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Discrete-time Fourier transform

From Wikipedia, the free encyclopedia
Not to be confused with thediscrete Fourier transform.
Fourier analysis technique applied to sequences
Fourier transforms

Inmathematics, thediscrete-time Fourier transform (DTFT) is a form ofFourier analysis that is applicable to a sequence of discrete values.

The DTFT is often used to analyze samples of acontinuous function. The termdiscrete-time refers to the fact that the transform operates on discrete data, often samples whose interval has units of time. From uniformly spaced samples it produces a function of frequency that is aperiodic summation of thecontinuous Fourier transform of the original continuous function. In simpler terms, when you take the DTFT of regularly-spaced samples of a continuous signal, you get repeating (and possibly overlapping) copies of the signal's frequency spectrum, spaced at intervals corresponding to the sampling frequency. Under certain theoretical conditions, described by thesampling theorem, the original continuous function can be recovered perfectly from the DTFT and thus from the original discrete samples. The DTFT itself is a continuous function of frequency, but discrete samples of it can be readily calculated via thediscrete Fourier transform (DFT) (see§ Sampling the DTFT), which is by far the most common method of modern Fourier analysis.

Both transforms are invertible. The inverse DTFT reconstructs the original sampled data sequence, while the inverse DFT produces a periodic summation of the original sequence. Thefast Fourier transform (FFT) is an algorithm for computing one cycle of the DFT, and its inverse produces one cycle of the inverse DFT.

Relation to Fourier Transform

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Lets(t){\displaystyle s(t)} be a continuous function in the time domain.We begin with a common definition of the continuousFourier transform,wheref{\displaystyle f} represents frequency in hertz andt{\displaystyle t} represents time in seconds:

S(f)s(t)ei2πftdt.{\displaystyle S(f)\triangleq \int _{-\infty }^{\infty }s(t)\cdot e^{-i2\pi ft}dt.}

We can reduce the integral into a summation by samplings(t){\displaystyle s(t)} at intervals ofT{\displaystyle T} seconds(seeFourier transform § Numerical integration of a series of ordered pairs).Specifically, we can replaces(t){\displaystyle s(t)} with a discrete sequence of its samples,s(nT){\displaystyle s(nT)}, for integer values ofn{\displaystyle n},and replace the differential elementdt{\displaystyle dt} with the sampling periodT{\displaystyle T}.Thus, we obtain one formulation for the discrete-time Fourier transform (DTFT):

S1/T(f)n=Ts(nT)s[n] ei2πfTn.{\displaystyle S_{1/T}(f)\triangleq \sum _{n=-\infty }^{\infty }\underbrace {T\cdot s(nT)} _{s[n]}\ e^{-i2\pi fTn}.}

ThisFourier series (in frequency) is a continuousperiodic function, whose periodicity is the sampling frequency1/T{\displaystyle 1/T}.The subscript1/T{\displaystyle 1/T} distinguishes it from the continuous Fourier transformS(f){\displaystyle S(f)},and from the angular frequency form of the DTFT.The latter is obtained by defining an angular frequency variable,ω2πfT{\displaystyle \omega \triangleq 2\pi fT} (which hasnormalized units ofradians/sample), giving us a periodic function of angular frequency, with periodicity2π{\displaystyle 2\pi }:[a]

S2π(ω)=S1/T(ω2πT)=n=s[n]eiωn.{\displaystyle S_{2\pi }(\omega )=S_{1/T}\left({\tfrac {\omega }{2\pi T}}\right)=\sum _{n=-\infty }^{\infty }s[n]\cdot e^{-i\omega n}.}    Eq.1
Fig 1. Depiction of a Fourier transform (upper left) and its periodic summation (DTFT) in the lower left corner. The lower right corner depicts samples of the DTFT that are computed by a discrete Fourier transform (DFT).

The utility of the DTFT is rooted in thePoisson summation formula, which tells us that the periodic function represented by the Fourier series is a periodic summation of the continuous Fourier transform:[b]

Poisson summation
S1/T(f)=n=s[n]ei2πfTn=k=S(fk/T).{\displaystyle S_{1/T}(f)=\sum _{n=-\infty }^{\infty }s[n]\cdot e^{-i2\pi fTn}\;=\sum _{k=-\infty }^{\infty }S\left(f-k/T\right).}    Eq.2

The components of the periodic summation are centered at integer values (denoted byk{\displaystyle k}) of anormalized frequency (cycles per sample). Ordinary/physical frequency (cycles per second) is the product ofk{\displaystyle k} and the sample-rate,fs=1/T.{\displaystyle f_{s}=1/T.}   For sufficiently largefs,{\displaystyle f_{s},} thek=0{\displaystyle k=0} term can be observed in the region[fs/2,fs/2]{\displaystyle [-f_{s}/2,f_{s}/2]} with little or no distortion (aliasing) from the other terms. Fig.1 depicts an example where1/T{\displaystyle 1/T} is not large enough to prevent aliasing.

We also note thatei2πfTn{\displaystyle e^{-i2\pi fTn}} is the Fourier transform ofδ(tnT).{\displaystyle \delta (t-nT).} Therefore, an alternative definition of DTFT is:[A]

S1/T(f)=F{n=s[n]δ(tnT)}.{\displaystyle S_{1/T}(f)={\mathcal {F}}\left\{\sum _{n=-\infty }^{\infty }s[n]\cdot \delta (t-nT)\right\}.}    Eq.3

The modulatedDirac comb function is a mathematical abstraction sometimes referred to asimpulse sampling.[3]

