Digital Signal Processing
Lecture 8 – Fast Fourier Transform
Alp Ertürk
[email protected]
Discrete Fourier Transform (DFT)
• DFT:
𝑁−1
𝑋𝑘 = 𝑥[𝑛]𝑒 −𝑗(2𝜋/𝑁)𝑘𝑛 , 𝑘 = 0, 1, … , 𝑁 − 1
𝑛=0
• IDFT:
𝑁−1
1
𝑥𝑛 = 𝑋[𝑘] 𝑒 𝑗(2𝜋/𝑁)𝑘𝑛 , 𝑛 = 0, 1, … , 𝑁 − 1
𝑁
𝑘=0
Windowing Prior to DFT
• The periodicity inherent in DFT may often cause some
problems
• Consider the following sinusoidal signal. In the following
slide, there is the signal that is obtained by the periodic
repeating of this signal and the resulting DFT
Windowing Prior to DFT
Windowing Prior to DFT
• However, consider instead a sinusoidal signal that has not
completed its full period:
• Repeating this signal periodically results in not a sinusoidal
signal, which also affects its DFT:
Windowing Prior to DFT
Windowing Prior to DFT
• In this case, frequency components that actually do not
belong to the signal occur in the DFT
• This is caused by the potential discontinuity which is caused
by the inherent periodicity in DFT
• This can be considered as a leak of the energy to other
frequencies, and therefore is termed spectral leakage
• This problem can be mitigated by windowing
Windowing Prior to DFT
• Windowing is multiplying the signal with a function prior to
DFT. The window function ensures that the signal’s
amplitude converges to zero near the end boundaries, so
that periodic repeating does not cause discontinuities
• Some common window functions are:
Windowing Prior to DFT
• To multiply a signal with a window funtion, a window equal
to the signal length is constructed. The effects are:
Discrete Fourier Transform (DFT)
• DFT:
𝑁−1
𝑋𝑘 = 𝑥[𝑛]𝑒 −𝑗(2𝜋/𝑁)𝑘𝑛 , 𝑘 = 0, 1, … , 𝑁 − 1
𝑛=0
• IDFT:
𝑁−1
1
𝑥𝑛 = 𝑋[𝑘] 𝑒 𝑗(2𝜋/𝑁)𝑘𝑛 , 𝑛 = 0, 1, … , 𝑁 − 1
𝑁
𝑘=0
Discrete Fourier Transform (DFT)
• For each DFT coefficient, we have to compute 𝑁 complex
multiplications and 𝑁 − 1 complex additions. In terms of real
computations, this equates to 4𝑁 real multiplications and
(4𝑁 − 2) real additions.
• For all DFT coefficients, 𝑁 × 𝑁 complex multiplications and 𝑁 ×
(𝑁 − 1) complex additions. In terms of real computations, this
equates to 4𝑁 2 real multiplications and 𝑁 × (4𝑁 − 2) real
additions.
• As N gets larger, the number of computations required for DFT
becomes very large
Fast Fourier Transform (FFT)
• The approaches that aim to provide a fast computation of DFT
are termed fast Fourier transform (FFT). Most such approaches
are motivated by the following two properties of DFT:
• 1) Periodicity:
𝑒 −𝑗 2𝜋/𝑁 𝑘𝑛
= 𝑒 −𝑗 2𝜋/𝑁 𝑘 𝑛+𝑁
= 𝑒 −𝑗 2𝜋/𝑁 𝑘+𝑁 𝑛
• 2) Conjugate symmetry:
∗
𝑒 −𝑗 2𝜋/𝑁 𝑘 𝑁−𝑛 = 𝑒 𝑗 2𝜋/𝑁 𝑘𝑛 = 𝑒 −𝑗 2𝜋/𝑁 𝑘𝑛
Fast Fourier Transform (FFT)
• There are two main FFT approaches:
• Decimation in time: x[n] is decomposed into successively
smaller subsequences
• Decimation in frequency: X[k] is decomposed into
successively smaller subsequences
• We will first go briefly over Goertzel algorithm, which requires
computation proportional to 𝑁 2 but with a smaller constant of
proportionality with respect to regular DFT. Later on we will
examine these more efficient FFT approaches.
