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Spring 2014

信號與系統Signals and Systems

Chapter SS-5The Discrete-Time Fourier Transform

Feng-Li LianNTU-EE

Feb14 – Jun14

Figures and images used in these lecture notes are adopted from“Signals & Systems” by Alan V. Oppenheim and Alan S. Willsky, 1997

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-2Outline

Representation of Aperiodic Signals: the Discrete-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of Discrete-Time Fourier Transform

The Convolution Property

The Multiplication Property

Duality

Systems Characterized by Linear Constant-Coefficient Difference Equations

ss4-2

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-3Representation of Aperiodic Signals: DT Fourier Transform

DT Fourier Transform of an Aperiodic Signal: ss4-9

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-4Representation of Aperiodic Signals: DT Fourier Transform

DT Fourier Transform of an Aperiodic Signal: ss4-10

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-5Representation of Aperiodic Signals: DT Fourier Transform

DT Fourier Transform of an Aperiodic Signal: ss4-11

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-6Representation of Aperiodic Signals: DT Fourier Transform

Periodicity of DT Fourier Transform:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-7Representation of Aperiodic Signals: DT Fourier Transform

High-Frequency & Low-Frequency Signals:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-8Representation of Aperiodic Signals: DT Fourier Transform

High-Frequency & Low-Frequency Signals:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-9Representation of Aperiodic Signals: DT Fourier Transform

Example 5.1:

ss4-14

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-10Representation of Aperiodic Signals: DT Fourier Transform

Example 5.2:ss4-16

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-11Representation of Aperiodic Signals: DT Fourier Transform

Example 5.3:

ss4-18

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-12Representation of Aperiodic Signals: DT Fourier Transform

Example 5.3:

ss3-71

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS3-FS-13Fourier Series Representation of DT Periodic Signals

Example 3.12:

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Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-14Representation of Aperiodic Signals: DT Fourier Transform

Convergence of DT Fourier Transform:

The analysis equation will converge:

• Either if x[n] is absolutely summable, that is,

• Or, if x[n] has finite energy, that is,

ss4-13

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-15Representation of Aperiodic Signals: DT Fourier Transform

Example 5.4:

Approximation

ss4-17

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-16Representation of Aperiodic Signals: DT Fourier Transform

Approximation of an Aperiodic Signal:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-17Outline

Representation of Aperiodic Signals: the Discrete-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of Discrete-Time Fourier Transform

The Convolution Property

The Multiplication Property

Duality

Systems Characterized by Linear Constant-Coefficient Difference Equations

ss4-21

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-18Fourier Transform for Periodic Signals

Fourier Transform from Fourier Series: ss4-22

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-19Fourier Transform for Periodic Signals

Fourier Transform from Fourier Series:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-20Fourier Transform for Periodic Signals

Fourier Transform from Fourier Series:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-21Fourier Transform for Periodic Signals

Example 5.5: ss4-24

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-22Fourier Transform for Periodic Signals

Example 5.6:

ss4-25

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-23Outline

Representation of Aperiodic Signals: the Discrete-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of Discrete-Time Fourier Transform

The Convolution Property

The Multiplication Property

Duality

Systems Characterized by Linear Constant-Coefficient Difference Equations

ss4-26

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-24Outline

Section Property5.3.2 Linearity5.3.3 Time Shifting5.3.3 Frequency Shifting5.3.4 Conjugation5.3.6 Time Reversal5.3.7 Time Expansion5.4 Convolution5.5 Multiplication

5.3.5 Differencing in Time5.3.5 Accumulation5.3.8 Differentiation in Frequency5.3.4 Conjugate Symmetry for Real Signals5.3.4 Symmetry for Real and Even Signals5.3.4 Symmetry for Real and Odd Signals5.3.4 Even-Odd Decomposition for Real Signals5.3.9 Parseval’s Relation for Aperiodic Signals

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-25Outline

Property CTFS DTFS CTFT DTFT LT zTLinearity 3.5.1 4.3.1 5.3.2 9.5.1 10.5.1

Time Shifting 3.5.2 4.3.2 5.3.3 9.5.2 10.5.2Frequency Shifting (in s, z) 4.3.6 5.3.3 9.5.3 10.5.3

Conjugation 3.5.6 4.3.3 5.3.4 9.5.5 10.5.6Time Reversal 3.5.3 4.3.5 5.3.6 10.5.4

Time & Frequency Scaling 3.5.4 4.3.5 5.3.7 9.5.4 10.5.5(Periodic) Convolution 4.4 5.4 9.5.6 10.5.7

Multiplication 3.5.5 3.7.2 4.5 5.5Differentiation/First Difference 3.7.2 4.3.4,

4.3.65.3.5, 5.3.8

9.5.7, 9.5.8

10.5.7, 10.5.8

Integration/Running Sum (Accumulation) 4.3.4 5.3.5 9.5.9 10.5.7Conjugate Symmetry for Real Signals 3.5.6 4.3.3 5.3.4Symmetry for Real and Even Signals 3.5.6 4.3.3 5.3.4Symmetry for Real and Odd Signals 3.5.6 4.3.3 5.3.4

Even-Odd Decomposition for Real Signals 4.3.3 5.3.4Parseval’s Relation for (A)Periodic Signals 3.5.7 3.7.3 4.3.7 5.3.9

Initial- and Final-Value Theorems 9.5.10 10.5.9

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-26Properties of DT Fourier Transform

