ECT303 Module 1 Part 2
ECT303 Module 1 Part 2
MODULE 1-PART II
1 3
4 3
𝑥((𝑛 − 1))4 ={4,1,2,3}
1
2
𝑥((𝑛 − 6))4 ={3,4,1,2}
2 𝑥((𝑛 + 3))4 4
i.e. , x ( N − n) = x ( n ) 1 n N − 1
➢ An N-point sequence is called circularly odd if it is anti-symmetric about the
point zero on the circle.
i.e. , x ( N − n) = − x ( n) 1 n N − 1
6
7 Properties of Discrete Fourier Transform (DFT)
1. Periodicity Property
Let X(k) be the N-point DFT of a finite duration sequence x(n),ie, DFT{x(n)}=X(k)
then, x ( n + N ) = x ( n) for all n
Proof: X (k + N ) = X (k ) for all k
N −1 2k
−j n
X (k ) = x( n)e N
n =0
N −1 2 2k 2N
− j (k + N ) n N −1 −j n −j n
X (k + N ) = x( n) e N =
x( n) e N .e N
n =0 n =0
N −1 2k N −1 2k
−j n −j n
= x( n) e N (cos 2n − j sin 2n) =
x( n) e N = X (k )
n =0 n =0
2. Linearity Property
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Let 𝑋1 (𝑘) and 𝑋2 (𝑘) be the N point DFT’s of 𝑥1 (𝑛) and 𝑥2 (𝑛) respectively, then
a x1 (n) + bx2 (n) ⎯⎯→ a X 1 (k ) + b X 2 (k )
DFT
N −1 2k N −1 2k
−j n −j n
= a x1 (n) e N +b
x 2 ( n) e N
n =0 n =0
= a X 1 (k ) + b X 2 (k ) = RHS
3. Time Reversal Property
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Time Reversal of an N point sequence is x(n) is attained by wrapping the sequence x(n)
around the circle in clockwise direction. It is denoted as x((-n))N
x ((- n ))N = x( N − n) 0 n N −1
If DFT{ x(n) }= X(k) then, Let N-n=m
Lower limit ,n =0, m=N
Upper Limit, n= N-1, m=1
DFT{x((-n)) N } = DFT {x( N − n)} = X ((− k )N ) = X ( N − k ) n= N-m
Proof:
N −1 2k
−j n
DFT x((−n)) N = DFT x( N − n) = x( N − n) e N
n =0
12
2k
1 −j ( N − m) Note:
DFT {x( N − n)} = x(m)e N
N −1 −j
2k
n
m =N
2k 2 ( − k )
X (k ) = x( n) e N
N −j N −j m n =0
= x(m)e N .e N
m =1
N −1 (−k )m
− j 2
= x(m) e N = X ((−k )) N
m =0
N −1 ( N −k )m
N −1 ( − k ) m N − j 2
− j 2 − j 2 m
= x(m) e N .e N = x(m ) e N
m =0
m =0
= X (N − k)
4. Circular Time Shifting Property
13
DFT
If x(n) ⎯⎯→ X (k ) Let m=n-l
2k
Lower limit, n=0, m=-1
−j l
x((n − l ))N ⎯⎯→ X (k )e
DFT N Upper limit , n=N-1, m=N-l-1
Then, n=m+1
N −1 2k
Proof −j n
DFT {x(n)} = x ( n) e N
n =0
N −1 2k
−j n
DFT {x((n − l )) N } = x((n − l )) N e N
n =0
N −l −1 2k
−j ( m +l )
= x(m).e N
m = −l
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N −1 2k 2k
−j m −j l
DFT {x((n − l )) N } = x ( m) e N .e N
m =0
2k N −1 2k
−j l −j m
=e N .
x ( m) e N
m =0
𝑗2𝜋𝑘
− 𝑁 𝑙
= 𝑒 𝑋(𝑘)
5. Frequency-Shifting/ Circular frequency shift Property
15
2l
n j
If DFT { x(n)} = X(k) , then DFT {x(n)e N } = X ((k − l )) N
Proof
Given
N −1 2k
−j n
DFT {x(n)} = X (k ) = x( n) e N
n =0
2l N −1 2l 2k 2 ( k −l )
j n j n −j n N −1 −j n
DFT {x(n)e N } =
x( n)e N e N =
x( n) e N
n =0 n =0
= X ((k − l )) N
6. Complex Conjugate Property
16
= x * ( N − n)
7. Circular Convolution
18
If x1 (n) and x2 (n) are finite duration sequences both of length N with DFT’s X 1 (k )
and X 2 (k ) then,
DFT{ } = X 1 (k ) X 2 (k )
where N −1
= x1 (m) x2 ((n − m)) N
m =0
Proof N −1 2k N −1 2k
−j m −j l
Starting from the RHS, X 1 (k ) X 2 ( k ) = x1 (m)e N .