Inverse transform

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An operation that recovers the discrete data sequence from the DTFT function is called aninverse DTFT. For instance, the inverse continuous Fourier transform of both sides ofEq.3 produces the sequence in the form of a modulated Dirac comb function:

n=s[n]δ(tnT)=F1{S1/T(f)} S1/T(f)ei2πftdf.{\displaystyle \sum _{n=-\infty }^{\infty }s[n]\cdot \delta (t-nT)={\mathcal {F}}^{-1}\left\{S_{1/T}(f)\right\}\ \triangleq \int _{-\infty }^{\infty }S_{1/T}(f)\cdot e^{i2\pi ft}df.}

However, noting thatS1/T(f){\displaystyle S_{1/T}(f)} is periodic, all the necessary information is contained within any interval of length1/T.{\displaystyle 1/T.}  In bothEq.1 andEq.2, the summations overn{\displaystyle n} are aFourier series, with coefficientss[n].{\displaystyle s[n].}  The standard formulas for the Fourier coefficients are also the inverse transforms:

s[n]=T1TS1/T(f)ei2πfnTdf(integral over any interval of length 1/T)=12π2πS2π(ω)eiωndω(integral over any interval of length 2π){\displaystyle {\begin{aligned}s[n]&=T\int _{\frac {1}{T}}S_{1/T}(f)\cdot e^{i2\pi fnT}df\quad \scriptstyle {{\text{(integral over any interval of length }}1/T{\textrm {)}}}\\\displaystyle &={\frac {1}{2\pi }}\int _{2\pi }S_{2\pi }(\omega )\cdot e^{i\omega n}d\omega \quad \scriptstyle {{\text{(integral over any interval of length }}2\pi {\textrm {)}}}\end{aligned}}}    Eq.4

Periodic data

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When the input data sequences[n]{\displaystyle s[n]} isN{\displaystyle N}-periodic,Eq.2 can be computationally reduced to a discrete Fourier transform (DFT), because:

The DFT of one cycle of thes[n]{\displaystyle s[n]} sequence is:

S[k]Ns[n]ei2πkNnany n-sequence of length N,kZ.{\displaystyle S[k]\triangleq \underbrace {\sum _{N}s[n]\cdot e^{-i2\pi {\frac {k}{N}}n}} _{\text{any n-sequence of length N}},\quad k\in \mathbf {Z} .}

Ands[n]{\displaystyle s[n]} can be expressed in terms of the inverse transform, which is sometimes referred to as aDiscrete Fourier series (DFS):[1]: p 542 

s[n]=1NNS[k]ei2πkNnany k-sequence of length N,nZ.{\displaystyle s[n]={\frac {1}{N}}\underbrace {\sum _{N}S[k]\cdot e^{i2\pi {\frac {k}{N}}n}} _{\text{any k-sequence of length N}},\quad n\in \mathbf {Z} .}

With these definitions, we can demonstrate the relationship between the DTFT and the DFT:

S1/T(f)n=s[n]ei2πfnT=n=[1Nk=0N1S[k]ei2πkNn]ei2πfnT=1Nk=0N1S[k][n=ei2πkNnei2πfnT]DTFT(ei2πkNn)=1Nk=0N1S[k]1TM=δ(fkNTMT){\displaystyle {\begin{aligned}S_{1/T}(f)&\triangleq \sum _{n=-\infty }^{\infty }s[n]\cdot e^{-i2\pi fnT}\\&=\sum _{n=-\infty }^{\infty }\left[{\frac {1}{N}}\sum _{k=0}^{N-1}S[k]\cdot e^{i2\pi {\frac {k}{N}}n}\right]\cdot e^{-i2\pi fnT}\\&={\frac {1}{N}}\sum _{k=0}^{N-1}S[k]\underbrace {\left[\sum _{n=-\infty }^{\infty }e^{i2\pi {\frac {k}{N}}n}\cdot e^{-i2\pi fnT}\right]} _{\operatorname {DTFT} \left(e^{i2\pi {\frac {k}{N}}n}\right)}\\&={\frac {1}{N}}\sum _{k=0}^{N-1}S[k]\cdot {\frac {1}{T}}\sum _{M=-\infty }^{\infty }\delta \left(f-{\tfrac {k}{NT}}-{\tfrac {M}{T}}\right)\end{aligned}}}     [c][B]

Due to theN{\displaystyle N}-periodicity of both functions ofk,{\displaystyle k,} this can be simplified to:

S1/T(f)=1NTk=S[k]δ(fkNT),{\displaystyle S_{1/T}(f)={\frac {1}{NT}}\sum _{k=-\infty }^{\infty }S[k]\cdot \delta \left(f-{\frac {k}{NT}}\right),}

which satisfies the inverse transform requirement:

s[n]=T01TS1/T(f)ei2πfnTdf=1Nk=S[k]01Tδ(fkNT)ei2πfnTdfzero for k  [0,N1]=1Nk=0N1S[k]01Tδ(fkNT)ei2πfnTdf=1Nk=0N1S[k]ei2πkNTnT=1Nk=0N1S[k]ei2πkNn{\displaystyle {\begin{aligned}s[n]&=T\int _{0}^{\frac {1}{T}}S_{1/T}(f)\cdot e^{i2\pi fnT}df\\&={\frac {1}{N}}\sum _{k=-\infty }^{\infty }S[k]\underbrace {\int _{0}^{\frac {1}{T}}\delta \left(f-{\tfrac {k}{NT}}\right)e^{i2\pi fnT}df} _{{\text{zero for }}k\ \notin \ [0,N-1]}\\&={\frac {1}{N}}\sum _{k=0}^{N-1}S[k]\int _{0}^{\frac {1}{T}}\delta \left(f-{\tfrac {k}{NT}}\right)e^{i2\pi fnT}df\\&={\frac {1}{N}}\sum _{k=0}^{N-1}S[k]\cdot e^{i2\pi {\tfrac {k}{NT}}nT}\\&={\frac {1}{N}}\sum _{k=0}^{N-1}S[k]\cdot e^{i2\pi {\tfrac {k}{N}}n}\end{aligned}}}

