# Discrete -Time Fourier Transform Discrete Fourier ...tania/teaching/dsp/Lectures 3-4 DTFT DFT... ·...

### Transcript of Discrete -Time Fourier Transform Discrete Fourier ...tania/teaching/dsp/Lectures 3-4 DTFT DFT... ·...

DiscreteDiscrete--Time Fourier TransformTime Fourier Transform

Discrete Fourier TransformDiscrete Fourier Transform

zz--TransformTransform

Tania Stathaki

811b

Joseph Fourier (1768-1830)

DiscreteDiscrete--Time Fourier TransformTime Fourier Transform

• Definition - The Discrete-Time Fourier

Transform (DTFT) of a sequence

x[n] is given by

• In general, is a complex function

of the real variable ω and can be written as

)( ωjeX

)( ωjeX

∑∞

−∞=

−=n

njj enxeX ωω ][)(

)()()( imreωωω jjj eXjeXeX +=

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• and are, respectively,

the real and imaginary parts of , and

are real functions of ω• can alternately be expressed as

where

)( ωjeX

)( ωre

jeX )( ωim

jeX

)( ωjeX)()()( ωθωω = jjj eeXeX

)}(arg{)( ω=ωθ jeX

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• is called the magnitude function

• is called the phase function

• Both quantities are again real functions of ω• In many applications, the DTFT is called

the Fourier spectrum

• Likewise, and are called the

magnitude and phase spectra

)( ωjeX

)(ωθ

)( ωjeX )(ωθ

)(

)()ω(tan

)()()(

)ω(sin)()(

)ω(cos)()(

)()()(

ω

re

ω

im

ω2

im

ω2

re

2ω

ωω

im

ωω

re

ωω2

ω

j

j

jjj

jj

jj

jjj

eX

eX

eXeXeX

eXeX

eXeX

eXeXeX

=

+=

=

=

= ∗

θ

θ

θ

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

DiscreteDiscrete--Time Fourier TransformTime Fourier Transform

• For a real sequence x[n], and are

even functions of ω, whereas, and

are odd functions of ω (Prove using previous slide relationships)• Note:

for any integer k

• The phase function θ(ω) cannot be uniquely

specified for any DTFT

)( ωjeX

)(ωθ)(re

ωjeX

)(im

ωjeX

)2()()( kjjj eeXeX π+ωθωω =)()( ωθω= jj eeX

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Unless otherwise stated, we shall assume

that the phase function θ(ω) is restricted to

the following range of values:

called the principal value

π<ωθ≤π− )(

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• The DTFTs of some sequences exhibit

discontinuities of 2π in their phase

responses

• An alternate type of phase function that is a

continuous function of ω is often used

• It is derived from the original phase

function by removing the discontinuities of

2π

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• The process of removing the discontinuities

is called “unwrapping”

• The continuous phase function generated by

unwrapping is denoted as

• In some cases, discontinuities of π may be

present after unwrapping

)(ωθc

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Example - The DTFT of the unit sample

sequence δ[n] is given by

• Example - Consider the causal sequence

1]0[][)( =δ=∑δ=ω∆ ω−∞

−∞=

nj

n

en

≥

=<=otherwise0

01][,1],[][

nnnnx n µαµα

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Its DTFT is given by

as

∑α=∑ µα=∞

=

ω−∞

−∞=

ω−ω

0

][)(n

njn

n

njnj eeneX

ω−α−

∞

=

ω− =∑ α=jen

nje1

1

0

)(

1<α=α ω− je

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• The magnitude and phase of the DTFT

are shown below)5.01/(1)( ω−ω −= jj eeX

-3 -2 -1 0 1 2 30.5

1

1.5

2

ω/π

Mag

nitude

-3 -2 -1 0 1 2 3

-0.4

-0.2

0

0.2

0.4

0.6

ω/π

Phas

e in

rad

ians

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• The DTFT of a sequence x[n] is a

continuous function of ω

• It is also a periodic function of ω with a

period 2π:

)( ωjeX

∑=∞

−∞=

π+ω−π+ω

n

nkjkj oo enxeX)2()2(

][)(

nkj

n

njeenx o π−∞

−∞=

ω−∑= 2][ )(][ oo j

n

njeXenx

ω∞

−∞=

ω− =∑=

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Inverse Discrete-Time Fourier Transform:

• Proof:

∫ ωπ

=π

π−

ωω deeXnx njj )(2

1][

∫ ω

∑

π=

π

π−

ω∞

−∞=

ω− deexnx njj

l

ll][

2

1][

DiscreteDiscrete--Time Fourier Time Fourier TransformTransform

• The order of integration and summation can

be interchanged if the summation inside the

brackets converges uniformly, i.e.,

exists

• Then ∫ ω

∑

π

π

π−

ω∞

−∞=

ω− deex njj

l

ll][

2

1

)( ωjeX

)(

)(sin][ω

2

1][ )(

l

lll

l

l

l −−

=

= ∑∫∑

∞

−∞=−

−∞

−∞= n

nxdex nj

ππ

π

π

π

ω

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Now

• Hence

l

l

l

l

≠

==

−π−π

n

n

n

n

,0

,1

)(

)(sin

][ l−δ= n

][][][)(

)(sin][ nxnx

n

nx =∑ −δ=

−π−π

∑∞

−∞=

∞

−∞= ll

lll

ll

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Convergence Condition - An infinite

series of the form

may or may not converge

• Consider the following approximation

∑=∞

−∞=

ω−ω

n

njj enxeX ][)(

∑=−=

ω−ω K

Kn

njjK enxeX ][)(

DiscreteDiscrete--Time Fourier TransformTime Fourier Transform

• Then for uniform convergence of ,

• If x[n] is an absolutely summable sequence, i.e., if

for all values of ω• Thus, the absolute summability of x[n] is a sufficient

condition for the existence of the DTFT

)( ωjeX

0)()(lim =− ωω

∞→

jK

j

KeXeX

∞<∑∞

−∞=nnx ][

∞<∑≤∑=∞

−∞=

∞

−∞=

ω−ω

nn

njj nxenxeX ][][)(

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Example - The sequence for

is absolutely summable as

and therefore its DTFT converges

to uniformly

][][ nnx nµα=1<α

∞<α−

=∑ α=∑ µα∞

=

∞

−∞= 1

1][

0n

n

n

n n

)( ωjeX

)1/(1 ω−α− je

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Since

an absolutely summable sequence has

always a finite energy

• However, a finite-energy sequence is not

necessarily absolutely summable

,][][

22

∑≤∑∞

−∞=

∞

−∞= nn

nxnx

• Example - The sequence

has a finite energy equal to

• However, x[n] is not absolutely summable since the summation

does not converge.

DiscreteDiscrete--Time Fourier TransformTime Fourier Transform

=][nx

0011

≤≥

nnn

,,/

6

1 2

1

2 π=∑

=

∞

=nx

nE

∑∑∞

=

∞

=

=11

11

nn nn

DiscreteDiscrete--Time Fourier TransformTime Fourier Transform

• To represent a finite energy sequence that is not

absolutely summable by a DTFT, it is necessary to

consider a mean-square convergence of

where

)( ωjeX

0)()(lim2

=ω∫ −π

π−

ωω

∞→deXeX j

Kj

K

∑=−=

ω−ω K

Kn

njjK enxeX ][)(

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Here, the total energy of the error

must approach zero at each value of ω as K

goes to

• In such a case, the absolute value of the

error may not go to

zero as K goes to and the DTFT is no

longer bounded

∞

∞

)()( ωω − jK

j eXeX

)()( ωω − jK

j eXeX

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Example - Consider the DTFT

shown below

π≤ω<ω

ω≤ω≤=ω

c

cjLP eH

,0

0,1)(

)( ωjLP eH

cω π0

1

π− cω−ω

DiscreteDiscrete--Time Fourier TransformTime Fourier Transform

• The inverse DTFT of is given by

• The energy of is given by (See slide 46 for proof. Parseval’s Theorem stated in slide 37 is used).

• is a finite-energy sequence,

but it is not absolutely summable

)( ωjLP eH

][nhLP

,sin

2

1

n

n

jn

e

jn

e cnjnj cc

πω

=

−

π=

ω−ω

ω∫π

=ω

ω−

ω denhc

c

njLP

2

1][

∞<<∞− n

πω /c

][nhLP

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• As a result

does not uniformly converge to

for all values of ω, but converges to

in the mean-square sense

)( ωjLP eH

)( ωjLP eH

∑ πω

=∑−=

ω−

−=

ω− K

Kn

njcK

Kn

njLP e

nn

enhsin

][

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• The mean-square convergence property of

the sequence can be further

illustrated by examining the plot of the

function

for various values of K as shown next

∑ πω

=−=

ω−ω K

Kn

njcjKLP e

nn

eHsin

)(,

][nhLP

DiscreteDiscrete--Time Fourier Time Fourier TransformTransform

0 0.2 0.4 0.6 0.8 1

0

0.2

0.4

0.6

0.8

1

ω/π

Am

plitu

de

N = 20

0 0.2 0.4 0.6 0.8 1

0

0.2

0.4

0.6

0.8

1

ω/π

Am

plitu

de

N = 30

0 0.2 0.4 0.6 0.8 1

0

0.2

0.4

0.6

0.8

1

ω/π

Am

plitu

de

N = 10

0 0.2 0.4 0.6 0.8 1

0

0.2

0.4

0.6

0.8

1

ω/π

Am

plitu

de

N = 40

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• As can be seen from these plots, independent

of the value of K there are ripples in the plot

of around both sides of the

point

• The number of ripples increases as K

increases with the height of the largest ripple

remaining the same for all values of K

)(,ωj

KLP eH

cω=ω

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform• As K goes to infinity, the condition

holds indicating the convergence of to

• The oscillatory behavior of approximating in the mean-square sense at a point of discontinuity is known as the Gibbs phenomenon