x2 (l )e N
m =0 l =0
𝑁−1
1 𝑗2𝜋𝑘
IDFT { X(k) }= x(n) = 𝑋 𝑘 𝑒 𝑁 𝑛
𝑁
𝑘=0
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1 N −1
=
N m =0
x1 ( m) x2 ((n − m)) N .( N )
N −1
= x1 (m) x2 ((n − m)) N =
m =0
8. Circular Correlation
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For complex valued sequences x(n) and y(n) with DFT’s X(k) and Y(k) if
DFT
x(n) ⎯⎯→ X (k )
DFT
y (n) ⎯⎯→ Y (k )
~r (l ) DFT ~
then xy ⎯⎯→ R xy (k )
N −1
where ~
rxy (l ) = x(n) y * ((n − l )) N
n =0
~
and R xy ( k ) = X ( k )Y * ( k )
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Proof:
*
We can write ~ rxy (l ) as the circular convolution of x (l ) with y (−l )
N −1 N −1
rxy (l ) = x(n) y ((n − l )) N = x(n) y * (−(l − n)) N = 𝑥 𝑙
~ *
𝑦 ∗ (−𝑙)
n =0 n =0
From the complex conjugate property,
DFT
x* ((− n)) N = x* ( N − n) ⎯⎯→ X * (k )
DFT
y * ((−l )) N ⎯⎯→ Y * (k ) − − − (1)
From the circular convolution property,
DFT { } = X 1 ( k ) X 2 ( k ) − − − ( 2)
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~ DFT ~
rxy (l ) ⎯⎯→ R xy (k )
9. Multiplication of two sequences
23
If x1 (n) ⎯⎯→ X 1 (k )
DFT
x2 (n) ⎯⎯→ X 2 (k )
DFT
DFT 1
then, x1 (n) x2 (n) ⎯⎯→ { X 1 (k ) X 2 (k )}
N
Proof
𝑁−1
X 1 (k ) X 2 (k ) = 𝑋1 𝑙 . 𝑋2 (𝑘 − 𝑙)
𝑙=0
N −1 2k
−j n
DFT {x(n)} = x( n) e N
n =0
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𝑁−1
𝑗2𝜋𝑘
− 𝑛
𝐷𝐹𝑇 𝑥1 𝑛 . 𝑥2 𝑛 = 𝑥1 𝑛 . 𝑥2 (𝑛) 𝑒 𝑁 −−− −(1)
𝑛=0
𝑁−1
1 𝑗2𝜋𝑙
IDFT equation for 𝑥1 𝑛 𝑖𝑠 𝑋1 (𝑙) 𝑒 𝑁 𝑛
𝑁
𝑙=0
Substituting for 𝑥1 𝑛 in (1), we get
𝑁−1 𝑁−1
1 𝑗2𝜋𝑙 𝑗2𝜋𝑘
𝐷𝐹𝑇 𝑥1 𝑛 . 𝑥2 𝑛 = 𝑋1 (𝑙) 𝑒 𝑁 . 𝑥2 (𝑛) 𝑒 𝑁 𝑛
𝑛 −
𝑁
𝑛=0 𝑙=0
𝑁−1 𝑁−1
1 𝑗2𝜋𝑙 𝑗2𝜋𝑘
= 𝑋1 (𝑙) 𝑥2 𝑛 . 𝑒 𝑁 𝑒 𝑁 𝑛
𝑛 −
𝑁
𝑙=0 𝑛=0
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𝑁−1 𝑁−1
1 −
𝑗2𝜋(𝑘−𝑙)
𝑛
𝐷𝐹𝑇 𝑥1 𝑛 . 𝑥2 𝑛 = 𝑋1 (𝑙) 𝑥2 𝑛 . 𝑒 𝑁
𝑁
𝑙=0 𝑛=0
𝑁−1
1
= 𝑋1 𝑙 . 𝑋2 (𝑘 − 𝑙)
𝑁
𝑙=0
1
= { X 1 (k ) X 2 (k )}
N
10. Parseval’s Theorem
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For complex valued sequences x(n) and y(n) with DFT’s X(k) and Y(k) if
x(n) ⎯⎯→ X (k )
DFT
y (n) ⎯⎯→ Y (k )
DFT
N −1 N −1
1
Then,
n =0
x ( n) y ( n) =
*
N
X
k =0
( k )Y *
(k )
Proof
This property can be easily proved from the Circular correlation property.