FFT: Goertzel Algorithm
• Let’s begin by noting that due to periodicity property, we have:
𝑒𝑗 2𝜋/𝑁 𝑘𝑁 = 𝑒 𝑗2𝜋𝑘 = 1
• Using this property, we can write:
𝑁−1 𝑁−1
𝑋𝑘 = 𝑥[𝑛]𝑒 −𝑗(2𝜋/𝑁)𝑘𝑛 = 𝑒 𝑗 2𝜋/𝑁 𝑘𝑁 𝑥[𝑛]𝑒 −𝑗(2𝜋/𝑁)𝑘𝑛
𝑛=0 𝑛=0
𝑁−1
= 𝑥[𝑛]𝑒 𝑗(2𝜋/𝑁)𝑘 𝑁−𝑛
𝑛=0
FFT: Goertzel Algorithm
𝑁−1
𝑋𝑘 = 𝑥[𝑟]𝑒 𝑗(2𝜋/𝑁)𝑘 𝑁−𝑟
𝑟=0
• Since x[n] is zero for 𝑛 < 0 and 𝑛 ≥ 𝑁, we can state:
𝑁−1
2𝜋
𝑗 𝑘 𝑛−𝑟
𝑋𝑘 = 𝑥𝑟𝑒 𝑁 𝑢[𝑛 − 𝑟] |𝑛=𝑁 = 𝑦𝑘 [𝑛]|𝑛=𝑁
𝑟=0
• 𝑦𝑘 [𝑛] can be viewed as a discrete convolution of x[n] and the
signal 𝑒 𝑗 2𝜋 𝑁 𝑘𝑛 𝑢[𝑛]
FFT: Goertzel Algorithm
• Computing of each value of 𝑦𝑘 [𝑛] requires 4 real
multiplications and 4 real additions.
• To obtain X[k] for a particular value of k, we need to compute
all the intervening values 𝑦𝑘 1 … 𝑦𝑘 [𝑁 − 1], which requires
4𝑁 real multiplications and 4𝑁 real additions.
• This would result in 4𝑁 2 multiplications and 4𝑁 2 additions for
the complete X[k], for all k values.
• However, due to the system’s zero and pole locations (which
we have not studied yet), this is reduced to 𝑁 2 multiplications
and 2𝑁 2 additions.
FFT: Decimation in Time
• FFT based on decimation in time depends on decomposing
x[n] into successively smaller subsequences
• Consider N to be equal to 2𝑣 . Since N is an even integer, we
can consider computing X[k] by separating x[n] into two N/2
point sequences consisting of even and odd numbered points
in x[n]:
𝑋𝑘 = 𝑥[𝑛]𝑒 −𝑗(2𝜋/𝑁)𝑘𝑛 + 𝑥[𝑛]𝑒 −𝑗(2𝜋/𝑁)𝑘𝑛
𝑛 𝑒𝑣𝑒𝑛 𝑛 𝑜𝑑𝑑
FFT: Decimation in Time
• Using 𝑛 = 2𝑟 for even 𝑛, and 𝑛 = 2𝑟 + 1 for odd 𝑛:
𝑁/2−1 𝑁/2−1
𝑋𝑘 = 𝑥[2𝑟]𝑒 −𝑗(2𝜋/𝑁)𝑘2𝑟 + 𝑥[2𝑟 + 1]𝑒 −𝑗(2𝜋/𝑁)𝑘 2𝑟+1