Sampling the DTFT

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When the DTFT is continuous, a common practice is to compute an arbitrary number of samples(N){\displaystyle (N)} of one cycle of the periodic functionS1/T{\displaystyle S_{1/T}}: [1]: pp 557–559 & 703  [2]: p 76 

S1/T(kNT)Sk=n=s[n]ei2πkNnk=0,,N1=NsN[n]ei2πkNn,DFT(sum over any n-sequence of length N){\displaystyle {\begin{aligned}\underbrace {S_{1/T}\left({\frac {k}{NT}}\right)} _{S_{k}}&=\sum _{n=-\infty }^{\infty }s[n]\cdot e^{-i2\pi {\frac {k}{N}}n}\quad \quad k=0,\dots ,N-1\\&=\underbrace {\sum _{N}s_{_{N}}[n]\cdot e^{-i2\pi {\frac {k}{N}}n},} _{\text{DFT}}\quad \scriptstyle {{\text{(sum over any }}n{\text{-sequence of length }}N)}\end{aligned}}}

wheresN{\displaystyle s_{_{N}}} is aperiodic summation:

sN[n]  m=s[nmN].{\displaystyle s_{_{N}}[n]\ \triangleq \ \sum _{m=-\infty }^{\infty }s[n-mN].}     (seeDiscrete Fourier series)

ThesN{\displaystyle s_{_{N}}} sequence is the inverse DFT. Thus, our sampling of the DTFT causes the inverse transform to become periodic. The array of|Sk|2{\displaystyle |S_{k}|^{2}} values is known as aperiodogram, and the parameterN{\displaystyle N} is called NFFT in the Matlab function of the same name.[4]

In order to evaluate one cycle ofsN{\displaystyle s_{_{N}}} numerically, we require a finite-lengths[n]{\displaystyle s[n]} sequence. For instance, a long sequence might be truncated by awindow function of lengthL{\displaystyle L} resulting in three cases worthy of special mention. For notational simplicity, consider thes[n]{\displaystyle s[n]} values below to represent the values modified by the window function.

Case: Frequency decimation.L=NI,{\displaystyle L=N\cdot I,} for some integerI{\displaystyle I} (typically 6 or 8)

A cycle ofsN{\displaystyle s_{_{N}}} reduces to a summation ofI{\displaystyle I} segments of lengthN.{\displaystyle N.}  The DFT then goes by various names, such as:

  • polyphase DFT[9][10]
  • polyphase filter bank[12]
  • multiple block windowing andtime-aliasing.[13]

Recall that decimation of sampled data in one domain (time or frequency) produces overlap (sometimes known asaliasing) in the other, and vice versa. Compared to anL{\displaystyle L}-length DFT, thesN{\displaystyle s_{_{N}}} summation/overlap causes decimation in frequency,[1]: p.558  leaving only DTFT samples least affected byspectral leakage. That is usually a priority when implementing an FFTfilter-bank (channelizer). With a conventional window function of lengthL,{\displaystyle L,}scalloping loss would be unacceptable. So multi-block windows are created usingFIR filter design tools.[14][15]  Their frequency profile is flat at the highest point and falls off quickly at the midpoint between the remaining DTFT samples. The larger the value of parameterI,{\displaystyle I,} the better the potential performance.

Case:L=N+1{\displaystyle L=N+1}

When a symmetric,L{\displaystyle L}-lengthwindow function (s{\displaystyle s}) is truncated by 1 coefficient it is calledperiodic orDFT-even. That is a common practice, but the truncation affects the DTFT (spectral leakage) by a small amount. It is at least of academic interest to characterize that effect.  AnN{\displaystyle N}-length DFT of the truncated window produces frequency samples at intervals of1/N,{\displaystyle 1/N,} instead of1/L.{\displaystyle 1/L.}  The samples are real-valued,[16]: p.52   but their values do not exactly match the DTFT of the symmetric window. The periodic summation,sN,{\displaystyle s_{_{N}},} along with anN{\displaystyle N}-length DFT, can also be used to sample the DTFT at intervals of1/N.{\displaystyle 1/N.}  Those samples are also real-valued and do exactly match the DTFT (example:File:Sampling the Discrete-time Fourier transform.svg). To use the full symmetric window for spectral analysis at the1/N{\displaystyle 1/N} spacing, one would combine then=0{\displaystyle n=0} andn=N{\displaystyle n=N} data samples (by addition, because the symmetrical window weights them equally) and then apply the truncated symmetric window and theN{\displaystyle N}-length DFT.

Fig 2. DFT ofei2πn/8 forL = 64 andN = 256
Fig 3. DFT ofei2πn/8 forL = 64 andN = 64

Case: Frequency interpolation.LN{\displaystyle L\leq N}

In this case, the DFT simplifies to a more familiar form:

Sk=n=0N1s[n]ei2πkNn.{\displaystyle S_{k}=\sum _{n=0}^{N-1}s[n]\cdot e^{-i2\pi {\frac {k}{N}}n}.}

In order to take advantage of a fast Fourier transform algorithm for computing the DFT, the summation is usually performed over allN{\displaystyle N} terms, even thoughNL{\displaystyle N-L} of them are zeros. Therefore, the caseL<N{\displaystyle L<N} is often referred to aszero-padding.