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N −1 2 N −1
1 ~ jk .0 1 ~
~
rxy (0) =
N k =0
R xy (k )e N =
N k =0
R xy (k )
1 N −1
=
N k =0
X ( k )Y *
(k ) → Pr oved
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N −1 2 2
1 N −1
x ( n) =
N k =0
X (k )
n =0
➢ Relates the energy in the finite duration sequence x(n) in terms of its frequency
components in X(k).
➢ Law of conservation of Energy.
Property Time Domain Frequency Domain
Periodicity 𝑥 𝑛 = 𝑥(𝑛 + 𝑁) X 𝑘 = 𝑋(𝑘 + 𝑁)
Linearity 𝑎𝑥1 𝑛 + 𝑏𝑥2 (𝑛) 𝑎𝑋1 𝑘 + 𝑏𝑋2 (𝑘)
Time Reversal 𝑥(𝑁 − 𝑛) 𝑋(𝑁 − 𝑘)
Circular Time Shift 𝑥( 𝑛 − 𝑙 )𝑁 2𝜋𝑘
−𝑗 𝑁 𝑙
𝑋 𝑘 𝑒
2𝜋𝑛
Circular Frequency Shift 𝑗 𝑁 𝑙 𝑋( 𝑘 − 𝑙 )𝑁
𝑥 𝑛 𝑒
Circular Convolution 𝑋1 (𝑘)𝑋2 (𝑘)
Circular Correlation 𝑥(𝑛) 𝑦 ∗ (−𝑛) 𝑋(𝑘)𝑌 ∗ (𝑘)
Multiplication of 2 𝑥1 (𝑛)𝑥2 (𝑛) 1
{𝑋1 𝑘 𝑋2 (𝑘)}
sequences 𝑁
Complex Conjugate 𝑥 ∗ (𝑛) 𝑋 ∗ (𝑁 − 𝑘)
𝑥 ∗ (𝑁 − 𝑛) 𝑋 ∗ (𝑘)
Parseval’s Theorem 𝑁−1 1 𝑁−1
𝑥(𝑛)𝑦 ∗ (𝑛) 𝑋(𝑘)𝑌 ∗ (𝑘)
𝑛=0 𝑁 𝑘=0
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Q. If DFT of the sequence x(n) = {1,2,1,1,2,-1} is X(k), What is the sequence
whose DFT is 𝒀 𝒌 = 𝒆−𝒋𝝅𝒌 𝑿(𝒌)
30
Soln:
DFT 𝑗2𝜋𝑘
Time shifting property : 𝑥( 𝑛 − 𝑙 )𝑁 𝑒 − 𝑁 𝑙 𝑋(𝑘)
𝑗2𝜋𝑘 𝑗2𝜋𝑘
− 𝑙 − 𝑙 x(n)
N=6 , DFT = 𝑒 −𝑗𝜋𝑘 𝑋(𝑘) =𝑒 𝑁 𝑋 𝑘 = 𝑒 6 𝑋(𝑘)
𝑥( 𝑛 − 3 )6 = {1,2, −1,1,2,1}
𝑥( 𝑛 − 3 )6
Q. If x(n) is a real valued sequence of length N, and X(k) is its DFT, Show
that 𝐗 𝒌 = 𝑿∗ 𝑵 − 𝒌 .
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𝑋𝑅 𝑘 = 𝑋𝑅 𝑁 − 𝑘 & 𝑋𝐼 𝑘 = −𝑋𝐼 𝑁 − 𝑘
Q. Let X(k) be a 14 point DFT of a real sequence x(n). The first 8 samples of
X(k) are given by X(0)=12, X(1)=-1+j3, X(2)=3+j4, X(3)=1-j5, X(4)=-2+j2,
X(5)= 6+j3, X(6)=-2-j3, X(7)=10. Find the remaining samples of X(k).