)(,ωj

KLP eH)( ωj

LP eH

0)()(lim2

, =ω∫ −π

π−

ωω

∞→deHeH j

KLPj

LPK

)(,ωj

KLP eH)( ωj

LP eH

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform• The DTFT can also be defined for a certain

class of sequences which are neither

absolutely summable nor square summable

• Examples of such sequences are the unit

step sequence µ[n], the sinusoidal sequence

and the exponential sequence

• For this type of sequences, a DTFT

representation is possible using the Dirac

delta function δ(ω)

)cos( φ+ω nonAα

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform• A Dirac delta function δ(ω) is a function of

ω with infinite height, zero width, and unit

area

• It is the limiting form of a unit area pulse

function as ∆ goes to zero, satisfying)(ω∆p

∫ ωωδ=∫ ωω∞

∞−

∞

∞−∆→∆

ddp )()(lim0

ω2∆−

2∆0

∆1

)(ω∆p

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Example - Consider the complex exponential

sequence

• Its DTFT is given by

where is an impulse function of ω and

nj oenxω=][

∑ π+ω−ωπδ=∞

−∞=

ω

ko

j keX )2(2)(

)(ωδπ≤ω≤π− o

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• The function

is a periodic function of ω with a period 2πand is called a periodic impulse train

• To verify that given above is

indeed the DTFT of we

compute the inverse DTFT of

∑ π+ω−ωπδ=∞

−∞=

ω

ko

j keX )2(2)(

)( ωjeXnj oenx

ω=][

)( ωjeX

DiscreteDiscrete--Time Fourier Time Fourier

TransformTransform

• Thus

where we have used the sampling property

of the impulse function )(ωδ

∫ ∑ ωπ+ω−ωπδπ

=π

π−

∞

−∞=

ω

k

njo deknx )2(2

2

1][

njnjo

oedeω

π

π−

ω =ω∫ ω−ωδ= )(

Commonly Used DTFT PairsCommonly Used DTFT Pairs

Sequence DTFT

1][ ↔δ n

∑ π+ωπδ↔∞

−∞=kk)2(21

∑ π+ω−ωπδ↔∞

−∞=

ω

ko

njke o )2(2

∑ π+ωδπ+−

↔µ∞

−∞=ω−

kj

ke

n )2(1

1][

ω−α−↔<αµ

jen

1

1)1(],[

DTFT PropertiesDTFT Properties

• There are a number of important properties

of the DTFT that are useful in signal

processing applications

• These are listed here without proof

• Their proofs are quite straightforward

• We illustrate the applications of some of the

DTFT properties

Table: Table: General Properties of DTFTGeneral Properties of DTFT

Table:Table: Symmetry relations of the Symmetry relations of the DTFT of a complex sequenceDTFT of a complex sequence

x[n]: A complex sequence

Table:Table: Symmetry relations of Symmetry relations of the DTFT of a real sequencethe DTFT of a real sequence

x[n]: A real sequence

DTFT PropertiesDTFT Properties

• Example - Determine the DTFT of

• Let

• We can therefore write

• From Tables above, the DTFT of x[n] is

given by

1],[)1(][ <αµα+= nnny n

1],[][ <αµα= nnx n

][][][ nxnxnny +=

ω−ω

α−=

j

j

eeX

1

1)(

)( ωjeY

DTFT PropertiesDTFT Properties

• Using the differentiation property of the

DTFT given in Table above, we observe

that the DTFT of is given by

• Next using the linearity property of the

DTFT given in Table above we arrive at

][nxn

2)1(1

1)(ω−

ω−

ω−

ω

α−

α=

α−ω=

ω j

j

j

j

e

e

ed

dj

d

edXj

22 )1(

1

1

1

)1()( ω−ω−ω−

ω−ω

α−=

α−+

α−

α=

jjj

jj

eee

eeY

DTFT PropertiesDTFT Properties

• Example - Determine the DTFT of

the sequence v[n] defined by

• The DTFT of is 1

• Using the time-shifting property of the

DTFT given in Table above we observe that

the DTFT of is and the DTFT

of is][ 1−nv

]1[][]1[][ 1010 −δ+δ=−+ npnpnvdnvd

][nδ

]1[ −δ n ω− je

)( ωjeV

)( ωω− jj eVe

DTFT PropertiesDTFT Properties

• Using the linearity property of we then

obtain the frequency-domain representation

of

as

• Solving the above equation we get

]1[][]1[][ 1010 −δ+δ=−+ npnpnvdnvd

ω−ωω−ω +=+ jjjj eppeVedeVd 1010 )()(

ω−

ω−ω

+

+=

j

jj

edd

eppeV

10

10)(

Energy Density SpectrumEnergy Density Spectrum

• The total energy of a finite-energy sequence

g[n] is given by

• From Parseval’s relation given above we

observe that

∑=∞

−∞=ng ng

2][E

∫ ωπ

=∑=π

π−

ω∞

−∞=deGng j

ng

22

2

1)(][E

Energy Density SpectrumEnergy Density Spectrum

• The quantity

is called the energy density spectrum

• Therefore, the area under this curve in the

range divided by 2π is the

energy of the sequence

π≤ω≤π−

2)()( ω=ω j

gg eGS

Energy Density SpectrumEnergy Density Spectrum

• Example - Compute the energy of the

sequence

• Here

where

∞<<∞−πω

= nnn

nh cLP ,

sin][

∫ ωπ

=∑π

π−

ω∞

−∞=deHnh j

LPn

LP

22)(

2

1][

π≤ω<ω

ω≤ω≤=ω

c

cjLP eH

,0

0,1)(

Energy Density SpectrumEnergy Density Spectrum

• Therefore

• Hence, is a finite-energy sequence

∞<πω

=∫ ωπ

=∑ω

ω−

∞

−∞=

c

nLP

c

c

dnh2

1][2

][nhLP

DTFT Computation Using DTFT Computation Using

MATLABMATLAB

• The function freqz can be used to

compute the values of the DTFT of a

sequence, described as a rational function in

the form of

at a prescribed set of discrete frequency

points

NjN

j

MjM

jj

ededd

epeppeX ω−ω−

ω−ω−ω

+++

+++=

....

....)(

10

10

lω=ω

DTFT Computation Using MATLABDTFT Computation Using MATLAB

• For example, the statement

H = freqz(num,den,w)

returns the frequency response values as a vector H of a DTFT defined in terms of the

vectors num and den containing the

coefficients and , respectively at a

prescribed set of frequencies between 0 and

2π given by the vector w

• There are several other forms of the functionfreqz

}{ ip }{ id

DTFT Computation Using MATLABDTFT Computation Using MATLAB

• Example – We illustrate the magnitude and phase of

the following DTFT

ωωωω

ωωωωω

432

432

41.06.17.237.21

008.0033.005.0033.0008.0)(

jjjj

jjjjj

eeee

eeeeeX

−−−−

−−−−

+++++−+−

=

0 0.2 0.4 0.6 0.8 10

0.2

0.4

0.6

0.8

1Magnitude Spectrum

ω/π

Mag

nitude

0 0.2 0.4 0.6 0.8 1-4

-2

0

2

4Phase Spectrum

ω/π

Phas

e, rad

ians

DTFT Computation Using DTFT Computation Using

MATLABMATLAB• Note: The phase spectrum displays a

discontinuity of 2π at ω = 0.72

• This discontinuity can be removed using the function unwrap as indicated below

0 0.2 0.4 0.6 0.8 1-7

-6

-5

-4

-3

-2

-1

0Unwrapped Phase Spectrum

ω/π

Phas

e, rad

ians

Linear Convolution Using Linear Convolution Using

DTFTDTFT

• An important property of the DTFT is given

by the convolution theorem

• It states that if y[n] = x[n] h[n], then the

DTFT of y[n] is given by

• An implication of this result is that the

linear convolution y[n] of the sequences

x[n] and h[n] can be performed as follows:

*

)( ωjeY

)()()( ωωω = jjj eHeXeY

Linear Convolution Using Linear Convolution Using

DTFTDTFT

• 1) Compute the DTFTs and

of the sequences x[n] and h[n], respectively

• 2) Form the DTFT

• 3) Compute the IDTFT y[n] of

)()()( ωωω = jjj eHeXeY

)( ωjeX )( ωjeH

)( ωjeY

×x[n]

h[n]

y[n]DTFT

DTFT

IDTFT)( ωjeY

)( ωjeX

)( ωjeH

Discrete Fourier TransformDiscrete Fourier Transform

• Definition - For a length-N sequence x[n],

defined for only N samples of its

DTFT are required, which are obtained by

uniformly sampling on the ω-axis

between at ,

• From the definition of the DTFT we thus have

10 −≤≤ Nn

10 −≤≤ Nk)( ωjeX

π≤ω≤ 20 Nkk /2π=ω

,][)(][1

0

/2

/2∑==−

=

π−

π=ω

ω N

k

Nkj

Nk

j enxeXkX

10 −≤≤ Nk

Discrete Fourier TransformDiscrete Fourier Transform

• Note: X[k] is also a length-N sequence in

the frequency domain

• The sequence X[k] is called the Discrete

Fourier Transform (DFT) of the sequence

x[n]

• Using the notation the

DFT is usually expressed as:

