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Digital Signal Analysis and Applications

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Digital Signal Analysis and Applications

Kishore Prahallad Assistant Professor, IIIT Hyderabad. Email: kishore@iiit.ac.in http://www.iiit.ac.in/kishore

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

Chapter 1 Lecture: Dealing with aperiodic signals


So far, we discussed approximation of x(t) using cosine and sine signals. We derived the approximation in terms of exponential series as shown below.

x( t ) = 1 ck = T

ck ejk0 t
k= T

(1.1) x(t)ejk0 t dt.

The equations for discrete Fourier series are as follows


K 1

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

CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS

1.1

Fourier transform
x(t)i s N on- peri odi c

Amplitude

x(t)

0 x(t) i s P eri odi c

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

(1.3) x (t)ejk0 t dt.

CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS

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

(1.6) X (k0 )ejk0 t 0

k=

As T ; x(t) x (t); 0 0;

As 0 0, it implies that Eq. (1.6) converges to an integral, following Riemann summation. x( t ) = 1 2

X ( )ejt d

(1.7)

CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS

1.1.2 Fourier transform (FT) pair


x( t ) = X ( ) =

1 2

X ( )ejt d

(1.8)
jt

x( t ) e

dt

1.1.3 Convolution and FT


Let denotes the convolution operator. The convolution of x(t) and h(t) y ( t ) = x( t ) h ( t )

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.

CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS Example problems

1.1.4 FT of a sequence of impulses


Let us say, we want to derive the Fourier transform for a sequence of impulses with a time period T , i.e.,

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)

The corresponding x(t) can be obtained by the Fourier transform pair.


1 x( t ) = X ( )ejt d 2 1 = 2 ( 0 )ejt d 2 = ej0 t

(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

Application to sequence of impulses

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

CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS

..

..

3T

2T

2T

3T

..

..

2/T

2/T

Figure 1.2: (a) Impulse train x(t) and (b) Fourier transform of impulse train

CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS

10

1.2

Graphical development

Below is the graphical development of Fourier transform (FT), Discrete-time Fourier transform (DTFT) and Discrete Fourier transform (DFT).

Figure 1.3: (a) Graphical development of DFT

CHAPTER 1. LECTURE: DEALING WITH APERIODIC SIGNALS

11

1.3

Discrete-time Fourier transform (DTFT)


x( t ) = X ( ) =

1 2

X ( )ejt d

(1.14)
jt

x( t ) e

dt

Let us say we have x[n] instead of x(t).

X ( ) =
n=

x[n]ejn x[n]ej (+2)n


n=

X ( + 2 ) = =
n=

(1.15)

x[n]ejn ej 2n = X ( )

X ( ) is periodic with period 2 1 x [ n] = 2


2

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

Discrete Fourier transform (DFT)


Let N = 2 2 = N = k 1 x [ n] = 2 1 = 2 = x [ n] = 1 N 1 N
2

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

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