𝑟=0 𝑟=0
𝑁/2−1 𝑁/2−1
2 𝑘𝑟 2 𝑘𝑟
= 𝑥[2𝑟]𝑊𝑁 + 𝑊𝑁𝑘 𝑥[2𝑟 + 1]𝑊𝑁
𝑟=0 𝑟=0
FFT: Decimation in Time
𝑁/2−1 𝑁/2−1
𝑘𝑟 𝑘𝑟
𝑋𝑘 = 𝑥[2𝑟]𝑊𝑁2 + 𝑊𝑁𝑘 𝑥[2𝑟 + 1]𝑊𝑁2
𝑟=0 𝑟=0
• However, 𝑊𝑁2 = 𝑒 −2𝑗 2𝜋/𝑁
= 𝑒 −𝑗 2𝜋/ 𝑁/2
= 𝑊𝑁/2 . Thefore:
𝑁/2−1 𝑁/2−1
𝑋𝑘 = 𝑥[2𝑟]𝑊𝑁/2 𝑘𝑟 + 𝑊𝑁𝑘 𝑥[2𝑟 + 1]𝑊𝑁/2 𝑘𝑟
𝑟=0 𝑟=0
= 𝐺 𝑘 + 𝑊𝑁𝑘 𝐻 𝑘 , 𝑘 = 0 ,1,…,N − 1
where 𝐺 𝑘 and 𝐻 𝑘 are N/2 point DFTs of even and odd x[n] samples,
and are periodic with N/2
FFT: Decimation in Time
𝑋 𝑘 = 𝐺 𝑘 + 𝑊𝑁𝑘 𝐻 𝑘 , 𝑘 = 0 ,1 ,…,N − 1
𝑘+𝑁/2
Using the property 𝑊𝑁 = −𝑊𝑁𝑘 , we can write:
𝑋 𝑘 = 𝐺 𝑘 + 𝑊𝑁𝑘 𝐻 𝑘 , 𝑘 = 0 , 1 , … , N/2 − 1
𝑋 𝑘 + N/2 = 𝐺 𝑘 − 𝑊𝑁𝑘 𝐻 𝑘 , 𝑘 = 0 , 1 , … , N/2 − 1
Note that 𝐺 𝑘 = 𝐺 𝑘 + 𝑁/2 and 𝐻 𝑘 = 𝐻 𝑘 + 𝑁/2
FFT: Decimation in Time
FFT: Decimation in Time
• This approach involves two 𝑁/2-point DFTs, which requires
2 𝑁/2 2 complex multiplications and approximately 2 𝑁/2 2
complex additions
• Combining these two 𝑁/2-point DFTs in turn requires 𝑁 complex
additions. Therefore the total computation for this approach is
N + 2 𝑁/2 2 complex multiplications and additions
• Note that (𝑁 + 𝑁 2 /2) < 𝑁 2 when 𝑁 > 2
• This was the case when we broke the DFT computation into 𝑁/2-
point DFTs. But we can continue this line of thought to obtain:
FFT: Decimation in Time
• If 𝑁 = 2𝑣 , this decimation in time can be done 𝑣 = log 2 𝑁
times
• After a decimation of 𝑣 = log 2 𝑁 times, the number of
complex multiplications and additions is equal to:
𝑁𝑣 = 𝑁 log 2 𝑁
FFT: Decimation in Time
FFT: Decimation in Time
FFT: Decimation in Time
• Note that
𝑊𝑁0 = 𝑒 −𝑗 2𝜋/𝑁 0
=1
𝑁/2