NjN eW /2π−=

10,][][1

0

−≤≤∑=−

=NkWnxkX

N

n

nkN

Discrete Fourier TransformDiscrete Fourier Transform

• The Inverse Discrete Fourier Transform

(IDFT) is given by

• To verify the above expression we multiply

both sides of the above equation by

and sum the result from n = 0 to 1−= Nn

nNWl

10,][1

][1

0

−≤≤∑=−

=

− NnWkXN

nxN

k

knN

Discrete Fourier TransformDiscrete Fourier Transform

resulting in

∑ ∑∑−

=

−

=

−−

=

=

1

0

1

0

1

0

1N

n

nN

N

k

knN

N

n

nN WWkX

NWnx ll ][][

∑ ∑−

=

−

=

−−=1

0

1

0

1 N

n

N

k

nkNWkX

N

)(][ l

∑ ∑−

=

−

=

−−=1

0

1

0

1 N

k

N

n

nkNWkX

N

)(][ l

Discrete Fourier TransformDiscrete Fourier Transform

• Making use of the identity

we observe that the RHS of the last

equation is equal to

• Hence

=∑

−

=

−−1

0

N

n

nkNW

)( l

,,

0N ,rNk =− lfor

otherwiser an integer

][lX

][][ ll XWnx

N

n

nN =∑

−

=

1

0

Discrete Fourier TransformDiscrete Fourier Transform

• Example - Consider the length-N sequence

• Its N-point DFT is given by

11001−≤≤

=Nn

n,,

=][nx

10 01

0

=== ∑−

=N

N

n

knN WxWnxkX ][][][

10 −≤≤ Nk

Discrete Fourier TransformDiscrete Fourier Transform

• Example - Consider the length-N sequence

• Its N-point DFT is given by

=][ny

111001

−≤≤+−≤≤=

Nnmmnmn

,,,

kmN

kmN

N

n

knN WWmyWnykY === ∑

−

=][][][

1

0

10 −≤≤ Nk

Discrete Fourier TransformDiscrete Fourier Transform

• Example - Consider the length-N sequence

defined for

• Using a trigonometric identity we can write

10),/2cos(][ −≤≤π= NrNrnng

( )NrnjNrnj eeng /2/2

2

1][ π−π +=

( )rn

N

rn

N WW += −

2

1

10 −≤≤ Nn

Discrete Fourier TransformDiscrete Fourier Transform

• The N-point DFT of g[n] is thus given by

∑−

==

1

0

N

n

knNWngkG ][][

,2

1 1

0

)(1

0

)(

∑+∑=−

=

+−

=

−− N

n

nkrN

N

n

nkrN WW

1,0 −≤≤ Nrk

Discrete Fourier TransformDiscrete Fourier Transform

• Making use of the identity

we get

−==

=otherwise0

for2

for2

,

,/

,/

][ rNkN

rkN

kG

=∑

−

=

−−1

0

N

n

nkNW

)( l

,,

0N ,rNk =− lfor

otherwiser an integer

1,0 −≤≤ Nrk

Matrix RelationsMatrix Relations

• The DFT samples defined by

can be expressed in matrix form as

where

10,][][1

0

−≤≤∑=−

=NkWnxkX

N

n

knN

xDX N=

[ ]TNXXX ]1[]1[]0[ −= KX

[ ]TNxxx ]1[]1[]0[ −= Kx

Matrix RelationsMatrix Relations

and is the DFT matrix given byND NN ×

=

−−−

−

−

21121

1242

121

1

1

1

1111

)()()(

)(

)(

NN

NN

NN

NNNN

NNNN

N

WWW

WWW

WWW

L

MOMMM

L

L

L

D

Matrix RelationsMatrix Relations

• Likewise, the IDFT relation given by

can be expressed in matrix form as

where is the IDFT matrix

10,][][1

0

−≤≤∑=−

=

− NnWkXnxN

k

nkN

NN ×1−ND

XDx1−= N

Matrix RelationsMatrix Relations

where

• Note:

=

−−−−−−

−−−−

−−−−

−

21121

1242

121

1

1

1

1

1111

)()()(

)(

)(

NN

NN

NN

NNNN

NNNN

N

WWW

WWW

WWW

L

MOMMM

L

L

L

D

*NN

NDD

11 =−

DFT Computation Using DFT Computation Using

MATLABMATLAB

• The functions to compute the DFT and the IDFT are fft and ifft

• These functions make use of FFT

algorithms which are computationally

highly efficient compared to the direct

computation

DFT Computation Using DFT Computation Using

MATLABMATLAB• Example - The DFT and the DTFT of the

sequence

are shown below

150),16/6cos(][ ≤≤π= nnnx

0 0.2 0.4 0.6 0.8 10

2

4

6

8

10

Normalized angular frequency

Mag

nitude

indicates DFT samples

DTFT from DFT by DTFT from DFT by

Interpolation Interpolation

• The N-point DFT X[k] of a length-N

sequence x[n] is simply the frequency

samples of its DTFT evaluated at N

uniformly spaced frequency points

• Given the N-point DFT X[k] of a length-N

sequence x[n], its DTFT can be

uniquely determined from X[k] !

)( ωjeX

)( ωjeX

10,/2 −≤≤π=ω=ω NkNkk

DTFT from DFT by DTFT from DFT by

InterpolationInterpolation

• Thus

∑=−

=

ω−ω 1

0

][)(N

n

njj enxeX

njN

n

N

k

nkN eWkX

N

ω−−

=

−

=

−∑

∑=1

0

1

0

][1

∑ ∑=−

=

−

=

π−ω−1

0

1

0

)/2(][1 N

k

N

n

nNkjekXN

S

DTFT from DFT by DTFT from DFT by

InterpolationInterpolation

• To develop a compact expression for the

sum S, let

• Then

• From the above

1111 −+=−+∑= −=

NNNn

n rSrr

)/2( Nkjer π−ω−=

∑= −=

10S N

nnr

11S 111 −+∑+=∑= −==

NNn

nNn

n rrrr

1111 −+=−+∑= −=

NNNn

n rSrr

DTFT from DFT by DTFT from DFT by InterpolationInterpolation

• Or, equivalently,

• Hence

Nrrr −=−=− 1S)1(SS

)]/2([

)2(

1

1

1

1S

Nkj

kNjN

e

e

r

rπ−ω−

π−ω−

−

−=

−−

=

]2/)1)][(/2[(

2

2sin

2

2sin

−π−ω−⋅

π−ω

π−ω

= NNkje

N

kN

kN

DTFT from DFT by DTFT from DFT by

InterpolationInterpolation

• Therefore

∑ ⋅

π−ω

π−ω

=−

=

−π−ω−1

0

]2/)1)][(/2[(

2

2sin

2

2sin

][1 N

k

NNkje

N

kN

kN

kXN

)( ωjeX

Sampling the DTFTSampling the DTFT

• Consider a sequence x[n] with a DTFT

• We sample at N equally spaced points

, developing the N

frequency samples

• These N frequency samples can be

considered as an N-point DFT Y[k] whose N-

point IDFT is a length-N sequence y[n]

)( ωjeX

)( ωjeX

Nkk /2π=ω 10 −≤≤ Nk

)}({ kjeXω

Sampling the DTFTSampling the DTFT

• Now

• Thus

• An IDFT of Y[k] yields

∑=∞

−∞=

ω−ω

l

ll

jj exeX ][)(

)()(][ /2 NkjjeXeXkY k πω ==

∑=∑=∞

−∞=

∞

−∞=

π−

l

l

l

lll

kN

Nkj Wxex ][][ /2

∑=−

=

−1

0

][1

][N

k

nkNWkY

Nny

Sampling the DTFTSampling the DTFT

• i.e.

• Making use of the identity

∑ ∑−

=

−∞

−∞==

1

0

1 N

k

nkN

kN WWx

Nny l

l

l][][

= ∑∑

−

=

−−∞

−∞=

1

0

1 N

k

nkNWN

x )(][ l

l

l

=∑

−

=

−−1

0

1 N

n

rnkNWN

)(

,,

01 mNnr +=for

otherwise

Sampling the DTFTSampling the DTFT

we arrive at the desired relation

• Thus y[n] is obtained from x[n] by adding

an infinite number of shifted replicas of

x[n], with each replica shifted by an integer

multiple of N sampling instants, and

observing the sum only for the interval

10 −≤≤+= ∑∞

−∞=NnmNnxny

m

],[][

10 −≤≤ Nn

Sampling the DTFTSampling the DTFT

• To apply

to finite-length sequences, we assume that

the samples outside the specified range are

zeros

• Thus if x[n] is a length-M sequence with

, then y[n] = x[n] for

10 −≤≤+= ∑∞

−∞=NnmNnxny

m

],[][

NM ≤ 10 −≤≤ Nn

Sampling the DTFTSampling the DTFT

• If M > N, there is a time-domain aliasing of

samples of x[n] in generating y[n], and x[n]

cannot be recovered from y[n]

• Example - Let

• By sampling its DTFT at ,

and then applying a 4-point IDFT to

these samples, we arrive at the sequence y[n]

given by

}{]}[{ 543210=nx↑

)( ωjeX 4/2 kk π=ω30 ≤≤ k

Sampling the DTFTSampling the DTFT

,

• i.e.

{x[n]} cannot be recovered from {y[n]}

][][][][ 44 −+++= nxnxnxny 30 ≤≤ n

}{]}[{ 3264=ny↑

Numerical Computation of the Numerical Computation of the

DTFT Using the DFTDTFT Using the DFT

• A practical approach to the numerical

computation of the DTFT of a finite-length

sequence

• Let be the DTFT of a length-N

sequence x[n]

• We wish to evaluate at a dense grid

of frequencies , ,

where M >> N:

)( ωjeX

)( ωjeX

Mkk /2π=ω 10 −≤≤ Mk

Numerical Computation of the Numerical Computation of the

DTFT Using the DFTDTFT Using the DFT

• Define a new sequence

• Then

∑=∑=−

=

π−−

=

ω−ω 1

0

/21

0

][][)(N

n

MknjN

n

njjenxenxeX kk

−≤≤

−≤≤=

1,0

10],[][

MnN

Nnnxnxe

∑=−

=

π−ω 1

0

/2][)(M

n

MknjjenxeX k

Numerical Computation of the Numerical Computation of the DTFT Using the DFTDTFT Using the DFT

