ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. ·...

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Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform Dr. Jingxian Wu [email protected]

Transcript of ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. ·...

Page 1: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

Department of Electrical Engineering University of Arkansas

ELEG 5173L Digital Signal Processing

Ch. 3 Discrete-Time Fourier Transform

Dr. Jingxian Wu

[email protected]

Page 2: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

OUTLINE

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• The Discrete-Time Fourier Transform (DTFT)

• Properties

• DTFT of Sampled Signals

• Upsampling and downsampling

Page 3: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

• Review: Z-transform:

– Replace z with .

DTFT

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• Discrete-time Fourier Transform (DTFT)

nj

n

enxX

)()(

n

n

znxzX

0

)()(

– (radians): digital frequency

je

• Review: Fourier transform:

tjetxX )()(

jez

zXX |)()(

– (rads/sec): analog frequency

Page 4: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

DTFT

• Relationship between DTFT and Fourier Transform

– Sample a continuous time signal with a sampling period T

– The Fourier Transform of

– Define:

• digital frequency (unit: radians)

• analog frequency (unit: radians/sec)

– Let

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n

a

n

as nTtnTxnTttxtx )()()()()(

)(tys

n

nTj

a

tj

ss enTxdtetxX )()()(

T:

:

)()( nTxnx a

TXX s)(

)(txa

Page 5: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

DTFT

• Relationship between DTFT and Fourier Transform (Cont’d)

– The DTFT can be considered as the scaled version of the Fourier

transform of the sampled continuous-time signal

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n

nTj

a

tj

ss enTxdtetxX )()()(

nj

n

s enxT

XX

)()(

T

)()( nTxnx a

Page 6: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

DTFT

• Discrete Frequency

– Unit: radians (the unit of continuous frequency is radians/sec)

– is a periodic function with period

– We only need to consider for

• For Fourier transform, we need to consider

6

)(X 2

)()()()()2( 22

XenxeenxenxXn

nj

n

njnj

n

nj

)(X

T

Tf

2

1

2

T

Tf

2

1

2

Page 7: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

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DTFT

• Example: find the DTFT of the following signal

– 1. )()( nnx

– 2. 1),()( nunx n

Page 8: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

DTFT

• Example

– Find the DTFT of

8

)()()( Nnununx

Page 9: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

DTFT

• Example

– Find the DTFT of the following signal

• Existence of DTFT

– The DTFT of x(n) exists if x(n) satisfies

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1,)( || nnx

n

nx |)(|

Page 10: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

DTFT

• Inverse DTFT

• Example

– Find the inverse DTFT of

10

2

)(2

1)( deXnx nj

)( 0

Page 11: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

DTFT

• Example

– Find the DTFT of

11

)cos( 0 n

Page 12: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

OUTLINE

12

• The Discrete-Time Fourier Transform (DTFT)

• Properties

• DTFT of Sampled Signals

• Upsampling and downsampling

Page 13: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

PROPERTIES

• Periodicity

• Linearity

– If

– Then

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)()2( XX

)()( 11 Xnx )()( 22 Xnx

)()()()( 2121 XXnxnx

Page 14: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

PROPERTIES

• Time shifting

– If

– Then

• Frequency shifting

– If

– Then

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)()( Xnx

0)()( 0

njeXnnx

)()( Xnx

)()( 00

Xnxe

nj

Page 15: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

PROPERTIES

• Differentiation in Frequency

– If

– Then

– Review

• Example

– Find the DTFT of

15

)()( Xnx

d

dXjnnx

)()(

)()( zXdz

dznnx

)(nun n 1||

Page 16: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

PROPERTIES

• Convolution

– If

– Then

• Example

– Find the frequency response of the system

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)()()( nxnhny

)()()( XHY

)()( 0nnxny

Page 17: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

PROPERTIES

• Example

– A LTI system with impulse response

if the input is

Find the output

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)(2

1)( nunh

n

)(3

1)( nunx

n

Page 18: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

PROPERTIES

• Example

– The frequency response of an ideal low pass filter is

find the impulse response.

(1) Assume . If the sampling rate of the input signal is 1 KHz,

what is the cutoff frequency for the analog signal?

(2) If the sampling rate of the input signal is 2 KHz, what is the cutoff

frequency of the analog signal?

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c

cH

,0

0,1)(

5.0c

Page 19: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

PROPERTIES

• Modulation

– If

– Then

19

)()()( 21 nxnxny

dppXpXY

2

021 )()(

2

1)(

Page 20: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

OUTLINE

20

• The Discrete-Time Fourier Transform (DTFT)

• Properties

• Application: DTFT of Sampled Signals

• Upsampling and downsampling

Page 21: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

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APPLICATION: SAMPLING THEOREM

• Sampling theorem: time domain

– Sampling: convert the continuous-time signal to discrete-time signal.

n

nTttp )()(

sampling period

)()()( tptxtx as

)(txa

Page 22: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

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APPLICATION: SAMPLING THEOREM

• Sampling theorem: frequency domain

– Fourier transform of the impulse train

• impulse train is periodic

n

tjn

n

seT

nTttp 1

1)()(

• Find Fourier transform on both sides

n

snT

P )(2

)(

• Time domain multiplication Frequency domain convolution

)()(2

1)()(

PXtptx a

n

assT

nXT

Xtptxtx

21

)()()()(

Ts

2

Fourier series

Page 23: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

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APPLICATION: SAMPLING THEOREM

• Sampling theorem: frequency domain

– Sampling in time domain Repetition in frequency domain

Page 24: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

Department of Engineering Science Sonoma State University

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APPLICATION: SAMPLING THEOREM

• Sampling theorem

– If the sampling rate is twice of the bandwidth, then the original signal can

be perfectly reconstructed from the samples.

