DSP_CEN352_ch4_DFT

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Discrete Fourier Transform (DFT) DFT transforms the time domain signal samples to the frequency domain components. Time      A     m     p      l      i      t     u      d     e Frequency      A     m     p      l      i      t     u      d     e DFT Signal Spectrum DFT is often used to do frequency analysis of a time domain signal. 1 CEN352, Dr. Ghulam Muhammad, King Saud University

Transcript of DSP_CEN352_ch4_DFT

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Discrete Fourier Transform (DFT)

DFT transforms the time domain signal samples to the

frequency domain components.

Time

     A    m    p     l     i     t    u

     d    e

Frequency

     A    m    p     l     i     t    u

     d    e

DFT

Signal

Spectrum

DFT is often used to do frequency analysis of a time domain signal.

1CEN352, Dr. Ghulam Muhammad,King Saud University

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Four Types of Fourier Transform

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DFT: Graphical Example

1000 Hz sinusoid with

32 samples at 8000 Hz

sampling rate.

DFT

8000 samples = 1 second

32 samples = 32/8000 sec

= 4 millisecond

1 second = 1000 cycles

32/8000 sec =

(1000*32/8000=) 4 cycles

Sampling rate

Frequency

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DFT Coefficients of Periodic Signals

Periodic

Digital

Signal

Equation of DFT coefficients:

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Fourier series coefficient ck is periodic of N

DFT Coefficients of Periodic Signals

Amplitude

spectrum of theperiodic digital

signal

Copy

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Example 1

The periodic signal:is sampled at

Solution:

We match )2sin()( t t  x    with )2sin()( ft t  x    and get f = 1 Hz.Fundamental frequency

Therefore the signal has 1 cycle or 1 period in 1 second.

Sampling rate f s = 4 Hz 1 second has 4 samples.

Hence, there are 4 samples in 1 period for this particular signal.

Sampled signal

a.

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Example 1 – contd. (1)

b.

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Example 1 – contd. (2)

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On the Way to DFT Formulas

Imagine periodicity of 

N samples.

Take first N samples

(index 0 to N -1) as

the input to DFT.

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DFT Formulas

Where,

Inverse DFT:

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MATLAB Functions

FFT: Fast Fourier Transform

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Example 2

Solution:

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Example 2 – contd.

Using MATLAB,

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Example 3

Inverse DFT of the previous example.

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Example 3 – contd.

Using MATLAB,

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Relationship Between Frequency Bin k 

and Its Associated Frequency in Hz

Frequency step or frequency resolution:

Example 4

In the previous example, if the sampling rate is 10 Hz,

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Example 4 – contd.

Sampling period:

For x(3), time index is n = 3, and sampling time instant is

a.

b.

Frequency resolution:

Frequency bin number for X(1) is k = 1,

and its corresponding frequency is

Similarly, for X(3) is k = 3, and its

corresponding frequency is

 f 

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Amplitude and Power Spectrum

Since each calculated DFT coefficient is a complex number, it is not convenientto plot it versus its frequency index

Amplitude Spectrum:

To find one-sided amplitude spectrum, we double the amplitude.

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Power Spectrum:

Amplitude and Power Spectrum –contd.

For, one-sided power spectrum:

Phase Spectrum:

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Example 5

Solution:

See Example 2.

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Example 5 – contd. (1)

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Example 5 – contd. (2)

Amplitude Spectrum Phase Spectrum

Power Spectrum

One sided Amplitude Spectrum

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Example 6

Solution:

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Zero Padding for FFT 

FFT: Fast Fourier Transform.

A fast version of DFT; It requires signal length to be power of 2.

Therefore, we

need to pad zero

at the end of thesignal.

However, it does

not add any new

information.

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Example 7

Consider a digital signal has sampling rate = 10 kHz. For amplitude spectrum weneed frequency resolution of less than 0.5 Hz. For FFT how many data points are

needed?

Solution:

214 = 16384 < 20000 And 215 = 32768 > 20000

For FFT, we need N to be power of 2.