• Thus is essentially an M-point DFT

of the length-M sequence

• The DFT can be computed very

efficiently using the FFT algorithm ifM is

an integer power of 2

• The function freqz employs this approach

to evaluate the frequency response at a

prescribed set of frequencies of a DTFT

expressed as a rational function in

)( kjeXω

][kXe ][nxe

][kXe

ω− je

DFT PropertiesDFT Properties

• Like the DTFT, the DFT also satisfies a

number of properties that are useful in

signal processing applications

• Some of these properties are essentially

identical to those of the DTFT, while some

others are somewhat different

• A summary of the DFT properties are given

in Tables in the following slides

Table:Table: General Properties of DFTGeneral Properties of DFT

Table:Table: DFT Properties: DFT Properties: Symmetry RelationsSymmetry Relations

x[n] is a complex sequence

Table:Table: DFT Properties: DFT Properties: Symmetry RelationsSymmetry Relations

x[n] is a real sequence

Circular Shift of a SequenceCircular Shift of a Sequence

• This property is analogous to the time-

shifting property of the DTFT, but with a

subtle difference

• Consider length-N sequences defined for

• Sample values of such sequences are equal

to zero for values of n < 0 and Nn ≥

10 −≤≤ Nn

Circular Shift of a SequenceCircular Shift of a Sequence

• If x[n] is such a sequence, then for any

arbitrary integer , the shifted sequence

is no longer defined for the range

• We thus need to define another type of a

shift that will always keep the shifted

sequence in the range

][][ onnxnx −=1

on

10 −≤≤ Nn

10 −≤≤ Nn

Circular Shift of a SequenceCircular Shift of a Sequence

• The desired shift, called the circular shift,

is defined using a modulo operation:

• For (right circular shift), the above

equation implies

][][ Noc nnxnx ⟩−⟨=

0>on

+−−

=],[

],[][

nnNx

nnxnx

o

oc

o

o

nn

Nnn

<≤−≤≤

0for

1for

Circular Shift of a SequenceCircular Shift of a Sequence

• Illustration of the concept of a circular shift

][nx ]1[ 6⟩−⟨nx

]5[ 6⟩+⟨= nx ]2[ 6⟩+⟨= nx

]4[ 6⟩−⟨nx

Circular Shift of a SequenceCircular Shift of a Sequence

• As can be seen from the previous figure, a

right circular shift by is equivalent to a

left circular shift by sample periods

• A circular shift by an integer number

greater than N is equivalent to a circular

shift by

on

onN −

on

Non ⟩⟨

Circular ConvolutionCircular Convolution

• This operation is analogous to linear

convolution, but with a subtle difference

• Consider two length-N sequences, g[n] and

h[n], respectively

• Their linear convolution results in a length-

sequence given by)( 12 −N

2201

0

−≤≤−= ∑−

=Nnmnhmgny

N

mL ],[][][

][nyL

Circular ConvolutionCircular Convolution

• In computing we have assumed that

both length-N sequences have been zero-

padded to extend their lengths to

• The longer form of results from the

time-reversal of the sequence h[n] and its

linear shift to the right

• The first nonzero value of is

, and the last nonzero value

is

12 −N

][nyL

][nyL

][nyL][][][ 000 hgyL =

][][][ 1122 −−=− NhNgNyL

Circular ConvolutionCircular Convolution

• To develop a convolution-like operation

resulting in a length-N sequence , we

need to define a circular time-reversal, and

then apply a circular time-shift

• Resulting operation, called a circular

convolution, is defined by

10],[][][1

0

−≤≤∑ ⟩−⟨=−

=Nnmnhmgny

N

mNC

][nyC

Circular ConvolutionCircular Convolution

• Since the operation defined involves two

length-N sequences, it is often referred to as

an N-point circular convolution, denoted as

y[n] = g[n] h[n]

• The circular convolution is commutative,

i.e.

g[n] h[n] = h[n] g[n]

N

N N

Circular ConvolutionCircular Convolution

• Example - Determine the 4-point circular

convolution of the two length-4 sequences:

as sketched below

},{]}[{ 1021=ng }{]}[{ 1122=nh

↑ ↑

n3210

1

2 ][ng

n3210

1

2 ][nh

Circular ConvolutionCircular Convolution

• The result is a length-4 sequence given by

• From the above we observe

][nyC

,][][][][][3

04∑ ⟩−⟨==

=mC mnhmgnhngny 4

30 ≤≤ n

∑ ⟩⟨−==

3

04][][]0[

mC mhmgy

][][][][][][][][ 13223100 gghghghg +++=

621101221 =×+×+×+×= )()()()(

Circular ConvolutionCircular Convolution

• Likewise ∑ ⟩−⟨==

3

04]1[][]1[

mC mhmgy

][][][][][][][][ 23320110 hghghghg +++=

711102221 =×+×+×+×= )()()()(

∑ ⟩−⟨==

3

04]2[][]2[

mC mhmgy

][][][][][][][][ 33021120 hghghghg +++=

611202211 =×+×+×+×= )()()()(

Circular ConvolutionCircular Convolution

and

• The circular convolution can also be computed using a DFT-based approach as indicated in previous Table

521201211 =×+×+×+×= )()()()(

][][][][][][][][ 03122130 hghghghg +++=

∑ ⟩−⟨==

3

04]3[][]3[

mC mhmgy

][nyC

Circular ConvolutionCircular Convolution• Example - Consider the two length-4

sequences repeated below for convenience:

• The 4-point DFT G[k] of g[n] is given by

n3210

1

2 ][ng

n3210

1

2 ][nh

4210 /][][][ kjeggkG π−+=4644 32 // ][][ kjkj egeg ππ −− ++

3021 232 ≤≤++= −− kee kjkj ,// ππ

Circular ConvolutionCircular Convolution

• Therefore

• Likewise,

,][ 21212 −=−−=G

,][ jjjG −=+−= 1211

jjjG +=−+= 1213][

,][ 41210 =++=G

4210 /][][][ kjehhkH π−+=4644 32 // ][][ kjkj eheh ππ −− ++

3022 232 ≤≤+++= −−− keee kjkjkj ,// πππ

Circular ConvolutionCircular Convolution

• Hence,

• The two 4-point DFTs can also be

computed using the matrix relation given

earlier

,][ 611220 =+++=H

,][ 011222 =−+−=H

,][ jjjH −=+−−= 11221

jjjH +=−−+= 11223][

Circular ConvolutionCircular Convolution

+−−=

−−−−

−−=

=

j

j

jj

jj

g

g

g

g

GGGG

12

14

1021

111111

111111

3

2

1

0

3210

4

][

][

][

][

][][][][

D

+

−=

−−−−

−−=

=

j

j

jj

jj

hhhh

HHHH

10

16

1122

111111

111111

3210

3210

4

][][][][

][][][][

D

is the 4-point DFT matrix4D

Circular ConvolutionCircular Convolution

• If denotes the 4-point DFT of

then from Table above we observe

• Thus

30 ≤≤= kkHkGkYC ],[][][

][kYC ][nyC

−=

=

20

224

33

22

11

00

3

2

1

0

j

j

HG

HG

HG

HG

Y

Y

Y

Y

C

C

C

C

][][

][][

][][

][][

][

][

][

][

Circular ConvolutionCircular Convolution

• A 4-point IDFT of yields][kYC

=

][

][

][

][

*

][

][

][

][

3

2

1

0

4

1

3

2

1

0

4

C

C

C

C

C

C

C

C

Y

Y

Y

Y

y

y

y

y

D

=

−

−−−−−−=

5676

20

224

111111

111111

4

1

j

j

jj

jj

Circular ConvolutionCircular Convolution

• Example - Now let us extended the two

length-4 sequences to length 7 by

appending each with three zero-valued

samples, i.e.

≤≤≤≤=

640

30

n

nngnge ,

],[][

≤≤≤≤=

64030

nnnh

nhe ,],[

][

Circular ConvolutionCircular Convolution

• We next determine the 7-point circular

convolution of and :

• From the above

60,][][][6

07 ≤≤∑ ⟩−⟨=

=nmnhmgny

mee

][nge ][nhe

][][][][][ 61000 eeee hghgy +=

][][][][][][][][ 16253443 eeeeeeee hghghghg ++++

22100 =×== ][][ hg

Circular ConvolutionCircular Convolution

• Continuing the process we arrive at

,)()(][][][][][ 6222101101 =×+×=+= hghgy

][][][][][][][ 0211202 hghghgy ++=,)()()( 5202211 =×+×+×=][][][][][][][][][ 031221303 hghghghgy +++=

,)()()()( 521201211 =×+×+×+×=][][][][][][][ 1322314 hghghgy ++=

,)()()( 4211012 =×+×+×=

Circular ConvolutionCircular Convolution

• As can be seen from the above that y[n] is

precisely the sequence obtained by a

linear convolution of g[n] and h[n]

,)()(][][][][][ 1111023325 =×+×=+= hghgy

111336 =×== )(][][][ hgy

][nyL

][nyL

Circular ConvolutionCircular Convolution

• The N-point circular convolution can be

written in matrix form as

• Note: The elements of each diagonal of the

matrix are equal

• Such a matrix is called a circulant matrix

NN ×

−

−−−

−−−

=

−

]1[

]2[

]1[

]0[

]0[]3[]2[]1[

]3[]0[]1[]2[]2[]1[]0[]1[]1[]2[]1[]0[

]1[

]2[

]1[

]0[

Ng

g

g

g

hNhNhNh

hhhhhNhhhhNhNhh

Ny

y

y

y

C

C

C

C

M

L

MOMMM

L

L

L

M

Computation of the DFT of Computation of the DFT of

Real SequencesReal Sequences

• In most practical applications, sequences of

interest are real

• In such cases, the symmetry properties of

the DFT can be exploited to make the DFT

computations more efficient

NN--Point Point DFTsDFTs of Two Lengthof Two Length--NN

Real SequencesReal Sequences

• Let g[n] and h[n] be two length-N real

sequences with G[k] and H[k] denoting their

respective N-point DFTs

• These two N-point DFTs can be computed

efficiently using a single N-point DFT

• Define a complex length-N sequence

• Hence, g[n] = Re{x[n]} and h[n] = Im{x[n]}

][][][ nhjngnx +=

NN--Point Point DFTsDFTs of Two Lengthof Two Length--NN

Real SequencesReal Sequences

• Let X[k] denote the N-point DFT of x[n]