Spectral leakage, which increases asL{\displaystyle L} decreases, is detrimental to certain important performance metrics, such as resolution of multiple frequency components and the amount of noise measured by each DTFT sample. But those things don't always matter, for instance when thes[n]{\displaystyle s[n]} sequence is a noiseless sinusoid (or a constant), shaped by a window function. Then it is a common practice to usezero-padding to graphically display and compare the detailed leakage patterns of window functions. To illustrate that for a rectangular window, consider the sequence:

s[n]=ei2π18n,{\displaystyle s[n]=e^{i2\pi {\frac {1}{8}}n},\quad } andL=64.{\displaystyle L=64.}

Figures 2 and 3 are plots of the magnitude of two different sized DFTs, as indicated in their labels. In both cases, the dominant component is at the signal frequency:f=1/8=0.125{\displaystyle f=1/8=0.125}. Also visible inFig 2 is the spectral leakage pattern of theL=64{\displaystyle L=64} rectangular window. The illusion inFig 3 is a result of sampling the DTFT at just its zero-crossings. Rather than the DTFT of a finite-length sequence, it gives the impression of an infinitely long sinusoidal sequence. Contributing factors to the illusion are the use of a rectangular window, and the choice of a frequency (1/8 = 8/64) with exactly 8 (an integer) cycles per 64 samples. AHann window would produce a similar result, except the peak would be widened to 3 samples (seeDFT-even Hann window).

Convolution

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Main article:Convolution theorem § Functions of a discrete variable (sequences)

Theconvolution theorem for sequences is:

sy = DTFT1[DTFT{s}DTFT{y}].{\displaystyle s*y\ =\ \scriptstyle {\rm {DTFT}}^{-1}\displaystyle \left[\scriptstyle {\rm {DTFT}}\displaystyle \{s\}\cdot \scriptstyle {\rm {DTFT}}\displaystyle \{y\}\right].}[17]: p.297 [d]

An important special case is thecircular convolution of sequencess andy defined bysNy,{\displaystyle s_{_{N}}*y,} wheresN{\displaystyle s_{_{N}}} is a periodic summation. The discrete-frequency nature ofDTFT{sN}{\displaystyle \scriptstyle {\rm {DTFT}}\displaystyle \{s_{_{N}}\}} means that the product with the continuous functionDTFT{y}{\displaystyle \scriptstyle {\rm {DTFT}}\displaystyle \{y\}} is also discrete, which results in considerable simplification of the inverse transform:

sNy = DTFT1[DTFT{sN}DTFT{y}] = DFT1[DFT{sN}DFT{yN}].{\displaystyle s_{_{N}}*y\ =\ \scriptstyle {\rm {DTFT}}^{-1}\displaystyle \left[\scriptstyle {\rm {DTFT}}\displaystyle \{s_{_{N}}\}\cdot \scriptstyle {\rm {DTFT}}\displaystyle \{y\}\right]\ =\ \scriptstyle {\rm {DFT}}^{-1}\displaystyle \left[\scriptstyle {\rm {DFT}}\displaystyle \{s_{_{N}}\}\cdot \scriptstyle {\rm {DFT}}\displaystyle \{y_{_{N}}\}\right].}[18][1]: p.548 

Fors andy sequences whose non-zero duration is less than or equal toN, a final simplification is:

sNy = DFT1[DFT{s}DFT{y}].{\displaystyle s_{_{N}}*y\ =\ \scriptstyle {\rm {DFT}}^{-1}\displaystyle \left[\scriptstyle {\rm {DFT}}\displaystyle \{s\}\cdot \scriptstyle {\rm {DFT}}\displaystyle \{y\}\right].}

The significance of this result is explained atCircular convolution andFast convolution algorithms.

Relationship to the Z-transform

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S2π(ω){\displaystyle S_{2\pi }(\omega )} is aFourier series that can also be expressed in terms of the bilateralZ-transform.  I.e.:

S2π(ω)=Sz(z)|z=eiω=Sz(eiω),{\displaystyle S_{2\pi }(\omega )=\left.S_{z}(z)\,\right|_{z=e^{i\omega }}=S_{z}(e^{i\omega }),}

where theSz{\displaystyle S_{z}} notation distinguishes the Z-transform from the Fourier transform. Therefore, we can also express a portion of the Z-transform in terms of the Fourier transform:

Sz(eiω)= S1/T(ω2πT) = k=S(ω2πTk/T)=k=S(ω2πk2πT).{\displaystyle {\begin{aligned}S_{z}(e^{i\omega })&=\ S_{1/T}\left({\tfrac {\omega }{2\pi T}}\right)\ =\ \sum _{k=-\infty }^{\infty }S\left({\tfrac {\omega }{2\pi T}}-k/T\right)\\&=\sum _{k=-\infty }^{\infty }S\left({\tfrac {\omega -2\pi k}{2\pi T}}\right).\end{aligned}}}

Note that when parameterT changes, the terms ofS2π(ω){\displaystyle S_{2\pi }(\omega )} remain a constant separation2π{\displaystyle 2\pi } apart, and their width scales up or down. The terms ofS1/T(f) remain a constant width and their separation1/T scales up or down.

Table of discrete-time Fourier transforms

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Some common transform pairs are shown in the table below. The following notation applies:

Time domain
s[n]
Frequency domain
S2π(ω)
RemarksReference
δ[n]{\displaystyle \delta [n]}S2π(ω)=1{\displaystyle S_{2\pi }(\omega )=1}[17]: p.305 
δ[nM]{\displaystyle \delta [n-M]}S2π(ω)=eiωM{\displaystyle S_{2\pi }(\omega )=e^{-i\omega M}}integerM{\displaystyle M}
m=δ[nMm]{\displaystyle \sum _{m=-\infty }^{\infty }\delta [n-Mm]\!}S2π(ω)=m=eiωMm=2πMk=δ(ω2πkM){\displaystyle S_{2\pi }(\omega )=\sum _{m=-\infty }^{\infty }e^{-i\omega Mm}={\frac {2\pi }{M}}\sum _{k=-\infty }^{\infty }\delta \left(\omega -{\frac {2\pi k}{M}}\right)\,}

