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DTFT from DFT samples by interpolation.

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1 DTFT from DFT samples by interpolation

2 N-point DFT (X[k]) of a given length-N sequence, x[n], is the frequency values of its DTFT,𝑋 𝑒 𝑗𝑀 , evaluated at 𝑁 uniformly spaced frequency points. 𝑀= 𝑀 π‘˜ = 2πœ‹π‘˜ 𝑁 β‰€π‘˜β‰€(π‘βˆ’1) Given the N-point DFT, ie. X[k], its DTFT can be uniquely determined from X[k] 𝑋 𝑒 𝑗𝑀 = 𝑛=0 π‘βˆ’1 π‘₯[𝑛] 𝑒 βˆ’π‘—π‘€π‘› = 𝑛=0 π‘βˆ’1 1 𝑁 π‘˜=0 π‘βˆ’1 𝑋[π‘˜] π‘Š 𝑁 βˆ’π‘˜π‘› 𝑒 βˆ’π‘—π‘€π‘› = 1 𝑁 π‘˜=0 π‘βˆ’1 𝑋[π‘˜] 𝑛=0 π‘βˆ’1 𝑒 βˆ’π‘— π‘€βˆ’ 2πœ‹π‘˜ 𝑁 𝑛 S

3 = 1 𝑁 π‘˜=0 π‘βˆ’1 𝑋[π‘˜] 1βˆ’ 𝑒 βˆ’π‘— π‘€π‘βˆ’2πœ‹π‘˜ 1βˆ’ 𝑒 βˆ’π‘— π‘€βˆ’ 2πœ‹π‘˜ 𝑁
= 1 𝑁 π‘˜=0 π‘βˆ’1 𝑋 π‘˜ sin π‘€π‘βˆ’2πœ‹π‘˜ 2 sin π‘€π‘βˆ’2πœ‹π‘˜ 2𝑁 𝑒 βˆ’π‘— π‘€βˆ’ 2πœ‹π‘˜ 𝑁 π‘βˆ’1 2 Interpolation function for getting 𝑋 𝑒 𝑗𝑀 from X[k]

4 DTFT Sampling The DTFT is 𝑋 𝑒 𝑗𝑀 =𝑋 𝑀 = 𝑛=βˆ’βˆž ∞ π‘₯[𝑛] 𝑒 βˆ’π‘—π‘€π‘›
The DFT analysis formula is: 𝑋 π‘˜ = 𝑛=0 π‘βˆ’1 π‘₯ 𝑛 𝑒 βˆ’π‘— 2πœ‹ 𝑁 π‘˜π‘› If x[n] is a L-point signal, i.e. it is non-zero only in the 0≀𝑛≀ πΏβˆ’1 range the DTFT can be written as: 𝑋 𝑀 = 𝑛=0 πΏβˆ’1 π‘₯[𝑛] 𝑒 βˆ’π‘—π‘€π‘› If we compare these two formulas we see that: for the N-point DFT values to be samples of the DTFT the length L of the sequence x[n] must be less than N (i.e. L <= N) X k =X w | 𝑀= 2πœ‹π‘˜ 𝑁

5 If we are given X(w) and we wish to find x[n] we can use the synthesis formula:
π‘₯ 𝑛 = 1 2πœ‹ βˆ’πœ‹ πœ‹ 𝑋(𝑀) 𝑒 𝑗𝑀𝑛 𝑑𝑀 However performing the integral may be inconvenient. The following is an easier approach: 1) Sample DTFT X(w) to get DFT values X[k] for k = 0,…, (N-1) 2) Take inverse DFT of X[k] to get back x[n] Does this always work ? No. For this to work L <=N.