Recalculated frequency resolution,

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MATLAB Example - 1

 f s

xf = abs(fft(x))/N; %Compute the amplitude spectrum

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MATLAB Example – contd. (1)

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MATLAB Example – contd. (2)

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MATLAB Example – contd. (3)

………..

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Effect of Window Size

When applying DFT, we assume the following:

1. Sampled data are periodic to themselves (repeat).

2. Sampled data are continuous to themselves and band limited to

the folding frequency.

1 Hz sinusoid,

with 32samples

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Effect of Window Size –contd. (1)

If the window size is not multiple of waveform cycles:

Discontinuous

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Effect of Window Size –contd. (2)2- cycles Mirror Image

Spectral

Leakage

Produces

single

frequency

Produces many

harmonics as well.

The bigger the

discontinuity, the more

the leakage

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Reducing Leakage Using Window

To reduce the effect of spectral leakage, a window function can be usedwhose amplitude tapers smoothly and gradually toward zero at both ends.

Window function, w (n)

Data sequence, x (n)

Obtained windowed sequence,  x w (n)

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Example 8Given,

Calculate,

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Different Types of Windows

Rectangular Window (no window):

Triangular Window:

Hamming Window:

Hanning Window:

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Different Types of Windows –contd.Window size of 20 samples

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Example 9Problem:

Solution: Since N = 4, Hamming window function can be found as:

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Example 9 – contd. (1)Windowed sequence:

DFT Sequence:

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Example 9 – contd. (2)

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MATLAB Example - 2

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MATLAB Example – 2 contd.

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DFT Matrix

Frequency Spectrum Multiplication Matrix Time-Domain samples

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DFT Matrix

Let,

Then

DFT equation:

DFT requires N2 complex multiplications.

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FFT 

FFT: Fast Fourier Transform

A very efficient algorithm to compute DFT; it requires less multiplication.

The length of input signal, x(n) must be 2m samples, where m is an integer.

Samples N = 2, 4, 8, 16 or so.

If the input length is not 2m, append (pad) zeros to make it 2m.

4 5 1 7 1

N = 5

4 5 1 7 1 0 0 0

N = 8, power of 2

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DFT to FFT: Decimation in Frequency

DFT:

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Now decompose into even (k = 2m) and odd (k = 2m+1) sequences.

DFT to FFT: Decimation in Frequency

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DFT to FFT: Decimation in Frequency

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DFT to FFT: Decimation in Frequency

12 complex

multiplication

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DFT to FFT: Decimation in Frequency

For 1024 samples data sequence,DFT requires 1024×1024 =

1048576 complex multiplications.

FFT requires (1024/2)log(1024) =

5120 complex multiplications.

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IFFT: Inverse FFT 

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Number of complex multiplication =

FFT

IFFT

FFT and IFFT Examples

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DFT to FFT: Decimation in Time

Split the input sequence x(n) into the even indexed x(2m) and x(2m + 1),

each with N/2 data points.

Using

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DFT to FFT: Decimation in Time

As,

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DFT to FFT: Decimation in Time

First iteration:

Second iteration:

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DFT to FFT: Decimation in Time

Third iteration:

IFFT

 

  

 

 

  

 

 N  j

 N eW  N 

 N 

      

2sin

2cos

2

 j jeeW 

)2 / sin()2 / cos(28

22

2

8    

    

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FFT and IFFT Examples

IFFT

FFT

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Fourier Transform Properties (1)

FT is linear:

• Homogeneity

• Additivity

Homogeneity:

x[] X[]

kx[] kX[]

DFT

DFT

Frequency is notchanged.

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Fourier Transform Properties (2)

][Im][Im][Im 

][Re][Re][Re:

][][][:

321

321

321

 f  X  f  X  f  X and 

 f  X  f  X  f  X Then

n xn xn x If 

Additivity

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Fourier Transform Pairs

Delta Function

Shifted Delta Function

Shifted Delta Function

Same Magnitude,

Different Phase

Delta Function Pairs

in Polar Form