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Soln:
2𝜋𝑛 DFT
Circular Frequency shifting property : 𝑥 𝑛 𝑒𝑗 𝑁 𝑙 𝑋( 𝑘 − 𝑙 )𝑁
N=4, Given DFT is X(k-2)
2𝜋𝑛 2𝜋𝑛
𝑗 𝑙 𝑗 2 = 𝑥 𝑛 𝑒 𝑗𝜋𝑛
∴ l=2, the time domain sequence is 𝑥 𝑛 𝑒 𝑁 = 𝑥 𝑛 𝑒 4
𝑥 𝑛 𝑒 𝑗𝜋𝑛 = 𝑥 𝑛 −1 𝑛
n=0, 𝑥 0 −1 0 = 𝑎
Note:
n=1, 𝑥 1 −1 1 = −𝑏 𝑒 𝑗𝜋𝑛 = cos( 𝜋𝑛) + j sin (𝜋𝑛)
n=2, 𝑥 2 −1 2 = 𝑐 =(−1)𝑛
n=3, 𝑥 3 −1 3 = −𝑑
IDFT of X(k-2)={a,-b, c,-d}
Q. Consider x(n) ={1,2,-3,0,1,-1,4,2} with an 8 point DFT X(k). Evaluate
𝒋𝟑𝝅𝒌
a) X(0) b) X(4) c)σ𝟕𝒌=𝟎 𝑿(𝒌) d) σ𝟕𝒌=𝟎 𝒆− 𝟒 𝑿(𝒌) e) σ𝟕𝒌=𝟎 |𝑿(𝒌)|𝟐
without finding DFT.
34
𝑁−1 7
2π𝑘 2π𝑘
−𝑗 𝑁 𝑛 −𝑗 8 𝑛
Soln: 𝑋 𝑘 = 𝑥(𝑛) 𝑒 = 𝑥(𝑛) 𝑒
𝑛=0 𝑛=0
a) X(k)=X(0) when k=0 ,
7 7
2π.0
−𝑗 8 𝑛
𝑋 0 = 𝑥(𝑛) 𝑒 = 𝑥(𝑛) = 1 + 2 − 3 + 0 + 1 − 1 + 4 + 2 = 6
𝑛=0 𝑛=0
𝑘=0 = 8. 𝑥 −3
𝑗3𝜋𝑘
− 4
d) σ7𝑘=0 𝑒 𝑋 𝑘 Time reversal, x(-n) = x(N-n)
7
1 2π𝑘
𝑗 8 𝑛 x(-3)= x(8-3) = x(5)
𝑥 𝑛 = 𝑋(𝑘) 𝑒 7
8 3π𝑘
𝑘=0 −𝑗 4
7
2π𝑘
𝑋(𝑘) 𝑒
𝑗 8 𝑛
𝑋(𝑘) 𝑒 = 8. 𝑥 𝑛 𝑘=0
𝑘=0 = 8. 𝑥 −3 = 8. 𝑥 5 = −8
35
e) σ7𝑘=0 |𝑋(𝑘)|2
36
N −1 2 2
1 N −1
2
1 7
x ( n) =
N k =0
X (k ) = X (k )
n =0 8k =0
7 2 7 2
X (k ) = 8. x(n) = 8. (12 + 22 + 32 + 0 + 12 + 12 + 42 + 22 )
k =0 n =0
= 288
Q. Using DFT, find the energy of the signal 𝑥 𝑛 = 0.1 𝑛 𝑢 𝑛 , 𝑛 < 4
37
Soln:
x(n)= {1, 0.1, 0.01, 0.001}
1 1 1 1 1 1.111
X(k)= 𝑊𝑁 . 𝑥 𝑛 = 𝑊4 . 𝑥 𝑛 = 1 −𝑗 −1 𝑗 0.99 − 0.099𝑗
. 0.1 =
1 −1 1 −1 0.01 0.909
1 𝑗 −1 −𝑗 0.001 0.99 + 0.099𝑗
According to (Parseval’s Theorem), energy of a signal is given by
2
1 N −1
2 1
1 3
N k =0
X (k ) =
4
X (k ) = [ 𝑋 0 2 + 𝑋 1 2 + 𝑋 2 2 + 𝑋 3 2]
4
k =0 1
1
= [1.234 + 0.9899 + 0.8263 + 0.9899] = [4.04]
4 4
= 1.01
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HWQ1. Given the eight point DFT X(k) of a sequence x(n) as X(k)={1, 2+j,
1, -1+j, 2+2j, -1-j, 1 ,2-j}. Determine the following without directly
computing the IDFT. a) σ𝟕𝒌=𝟎 |𝒙(𝒏)|𝟐 b) x(4)
HWQ2. Given, the DFT of a real valued sequence is X(k)={j, 1+j, A, 1-j, -1,
B,-1-j, C}. Find the energy of the signal.
REFERENCES
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THANK YOU!