lecture 6: dft xiliang luo 2014/10. periodic sequence discrete fourier series for a sequence with...

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Lecture 6 : DFT XILIANG LUO 2014/10

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Page 1: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Lecture 6: DFTXILIANG LUO

2014/10

Page 2: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Periodic Sequence Discrete Fourier Series

For a sequence with period N, we only need N DFS coefs

Page 3: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Discrete Fourier Series

Page 4: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

DFS

Synthesis

Analysis

Page 5: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Example DFS of periodic impulse

Page 6: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

DFS Properties

Linearity:

Shift:

Page 7: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

DFS Properties

Duality:

Periodic Convolution:

Page 8: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

DTFT of Periodic Signals

Page 9: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Sampling Fourier Transform

Sample the DTFT of an aperiodic sequence:

Let the samples be the DFS coefficients:

Page 10: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Sampling Fourier Transform

DTFT definition:

Synthesized sequence:

Page 11: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Sampling Fourier TransformSynthesized sequence:

Page 12: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Sampling Fourier Transform

Sampling the DTFT of the above sequence with N=12, 7

Page 13: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Discrete Fourier TransformFor a finite-length sequence, we can do the periodic extension:

or

DFT definition:

Page 14: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Discrete Fourier Transform

DFT is just sampling the unit-circle of the DTFT of x[n]

Page 15: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

DFT Properties Linearity

Circular shift of a sequence

Duality

Page 16: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

DFT PropertiesCircular convolution

Page 17: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Compute Linear Convolution

In DSP, we often need to compute the linear convolution of two sequences.Considering the efficient algorithms available for DFT, i.e. FFT, we typicallyfollow the following steps:

Page 18: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Compute Linear Convolution

Linear convolution of two finite-length sequences of length L & P:

How about circular convolution using length N=L+P-1?

Page 19: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Compute Linear Convolution

Sampling DTFT of x[n] as DFS:

one period

Page 20: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Compute Linear Convolution

Page 21: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Compute Linear Convolution

DFT/IDFT

linear conv w/ aliasing

Page 22: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Compute Linear Convolution

Circular convolution becomes linear convolution!

Page 23: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

LTI System Implementation

Page 24: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

LTI System ImplementationBlock convolution

Page 25: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

LTI System Implementation

Page 26: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

LTI System Implementation

Overlap-Add Method

Page 27: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Overlap-Save MethodP-point impulse response: h[n]L-point sequence: x[n]

L > P

We can perform an L-point circular convolution as:

𝑦 [𝑛 ]=∑𝑙=0

𝑃−1

h [ 𝑙 ] 𝑥 [ (𝑛− 𝑙 )𝐿]

Observation: starting from sample: P-1, y[n] corresponds to linear convolution!

Page 28: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Overlap-Save Method

Page 29: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Overlap-Save Method

Page 30: Lecture 6: DFT XILIANG LUO 2014/10. Periodic Sequence  Discrete Fourier Series For a sequence with period N, we only need N DFS coefs

Overlap-Save Method