Digital Signal Analysis and Applications
Digital Signal Analysis and Applications
Digital Signal Analysis and Applications
Contents
Contents 1 Lecture: Dealing with aperiodic signals 1.1 Fourier transform . . . . . . . . . . . . . . . 1.1.1 From 0 to . . . . . . . . . . . . . . 1.1.2 Fourier transform (FT) pair . . . . . 1.1.3 Convolution and FT . . . . . . . . . Example problems . . . . . . . . . . 1.1.4 FT of a sequence of impulses . . . . FT of a periodic signal . . . . . . . . Application to sequence of impulses 1.2 Graphical development . . . . . . . . . . . . 1.3 Discrete-time Fourier transform (DTFT) . . 1.4 Discrete Fourier transform (DFT) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 3 . 4 . 5 . 6 . 6 . 7 . 7 . 7 . 8 . 10 . 11 . 12
x( t ) = 1 ck = T
ck ejk0 t
k= T
x [ n] =
k =0
ck ejk2 N 1 N
N 1
(1.2) x[n]ejk2 N ,
n
ck =
n=0
where N is the period of the signal. An important point to note in the above equations is that the Fourier series require the knowledge of 0 (or T ). This also implies that the signal x(t) should be periodic. The question is how to approximate aperiodic signals? 3
1.1
Fourier transform
x(t)i s N on- peri odi c
Amplitude
x(t)
Amplitude
x(t)
0 time
2T
Figure 1.1: (a) aperiodic signal x(t) and (b) periodic signal x (t) by repeating the aperiodic signal Let x(t) be an aperiodic signal. Using x(t), one could create a (pseudo) periodic signal x (t) as shown in Fig. 1.1. Following Fourier series,
x (t) = 1 ck = T
ck ejk0 t dt
k= T
1.1.1 From 0 to
Follow 1 ck = T
T
x (t)ejk0 t dt.
0
Note that x(t) = x (t) 0 < t < T, else x(t) = 0. Using this equality ck = 1 T 1 ck = T
T
x(t)ejk0 t dt
0
(1.4) x( t ) e
jk0 t
dt
Let
X ( ) =
x(t)ejt dt (1.5)
1 ck = X (k0 ) T
Following Eq. (1.5), Fourier Coefcients are samples of X ( ) taken at multiples of 0 . Using Eq. (1.5) in Eq. (1.3), 1 x (t) = T
X (k0 )ejk0 t
k=
1 = 2
k=
As T ; x(t) x (t); 0 0;
X ( )ejt d
(1.7)
1 2
X ( )ejt d
(1.8)
jt
x( t ) e
dt
h( )x(t ) d
x( t ) =
1 X ( )ej(t ) d 2 1 = X ( )ejt ej d 2 1 y (t) = h( ) X ( )ejt ej d d 2 1 h( )ej d X ( )ejt d y (t) = 2 1 h( )ej d X ( )ejt d y (t) = 2 1 H ( )X ( )ejt d = 2 Y ( ) = H ( )X ( )
(1.9)
Convolution in time domain leads to multiplication in frequency domain and vice-versa, i.e., convolution in frequency ( ) domain leads to multiplication in time domain.
x( t ) =
k=
(t kT ).
It could be easily realised that sequence of impulses is a periodic signal and Fourier series coefcients can be generated. In order to derive the Fourier transform, one could know the FT of a periodic signal as well. So far, we dealt with Fourier transform of an aperiodic signal. However, it would be helpful to have Fourier transform for a periodic signal as well as, to have a unied framework. FT of a periodic signal Let X ( ) = 2 ( 0 ) (1.10)
(1.11)
CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS 8 If denotes the Fourier transform of an LTI system then
x(t) X ( ) ej0 t 2 ( 0 ) ejk0 t 2 ( k0 ) ck ejk0 t 2ck ( k0 )
(1.12)
ck e
k=
jk0 t
2
k=
ck ( k0 ) ck ( k0 )
k=
X ( ) = 2
x( t ) = 1 T 1 = T 1 = T 2 X ( ) = T ck =
(t kT )
k= T
x(t)ejk0 t dt
0 T
(t)ejk0 t dt
0
(1.13)
( k
k=
2 ) T
..
..
3T
2T
2T
3T
..
..
2/T
2/T
Figure 1.2: (a) Impulse train x(t) and (b) Fourier transform of impulse train
10
1.2
Graphical development
Below is the graphical development of Fourier transform (FT), Discrete-time Fourier transform (DTFT) and Discrete Fourier transform (DFT).
11
1.3
1 2
X ( )ejt d
(1.14)
jt
x( t ) e
dt
X ( ) =
n=
X ( + 2 ) = =
n=
(1.15)
x[n]ejn ej 2n = X ( )
X ( )ejn d
0
(1.16)
CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS Continuous Discrete Periodic FS DFS
12
x( t ) = ck = Aperiodic x( t ) =
1 2 1 T k= T
ck ejk0 t x(t)ejk0 t dt
K 1
x [ n] = ck =
1 N k=0 N 1 n=0
ck ejk2 N
n
x[n]ejk2 N
FT
DTFT x [ n] =
1 2 2
X ( )ejt d
X ( )ejn d
0
X ( ) =
x( t ) e
jt
dt
X ( ) =
n= N 1
x(n)ejn DFT
x [ n] =
1 N
X [k ]ej N kn
2
k=0 N 1 n=0
X [k ] =
x[n]ej N kn
1.4
X ( )ejn d
0 N 1
(1.17) X [k ]e
jkn
k=0 N 1
X [k ]ej N kn
k=0 N 1
X [k ]ej N kn ,
k=0
CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS 13 where X [k ] is written as X [k ]. Also note that, as is discretized , x[n] will become periodic.
N 1
X [k ] =
n=0 N 1
x[n]ejkn (1.18) x [ n] e
n=0
j 2 kn N