• Then, DFT properties we arrive at

• Note that

]}[*][{][2

1NkXkXkG ⟩⟨−+=

]}[*][{][2

1Nj

kXkXkH ⟩⟨−−=

][*][* NN kNXkX ⟩−⟨=⟩⟨−

NN--Point Point DFTsDFTs of Two Lengthof Two Length--NN

Real SequencesReal Sequences

• Example - We compute the 4-point DFTs of

the two real sequences g[n] and h[n] given

below

• Then is given by

}{]}[{},{]}[{ 11221021 == nhng↑ ↑

]}[{]}[{]}[{ nhjngnx +=

}{]}[{ jjjjnx +++= 12221↑

NN--Point Point DFTsDFTs of Two Lengthof Two Length--NN

Real SequencesReal Sequences• Its DFT X[k] is

• From the above

• Hence

−

+

=

+

++

−−−−

−−=

22

2

64

1

22

21

111111

111111

3210

j

j

j

j

j

j

jj

jj

XXXX

][][][][

][][* 22264 jjkX −−−=

]22264[]4[* 4 −−−=⟩−⟨ jjkX

NN--Point Point DFTsDFTs of Two Lengthof Two Length--NN

Real SequencesReal Sequences

• Therefore

verifying the results derived earlier

}{]}[{ jjkG +−−= 1214

}{]}[{ jjkH +−= 1016

22NN--Point DFT of a Real Point DFT of a Real

Sequence Using an Sequence Using an NN--point DFTpoint DFT

• Let v[n] be a length-2N real sequence with

an 2N-point DFT V[k]

• Define two length-N real sequences g[n]

and h[n] as follows:

• Let G[k] and H[k] denote their respective N-

point DFTs

Nnnvnhnvng ≤≤+== 0122 ],[][],[][

22NN--Point DFT of a Real Point DFT of a Real

Sequence Using an Sequence Using an NN--point DFTpoint DFT

• Define a length-N complex sequence

with an N-point DFT X[k]

• Then as shown earlier

]}[{]}[{]}[{ nhjngnx +=

]}[*][{][2

1NkXkXkG ⟩⟨−+=

]}[*][{][2

1Nj

kXkXkH ⟩⟨−−=

22NN--Point DFT of a Real Point DFT of a Real

Sequence Using an Sequence Using an NN--point DFTpoint DFT

• Now ∑−

==

12

02

N

n

nkNWnvkV ][][

∑ ∑−

=

−

=

+++=1

0

1

0

122

22 122

N

n

N

n

knN

nkN WnvWnv )(][][

∑ ∑−

=

−

=+=

1

0

1

02

N

n

N

n

kN

nkN

nkN WWnhWng ][][

∑ ∑−

=

−

=−≤≤+=

1

0

1

02 120

N

n

N

n

nkN

kN

nkN NkWnhWWng ,][][

22NN--Point DFT of a Real Point DFT of a Real

Sequence Using an Sequence Using an NN--point DFTpoint DFT

• i.e.,

• Example - Let us determine the 8-point

DFT V[k] of the length-8 real sequence

• We form two length-4 real sequences as

follows

120],[][][ 2 −≤≤⟩⟨+⟩⟨= NkkHWkGkV NkNN

}{]}[{ 11102221=nv↑

22NN--Point DFT of a Real Point DFT of a Real

Sequence Using an Sequence Using an NN--point DFTpoint DFT

• Now

• Substituting the values of the 4-point DFTs

G[k] and H[k] computed earlier we get

}{]}[{]}[{ 10212 == nvng↑

}{]}[{]}[{ 112212 =+= nvnh↑

70],[][][ 484 ≤≤⟩⟨+⟩⟨= kkHWkGkV k

22NN--Point DFT of a Real Point DFT of a Real

Sequence Using an Sequence Using an NN--point DFTpoint DFT

1064000 =+=+= ][][][ HGV

][][][ 111 18HWGV +=

41422111 4 .)()( / jjej j −=−+−= − π

202222 228 −=⋅+−=+= − /][][][ πjeHWGV

][][][ 333 38 HWGV +=

41420111 43 .)()( / jjej j −=+++= − π

264004 48 −=⋅+=+= − πjeHWGV ][][][

22NN--Point DFT of a Real Point DFT of a Real

Sequence Using an Sequence Using an NN--point DFTpoint DFT

][][][ 115 58 HWGV +=

41420111 45 .)()( / jjej j +=−+−= − π

202226 2368 −=⋅+−=+= − /][][][ πjeHWGV

][][][ 337 78 HWGV +=

41422111 47 .)()( / jjej j +=+++= − π

Linear Convolution Using the Linear Convolution Using the

DFTDFT

• Linear convolution is a key operation in

many signal processing applications

• Since a DFT can be efficiently implemented

using FFT algorithms, it is of interest to

develop methods for the implementation of

linear convolution using the DFT

Linear Convolution of Two Linear Convolution of Two

FiniteFinite--Length SequencesLength Sequences

• Let g[n] and h[n] be two finite-length

sequences of length N andM, respectively

• Denote

• Define two length-L sequences

1−+= MNL

−≤≤−≤≤=

10

10

LnN

Nnngnge ,

],[][

−≤≤−≤≤=

1010

LnMMnnh

nhe ,],[

][

Linear Convolution of Two Linear Convolution of Two

FiniteFinite--Length SequencesLength Sequences

• Then

• The corresponding implementation scheme

is illustrated below

][][][][][][ nhngnynhngny CL === * L

Zero-paddingwith

zeros1)( −N point DFT

Zero-paddingwith

zeros1)( −M

−−+ )( 1MN

point DFT

×

g[n]

h[n]

Length-N

][nge

][nhe −−+ )( 1MN

−−+ )( 1MN

point IDFT

][nyL

Length-M Length- )( 1−+ MN

Linear Convolution of a FiniteLinear Convolution of a Finite--Length Sequence with an Length Sequence with an InfiniteInfinite--Length SequenceLength Sequence

• We next consider the DFT-based

implementation of

where h[n] is a finite-length sequence of

lengthM and x[n] is an infinite length (or a

finite length sequence of length much

greater than M)

][][][][][ nxnhnxhnyM

∑−

==−=

1

0l

ll *

OverlapOverlap--Add MethodAdd Method

• We first segment x[n], assumed to be a

causal sequence here without any loss of

generality, into a set of contiguous finite-

length subsequences of length N each:

where

][nxm

∑∞

=−=

0mm mNnxnx ][][

−≤≤+=

otherwise010

,],[

][NnmNnx

nxm

OverlapOverlap--Add MethodAdd Method

• Thus we can write

where

• Since h[n] is of lengthM and is of

length N, the linear convolution

is of length

][nxm][][ nxnh m*

][][][ nxnhny mm = *

∑∞

=−==

0mm mNnynxnhny ][][][][ *

1−+MN

OverlapOverlap--Add MethodAdd Method

• As a result, the desired linear convolution

has been broken up into a

sum of infinite number of short-length

linear convolutions of length

each:

• Each of these short convolutions can be

implemented using the DFT-based method

discussed earlier, where now the DFTs (and

the IDFT) are computed on the basis of

points

][][][ nxnhny = *

1−+MN

)( 1−+MN

][][][ nhnxny mm = L

OverlapOverlap--Add MethodAdd Method

• There is one more subtlety to take care of

before we can implement

using the DFT-based approach

• Now the first convolution in the above sum,

, is of length

and is defined for

∑∞

=−=

0mm mNnyny ][][

1−+MN

20 −+≤≤ MNn

][][][ 00 nxnhny = *

OverlapOverlap--Add MethodAdd Method

• The second short convolution

, is also of length

but is defined for

• There is an overlap of samples

between these two short linear convolutions

• Likewise, the third short convolution

, is also of length

but is defined for

1−+MN

22 −+≤≤ MNnN

20 −+≤≤ MNn

1−M

][][ nxnh 2*

][][ nxnh 1*

=][2 ny

=][1 ny

1−+MN

OverlapOverlap--Add MethodAdd Method

• Thus there is an overlap of samples

between and

• In general, there will be an overlap of

samples between the samples of the short

convolutions and

for

• This process is illustrated in the figure on

the next slide for M = 5 and N = 7

][][ nxnh r 1−* ][][ nxnh r*

1−M

1−M

][][ nxnh 1* ][][ nxnh 2*

OverlapOverlap--Add MethodAdd Method

OverlapOverlap--Add MethodAdd MethodAdd

Add

OverlapOverlap--Add MethodAdd Method

• Therefore, y[n] obtained by a linear

convolution of x[n] and h[n] is given by

],[][ nyny 0=],[][][ 710 −+= nynyny

],[][ 71 −= nyny

],[][][ 147 21 −+−= nynyny

],[][ 142 −= nyny•••

60 ≤≤ n107 ≤≤ n1311 ≤≤ n1714 ≤≤ n2018 ≤≤ n

OverlapOverlap--Add MethodAdd Method

• The above procedure is called the overlap-

add method since the results of the short

linear convolutions overlap and the

overlapped portions are added to get the

correct final result

• The function fftfilt can be used to

implement the above method

OverlapOverlap--Add MethodAdd Method

• We have created a program which uses fftfilt

for the filtering of a noise-corrupted signal y[n]

using a length-3 moving average filter. The

• The plots generated by running this program is

shown below

0 10 20 30 40 50 60-2

0

2

4

6

8

Time index n

Am

plitu

de

s[n]y[n]

OverlapOverlap--Save MethodSave Method

• In implementing the overlap-add method

using the DFT, we need to compute two

-point DFTs and one -

point IDFT since the overall linear

convolution was expressed as a sum of

short-length linear convolutions of length

each

• It is possible to implement the overall linear

convolution by performing instead circular

convolution of length shorter than

)( 1−+MN )( 1−+MN

)( 1−+MN

)( 1−+MN

OverlapOverlap--Save MethodSave Method

• To this end, it is necessary to segment x[n]

into overlapping blocks , keep the

terms of the circular convolution of h[n]

with that corresponds to the terms

obtained by a linear convolution of h[n] and

, and throw away the other parts of

the circular convolution

][nxm

][nxm

][nxm

OverlapOverlap--Save MethodSave Method

• To understand the correspondence between

the linear and circular convolutions,

consider a length-4 sequence x[n] and a

length-3 sequence h[n]

• Let denote the result of a linear

convolution of x[n] with h[n]

