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Fourier Analysis of Discrete Time Signals
For a discrete time sequence we define two classes of Fourier Transforms: the DTFT (Discrete Time FT) for sequences having infinite duration, the DFT (Discrete FT) for sequences having finite duration.
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The Discrete Time Fourier Transform (DTFT)
Given a sequence x(n) having infinite duration, we define the DTFT as follows: ….. ….. continuous frequency discrete time
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Observations: The DTFT is periodic with period ; The frequency is the digital frequency and therefore it is limited to the interval Recall that the digital frequency is a normalized frequency relative to the sampling frequency, defined as one period of
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Example: since
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Example:
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Discrete Fourier Transform (DFT)
Definition (Discrete Fourier Transform): Given a finite sequence its Discrete Fourier Transform (DFT) is a finite sequence where DFT
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IDFT Definition (Inverse Discrete Fourier Transform): Given a sequence
its Inverse Discrete Fourier Transform (IDFT) is a finite sequence where IDFT
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DFT IDFT Observations: The DFT and the IDFT form a transform pair.
back to the same signal ! The DFT is a numerical algorithm, and it can be computed by a digital computer.
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DFT as a Vector Operation
Let Then:
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Periodicity: From the IDFT expression, notice that the sequence x(n) can be interpreted as one period of a periodic sequence : original sequence periodic repetition
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This has a consequence when we define a time shift of the sequence.
For example see what we mean with Start with the periodic extension
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If we look at just one period we can define the circular shift
B C D A B C D D D
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Properties of the DFT: one to one with no ambiguity; time shift where is a circular shift periodic repetition
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real sequences circular convolution where both sequences must have the same length N. Then:
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Extension to General Intervals of Definition
Take the case of a sequence defined on a different interval: How do we compute the DFT, without reinventing a new formula?
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First see the periodic extension, which looks like this:
Then look at the period
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Example: determine the DFT of the finite sequence
Then take the DFT of the vector
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