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Discrete Fourier series

From Wikipedia, the free encyclopedia

Indigital signal processing, adiscrete Fourier series (DFS) is aFourier series whose sinusoidal components are functions of a discrete variable instead of a continuous variable. The result of the series is also a function of the discrete variable, i.e. a discrete sequence. A Fourier series, by nature, has a discrete set of components with a discrete set of coefficients, also a discrete sequence. So a DFS is a representation of one sequence in terms of another sequence. Well known examples are theDiscrete Fourier transform and its inverse transform.[1]: ch 8.1 

Introduction

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Relation to Fourier series

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The exponential form of Fourier series is given by:

s(t)=k=S[k]ei2πkPt,{\displaystyle s(t)=\sum _{k=-\infty }^{\infty }S[k]\cdot e^{i2\pi {\frac {k}{P}}t},}

which is periodic with an arbitrary period denoted byP.{\displaystyle P.} When continuous timet{\displaystyle t} is replaced by discrete timenT,{\displaystyle nT,} for integer values ofn{\displaystyle n} and time intervalT,{\displaystyle T,} the series becomes:

s(nT)=k=S[k]ei2πkPnT,nZ.{\displaystyle s(nT)=\sum _{k=-\infty }^{\infty }S[k]\cdot e^{i2\pi {\frac {k}{P}}nT},\quad n\in \mathbb {Z} .}

Withn{\displaystyle n} constrained to integer values, we normally constrain the ratioP/T=N{\displaystyle P/T=N} to an integer value, resulting in anN{\displaystyle N}-periodic function:

Discrete Fourier series
sN[n]s(nT)=k=S[k]ei2πkNn{\displaystyle s_{_{N}}[n]\triangleq s(nT)=\sum _{k=-\infty }^{\infty }S[k]\cdot e^{i2\pi {\frac {k}{N}}n}}

which are harmonics of a fundamental digital frequency1/N.{\displaystyle 1/N.} TheN{\displaystyle N} subscript reminds us of its periodicity. And we note that some authors will refer to just theS[k]{\displaystyle S[k]} coefficients themselves as a discrete Fourier series.[2]: p.85 (eq 15a) 

Due to theN{\displaystyle N}-periodicity of theei2πkNn{\displaystyle e^{i2\pi {\tfrac {k}{N}}n}} kernel, the infinite summation can be "folded" as follows:

sN[n]=m=(k=0N1ei2πkmNNn S[kmN])=k=0N1ei2πkNn(m=S[kmN])SN[k],{\displaystyle {\begin{aligned}s_{_{N}}[n]&=\sum _{m=-\infty }^{\infty }\left(\sum _{k=0}^{N-1}e^{i2\pi {\tfrac {k-mN}{N}}n}\ S[k-mN]\right)\\&=\sum _{k=0}^{N-1}e^{i2\pi {\tfrac {k}{N}}n}\underbrace {\left(\sum _{m=-\infty }^{\infty }S[k-mN]\right)} _{\triangleq S_{N}[k]},\end{aligned}}}

which is theinverse DFT of one cycle of theperiodic summation,SN.{\displaystyle S_{N}.}[1]: p.542 (eq 8.4)  [3]: p.77 (eq 4.24) 

References

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  1. ^abOppenheim, Alan V.;Schafer, Ronald W.; Buck, John R. (1999).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]. ... The Fourier series coefficients can be interpreted as a sequence of finite length for k=0,...,(N-1), and zero otherwise, or as a periodic sequence defined for all k.
  2. ^Nuttall, Albert H. (Feb 1981)."Some Windows with Very Good Sidelobe Behavior".IEEE Transactions on Acoustics, Speech, and Signal Processing.29 (1):84–91.doi:10.1109/TASSP.1981.1163506.
  3. ^Prandoni, 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
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