Bs 2

Bs 2

Bs 2

Bs 2 aliasing

Page 25: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

APPLICATION: SAMPLING THEOREM

• Analog signal v.s. sampled signal v.s. discrete-time

signal

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)()( nTxnx a

Discrete-time signal Samples of continuous-time signal

)(txs

n

a

n

a nTtnTxnTttx )()()()(

n

nTtnx )()(

n

s nTtnxtx )()()(

)(txa )(txs)(nx

Page 26: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

APPLICATION: SAMPLING THEOREM

• Fourier transform of sampled signal

• DTFT of discrete-time signal

• Relationship

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n

nTjtj

ss enxdtetxX )()()(

n

njenxX )()(

TXX s)(

DTFT of discrete-time signal Fourier transform of continuous-time signal

Page 27: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

APPLICATION: SAMPLING THEOREM

• Relationship among

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)(),(),( as XXX

TXX s)(

n

aT

nT

XT

X21

)(

n

asT

nXT

X

21

)(

T

Page 28: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

APPLICATION: SAMPLING THEOREM

• Example

– Consider the analog signal with Fourier transform shown in the

figure. The signal has a one-sided bandwidth 5 Hz. The signal is sampled

with a sampling period .

Draw and

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)(txa

msT 25)(sX )(X 1

Page 29: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

APPLICATION: SAMPLING THEOREM

• Reconstruction of sampled signal

– If there is no aliasing during sampling, the analog signal can be

reconstructed by passing the sampled signal through an ideal low pass

filter with cutoff frequency

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B

otherwise,02

||,)(

sTH

T

tcth sin)(

n

s nTtnxtx )()()(

T

nTtcnxthtxtx

n

sa sin)()()()(ˆ

Page 30: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

OUTLINE

30

• The Discrete-Time Fourier Transform (DTFT)

• Properties

• Application: DTFT of Sampled Signals

• Upsampling and downsampling

Page 31: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

UPSAMPLING AND DOWNSAMPLING

• Sampling rate conversion

– In many applications, we may have to change the sampling rate of a signal

as the signal undergoes successive stage of processing.

• E.g.

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)(1 nh )(2 nh

1TSampling period 1T 2T

u

0

– If is a low pass filter with the cut-off frequency being

then what is the largest value of ?

)(2 nh

2T

)(3 nhRate

conversion

Page 32: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

UPSAMPLING AND DOWNSAMPLING

• Sampling rate conversion

– Sampling rate conversion can be directly performed in the digital domain

– Downsampling (decimation)

• Reduce the sampling frequency (less samples per unit time)

– Upsampling (interpolation)

• Increase the sampling frequency (more samples per unit time)

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Page 33: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

UPSAMPLING AND DOWNSAMPLING

• Downsampling (decimation)

– Assume a digital signal, , is obtained by sampling an analog signal

at a sampling period T (or a sampling frequency 1/T).

– The signal can also be sampled with a sampling period MT (or a lower

sampling frequency 1/(MT) )

– Relationship between and

– is the downsampled (or decimated) version of

• can be obtained by picking one sample out of every M

consecutive samples of x(n) decimation.

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)(nx )(txa

)()( nTxnx a

)()( nMTxnx ad

)(nx )(nxd

)()( nMxnxd

)(nxd)(nx

)(nxd

]),8(),7(),6(),5(),4(),3(),2(),1(),0([)( xxxxxxxxxnx

),3(x),0([)( xnxd ),6(x ],3M

Page 34: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

UPSAMPLING AND DOWNSAMPLING

• Downsampling (decimation): frequency domain

– Assume all the sampling rates are higher than the Nyquist sampling rate

– The DTFT of x(n) with a sampling period T

– The DTFT of with a sampling period MT

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TX

TX a

1)(

)(nxd

MTX

MTX ad

1)(

MX

MX d

1)(

Page 35: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

UPSAMPLING AND DOWNSAMPLING

• Example

– Consider the frequency response of an ideal low pass filter

• Determine h(n)

• If we downsample h(n) with a factor of M = 2. Find the downsampled

response in both the time and frequency domains.

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2,

2,0

22,1

)(H

Page 36: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

UPSAMPLING AND DOWNSAMPLING

• Upsampling (interpolation)

– Assume a digital signal, , is obtained by sampling an analog signal

at a sampling period T (or a sampling frequency 1/T).

– Upsampling by a factor of L

• Inserting L-1 zeros between the original samples

– The effective sampling period of the upsampled signal (sampling

rate: )

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)(nx )(txa

)()( nTxnx a

]),3(,0,0),2(,0,0),1(,0,0),0([)( xxxxnxu

),1(x),0([)( xnx ),2(x ]),3( x

3L

L

T

T

L

)()()( kxkLxnx uu

,0)( nxu

integer an is / if kLn

integer/ if Ln

Page 37: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

UPSAMPLING AND DOWNSAMPLING

• Upsampling (interpolation): frequency domain

– The DTFT of with a sampling period T/L

• The DTFT of is compressed in the frequency domain

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)()()()(

LXekxenxXk

kLj

n

nj

uu

)(nxu

)(X

Page 38: ELEG 5173L Digital Signal Processing Ch. 3 Discrete-Time Fourier Transform · 2018. 2. 14. · Department of Electrical Engineering University of Arkansas ELEG 5173L Digital Signal

UPSAMPLING AND DOWNSAMPLING

• Example

– A discrete pulse is given by x(n) = u(n)-u(n-4). Suppose we upsample x(n)

by a factor of L = 3. Find the DTFT of the original and upsampled signals.

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