Digital Signal Processing 17EE63

DIGITAL SIGNAL PROCESSING

MODULE-1
Discrete Fourier Transforms: Definitions, properties-linearity, shift, symmetry etc., circular
convolution -periodic convolution, use of tabular arrays, circular arrays, stockhams’s method,
linear convolution - two finite duration sequence, one finite & one infinite duration, overlap add
and save methods.

DISCRETE FOURIER TRANSFORMS (DFT)

CONTENTS:-

1. FREQUENCY DOMAIN SAMPLING

2. RECONSTRUCTION OF DISCRETE TIME SIGNALS

3. DFT AS A LINEAR TRANSFORMATION

4. DFT RELATIONSHIP WITH OTHER TRANSFORMS.

 DFT RELATIONSHIP WITH FOURIER SERIES

 DFT RELATIONSHIP WITH Z-TRANSFORMS

RECOMMENDED READINGS

1. DIGITAL SIGNAL PROCESSING – PRINCIPLES ALGORITHMS & APPLICATIONS, PROAKIS &

MONALAKIS, PEARSON EDUCATION, 4TH EDITION, NEW DELHI, 2007.

2. DISCRETE TIME SIGNAL PROCESSING, OPPENHEIM & SCHAFFER, PHI, 2003.

3. DIGITAL SIGNAL PROCESSING, S. K. MITRA, TATA MC-GRAW HILL, 2ND EDITION, 2004.

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MODULE 1
Discrete Fourier Transform
1.1 Introduction:
Before we introduce the DFT we consider the sampling of the Fourier transform of an
aperiodic discrete-time sequence. Thus we establish the relation between the sampled Fourier
transform and the DFT.A discrete time system may be described by the convolution sum, the
Fourier representation and the z transform as seen in the previous chapter. If the signal is
periodic in the time domain DTFS representation can be used, in the frequency domain the
spectrum is discrete and periodic. If the signal is non-periodic or of finite duration the
frequency domain representation is periodic and continuous this is not convenient to
implement on the computer. Exploiting the periodicity property of DTFS representation the
finite duration sequence can also be represented in the frequency domain, which is referred to
as Discrete Fourier Transform DFT.
DFT is an important mathematical tool which can be used for the software
implementation of certain digital signal processing algorithms .DFT gives a method to
transform a given sequence to frequency domain and to represent the spectrum of the sequence
using only k frequency values, where k is an integer that takes N values, K=0, 1, 2,…..N-1.
The advantages of DFT are:
1. It is computationally convenient.
2. The DFT of a finite length sequence makes the frequency domain analysis much
simpler than continuous Fourier transform technique.

1.2 FREQUENCY DOMAIN SAMPLING AND RECONSTRUCTION OF DISCRETE

TIME SIGNALS:

Consider an aperiodic discrete time signal x (n) with Fourier transform, an aperiodic finite
energy signal has continuous spectra. For an aperiodic signal x[n] the spectrum is:


X w   xne
n  
 jwn
………………………………(1.1)

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Suppose we sample X[w] periodically in frequency at a sampling of w radians between

successive samples. We know that DTFT is periodic with 2, therefore only samples in the
fundamental frequency range will be necessary. For convenience we take N equidistant
2
samples in the interval (0<=w<2 ). The spacing between samples will be w  as shown
N
below in Fig.1.1.
X[w]
1.

w
0

2
1 Frequency Domain Sampling


F
i
Let us first consider
g selection of N, or the number of samples in the

frequency domain. If we evaluate equation

We can divide the summation into infinite number of summations where each sum
contains N terms.

 lN  N 1
   xne
l  nlN
 j 2kn / N

If we then change the index in the summation from n to n-l N and interchange the order of
summations we get:

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Denote the quantity inside the bracket as xp[n]. This is the signal that is a repeating version of
x[n] every N samples. Since it is a periodic signal it can be represented by the Fourier series.

N 1
x p n   ck e j 2kn / N n  0,1,2,........, ( N  1)
k 0

With FS coefficients:
N 1

x ne
1  j 2kn / N
ck  p k  0,1,2,......., ( N  1) …………… (1.4)
N n 0

The above formula shows the reconstruction of the periodic signal x p[n] from the samples of
the spectrum X[w]. But it does not say if X[w] or x[n] can be recovered from the samples.