• The six samples of are given by

][nyL

][nyL

OverlapOverlap--Save MethodSave Method

][][][ 000 xhyL =][][][][][ 01101 xhxhyL +=

][][][][][][][ 0211202 xhxhxhyL ++=

][][][][][][][ 1221303 xhxhxhyL ++=

][][][][][ 22314 xhxhyL +=

][][][ 325 xhyL =

OverlapOverlap--Save MethodSave Method

• If we append h[n] with a single zero-valued

sample and convert it into a length-4

sequence , the 4-point circular

convolution of and x[n] is given

by

][][][][][][][ 2231000 xhxhxhyC ++=

][][][][][][][ 3201101 xhxhxhyC ++=

]0[]2[]1[]1[]2[]0[]2[ xhxhxhyC ++=

][][][][][][][ 1221303 xhxhxhyC ++=

][nhe][nhe][nyC

OverlapOverlap--Save MethodSave Method

• If we compare the expressions for the

samples of with the samples of ,

we observe that the first 2 terms of do

not correspond to the first 2 terms of ,

whereas the last 2 terms of are

precisely the same as the 3rd and 4th terms

of , i.e.,

][nyL

][nyL

][nyL

][nyC][nyC

][nyC

],[][ 00 CL yy ≠ ][][ 11 CL yy ≠

],[][ 22 CL yy = ][][ 33 CL yy =

OverlapOverlap--Save MethodSave Method

• General case: N-point circular convolution

of a length-M sequence h[n] with a length-N

sequence x[n] with N > M

• First samples of the circular

convolution are incorrect and are rejected

• Remaining samples correspond

to the correct samples of the linear

convolution of h[n] with x[n]

1−M

1+−MN

OverlapOverlap--Save MethodSave Method

• Now, consider an infinitely long or very

long sequence x[n]

• Break it up as a collection of smaller length

(length-4) overlapping sequences as

• Next, form

][nxm∞≤≤≤≤+= mnmnxnxm 0302 ,],[][

][][][ nxnhnw mm = 4

OverlapOverlap--Save MethodSave Method

• Or, equivalently,

• Computing the above for m = 0, 1, 2, 3, . . . ,

and substituting the values of we

arrive at

][][][][][][][ 2231000 mmmm xhxhxhw ++=

][][][][][][][ 3201101 mmmm xhxhxhw ++=

][][][][][][][ 0211202 mmmm xhxhxhw ++=

][][][][][][][ 1221303 mmmm xhxhxhw ++=

][nxm

OverlapOverlap--Save MethodSave Method

][][][][][][][ 22310000 xhxhxhw ++=

][][][][][][][ 32011010 xhxhxhw ++=][][][][][][][][ 202112020 yxhxhxhw =++=

][][][][][][][][ 312213030 yxhxhxhw =++=

←Reject

←Reject

←Save

←Save

][][][][][][][ 42512001 xhxhxhw ++=

][][][][][][][ 52213011 xhxhxhw ++=][][][][][][][][ 422314021 yxhxhxhw =++=

][][][][][][][][ 532415031 yxhxhxhw =++=

←Reject

←Reject

←Save

←Save

OverlapOverlap--Save MethodSave Method

][][][][][][][ 62514002 xhxhxhw ++= ←Reject

][][][][][][][ 72415012 xhxhxhw ++= ←Reject

][][][][][][][][ 642516022 yxhxhxhw =++= ←Save

][][][][][][][][ 752617032 yxhxhxhw =++= ←Save

OverlapOverlap--Save MethodSave Method

• It should be noted that to determine y[0] and

y[1], we need to form :

and compute for

reject and , and save

and

][nx 1−

,][,][ 0100 11 == −− xx

][][][ nxnhnw 11 −− = 4 30 ≤≤ n][01−w ][11−w ][][ 021 yw =−

][][ 131 yw =−

][][],[][ 1302 11 xxxx == −−

OverlapOverlap--Save MethodSave Method

• General Case: Let h[n] be a length-N

sequence

• Let denote the m-th section of an

infinitely long sequence x[n] of length N

and defined by

withM < N

10)],1([][ −≤≤+−+= NnmNmnxnxm

][nxm

OverlapOverlap--Save MethodSave Method

• Let

• Then, we reject the first samples of

and “abut” the remaining samples of

to form , the linear convolution of

h[n] and x[n]

• If denotes the saved portion of ,

i.e.

][nwm

][nwm

][][][ nxnhnw mm = N

1−M

1+−MN][nyL

][nym ][nwm

−≤≤−−≤≤=

21],[20,0

][NnMnw

Mnny

mm

OverlapOverlap--Save MethodSave Method

• Then

• The approach is called overlap-save

method since the input is segmented into

overlapping sections and parts of the results

of the circular convolutions are saved and

abutted to determine the linear convolution

result

11],[)]1([ −≤≤−=+−+ NnMnyMNmny mL

OverlapOverlap--Save MethodSave Method

• Process is illustrated next

OverlapOverlap--Save MethodSave Method

zz--TransformTransform

• The DTFT provides a frequency-domain

representation of discrete-time signals and

LTI discrete-time systems

• Because of the convergence condition, in

many cases, the DTFT of a sequence may

not exist

• As a result, it is not possible to make use of

such frequency-domain characterization in

these cases

zz--TransformTransform• A generalization of the DTFT defined by

leads to the z-transform

• z-transform may exist for many sequences

for which the DTFT does not exist

• Moreover, use of z-transform techniques

permits simple algebraic manipulations

∑=∞

−∞=

ω−ω

n

njj enxeX ][)(

zz--TransformTransform

• Consequently, z-transform has become an

important tool in the analysis and design of

digital filters

• For a given sequence g[n], its z-transform

G(z) is defined as

where z = Re(z) + jIm(z) is a complex

variable

∑∞

−∞=

−=n

nzngzG ][)(

zz--TransformTransform

• If we let , then the z-transform

reduces to

• The above can be interpreted as the DTFT

of the modified sequence

• For r = 1 (i.e., |z| = 1), z-transform reduces

to its DTFT, provided the latter exists

ω= jerz

∑=∞

−∞=

ω−−ω

n

njnj erngerG ][)(

}][{ nrng −

zz--TransformTransform• The contour |z| = 1 is a circle in the z-plane

of unity radius and is called the unit circle

• Like the DTFT, there are conditions on the

convergence of the infinite series

• For a given sequence, the set R of values of

z for which its z-transform converges is

called the region of convergence (ROC)

∑∞

−∞=

−

n

nzng ][

zz--TransformTransform

• From our earlier discussion on the uniform

convergence of the DTFT, it follows that the

series

converges if is absolutely

summable, i.e., if

∑=∞

−∞=

ω−−ω

n

njnj erngerG ][)(

}][{ nrng −

∞<∑∞

−∞=

−

n

nrng ][

zz--TransformTransform

• In general, the ROC R of a z-transform of a

sequence g[n] is an annular region of the z-

plane:

where

• Note: The z-transform is a form of a Laurent

series and is an analytic function at every

point in the ROC

+− << gg RzR

∞≤<≤ +− gg RR0

zz--TransformTransform

• Example - Determine the z-transform X(z)

of the causal sequence and its

ROC

• Now

• The above power series converges to

• ROC is the annular region |z| > |α|

][][ nnx nµα=

∑α=∑ µα=∞

=

−∞

−∞=

−

0

][)(n

nn

n

nn zznzX

1for,1

1)( 1

1<α

α−= −

− zz

zX

zz--TransformTransform

• Example - The z-transform µµµµ(z) of the unit

step sequence µ[n] can be obtained from

by setting α = 1:

• ROC is the annular region

1for,1

1)( 1

1<α

α−= −

− zz

zX

∞≤< z1

1for1

1 1

1<

−= −

−z

zz ,)(µµµµ

zz--TransformTransform

• Note: The unit step sequence µ[n] is not

absolutely summable, and hence its DTFT

does not converge uniformly

• Example - Consider the anti-causal

sequence

]1[][ −−µα−= nny n

zz--TransformTransform

• Its z-transform is given by

• ROC is the annular region

∑α−=∑ α−=∞

=

−−

−∞=

−

1

1)(

m

mm

n

nn zzzY

1for,1

1 1

1<α

α−= −

− zz

z

zzz

m

mm

1

1

0

1

1 −

−∞

=

−−

α−

α−=∑αα−=

α<z

zz--TransformTransform

• Note: The z-transforms of the two

sequences and are

identical even though the two parent

sequences are different

• Only way a unique sequence can be

associated with a z-transform is by

specifying its ROC

]1[ −−µα− nn][nnµα

zz--TransformTransform

• The DTFT of a sequence g[n]

converges uniformly if and only if the ROC

of the z-transform G(z) of g[n] includes the

unit circle

• The existence of the DTFT does not always

imply the existence of the z-transform

)( ωjeG

zz--TransformTransform

• Example - The finite energy sequence

has a DTFT given by

which converges in the mean-square sense

∞<<∞−πω

= nnn

nh cLP ,

sin][

π≤ω<ω

ω≤ω≤=ω

c

cjLP eH

,0

0,1)(

zz--TransformTransform

• However, does not have a z-transform

as it is not absolutely summable for any value

of r

• Some commonly used z-transform pairs are

listed on the next slide

][nhLP

Table:Table: Commonly UsedCommonly Used zz--Transform PairsTransform Pairs

Rational Rational zz--TransformsTransforms

• In the case of LTI discrete-time systems we

are concerned with in this course, all

pertinent z-transforms are rational functions

of

• That is, they are ratios of two polynomials

in :

1−z

1−z

NN

NN

MM

MM

zdzdzdd

zpzpzpp

zD

zPzG

−−−−

−

−−−−

−

++++

++++==

)(

)(

....

....

)(

)()(

11

110

11

110

Rational Rational zz--TransformsTransforms

• The degree of the numerator polynomial

P(z) is M and the degree of the denominator

polynomial D(z) is N

• An alternate representation of a rational z-

transform is as a ratio of two polynomials in

z:

NNNN

MMMM

MN

dzdzdzd

pzpzpzpzzG

++++

++++=

−−

−−

−

11

10

11

10

....

