Professor A G Constantinides 1 The Fourier Transform & the DFT Fourier transform Take N samples of from 0 to.(N-1)T Can be estimated from these? Estimate.

Slides:



Advertisements
Similar presentations
Professor A G Constantinides 1 Z - transform Defined as power series Examples:
Advertisements

Ch 3 Analysis and Transmission of Signals
ECE 4371, Fall, 2014 Introduction to Telecommunication Engineering/Telecommunication Laboratory Zhu Han Department of Electrical and Computer Engineering.
Prof. Brian L. Evans Dept. of Electrical and Computer Engineering The University of Texas at Austin EE445S Real-Time Digital Signal Processing Lab Spring.
Let’s go back to this problem: We take N samples of a sinusoid (or a complex exponential) and we want to estimate its amplitude and frequency by the FFT.
Windowing Purpose: process pieces of a signal and minimize impact to the frequency domain Using a window – First Create the window: Use the window formula.
Professor A G Constantinides 1 One-to-two dimensional mapping of DFT Let so that and.
Filtering Filtering is one of the most widely used complex signal processing operations The system implementing this operation is called a filter A filter.
Digital Signal Processing
Chapter 8: The Discrete Fourier Transform
Sampling theorem, I  Suppose function h(t) is sampled at evenly spaced intervals in time; – 1/  : Sampling rate  For any sampling interval , there.
Sep 15, 2005CS477: Analog and Digital Communications1 Modulation and Sampling Analog and Digital Communications Autumn
AGC DSP AGC DSP Professor A G Constantinides© Estimation Theory We seek to determine from a set of data, a set of parameters such that their values would.
Sampling, Reconstruction, and Elementary Digital Filters R.C. Maher ECEN4002/5002 DSP Laboratory Spring 2002.
Overview of Sampling Theory
Continuous-Time Signal Analysis: The Fourier Transform
Spectral Analysis Spectral analysis is concerned with the determination of the energy or power spectrum of a continuous-time signal It is assumed that.
Fourier Transforms Revisited
AGC DSP AGC DSP Professor A G Constantinides 1 Digital Filter Specifications Only the magnitude approximation problem Four basic types of ideal filters.
Relationship between Magnitude and Phase (cf. Oppenheim, 1999)
Introduction to Spectral Estimation
Goals For This Class Quickly review of the main results from last class Convolution and Cross-correlation Discrete Fourier Analysis: Important Considerations.
Frequency Domain Representation of Sinusoids: Continuous Time Consider a sinusoid in continuous time: Frequency Domain Representation: magnitude phase.
Numerical Methods Discrete Fourier Transform Part: Discrete Fourier Transform
Topic 7 - Fourier Transforms DIGITAL IMAGE PROCESSING Course 3624 Department of Physics and Astronomy Professor Bob Warwick.
Fourier representation for discrete-time signals And Sampling Theorem
Discrete-Time and System (A Review)
Chapter 5 Frequency Domain Analysis of Systems. Consider the following CT LTI system: absolutely integrable,Assumption: the impulse response h(t) is absolutely.
1 Chapter 8 The Discrete Fourier Transform 2 Introduction  In Chapters 2 and 3 we discussed the representation of sequences and LTI systems in terms.
Lecture 1 Signals in the Time and Frequency Domains
Power Spectral Density Function
Applications of Fourier Transform. Outline Sampling Bandwidth Energy density Power spectral density.
Fourier Transforms Section Kamen and Heck.
Interpolation and Pulse Shaping
FOURIER ANALYSIS PART 2: Continuous & Discrete Fourier Transforms
111 Lecture 2 Signals and Systems (II) Principles of Communications Fall 2008 NCTU EE Tzu-Hsien Sang.
1 Chapter 5 Ideal Filters, Sampling, and Reconstruction Sections Wed. June 26, 2013.
README Lecture notes will be animated by clicks. Each click will indicate pause for audience to observe slide. On further click, the lecturer will explain.
ECE 4710: Lecture #6 1 Bandlimited Signals  Bandlimited waveforms have non-zero spectral components only within a finite frequency range  Waveform is.
Zhongguo Liu_Biomedical Engineering_Shandong Univ. Chapter 8 The Discrete Fourier Transform Zhongguo Liu Biomedical Engineering School of Control.
AGC DSP AGC DSP Professor A G Constantinides©1 Eigenvector-based Methods A very common problem in spectral estimation is concerned with the extraction.
Real time DSP Professors: Eng. Julian S. Bruno Eng. Jerónimo F. Atencio Sr. Lucio Martinez Garbino.
1 Spectrum Estimation Dr. Hassanpour Payam Masoumi Mariam Zabihi Advanced Digital Signal Processing Seminar Department of Electronic Engineering Noushirvani.
Professor A G Constantinides 1 Finite Wordlength Effects Finite register lengths and A/D converters cause errors in:- (i) Input quantisation. (ii)Coefficient.
2D Sampling Goal: Represent a 2D function by a finite set of points.
The Wavelet Tutorial: Part2 Dr. Charturong Tantibundhit.
Summary of Widowed Fourier Series Method for Calculating FIR Filter Coefficients Step 1: Specify ‘ideal’ or desired frequency response of filter Step 2:
Lecture 21: Fourier Analysis Using the Discrete Fourier Transform Instructor: Dr. Ghazi Al Sukkar Dept. of Electrical Engineering The University of Jordan.
Vibrationdata 1 Power Spectral Density Function PSD Unit 11.
Fourier Analysis Using the DFT Quote of the Day On two occasions I have been asked, “Pray, Mr. Babbage, if you put into the machine wrong figures, will.
Professor A G Constantinides 1 Discrete Fourier Transforms Consider finite duration signal Its z-tranform is Evaluate at points on z-plane as We can evaluate.
ECE 8443 – Pattern Recognition EE 3512 – Signals: Continuous and Discrete Objectives: Derivation of the DFT Relationship to DTFT DFT of Truncated Signals.
Power Spectral Estimation
Professor A G Constantinides 1 Digital Filters Filtering operation Time kGiven signal OPERATION ADD.
1 Chapter 8 The Discrete Fourier Transform (cont.)
Professor A G Constantinides 1 Digital Filter Specifications We discuss in this course only the magnitude approximation problem There are four basic types.
 Carrier signal is strong and stable sinusoidal signal x(t) = A cos(  c t +  )  Carrier transports information (audio, video, text, ) across.
Spectral Analysis Spectral analysis is concerned with the determination of the energy or power spectrum of a continuous-time signal It is assumed that.
(C) 2002 University of Wisconsin, CS 559
Fourier Analysis of Signals Using DFT
Interpolation and Pulse Shaping
Wavelet transform Wavelet transform is a relatively new concept (about 10 more years old) First of all, why do we need a transform, or what is a transform.
Leakage Error in Fourier Transforms
APPLICATION of the DFT: Estimation of Frequency Spectrum
Discrete Fourier Transform
Chapter 8 The Discrete Fourier Transform
Discrete Fourier Transform
Discrete Fourier Transform
Lec.6:Discrete Fourier Transform and Signal Spectrum
DIGITAL CONTROL SYSTEM WEEK 3 NUMERICAL APPROXIMATION
Presentation transcript:

Professor A G Constantinides 1 The Fourier Transform & the DFT Fourier transform Take N samples of from 0 to.(N-1)T Can be estimated from these? Estimate based on rectangular approximation of integral

Professor A G Constantinides 2 The Fourier Transform & the DFT Estimate based on rectangular approximation of integral Now take N samples of at multiples of Note that is of period

Professor A G Constantinides 3 The Fourier Transform & the DFT Then i.e. DFT relationship where has a DFT D(k) such that

Professor A G Constantinides 4 The Fourier Transform & the DFT How good is the estimate? Let period of DFT operation be Hence Similarly There are two approximations involved in estimating (i) is sampled leading to aliasing for non-bandlimited signals. (ii)N samples only are retained

Professor A G Constantinides 5 The Fourier Transform & the DFT Point (i) : Sampling yields a new signal With Fourier Transform i.e.it may be a poor approximation to Point (ii) : Retaining samples 0, N-1 is effectively windowing the data by

Professor A G Constantinides 6 The Fourier Transform & the DFT Fourier Transform of window Actual signal used in DFT is i.e.this leads to convolution in frequency domain

Professor A G Constantinides 7 The Fourier Transform & the DFT Note that Ie is the estimate of

Professor A G Constantinides 8 The Fourier Transform & the DFT Since is periodic with period its contributions to above may be taken over the entire domain as i.e. the estimate is the convolution between the desired transform and

Professor A G Constantinides 9 The Fourier Transform & the DFT The main lobe of is of width hence convolution "smears" or "blurs" a step to the same width. For greater bandwidth, must be increased (or T decreased). To increase resolution we must decrease for a fixed T this implies N must increase.

Professor A G Constantinides 10 The Fourier Transform & the DFT Frequency resolution is the Minimum separation between two sinusoids, resolvable in frequency Because of the convolution two impulses in frequency will be smeared, so that if they are to be resolvable they must be separated by at least one frequency bin ie

Professor A G Constantinides 11 The Fourier Transform & the DFT If maximum frequency in the signal is and the required resolution is then thus For example (rad/s) then

Professor A G Constantinides 12 The Fourier Transform & the DFT In practice is required within a prescibed resolution and bandwidth. Let be limited to, and the required resolution to be or better. Then Hence i.e.

Professor A G Constantinides 13 The Fourier Transform & the DFT Ie If is assumed to be of duration then again Set and

Professor A G Constantinides 14 The Fourier Transform & the DFT i.e. Hence where time – bandwidth product of signal