Let us have a look at that:

Since xp[n] is the periodic extension of x[n] it is clear that x[n] can be recovered from x p[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 in Fig. 1.2 below:

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x[n]

n
0 L

xp[n] N>=L
No aliasing

0 L N
xp[n] N<L
Aliasing

n
0 N

Fig. 1.2 Signal Reconstruction

Hence we conclude:
The spectrum of an aperiodic discrete-time signal with finite duration L can be exactly
2k
recovered from its samples at frequencies wk  if N >= L.
N

We compute xp[n] for n=0, 1,....., N-1 using equation (1.6)

Then X[w] can be computed using equation (1.1).

1.3 Discrete Fourier Transform:

The DTFT representation for a finite duration sequence is
∞ -jωn
X (jω) = ∑ x (n) ℮
n= -∞
jωn
X (n) =1/2π ∫X (jω) e dω, Where ω═ 2πk/n2π

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Where x(n) is a finite duration sequence, X(jω) is periodic with period 2π.It is
convenient sample X(jω) with a sampling frequency equal an integer multiple of its period =m
that is taking N uniformly spaced samples between 0 and 2π.
Let ωk= 2πk/n, 0≤k≤N-1

∞ -j2πkn/N
Therefore X(jω) = ∑ x(n) ℮
n=−∞
Since X(jω) is sampled for one period and there are N samples X(jω) can be expressed
as
N-1 -j2πkn/N
X(k) = X(jω)│ ω=2πkn/N ═∑ x(n) ℮ 0≤k≤N-1
n=0

1.4 Matrix relation of DFT

The DFT expression can be expressed as

[X] = [x(n)] [WN]

T
Where [X] = [X(0), X(1),……..]

[x] is the transpose of the input sequence. WN is a N x N matrix

WN = 1 1 1 1 ………………1
1 wn1 wn2 wn3……………...wn n-1
1 wn2 wn4 wn6 ……………wn2(n-1)
…………………………………………….
…………………………………………….
1………………………………..wN (N-1)(N-1)

ex;
4 pt DFT of the sequence 0,1,2,3

X(0) 1 1 1 1
X(1) 1 -j -1 j
X(2) = 1 -1 1 -1
X(3) 1 j -1 -j

Solving the matrix X(K) = 6 , -2+2j, -2 , -2-2j

1.5 Relationship of Fourier Transforms with other transforms

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1.5.1 Relationship of Fourier transform with continuous time signal:

Suppose that xa(t) is a continuous-time periodic signal with fundamental period Tp= 1/F0.The
signal can be expressed in Fourier series as

Where {ck} are the Fourier coefficients. If we sample x a(t) at a uniform rate Fs = N/Tp = 1/T,
we obtain discrete time sequence

Thus {ck’} is the aliasing version of {ck}

1.5.2 Relationship of Fourier transform with z-transform

Let us consider a sequence x(n) having the z-transform

With ROC that includes unit circle. If X(z) is sampled at the N equally spaced points on the
unit circle Zk = e j2πk/N for K= 0,1,2,………..N-1 we obtain

The above expression is identical to Fourier transform X(ω) evaluated at N equally spaced
frequencies ωk = 2πk/N for K= 0,1,2,………..N-1.

If the sequence x(n) has a finite duration of length N or less. The sequence can be recovered
from its N-point DFT. Consequently X(z) can be expressed as a function of DFT as

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Fourier transform of a continuous time signal can be obtained from DFT as

1. The first five points of the 8-point DFT of a real valued sequence are {0.25, 0.125-
j0.318, 0, 0.125-j0.0518, 0}. Determine the remaining three points

Ans: Since x(n) is real, the real part of the DFT is even, imaginary part odd. Thus the
remaining points are {0.125+j0.0518,0,0, 0.125+j0.318}.