....)( )(

Rational Rational zz--TransformsTransforms

• A rational z-transform can be alternately

written in factored form as

∏∏

=−

=−

−

−=

N

M

zd

zpzG

11

0

11

0

1

1

l l

l l

)(

)()(

λ

ξ

∏∏

=

=−

−

−=

N

MMN

zd

zpz

10

10

l l

l l

)(

)()(

λ

ξ

Rational Rational zz--TransformsTransforms

• At a root of the numerator polynomial

, and as a result, these values of z

are known as the zeros of G(z)

• At a root of the denominator

polynomial , and as a result,

these values of z are known as the poles of

G(z)

lξ=z

lλ=z∞→)( lλG

0=)( lξG

Rational Rational zz--TransformsTransforms

• Consider

• Note G(z) has M finite zeros and N finite

poles

• If N > M there are additional zeros at

z = 0 (the origin in the z-plane)

• If N < M there are additional poles at

z = 0

MN −

NM −

∏∏

=

=−

−

−=

N

MMN

zd

zpzzG

10

10

l l

l l

)(

)()( )(

λ

ξ

Rational Rational zz--TransformsTransforms• Example - The z-transform

has a zero at z = 0 and a pole at z = 1

1for1

11

>−

=−

zz

z ,)(µµµµ

Rational Rational zz--TransformsTransforms

• A physical interpretation of the concepts of

poles and zeros can be given by plotting the

log-magnitude as shown on

next slide for

)(log zG1020

21

21

640801

882421−−

−−

+−

+−=

zz

zzzG

..

..)(

Rational Rational zz--TransformsTransforms

Rational Rational zz--TransformsTransforms

• Observe that the magnitude plot exhibits

very large peaks around the points

which are the poles of

G(z)

• It also exhibits very narrow and deep wells

around the location of the zeros at

6928040 .. jz ±=

2121 .. jz ±=

ROC of a Rational ROC of a Rational

zz--TransformTransform

• ROC of a z-transform is an important

concept

• Without the knowledge of the ROC, there is

no unique relationship between a sequence

and its z-transform

• Hence, the z-transform must always be

specified with its ROC

ROC of a Rational ROC of a Rational

zz--TransformTransform

• Moreover, if the ROC of a z-transform

includes the unit circle, the DTFT of the

sequence is obtained by simply evaluating

the z-transform on the unit circle

• There is a relationship between the ROC of

the z-transform of the impulse response of a

causal LTI discrete-time system and its

BIBO stability

ROC of a Rational ROC of a Rational

zz--TransformTransform

• The ROC of a rational z-transform is

bounded by the locations of its poles

• To understand the relationship between the

poles and the ROC, it is instructive to

examine the pole-zero plot of a z-transform

• Consider again the pole-zero plot of the z-

transform µµµµ(z)

ROC of a Rational ROC of a Rational zz--TransformTransform

• In this plot, the ROC, shown as the shaded

area, is the region of the z-plane just outside

the circle centered at the origin and going

through the pole at z = 1

ROC of a Rational ROC of a Rational zz--TransformTransform

• Example - The z-transform H(z) of the

sequence is given by

• Here the ROC is just outside the circle going through the point 60.−=z

][)6.0(][ nnh nµ−=

,.

)(1601

1−+

=z

zH

60.>z

ROC of a Rational ROC of a Rational

zz--TransformTransform

• A sequence can be one of the following

types: finite-length, right-sided, left-sided

and two-sided

• In general, the ROC depends on the type of

the sequence of interest

ROC of a Rational ROC of a Rational

zz--TransformTransform

• Example - Consider a finite-length sequence

g[n] defined for , where M and

N are non-negative integers and

• Its z-transform is given by

NnM ≤≤−∞<][ng

N

MN nMNN

Mn

n

z

zMngzngzG

∑∑

+ −+

−=

− −== 0

][][)(

ROC of a Rational ROC of a Rational

zz--TransformTransform

• Note: G(z) has M poles at and N poles

at z = 0 (explain why)

• As can be seen from the expression for

G(z), the z-transform of a finite-length

bounded sequence converges everywhere in

the z-plane except possibly at z = 0 and/or at

∞=z

∞=z

ROC of a Rational ROC of a Rational

zz--TransformTransform

• Example - A right-sided sequence with

nonzero sample values for is

sometimes called a causal sequence

• Consider a causal sequence

• Its z-transform is given by

∑∞

=

−=0

11 ][)(n

nznuzU

0≥n

][1 nu

ROC of a Rational ROC of a Rational zz--TransformTransform

• It can be shown that converges

exterior to a circle , including the

point

• On the other hand, a right-sided sequence

with nonzero sample values only for

with M nonnegative has a z-transform

with M poles at

• The ROC of is exterior to a circle

, excluding the point

)(1 zU

1Rz =

2Rz =

∞=z

∞=z

∞=z

)(2 zU

][2 nu

Mn −≥

)(2 zU

ROC of a Rational ROC of a Rational

zz--TransformTransform

• Example - A left-sided sequence with

nonzero sample values for is

sometimes called a anticausal sequence

• Consider an anticausal sequence

• Its z-transform is given by

0≤n

][1 nv

∑−∞=

−=0

11 ][)(n

nznvzV

ROC of a Rational ROC of a Rational zz--TransformTransform

• It can be shown that converges

interior to a circle , including the

point z = 0

• On the other hand, a left-sided sequence

with nonzero sample values only for

with N nonnegative has a z-transform

with N poles at z = 0

• The ROC of is interior to a circle

, excluding the point z = 0

Nn ≤

)(1 zV

3Rz =

)(2 zV

)(2 zV

4Rz =

ROC of a Rational ROC of a Rational

zz--TransformTransform

• Example - The z-transform of a two-sided

sequence w[n] can be expressed as

• The first term on the RHS, ,

can be interpreted as the z-transform of a

right-sided sequence and it thus converges

exterior to the circle

∑∑∑−

−∞=

−∞

=

−∞

−∞=

− +==1

0

][][][)(n

n

n

n

n

n znwznwznwzW

5Rz =

∑∞=

−0

][n

nznw

ROC of a Rational ROC of a Rational

zz--TransformTransform

• The second term on the RHS, ,

can be interpreted as the z-transform of a left-

sided sequence and it thus converges interior

to the circle

• If , there is an overlapping ROC

given by

• If , there is no overlap and the

z-transform does not exist

∑−−∞=

−1][

nnznw

6Rz =

65 RR <

65 RR >65 RzR <<

ROC of a Rational ROC of a Rational zz--TransformTransform

• Example - Consider the two-sided sequence

where α can be either real or complex

• Its z-transform is given by

• The first term on the RHS converges for , whereas the second term converges

for

nnu α=][

∑∑∑−

−∞=

−∞

=

−∞

−∞=

− α+α=α=1

0

)(n

nn

n

nn

n

nn zzzzU

α>zα<z

ROC of a Rational ROC of a Rational

zz--TransformTransform

• There is no overlap between these two

regions

• Hence, the z-transform of does

not exist

nnu α=][

ROC of a Rational ROC of a Rational

zz--TransformTransform

• The ROC of a rational z-transform cannot

contain any poles and is bounded by the

poles

• To show that the z-transform is bounded by

the poles, assume that the z-transform X(z)

has simple poles at z = α and z = β• Assume that the corresponding sequence

x[n] is a right-sided sequence

ROC of a Rational ROC of a Rational

zz--TransformTransform

• Then x[n] has the form

where is a positive or negative integer

• Now, the z-transform of the right-sided

sequence exists if

for some z

( ) β<α−µβ+α= ],[][ 21 onn Nnrrnx

oN

][ on Nn −µγ

∞<γ∑∞

=

−

oNn

nnz

ROC of a Rational ROC of a Rational

zz--TransformTransform

• The condition

holds for but not for

• Therefore, the z-transform of

has an ROC defined by

∞<γ∑∞

=

−

oNn

nnz

γ>z γ≤z

( ) β<α−µβ+α= ],[][ 21 onn Nnrrnx

∞≤<β z

ROC of a Rational ROC of a Rational

zz--TransformTransform

• Likewise, the z-transform of a left-sided

sequence

has an ROC defined by

• Finally, for a two-sided sequence, some of

the poles contribute to terms in the parent

sequence for n < 0 and the other poles

contribute to terms

( ) β<α−−µβ+α= ],[][ 21 onn Nnrrnx

α<≤ z0

0≥n

ROC of a Rational ROC of a Rational

zz--TransformTransform

• The ROC is thus bounded on the outside by

the pole with the smallest magnitude that

contributes for n < 0 and on the inside by

the pole with the largest magnitude that

contributes for

• There are three possible ROCs of a rational

z-transform with poles at z = α and z = β( )

0≥n

β<α

ROC of a Rational ROC of a Rational zz--TransformTransform

ROC of a Rational ROC of a Rational

zz--TransformTransform

• In general, if the rational z-transform has N

poles with R distinct magnitudes, then it has

ROCs

• Thus, there are distinct sequences with

the same z-transform

• Hence, a rational z-transform with a

specified ROC has a unique sequence as its

inverse z-transform

1+R

1+R

ROC of a Rational ROC of a Rational

zz--TransformTransform

• The ROC of a rational z-transform can be

easily determined using MATLAB

determines the zeros, poles, and the gain

constant of a rational z-transform with the

numerator coefficients specified by the vector num and the denominator coefficients

specified by the vector den

[z,p,k] = tf2zp(num,den)

ROC of a Rational ROC of a Rational

zz--TransformTransform

• [num,den] = zp2tf(z,p,k)

implements the reverse process

• The factored form of the z-transform can be obtained using sos = zp2sos(z,p,k)

• The above statement computes the

coefficients of each second-order factor given as an matrix sos6×L

ROC of a Rational ROC of a Rational

zz--TransformTransform

where

=

LLLLLLaaabbb

aaabbb

aaabbb

sos

210210

221202221202

121101211101

MMMMMM

∏=

−−

−−

++++

=L

k kkk

kkk

zazaa

zbzbbzG

12

21

10

22

110)(

ROC of a Rational ROC of a Rational

zz--TransformTransform

• The pole-zero plot is determined using the function zplane

• The z-transform can be either described in terms of its zeros and poles:

zplane(zeros,poles)