So(ω)=2πMk=(M1)/2(M1)/2δ(ω2πkM){\displaystyle S_{o}(\omega )={\frac {2\pi }{M}}\sum _{k=-(M-1)/2}^{(M-1)/2}\delta \left(\omega -{\frac {2\pi k}{M}}\right)\,}     oddM
So(ω)=2πMk=M/2+1M/2δ(ω2πkM){\displaystyle S_{o}(\omega )={\frac {2\pi }{M}}\sum _{k=-M/2+1}^{M/2}\delta \left(\omega -{\frac {2\pi k}{M}}\right)\,}     evenM

integerM>0{\displaystyle M>0}
u[n]{\displaystyle u[n]}S2π(ω)=11eiω+πk=δ(ω2πk){\displaystyle S_{2\pi }(\omega )={\frac {1}{1-e^{-i\omega }}}+\pi \sum _{k=-\infty }^{\infty }\delta (\omega -2\pi k)\!}

So(ω)=11eiω+πδ(ω){\displaystyle S_{o}(\omega )={\frac {1}{1-e^{-i\omega }}}+\pi \cdot \delta (\omega )\!}

The1/(1eiω){\displaystyle 1/(1-e^{-i\omega })} term must be interpreted as adistribution in the sense of aCauchy principal value around itspoles atω=2πk{\displaystyle \omega =2\pi k}.
anu[n]{\displaystyle a^{n}u[n]}S2π(ω)=11aeiω{\displaystyle S_{2\pi }(\omega )={\frac {1}{1-ae^{-i\omega }}}\!}0<|a|<1{\displaystyle 0<|a|<1}[17]: p.305 
eian{\displaystyle e^{-ian}}So(ω)=2πδ(ω+a),{\displaystyle S_{o}(\omega )=2\pi \cdot \delta (\omega +a),}     -π < a < π

S2π(ω)=2πk=δ(ω+a2πk){\displaystyle S_{2\pi }(\omega )=2\pi \sum _{k=-\infty }^{\infty }\delta (\omega +a-2\pi k)}

real numbera{\displaystyle a}
cos(an){\displaystyle \cos(a\cdot n)}So(ω)=π[δ(ωa)+δ(ω+a)],{\displaystyle S_{o}(\omega )=\pi \left[\delta \left(\omega -a\right)+\delta \left(\omega +a\right)\right],}

S2π(ω) k=So(ω2πk){\displaystyle S_{2\pi }(\omega )\ \triangleq \sum _{k=-\infty }^{\infty }S_{o}(\omega -2\pi k)}

real numbera{\displaystyle a} withπ<a<π{\displaystyle -\pi <a<\pi }
sin(an){\displaystyle \sin(a\cdot n)}So(ω)=πi[δ(ωa)δ(ω+a)]{\displaystyle S_{o}(\omega )={\frac {\pi }{i}}\left[\delta \left(\omega -a\right)-\delta \left(\omega +a\right)\right]}real numbera{\displaystyle a} withπ<a<π{\displaystyle -\pi <a<\pi }
rect[nMN]rect[nMN1]{\displaystyle \operatorname {rect} \left[{n-M \over N}\right]\equiv \operatorname {rect} \left[{n-M \over N-1}\right]}So(ω)=sin(Nω/2)sin(ω/2)eiωM{\displaystyle S_{o}(\omega )={\sin(N\omega /2) \over \sin(\omega /2)}\,e^{-i\omega M}\!}integerM,{\displaystyle M,} andodd integerN{\displaystyle N}
sinc(W(n+a)){\displaystyle \operatorname {sinc} (W(n+a))}So(ω)=1Wrect(ω2πW)eiaω{\displaystyle S_{o}(\omega )={\frac {1}{W}}\operatorname {rect} \left({\omega \over 2\pi W}\right)e^{ia\omega }}real numbersW,a{\displaystyle W,a} with0<W<1{\displaystyle 0<W<1}
sinc2(Wn){\displaystyle \operatorname {sinc} ^{2}(Wn)\,}So(ω)=1Wtri(ω2πW){\displaystyle S_{o}(\omega )={\frac {1}{W}}\operatorname {tri} \left({\omega \over 2\pi W}\right)}real numberW{\displaystyle W},0<W<0.5{\displaystyle 0<W<0.5}
{0n=0(1)nnelsewhere{\displaystyle {\begin{cases}0&n=0\\{\frac {(-1)^{n}}{n}}&{\text{elsewhere}}\end{cases}}}So(ω)=jω{\displaystyle S_{o}(\omega )=j\omega }it works as adifferentiator filter
1(n+a){cos[πW(n+a)]sinc[W(n+a)]}{\displaystyle {\frac {1}{(n+a)}}\left\{\cos[\pi W(n+a)]-\operatorname {sinc} [W(n+a)]\right\}}So(ω)=jωWrect(ωπW)ejaω{\displaystyle S_{o}(\omega )={\frac {j\omega }{W}}\cdot \operatorname {rect} \left({\omega \over \pi W}\right)e^{ja\omega }}real numbersW,a{\displaystyle W,a} with0<W<1{\displaystyle 0<W<1}
{π2n=0(1)n1πn2 otherwise{\displaystyle {\begin{cases}{\frac {\pi }{2}}&n=0\\{\frac {(-1)^{n}-1}{\pi n^{2}}}&{\text{ otherwise}}\end{cases}}}So(ω)=|ω|{\displaystyle S_{o}(\omega )=|\omega |}
{0;n even2πn;n odd{\displaystyle {\begin{cases}0;&n{\text{ even}}\\{\frac {2}{\pi n}};&n{\text{ odd}}\end{cases}}}So(ω)={jω<00ω=0jω>0{\displaystyle S_{o}(\omega )={\begin{cases}j&\omega <0\\0&\omega =0\\-j&\omega >0\end{cases}}}Hilbert transform
C(A+B)2πsinc[AB2πn]sinc[A+B2πn]{\displaystyle {\frac {C(A+B)}{2\pi }}\cdot \operatorname {sinc} \left[{\frac {A-B}{2\pi }}n\right]\cdot \operatorname {sinc} \left[{\frac {A+B}{2\pi }}n\right]}So(ω)={\displaystyle S_{o}(\omega )=}real numbersA,B{\displaystyle A,B}
complexC{\displaystyle C}

Properties

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This table shows some mathematical operations in the time domain and the corresponding effects in the frequency domain.