2. Compute the eight-point DFT circular convolution for the following sequences.
x2(n) = sin 3πn/8
Ans:

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3. Compute the eight-point DFT circular convolution for the following sequence
X3(n) = cos 3πn/8

4. Define DFT. Establish a relation between the Fourier series coefficients of a continuous
time signal and DFT

Solution

The DTFT representation for a finite duration sequence is

∞
X (jω) = ∑ x (n) ℮-jωn
n= -∞

X (n) =1/2π ∫X (jω) e jωn dω , Where ω═ 2πk/n

2π
Where x(n) is a finite duration sequence, X(jω) is periodic with period 2π.It is
convenient sample X(jω) with a sampling frequency equal an integer multiple of its period =m
that is taking N uniformly spaced samples between 0 and 2π.
Let ωk= 2πk/n, 0≤k≤N
∞
Therefore X(jω) = ∑ x(n) ℮-j2πkn/N
n=−∞
Since X(jω) is sampled for one period and there are N samples X(jω) can be expressed
as
N-1
X(k) = X(jω)│ ω=2πkn/N ═∑ x(n) ℮-j2πkn/N 0≤k≤N-1
n=0

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Solution:-

5. Find the 4-point DFT of sequence x(n) = 6+ sin(2πn/N), n= 0,1,………N-1

Solution :-

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6.

Solution

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PROPERTIES OF DISCRETE FOURIER TRANSFORMS (DFT)

CONTENTS:-

1. MULTIPLICATION OF TWO DFT’S- THE CIRCULAR CONVOLUTION,

2. ADDITIONAL DFT PROPERTIES

3. USE OF DFT IN LINEAR FILTERING

4. OVERLAP-SAVE AND OVERLAP-ADD METHOD.

RECOMMENDED READINGS

1. DIGITAL SIGNAL PROCESSING – PRINCIPLES ALGORITHMS & APPLICATIONS, PROAKIS &

MONALAKIS, PEARSON EDUCATION, 4TH EDITION, NEW DELHI, 2007.

2. DISCRETE TIME SIGNAL PROCESSING, OPPENHEIM & SCHAFFER, PHI, 2003.

3. DIGITAL SIGNAL PROCESSING, S. K. MITRA, TATA MC-GRAW HILL, 2ND EDITION, 2004.

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Properties of DFT

Properties:-

The DFT and IDFT for an N-point sequence x(n) are given as

In this section we discuss about the important properties of the DFT. These properties are
helpful in the application of the DFT to practical problems.

Periodicity:-

1.2 Linearity: If

Then A x1 (n) + b x2 (n)  a X1(k) + b X2(k)

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1.3 Circular shift:

In linear shift, when a sequence is shifted the sequence gets extended. In circular shift the
number of elements in a sequence remains the same. Given a sequence x (n) the shifted
version x (n-m) indicates a shift of m. With DFTs the sequences are defined for 0 to N-1.

If x (n) = x (0), x (1), x (2), x (3)

X (n-1) = x (3), x (0), x (1).x (2)

X (n-2) = x (2), x (3), x (0), x (1)

1.4 Time shift:

If x (n)  X (k)
mk
Then x (n-m)  WN X (k)

1.5 Frequency shift

If x(n) X(k)
+nok
Wn x(n) X(k+no)
N-1 kn
Consider x(k) = x(n) W n
n=0
N-1
(k+ no)n
X(k+no)=\ x(n) WN
n=0
kn no n
=  x(n) WN WN
no n
 X(k+no)x(n) WN

1.6 Symmetry:
For a real sequence, if x(n) X(k)

X(N-K) = X* (k)

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For a complex sequence

DFT(x*(n)) = X*(N-K)

If x(n) then X(k)

Real and even  real and even

Real and odd  imaginary and odd
Odd and imaginary  real odd
Even and imaginary  imaginary and even

Convolution theorem;
Circular convolution in time domain corresponds to multiplication of the DFTs

If y(n) = x(n)  h(n) then Y(k) = X(k) H(k)

Ex let x(n) = 1,2,2,1 and h(n) = 1,2,2,1

Then y (n) = x(n)  h(n)

Y(n) = 9,10,9,8

N pt DFTs of 2 real sequences can be found using a single DFT

If g(n) & h(n) are two sequences then let x(n) = g(n) +j h(n)

G(k) = ½ (X(k) + X*(k))

H(k) = 1/2j (X(K) +X*(k))

2N pt DFT of a real sequence using a single N pt DFT

Let x(n) be a real sequence of length 2N with y(n) and g(n) denoting its N pt DFT

Let y(n) = x(2n) and g(2n+1)

k
X (k) = Y (k) + WN G (k)

Using DFT to find IDFT

The DFT expression can be used to find IDFT

X(n) = 1/N [DFT(X*(k)]*

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Digital filtering using DFT

In a LTI system the system response is got by convoluting the input with the impulse
response. In the frequency domain their respective spectra are multiplied. These spectra are
continuous and hence cannot be used for computations. The product of 2 DFT s is equivalent
to the circular convolution of the corresponding time domain sequences. Circular convolution
cannot be used to determine the output of a linear filter to a given input sequence. In this case a
frequency domain methodology equivalent to linear convolution is required. Linear
convolution can be implemented using circular convolution by taking the length of the
convolution as N >= n1+n2-1 where n1 and n2 are the lengths of the 2 sequences.

