Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Discrete-time Fourier transform
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
== Periodic data == When the input data sequence <math>s[n]</math> is <math>N</math>-periodic, {{EquationNote|Eq.2}} can be computationally reduced to a discrete Fourier transform (DFT), because''':''' * All the available information is contained within <math>N</math> samples. * <math>S_{1/T}(f)</math> converges to zero everywhere except at integer multiples of <math>1/(NT),</math> known as [[harmonic]] frequencies. At those frequencies, the DTFT diverges at different frequency-dependent rates. And those rates are given by the DFT of one cycle of the <math>s[n]</math> sequence. * The DTFT is periodic, so the maximum number of unique harmonic amplitudes is <math>(1/T)/(1/(NT)) = N.</math> The DFT of one cycle of the <math>s[n]</math> sequence is''':''' :<math>S[k] \triangleq \underbrace{\sum_{N} s[n]\cdot e^{-i 2 \pi \frac{k}{N}n}}_{\text{any n-sequence of length N}}, \quad k \in \mathbf{Z}.</math> And <math>s[n]</math> can be expressed in terms of the inverse transform, which is sometimes referred to as a '''[[Discrete Fourier series]]''' (DFS)''':'''<ref name="Oppenheim" />{{rp|p 542}} :<math>s[n] = \frac{1}{N} \underbrace{\sum_{N} S[k]\cdot e^{i 2 \pi \frac{k}{N}n}}_{\text{any k-sequence of length N}}, \quad n \in \mathbf{Z}.</math> With these definitions, we can demonstrate the relationship between the DTFT and the DFT''':''' :<math> \begin{align} S_{1/T}(f) &\triangleq \sum_{n=-\infty}^{\infty} s[n]\cdot e^{-i 2\pi f nT}\\ &= \sum_{n=-\infty}^{\infty} \left[\frac{1}{N} \sum_{k=0}^{N-1} S[k]\cdot e^{i 2 \pi \frac{k}{N}n}\right] \cdot e^{-i 2\pi f n T}\\ &= \frac{1}{N} \sum_{k=0}^{N-1} S[k] \underbrace{\left[\sum_{n=-\infty}^{\infty} e^{i 2 \pi \frac{k}{N}n} \cdot e^{-i 2\pi f n T}\right]}_{\operatorname{DTFT}\left(e^{i 2 \pi \frac{k}{N}n}\right)}\\ &= \frac{1}{N} \sum_{k=0}^{N-1} S[k] \cdot \frac{1}{T}\sum_{M=-\infty}^\infty \delta \left(f - \tfrac{k}{NT} - \tfrac{M}{T} \right) \end{align} </math> {{efn-la |Oppenheim and Schafer,<ref name=Oppenheim/> p 551 (8.35), and Prandoni and Vetterli,<ref name=Prandoni/> p 82, (4.43). With definitions''':''' <math>\tilde{X}(e^{i\omega}) \triangleq \tfrac{1}{T} S_{2\pi}(\omega),</math> <math>\omega \triangleq 2\pi f T,</math> <math>\tilde{X}[k] \triangleq S[k],</math> and <math>\delta\left(2\pi fT - \tfrac{2\pi k}{N}\right) \equiv \delta\left(f - \tfrac{k}{NT}\right)/(2\pi T),</math> this expression differs from the references by a factor of <math>2\pi</math> because they lost it in going from the 3rd step to the 4th. Specifically, the DTFT of <math>e^{-ian}</math> at {{slink||Table of discrete-time Fourier transforms}} has a <math>2\pi</math> factor that the references omitted. }}{{efn-ua |From {{slink||Table of discrete-time Fourier transforms}} we have: :<math> \begin{align} \operatorname{DTFT}\left( e^{i 2 \pi \frac{k}{N}n} \right) &= 2\pi \sum_{M=-\infty}^{\infty} \delta \left(\omega - 2 \pi \frac{k}{N} -2\pi M\right)\\ &= 2\pi \sum_{M=-\infty}^{\infty} \delta \left(2\pi f T -2 \pi \frac{k}{N} -2\pi M\right)\\ &=2\pi \sum_{M=-\infty}^{\infty} \tfrac{1}{2\pi T}\ \delta \left( \tfrac{1}{2\pi T} \left( 2\pi f T -2 \pi \frac{k}{N} -2\pi M \right) \right)\\ &=\frac{1}{T} \sum_{M=-\infty}^\infty \delta \left(f - \tfrac{k}{NT} - \tfrac{M}{T} \right) \end{align} </math> }} Due to the <math>N</math>-periodicity of both functions of <math>k,</math> this can be simplified to''':''' :<math>S_{1/T}(f) = \frac{1}{NT} \sum_{k=-\infty}^{\infty} S[k] \cdot \delta\left(f-\frac{k}{NT}\right),</math> which satisfies the inverse transform requirement''':''' :<math>\begin{align} s[n] &= T \int_{0}^{\frac{1}{T}} S_{1/T}(f)\cdot e^{i 2 \pi f nT} df\\ &=\frac{1}{N} \sum_{k=-\infty}^\infty S[k] \underbrace{\int_{0}^{\frac{1}{T}} \delta \left(f-\tfrac{k}{NT}\right) e^{i 2 \pi f nT} df}_{\text{zero for } k\ \notin\ [0,N-1]}\\ &=\frac{1}{N} \sum_{k=0}^{N-1} S[k] \int_{0}^{\frac{1}{T}} \delta \left(f-\tfrac{k}{NT}\right) e^{i 2 \pi f nT} df\\ &=\frac{1}{N} \sum_{k=0}^{N-1} S[k]\cdot e^{i 2 \pi \tfrac{k}{NT} nT}\\ &=\frac{1}{N} \sum_{k=0}^{N-1} S[k]\cdot e^{i 2 \pi \tfrac{k}{N} n} \end{align} </math>
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)