Post on 16-Apr-2018
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:
-80 -60 -40 -20 0 20 40 60 80-0.05
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-80 -60 -40 -20 0 20 40 60 80-0.04
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-80 -60 -40 -20 0 20 40 60 80-0.1
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-80 -60 -40 -20 0 20 40 60 80-0.2
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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