• or, it can be described in terms of its

numerator and denominator coefficients:zplane(num,den)

ROC of a Rational ROC of a Rational zz--TransformTransform

• Example - The pole-zero plot of

obtained using MATLAB is shown below

pole−×zeroo −

12181533

325644162)(

234

234

−+−+++++

=zzzz

zzzzzG

-4 -3 -2 -1 0 1

-2

-1

0

1

2

Real Part

Imag

inar

y P

art

Inverse zInverse z--TransformTransform

• General Expression: Recall that, for ,

the z-transform G(z) given by

is merely the DTFT of the modified sequence

• Accordingly, the inverse DTFT is thus given

by

ω= jerz

∑=∑= ∞−∞=

ω−−∞−∞=

−n

njnn

n erngzngzG ][][)(

nrng −][

ω∫π

= ωππ−

ω− dereGrng njjn )(2

1][

Inverse zInverse z--TransformTransform

• By making a change of variable ,

the previous equation can be converted into

a contour integral given by

where is a counterclockwise contour of

integration defined by |z| = r

ω= jerz

C′

dzzzGj

ngC

n∫

π=

′

−1)(2

1][

Inverse zInverse z--TransformTransform• But the integral remains unchanged when

is replaced with any contour C encircling

the point z = 0 in the ROC of G(z)

• The contour integral can be evaluated using

the Cauchy’s residue theorem resulting in

• The above equation needs to be evaluated at

all values of n and is not pursued here

∑

=

−

C

zzGngn

insidepolestheat

ofresidues 1)(][

Inverse Transform by Inverse Transform by

PartialPartial--Fraction ExpansionFraction Expansion

• A rational z-transform G(z) with a causal

inverse transform g[n] has an ROC that is

exterior to a circle

• Here it is more convenient to express G(z)

in a partial-fraction expansion form and

then determine g[n] by summing the inverse

transform of the individual simpler terms in

the expansion

Inverse Transform by Inverse Transform by PartialPartial--Fraction ExpansionFraction Expansion

• A rational G(z) can be expressed as

• If then G(z) can be re-expressed as

where the degree of is less than N

∑∑

=−

=−

==Ni

ii

Mi

ii

zD

zP

zd

zpzG

0

0)(

)()(

)(

)()(

zD

zPNM

zzG 1

0

∑−

=

− +=l

llη

NM ≥

)(zP1

Inverse Transform by Inverse Transform by

PartialPartial--Fraction ExpansionFraction Expansion

• The rational function is called a

proper fraction

• Example - Consider

• By long division we arrive at

)(/)( zDzP1

21

321

20801

3050802−−

−−−

++

+++=

zz

zzzzG

..

...)(

21

11

20801

12555153

−−

−−

++

+++−=

zz

zzzG

..

....)(

Inverse Transform by Inverse Transform by

PartialPartial--Fraction ExpansionFraction Expansion

• Simple Poles: In most practical cases, the

rational z-transform of interest G(z) is a

proper fraction with simple poles

• Let the poles of G(z) be at ,

• A partial-fraction expansion of G(z) is then

of the form

kz λ= Nk ≤≤1

∑

λ−

ρ=

=−

N

zzG

111

)(l l

l

Inverse Transform by Inverse Transform by

PartialPartial--Fraction ExpansionFraction Expansion

• The constants in the partial-fraction

expansion are called the residues and are

given by

• Each term of the sum in partial-fraction

expansion has an ROC given by

and, thus has an inverse transform of the

form

lρ

lll λ=

−λ−=ρz

zGz )()1( 1

lλ>z

][)( nnµλρ ll

Inverse Transform by Inverse Transform by

PartialPartial--Fraction ExpansionFraction Expansion

• Therefore, the inverse transform g[n] of

G(z) is given by

• Note: The above approach with a slight

modification can also be used to determine

the inverse of a rational z-transform of a

noncausal sequence

∑ µλρ==

Nn nng

1

][)(][l

ll

Inverse Transform by Inverse Transform by

PartialPartial--Fraction ExpansionFraction Expansion

• Example - Let the z-transform H(z) of a

causal sequence h[n] be given by

• A partial-fraction expansion of H(z) is then

of the form

).)(.().)(.(

)()(

11

1

601201

21

6020

2−−

−

+−

+=

+−+

=zz

z

zz

zzzH

12

11

6.012.01)( −− +

ρ+

−

ρ=

zzzH

Inverse Transform by Inverse Transform by

PartialPartial--Fraction ExpansionFraction Expansion

• Now

and

75.26.01

21)()2.01(

2.01

1

2.01

1 =+

+=−=ρ

=−

−

=−

z

zz

zzHz

75.12.01

21)()6.01(

6.01

1

6.01

2 −=−

+=+=ρ

−=−

−

−=−

z

zz

zzHz

Inverse Transform by Inverse Transform by

PartialPartial--Fraction ExpansionFraction Expansion

• Hence

• The inverse transform of the above is

therefore given by

11 601

751

201

752−− +

−−

=zz

zH.

.

.

.)(

][)6.0(75.1][)2.0(75.2][ nnnh nn µ−−µ=

Inverse Transform by Inverse Transform by

PartialPartial--Fraction ExpansionFraction Expansion

• Multiple Poles: If G(z) has multiple poles,

the partial-fraction expansion is of slightly

different form

• Let the pole at z = ν be of multiplicity L and

the remaining poles be simple and at

,

LN −lλ=z LN −≤≤ l1

Inverse Transform by Inverse Transform by PartialPartial--Fraction ExpansionFraction Expansion

• Then the partial-fraction expansion of G(z)

is of the form

where the constants are computed using

• The residues are calculated as before

∑ν−

γ+∑

λ−

ρ+∑ η=

=−

−

=−

−

=

− L

ii

iLNNM

zzzzG

11

11

0 )1(1)(

l l

l

l

ll

iγ

[ ] ,)()1()()()!(

1 1

1 ν=

−−−

−

− ν−ν−−

=γz

L

iL

iL

iLi zGzzd

d

iLLi ≤≤1

lρ

PartialPartial--Fraction Expansion Fraction Expansion

Using MATLABUsing MATLAB

• [r,p,k]= residuez(num,den)

develops the partial-fraction expansion of

a rational z-transform with numerator and

denominator coefficients given by vectorsnum and den

• Vector r contains the residues

• Vector p contains the poles

• Vector k contains the constantslη

PartialPartial--Fraction Expansion Fraction Expansion

Using MATLABUsing MATLAB

• [num,den]=residuez(r,p,k)

converts a z-transform expressed in a

partial-fraction expansion form to its

rational form

Inverse zInverse z--Transform via Long Transform via Long

DivisionDivision

• The z-transform G(z) of a causal sequence

{g[n]} can be expanded in a power series in

• In the series expansion, the coefficient

multiplying the term is then the n-th

sample g[n]

• For a rational z-transform expressed as a

ratio of polynomials in , the power series

expansion can be obtained by long division

1−z

1−z

nz−

Inverse zInverse z--Transform via Long Transform via Long

DivisionDivision

• Example - Consider

• Long division of the numerator by the

denominator yields

• As a result

21

1

12.04.01

21)( −−

−

−++

=zz

zzH

........)( +−+−+= −−−− 4321 2224040520611 zzzzzH

02224040520611 ≥−−= nnh },........{]}[{↑

Inverse zInverse z--Transform Using Transform Using

MATLABMATLAB

• The function impz can be used to find the

inverse of a rational z-transform G(z)

• The function computes the coefficients of

the power series expansion of G(z)

• The number of coefficients can either be

user specified or determined automatically

Table:Table: zz--Transform PropertiesTransform Properties

zz--Transform PropertiesTransform Properties

• Example - Consider the two-sided sequence

• Let and

with X(z) and Y(z) denoting, respectively,

their z-transforms

• Now

and

]1[][][ −−µβ−µα= nnnv nn

][][ nnx nµα= ]1[][ −−µβ−= nny n

α>α−

= − zz

zX ,1

1)(

1

β<β−

= − zz

zY ,1

1)(

1

zz--Transform PropertiesTransform Properties

• Using the linearity property we arrive at

• The ROC of V(z) is given by the overlap

regions of and

• If , then there is an overlap and the

ROC is an annular region

• If , then there is no overlap and V(z)

does not exist

11 1

1

1

1−− −

+−

=+=zz

zYzXzVβα

)()()(

α>z β<z

β<αβ<<α z

β>α

zz--Transform PropertiesTransform Properties

• Example - Determine the z-transform and

its ROC of the causal sequence

• We can express x[n] = v[n] + v*[n] where

• The z-transform of v[n] is given by

][)(cos][ nnrnx on µω=

][][][2

1

2

1 nnernv nnjn o µα=µ= ω

rzzerz

zVoj

=α>−

⋅=α−

⋅=−ω− ,

1

1

1

1)(

12

112

1

zz--Transform PropertiesTransform Properties• Using the conjugation property we obtain

the z-transform of v*[n] as

• Finally, using the linearity property we get

,1

1

*1

1*)(*

12

112

1−ω−− −

⋅=α−

⋅=zerz

zVoj

*)(*)()( zVzVzX +=

−+

−=

−ω−−ω 112

1

1

1

1

1

zerzer oo jj

α>z

zz--Transform PropertiesTransform Properties

• or,

• Example - Determine the z-transform Y(z)

and the ROC of the sequence

• We can write where

rzzrzr

zrzX

o

o >+ω−

ω−= −−

−,

)cos2(1

)cos(1)(

221

1

][)1(][ nnny nµα+=

][][][ nxnxnny +=

][][ nnx nµα=

zz--Transform PropertiesTransform Properties

• Now, the z-transform X(z) of

is given by

• Using the differentiation property, we arrive

at the z-transform of as

][][ nnx nµα=

][nxn

α>α−

= − zz

zX ,1

1)(

1

α>α−

α=− −

−z

z

z

dz

zXdz ,

)1(

)(1

1

zz--Transform PropertiesTransform Properties

• Using the linearity property we finally

obtain

21

1

1 )1(1

1)( −

−

− α−α

+α−

=z

z

zzY

α>α−

= − zz

,)1(

121