6 Example: x[n] 1 n DTFT 𝑋 𝑒 𝑗𝑀 = 𝑛=0 3 1βˆ™ 𝑒 βˆ’π‘—π‘€π‘› = 1βˆ’ 𝑒 βˆ’π‘—4𝑀 1βˆ’ 𝑒 βˆ’π‘—π‘€ = 𝑒 βˆ’π‘— 3𝑀 2 𝑠𝑖𝑛 2𝑀 𝑠𝑖𝑛 𝑀/2 DTF 𝑋 π‘˜ = 𝑛=0 3 1βˆ™ 𝑒 βˆ’π‘— 2πœ‹ 4 π‘˜π‘› =1+ 𝑒 βˆ’π‘— πœ‹ 2 π‘˜ + 𝑒 βˆ’π‘—πœ‹π‘˜ + 𝑒 βˆ’π‘— 3πœ‹ 2 π‘˜ = 4 k=0 0 k = 1,2,3

7 Sampling DTFT 𝑋 π‘˜ =𝑋 𝑒 𝑗 2πœ‹ 4 π‘˜ = 𝑒 βˆ’π‘— 3πœ‹π‘˜ 4 𝑠𝑖𝑛 πœ‹π‘˜ 𝑠𝑖𝑛 πœ‹π‘˜/4 = π‘˜=0 π‘˜=1,2,3

8 Sampling in frequency:
Sample 𝑋 𝑒 𝑗𝑀 at 𝑀 π‘˜ = 2πœ‹π‘˜ 𝑀 β‰€π‘˜β‰€(π‘€βˆ’1) 𝑋 𝑒 𝑗𝑀 𝑋 𝑠 π‘˜ =𝑋 𝑒 π‘—π‘˜ 2πœ‹ 𝑀 β‰ˆπ‘‹ 𝑒 𝑗𝑀 βˆ™ 𝑆 𝑒 𝑗𝑀 𝑀 -  𝑆 𝑒 𝑗𝑀 π‘₯ 𝑠 𝑛 =π‘₯ 𝑛 βˆ—π‘  𝑛 =x[n]βˆ— 𝑙=βˆ’βˆž ∞ 𝛿 π‘›βˆ’π‘™π‘€ 0 2πœ‹ 𝑀 4πœ‹ 𝑀 = 𝑙=βˆ’βˆž ∞ π‘₯ π‘›βˆ’π‘™π‘€

9 π‘₯ 𝑠 𝑛 =π‘₯ 𝑛 𝑀 Original signal x[n] is replicated in time at integer multiples of M x[n] n xs[n] β‹― β‹― β‹― β‹― n -M M

10 Sampling in frequency => replication in time
Sampling in time => replication in frequency If π‘₯ 𝑛 𝐷𝑇𝐹𝑇 𝑋 𝑒 𝑗𝑀 and 𝑋 𝑠 π‘˜ = 𝑋 𝑒 𝑗𝑀 𝑀= 2πœ‹π‘˜ 𝑀 π‘˜=0,β‹―, π‘€βˆ’1 then 𝑋 𝑠 π‘˜ 𝐼𝐷𝐹𝑇 π‘₯ 𝑠 𝑛 where π‘₯ 𝑠 𝑛 = 𝑙=βˆ’βˆž ∞ π‘₯ π‘›βˆ’π‘™π‘€ To β€œrecover” x[n] from π‘₯ 𝑠 𝑛 , x[n] must be time limited to <= M values Otherwise we have aliasing.

11 Since xp[n] is the periodic extension of x[n] it is clear that x[n] can be recovered from xp[n] if there is no aliasing in the time domain. That is if x[n] is time-limited to less than the period N of xp[n].This is depicted below:

12 Example : π‘₯ 𝑛 = π‘Ž 𝑛 𝑒 𝑛 where π‘Ž <1 X w = 1 1βˆ’π‘Ž 𝑒 βˆ’π‘—π‘€ Here the time domain signal is npot time-limited (i.e. L = ο‚₯) Now suppose we take N samples of this DTFT i.e 𝑋 2πœ‹ 𝑁 π‘˜ = 𝑋 𝑀 𝑀= 2πœ‹ 𝑁 π‘˜

13 for a = π‘₯ 𝑛 = π‘Ž 𝑛 𝑒 𝑛 β‹― N=6 samples x[n] san not be recovered from replicated time-domain signal since L > N Note for n >20 x[n] starts to vanish so if N=20 or more is chosen then x[n] can be recovered from the time-domain signal


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