Overlap and add

In order to convolve a short duration sequence with a long duration sequence x(n) ,x(n)
is split into blocks of length N x(n) and h(n) are zero padded to length L+M-1 . circular
convolution is performed to each block then the results are added. These data blocks may be
represented as

The IDFT yields data blocks of length N that are free of aliasing since the size of the
DFTs and IDFT is N = L+M -1 and the sequences are increased to N-points by appending
zeros to each block. Since each block is terminated with M-1 zeros, the last M-1 points from
each output block must be overlapped and added to the first M-1 points of the succeeding
block. Hence this method is called the overlap method. This overlapping and adding yields the
output sequences given below.

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Overlap and save method

In this method x (n) is divided into blocks of length N with an overlap of k-1 samples.
The first block is zero padded with k-1 zeros at the beginning. H (n) is also zero padded to
length N. Circular convolution of each block is performed using the N length DFT .The output
signal is obtained after discarding the first k-1 samples the final result is obtained by adding
the intermediate results.
In this method the size of the I/P data blocks is N= L+M-1 and the size of the DFts and
IDFTs are of length N. Each data block consists of the last M-1 data points of the previous
data block followed by L new data points to form a data sequence of length N= L+M-1. An N-

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point DFT is computed from each data block. The impulse response of the FIR filter is
increased in length by appending L-1 zeros and an N-point DFT of the sequence is computed
once and stored.
The multiplication of two N-point DFTs {H(k)} and {Xm(k)} for the mth block of data yields

Since the data record is of the length N, the first M-1 points of Ym(n) are corrupted by
aliasing and must be discarded. The last L points of Ym(n) are exactly the same as the result
from linear convolution and as a consequence we get

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Recommended Questions with solutions

1. State and Prove the Time shifting Property of DFT

Solution

The DFT and IDFT for an N-point sequence x(n) are given as

Time shift:

If x (n)  X (k)
mk
Then x (n-m)  WN X (k)

2. State and Prove the: (i) Circular convolution property of DFT; (ii) DFT of Real and
even sequence.

Solution

(i) Convolution theorem

Circular convolution in time domain corresponds to multiplication of the DFTs

If y(n) = x(n)  h(n) then Y(k) = X(k) H(k)
Ex let x(n) = 1,2,2,1 and h(n) = 1,2,2,1 Then y (n) = x(n)  h(n)

Y(n) = 9,10,9,8
N pt DFTs of 2 real sequences can be found using a single DFT
If g(n) & h(n) are two sequences then let x(n) = g(n) +j h(n)
G(k) = ½ (X(k) + X*(k))
H(k) = 1/2j (X(K) +X*(k))
2N pt DFT of a real sequence using a single N pt DFT
Let x(n) be a real sequence of length 2N with y(n) and g(n) denoting its N pt DFT
Let y(n) = x(2n) and g(2n+1)

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k
X (k) = Y (k) + WN G (k)
Using DFT to find IDFT
The DFT expression can be used to find IDFT
X(n) = 1/N [DFT(X*(k)]*

(ii)DFT of Real and even sequence.

For a real sequence, if x(n) X(k)
X (N-K) = X* (k)

For a complex sequence

DFT(x*(n)) = X*(N-K)

If x(n) then X(k)

Real and even  real and even
Real and odd  imaginary and odd
Odd and imaginary  real odd
Even and imaginary  imaginary and even

3. Distinguish between circular and linear convolution

Solution

1) Circular convolution is used for periodic and finite signals while linear convolution is
used for aperiodic and infinite signals.
2) In linear convolution we convolved one signal with another signal where as in circular
convolution the same convolution is done but in circular pattern depending upon the
samples of the signal
3) Shifts are linear in linear in linear convolution, whereas it is circular in circular
convolution.

Solution(a)

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Solution(b)

Solution(c)

Solution(d)

Q5.

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Solution

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