PropertyTime domain
s[n]
Frequency domain
S2π(ω){\displaystyle S_{2\pi }(\omega )}
RemarksReference
Linearityas[n]+by[n]{\displaystyle a\cdot s[n]+b\cdot y[n]}aS2π(ω)+bY2π(ω){\displaystyle a\cdot S_{2\pi }(\omega )+b\cdot Y_{2\pi }(\omega )}complex numbersa,b{\displaystyle a,b}[17]: p.294 
Time reversal / Frequency reversals[n]{\displaystyle s[-n]}S2π(ω){\displaystyle S_{2\pi }(-\omega )\!}[17]: p.297 
Time conjugations[n]{\displaystyle s^{*}[n]}S2π(ω){\displaystyle S_{2\pi }^{*}(-\omega )\!}[17]: p.291 
Time reversal & conjugations[n]{\displaystyle s^{*}[-n]}S2π(ω){\displaystyle S_{2\pi }^{*}(\omega )\!}[17]: p.291 
Real part in timeRe(s[n]){\displaystyle \operatorname {Re} {(s[n])}}12(S2π(ω)+S2π(ω)){\displaystyle {\frac {1}{2}}(S_{2\pi }(\omega )+S_{2\pi }^{*}(-\omega ))}[17]: p.291 
Imaginary part in timeIm(s[n]){\displaystyle \operatorname {Im} {(s[n])}}12i(S2π(ω)S2π(ω)){\displaystyle {\frac {1}{2i}}(S_{2\pi }(\omega )-S_{2\pi }^{*}(-\omega ))}[17]: p.291 
Real part in frequency12(s[n]+s[n]){\displaystyle {\frac {1}{2}}(s[n]+s^{*}[-n])}Re(S2π(ω)){\displaystyle \operatorname {Re} {(S_{2\pi }(\omega ))}}[17]: p.291 
Imaginary part in frequency12i(s[n]s[n]){\displaystyle {\frac {1}{2i}}(s[n]-s^{*}[-n])}Im(S2π(ω)){\displaystyle \operatorname {Im} {(S_{2\pi }(\omega ))}}[17]: p.291 
Shift in time / Modulation in frequencys[nk]{\displaystyle s[n-k]}S2π(ω)eiωk{\displaystyle S_{2\pi }(\omega )\cdot e^{-i\omega k}}integerk[17]: p.296 
Shift in frequency / Modulation in times[n]eian{\displaystyle s[n]\cdot e^{ian}\!}S2π(ωa){\displaystyle S_{2\pi }(\omega -a)\!}real numbera{\displaystyle a}[17]: p.300 
Decimations[nM]{\displaystyle s[nM]}1Mm=0M1S2π(ω2πmM){\displaystyle {\frac {1}{M}}\sum _{m=0}^{M-1}S_{2\pi }\left({\tfrac {\omega -2\pi m}{M}}\right)\!} [E]integerM{\displaystyle M}
Time Expansion{s[n/M]n=multiple of M0otherwise{\displaystyle \scriptstyle {\begin{cases}s[n/M]&n={\text{multiple of M}}\\0&{\text{otherwise}}\end{cases}}}S2π(Mω){\displaystyle S_{2\pi }(M\omega )\!}integerM{\displaystyle M}[1]: p.172 
Derivative in frequencynis[n]{\displaystyle {\frac {n}{i}}s[n]\!}dS2π(ω)dω{\displaystyle {\frac {dS_{2\pi }(\omega )}{d\omega }}\!}[17]: p.303 
Integration in frequency{\displaystyle \!}{\displaystyle \!}
Differencing in times[n]s[n1]{\displaystyle s[n]-s[n-1]\!}(1eiω)S2π(ω){\displaystyle \left(1-e^{-i\omega }\right)S_{2\pi }(\omega )\!}
Summation in timem=ns[m]{\displaystyle \sum _{m=-\infty }^{n}s[m]\!}1(1eiω)S2π(ω)+πS(0)k=δ(ω2πk){\displaystyle {\frac {1}{\left(1-e^{-i\omega }\right)}}S_{2\pi }(\omega )+\pi S(0)\sum _{k=-\infty }^{\infty }\delta (\omega -2\pi k)\!}
Convolution in time / Multiplication in frequencys[n]y[n]{\displaystyle s[n]*y[n]\!}S2π(ω)Y2π(ω){\displaystyle S_{2\pi }(\omega )\cdot Y_{2\pi }(\omega )\!}[17]: p.297 
Multiplication in time / Convolution in frequencys[n]y[n]{\displaystyle s[n]\cdot y[n]\!}12πππS2π(ν)Y2π(ων)dν{\displaystyle {\frac {1}{2\pi }}\int _{-\pi }^{\pi }S_{2\pi }(\nu )\cdot Y_{2\pi }(\omega -\nu )d\nu \!}Periodic convolution[17]: p.302 
Cross correlationρsy[n]=s[n]y[n]{\displaystyle \rho _{sy}[n]=s^{*}[-n]*y[n]\!}Rsy(ω)=S2π(ω)Y2π(ω){\displaystyle R_{sy}(\omega )=S_{2\pi }^{*}(\omega )\cdot Y_{2\pi }(\omega )\!}
Parseval's theoremEsy=n=s[n]y[n]{\displaystyle E_{sy}=\sum _{n=-\infty }^{\infty }{s[n]\cdot y^{*}[n]}\!}Esy=12πππS2π(ω)Y2π(ω)dω{\displaystyle E_{sy}={\frac {1}{2\pi }}\int _{-\pi }^{\pi }{S_{2\pi }(\omega )\cdot Y_{2\pi }^{*}(\omega )d\omega }\!}[17]: p.302 

