkG

    kN

    T

    TjN

    n

    knN

    j

    eFenfkG

    2

    1

    0

    2

    4 )(][][=

    =

    == , k=0..2N-1

    We got that the samples of ][4 kG are 2N equally-spaced samples

    from the spectrum of f[n] for the frequency range from 0 to 4 ,

    which means that ][4 kG can be obtained with one periodic

    expansion of ][kF .