Fourier Transform Pair:• Synthesis equation:

• Analysis equation:

• Notations:

ss4-29

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-27Properties of DT Fourier Transform

Periodicity of DT Fourier Transform:

Linearity:

Time & Frequency Shifting:

ss4-30

ss4-31

ss5-6

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-28Properties of DT Fourier Transform

Example 5.7: ss4-19

ss5-14

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-29Properties of DT Fourier Transform

Conjugation & Conjugate Symmetry:

ss4-34

ss4-35

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-30Properties of DT Fourier Transform

Conjugation & Conjugate Symmetry:

ss4-34

ss4-36

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-31Properties of DT Fourier Transform

Conjugation & Conjugate Symmetry:

ss4-37

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-32Properties of DT Fourier Transform

Differencing & Accumulation:

ss4-40

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-33Properties of DT Fourier Transform

Differentiation in Frequency:

Time Reversal:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-34Properties of DT Fourier Transform

Time Expansion: ss4-45

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-35Properties of DT Fourier Transform

Time Expansion:

ss3-71

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-36Properties of DT Fourier Transform

Time Expansion:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-37Properties of DT Fourier Transform

Time Expansion:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-38Properties of DT Fourier Transform

Example 5.9:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-39Properties of DT Fourier Transform

Parseval’s relation: ss4-50

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-40Properties of DT Fourier Transform

Example 5.10:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-41Outline

Representation of Aperiodic Signals: the Discrete-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of Discrete-Time Fourier Transform

The Convolution Property

The Multiplication Property

Duality

Systems Characterized by Linear Constant-Coefficient Difference Equations

ss4-51

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-42Convolution Property & Multiplication Property

Convolution Property:

Multiplication Property:

X

ss4-52

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-43Convolution Property

Example 5.11:

LTI System

ss4-57

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-44Convolution Property

Example 5.12: ss4-59

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-45Convolution Property

Example 5.13:

FilterLTI System

ss4-63

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-46Convolution Property

Example 5.13:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-47Convolution Property

Example 5.14: ss4-74

ss5-27

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-48Convolution Property

Example 5.14:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-49Convolution Property & Multiplication Property

Convolution Property:

Multiplication Property:ss4-67

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-50Multiplication Property

ss4-68

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-51Multiplication Property

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-52Multiplication Property

Example 5.15: ss4-71

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-53Multiplication Property

Example 5.15:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-54

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-55

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-56

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-57Outline

Representation of Aperiodic Signals: the Discrete-Time Fourier Transform

The Fourier Transform for Periodic SignalsProperties of Discrete-Time Fourier Transform The Convolution Property The Multiplication PropertyDualitySystems Characterized by

Linear Constant-Coefficient Difference Equations

ss4-47

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-58Duality

DT Fourier Series Pair of Periodic Signals:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-59Duality

Duality in DT Fourier Series:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-60Duality

Duality between DT-FT & CT-FS:

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-61Duality

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-62Outline

Representation of Aperiodic Signals: the Discrete-Time Fourier Transform

The Fourier Transform for Periodic Signals

Properties of Discrete-Time Fourier Transform

The Convolution Property

The Multiplication Property

Duality

Systems Characterized by Linear Constant-Coefficient Difference Equations

ss4-75

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-63Systems Characterized by Linear Constant-Coefficient Difference Equations

A useful class of DT LTI systems:

LTI System

ss4-76

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-64Systems Characterized by Linear Constant-Coefficient Difference Equations

ss4-79

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-65Systems Characterized by Linear Constant-Coefficient Difference Equations

Examples 5.18 & 5.19: LTISystem

ss4-81

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-66Systems Characterized by Linear Constant-Coefficient Difference Equations

Example 5.20:

LTI System ss4-82

ss5-45

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-67Chapter 5: The Discrete-Time Fourier Transform

Representation of Aperiodic Signals: the DT FT The FT for Periodic SignalsProperties of the DT FT

• Linearity Time Shifting Frequency Shifting• Conjugation Time Reversal Time Expansion• Convolution Multiplication• Differencing in Time Accumulation Differentiation in Frequency• Conjugate Symmetry for Real Signals• Symmetry for Real and Even Signals & for Real and Odd Signals• Even-Odd Decomposition for Real Signals• Parseval’s Relation for Aperiodic Signals

The Convolution Property The Multiplication PropertyDualitySystems Characterized by Linear Constant-

Coefficient Difference Equations

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-68

Periodic Aperiodic

FS CTDT

(Chap 3)FT

DT

CT (Chap 4)

(Chap 5)

Bounded/Convergent

LTzT DT

Time-Frequency

(Chap 9)

(Chap 10)

Unbounded/Non-convergent

CT

CT-DT

Communication

Control

(Chap 6)

(Chap 7)

(Chap 8)

(Chap 11)

Signals & Systems LTI & Convolution(Chap 1) (Chap 2)

Flowchart

Feng-Li Lian © 2014Feng-Li Lian © 2014NTUEE-SS5-DTFT-69Question for Chapter 5

In discrete time, what kind of signals are low frequency or high frequency?

• Chap 1, pages 47-49• Chap 5, pages 7-9

Time expansion and double the width in time domain• Chap 5, pages 33-34• Chap 3, pages 70-71• Chap 5, page 11

Frequency shaping filter on low-freq and high-freq signals• Chap 3, pages 92-95