See also

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Notes

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  1. ^In factEq.2 is often justified as follows:[1]: p.143, eq 4.6 F{n=Ts(nT)δ(tnT)}=F{s(t)Tn=δ(tnT)}=S(f)F{Tn=δ(tnT)}=S(f)k=δ(fkT)=k=S(fkT).{\displaystyle {\begin{aligned}{\mathcal {F}}\left\{\sum _{n=-\infty }^{\infty }T\cdot s(nT)\cdot \delta (t-nT)\right\}&={\mathcal {F}}\left\{s(t)\cdot T\sum _{n=-\infty }^{\infty }\delta (t-nT)\right\}\\&=S(f)*{\mathcal {F}}\left\{T\sum _{n=-\infty }^{\infty }\delta (t-nT)\right\}\\&=S(f)*\sum _{k=-\infty }^{\infty }\delta \left(f-{\frac {k}{T}}\right)\\&=\sum _{k=-\infty }^{\infty }S\left(f-{\frac {k}{T}}\right).\end{aligned}}}
  2. ^From§ Table of discrete-time Fourier transforms we have:
    DTFT(ei2πkNn)=2πM=δ(ω2πkN2πM)=2πM=δ(2πfT2πkN2πM)=2πM=12πT δ(12πT(2πfT2πkN2πM))=1TM=δ(fkNTMT){\displaystyle {\begin{aligned}\operatorname {DTFT} \left(e^{i2\pi {\frac {k}{N}}n}\right)&=2\pi \sum _{M=-\infty }^{\infty }\delta \left(\omega -2\pi {\frac {k}{N}}-2\pi M\right)\\&=2\pi \sum _{M=-\infty }^{\infty }\delta \left(2\pi fT-2\pi {\frac {k}{N}}-2\pi M\right)\\&=2\pi \sum _{M=-\infty }^{\infty }{\tfrac {1}{2\pi T}}\ \delta \left({\tfrac {1}{2\pi T}}\left(2\pi fT-2\pi {\frac {k}{N}}-2\pi M\right)\right)\\&={\frac {1}{T}}\sum _{M=-\infty }^{\infty }\delta \left(f-{\tfrac {k}{NT}}-{\tfrac {M}{T}}\right)\end{aligned}}}
  3. ^WOLA should not be confused with theOverlap-add method of piecewise convolution.
  4. ^WOLA example:File:WOLA channelizer example.png
  5. ^This expression is derived as follows:[1]: p.168 
    n=s(nMT) eiωn=1MTk=S(ω2πMTkMT)=1MTm=0M1n=S(ω2πMTmMTnT),wherekm+nM=1Mm=0M11Tn=S((ω2πm)/M2πTnT)=1Mm=0M1S2π(ω2πmM){\displaystyle {\begin{aligned}\sum _{n=-\infty }^{\infty }s(nMT)\ e^{-i\omega n}&={\frac {1}{MT}}\sum _{k=-\infty }^{\infty }S\left({\tfrac {\omega }{2\pi MT}}-{\tfrac {k}{MT}}\right)\\&={\frac {1}{MT}}\sum _{m=0}^{M-1}\quad \sum _{n=-\infty }^{\infty }S\left({\tfrac {\omega }{2\pi MT}}-{\tfrac {m}{MT}}-{\tfrac {n}{T}}\right),\quad {\text{where}}\quad k\rightarrow m+nM\\&={\frac {1}{M}}\sum _{m=0}^{M-1}\quad {\frac {1}{T}}\sum _{n=-\infty }^{\infty }S\left({\tfrac {(\omega -2\pi m)/M}{2\pi T}}-{\tfrac {n}{T}}\right)\\&={\frac {1}{M}}\sum _{m=0}^{M-1}\quad S_{2\pi }\left({\tfrac {\omega -2\pi m}{M}}\right)\end{aligned}}}

Page citations

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  1. ^Oppenheim and Schafer,[1] p 147 (4.17), where:  x[n]s(nT)=1Ts[n],{\displaystyle x[n]\triangleq s(nT)={\tfrac {1}{T}}s[n],} thereforeX(eiω)1TS2π(ω).{\displaystyle X(e^{i\omega })\triangleq {\tfrac {1}{T}}S_{2\pi }(\omega ).}
  2. ^Oppenheim and Schafer,[1] p 147 (4.20), p 694 (10.1), and Prandoni and Vetterli,[2] p 255, (9.33), where:  ω2πfT,{\displaystyle \omega \triangleq 2\pi fT,}  and  Xc(i2πf)S(f).{\displaystyle X_{c}(i2\pi f)\triangleq S(f).}
  3. ^Oppenheim and Schafer,[1] p 551 (8.35), and Prandoni and Vetterli,[2] p 82, (4.43). With definitions:  X~(eiω)1TS2π(ω),{\displaystyle {\tilde {X}}(e^{i\omega })\triangleq {\tfrac {1}{T}}S_{2\pi }(\omega ),}  ω2πfT,{\displaystyle \omega \triangleq 2\pi fT,} X~[k]S[k],{\displaystyle {\tilde {X}}[k]\triangleq S[k],}  and  δ(2πfT2πkN)δ(fkNT)/(2πT),{\displaystyle \delta \left(2\pi fT-{\tfrac {2\pi k}{N}}\right)\equiv \delta \left(f-{\tfrac {k}{NT}}\right)/(2\pi T),} this expression differs from the references by a factor of2π{\displaystyle 2\pi } because they lost it in going from the 3rd step to the 4th. Specifically, the DTFT ofeian{\displaystyle e^{-ian}} at§ Table of discrete-time Fourier transforms has a2π{\displaystyle 2\pi } factor that the references omitted.
  4. ^Oppenheim and Schafer,[1] p 60, (2.169), and Prandoni and Vetterli,[2] p 122, (5.21)

References

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  1. ^abcdefghijkOppenheim, Alan V.;Schafer, Ronald W.; Buck, John R. (1999). "4.2, 8.4".Discrete-time signal processing (2nd ed.). Upper Saddle River, N.J.: Prentice Hall.ISBN 0-13-754920-2.samples of the Fourier transform of an aperiodic sequence x[n] can be thought of as DFS coefficients of a periodic sequence obtained through summing periodic replicas of x[n]. 
  2. ^abcdPrandoni, Paolo; Vetterli, Martin (2008).Signal Processing for Communications(PDF) (1 ed.). Boca Raton, FL: CRC Press. pp. 72, 76.ISBN 978-1-4200-7046-0. Retrieved4 October 2020.the DFS coefficients for the periodized signal are a discrete set of values for its DTFT
  3. ^Rao, R. (2008).Signals and Systems. Prentice-Hall Of India Pvt. Limited.ISBN 9788120338593.
  4. ^"Periodogram power spectral density estimate - MATLAB periodogram".
  5. ^Gumas, Charles Constantine (July 1997)."Window-presum FFT achieves high-dynamic range, resolution".Personal Engineering & Instrumentation News:58–64. Archived from the original on 2001-02-10.{{cite journal}}: CS1 maint: bot: original URL status unknown (link)
  6. ^Crochiere, R.E.; Rabiner, L.R. (1983). "7.2".Multirate Digital Signal Processing. Englewood Cliffs, NJ: Prentice-Hall. pp. 313–326.ISBN 0136051626.
  7. ^Wang, Hong; Lu, Youxin; Wang, Xuegang (16 October 2006). "Channelized Receiver with WOLA Filterbank".2006 CIE International Conference on Radar. Shanghai, China: IEEE. pp. 1–3.doi:10.1109/ICR.2006.343463.ISBN 0-7803-9582-4.S2CID 42688070.
  8. ^Lyons, Richard G. (June 2008)."DSP Tricks: Building a practical spectrum analyzer". EE Times. Retrieved2024-09-19.   Note however, that it contains a link labeledweighted overlap-add structure which incorrectly goes toOverlap-add method.
  9. ^abLillington, John (March 2003)."Comparison of Wideband Channelisation Architectures"(PDF). Dallas: International Signal Processing Conference. p. 4 (fig 7).S2CID 31525301. Archived fromthe original(PDF) on 2019-03-08. Retrieved2020-09-06.The "Weight Overlap and Add" or WOLA or its subset the "Polyphase DFT", is becoming more established and is certainly very efficient where large, high quality filter banks are required.
  10. ^abLillington, John."A Review of Filter Bank Techniques - RF and Digital"(PDF).armms.org. Isle of Wight, UK: Libra Design Associates Ltd. p. 11. Retrieved2020-09-06.Fortunately, there is a much more elegant solution, as shown in Figure 20 below, known as the Polyphase or WOLA (Weight, Overlap and Add) FFT.
  11. ^Hochgürtel, Stefan (2013), "2.5",Efficient implementations of high-resolution wideband FFT-spectrometers and their application to an APEX Galactic Center line survey(PDF), Bonn: Rhenish Friedrich Wilhelms University of Bonn, pp. 26–31,Bibcode:2013PhDT.......427H, retrieved2024-09-19,To perform M-fold WOLA for an N-point DFT, M·N real input samples aj first multiplied by a window function wj of same size
  12. ^Chennamangalam, Jayanth (2016-10-18)."The Polyphase Filter Bank Technique". CASPER Group. Retrieved2016-10-30.
  13. ^Dahl, Jason F. (2003-02-06).Time Aliasing Methods of Spectrum Estimation (Ph.D.). Brigham Young University. Retrieved2016-10-31.
  14. ^Lin, Yuan-Pei; Vaidyanathan, P.P. (June 1998)."A Kaiser Window Approach for the Design of Prototype Filters of Cosine Modulated Filterbanks"(PDF).IEEE Signal Processing Letters.5 (6):132–134.Bibcode:1998ISPL....5..132L.doi:10.1109/97.681427.S2CID 18159105. Retrieved2017-03-16.
  15. ^Harris, Frederic J. (2004-05-24). "9".Multirate Signal Processing for Communication Systems. Upper Saddle River, NJ: Prentice Hall PTR. pp. 226–253.ISBN 0131465112.
  16. ^Harris, Fredric J. (Jan 1978)."On the use of Windows for Harmonic Analysis with the Discrete Fourier Transform"(PDF).Proceedings of the IEEE.66 (1):51–83.Bibcode:1978IEEEP..66...51H.CiteSeerX 10.1.1.649.9880.doi:10.1109/PROC.1978.10837.S2CID 426548.
  17. ^abcdefghijklmnopqProakis, John G.; Manolakis, Dimitri G. (1996).Digital Signal Processing: Principles, Algorithms and Applications (3 ed.). New Jersey: Prentice-Hall International.Bibcode:1996dspp.book.....P.ISBN 9780133942897. sAcfAQAAIAAJ.
  18. ^Rabiner, Lawrence R.; Gold, Bernard (1975).Theory and application of digital signal processing. Englewood Cliffs, NJ: Prentice-Hall, Inc. p. 59 (2.163).ISBN 978-0139141010.

Further reading

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  • Porat, Boaz (1996).A Course in Digital Signal Processing. John Wiley and Sons. pp. 27–29 and 104–105.ISBN 0-471-14961-6.
  • Siebert, William M. (1986).Circuits, Signals, and Systems. MIT Electrical Engineering and Computer Science Series. Cambridge, MA: MIT Press.ISBN 0262690950.
  • Lyons, Richard G. (2010).Understanding Digital Signal Processing (3rd ed.). Prentice Hall.ISBN 978-0137027415.
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