𝑊𝑁 = 𝑒 −𝑗 2𝜋/𝑁 𝑁/2 = 𝑒 −𝑗𝜋 = −1
• So the left-most stage simplifies to:
FFT: Decimation in Time
• Example: 𝑥 𝑛 = 1 3 0 2 4 1 0 2 ⇒ FFT time-decimation:
𝑥𝑒𝑠 𝑛 = 1 0 4 0 , 𝑥𝑜𝑠 𝑛 = 3 2 1 2
𝑥𝑒𝑒𝑠 𝑛 = 1 4 , 𝑥𝑜𝑒𝑠 𝑛 = 0 0 , 𝑥𝑒𝑜𝑠 𝑛 = 3 1 , 𝑥𝑜𝑜𝑠 𝑛 = 2 2
𝑋𝑒𝑒𝑠 𝑘 = 5 − 3 , 𝑋𝑜𝑒𝑠 𝑘 = 0 0 , 𝑋𝑒𝑜𝑠 𝑘 = 4 2 , 𝑋𝑜𝑜𝑠 𝑘 = 4 0
𝑋𝑒𝑠 𝑘 = 𝑋𝑒𝑒𝑠 𝑘 + 𝑊4𝑘 𝑋𝑜𝑒𝑠 𝑘
FFT: Decimation in Time
• Example (continued):
𝑋𝑒𝑒𝑠 𝑘 = 5 − 3 , 𝑋𝑜𝑒𝑠 𝑘 = 0 0 , 𝑋𝑒𝑜𝑠 𝑘 = 4 2 , 𝑋𝑜𝑜𝑠 𝑘 = 4 0
𝑋𝑒𝑠 𝑘 = 𝑋𝑒𝑒𝑠 𝑘 + 𝑊4𝑘 𝑋𝑜𝑒𝑠 𝑘 , 𝑘 = 0,1
𝑋𝑒𝑠 𝑘 + 2 = 𝑋𝑒𝑒𝑠 𝑘 − 𝑊4𝑘 𝑋𝑜𝑒𝑠 𝑘 , 𝑘 = 0,1
𝑋𝑒𝑠 0 = 5 + 𝑒 −𝑗 2𝜋/4 0 0 =5
2𝜋
−𝑗 4 1
𝑋𝑒𝑠 1 = −3 + 𝑒 0 = −3
𝑋𝑒𝑠 2 = 5 − 𝑒 −𝑗 2𝜋/4 0 0 =5
2𝜋
−𝑗 4 1
𝑋𝑒𝑠 3 = −3 − 𝑒 0 = −3
𝑋𝑒𝑠 𝑘 = [5 − 3 5 − 3]
FFT: Decimation in Time
• Example (continued):
𝑋𝑒𝑒𝑠 𝑘 = 5 − 3 , 𝑋𝑜𝑒𝑠 𝑘 = 0 0 , 𝑋𝑒𝑜𝑠 𝑘 = 4 2 , 𝑋𝑜𝑜𝑠 𝑘 = 4 0
𝑋𝑒𝑠 𝑘 = 𝑋𝑒𝑜𝑠 𝑘 + 𝑊4𝑘 𝑋𝑒𝑒𝑠 𝑘 , 𝑘 = 0,1
𝑋𝑒𝑠 𝑘 + 2 = 𝑋𝑒𝑜𝑠 𝑘 − 𝑊4𝑘 𝑋𝑒𝑒𝑠 𝑘 , 𝑘 = 0,1
𝑋𝑜𝑠 0 = 4 + 𝑒 −𝑗 2𝜋/4 0 4 =8
2𝜋
−𝑗 4 1
𝑋𝑜𝑠 1 =2+𝑒 0 =2
𝑋𝑜𝑠 2 = 4 − 𝑒 −𝑗 2𝜋/4 0 4 =0
2𝜋
−𝑗 4 1
𝑋𝑜𝑠 3 =2−𝑒 0 =2
𝑋𝑜𝑠 𝑘 = [8 2 0 2]
FFT: Decimation in Time
• Example (continued):
𝑋𝑒𝑠 𝑘 = 5 − 3 5 − 3 , 𝑋𝑜𝑠 𝑘 = [8 2 0 2]
𝑋 𝑘 = 𝑋𝑒𝑠 𝑘 + 𝑊8𝑘 𝑋𝑜𝑠 𝑘 , 𝑘 = 0,1,2,3
𝑋 𝑘 + 4 = 𝑋𝑒𝑠 𝑘 − 𝑊8𝑘 𝑋𝑜𝑠 𝑘 , 𝑘 = 0,1,2,3
𝑋 0 = 5 + 𝑒 −𝑗 2𝜋/8 0
8 = 13
2𝜋
−𝑗 8 1
𝑋1 = −3 + 𝑒 2 = −1.5858 − 𝑗1.412
𝑋 2 = 5 + 𝑒 −𝑗 2𝜋/8 2 0 = 5
2𝜋
−𝑗 8 3
𝑋3 = −3 + 𝑒 2 = −4.4142 − 𝑗1.4142
FFT: Decimation in Time
• Example (continued):
𝑋𝑒𝑠 𝑘 = 5 − 3 5 − 3 , 𝑋𝑜𝑠 𝑘 = [8 2 0 2]
𝑋 𝑘 = 𝑋𝑒𝑠 𝑘 + 𝑊8𝑘 𝑋𝑜𝑠 𝑘 , 𝑘 = 0,1,2,3
𝑋 𝑘 + 4 = 𝑋𝑒𝑠 𝑘 − 𝑊8𝑘 𝑋𝑜𝑠 𝑘 , 𝑘 = 0,1,2,3
2𝜋
−𝑗 8 0
𝑋 4 =5− 𝑒 8 = −3
2𝜋
−𝑗 8 1
𝑋5 = −3 − 𝑒 2 = −4.4142 + 𝑗1.4142
𝑋 6 = 5 − 𝑒 −𝑗 2𝜋/8 2 0 = 5
2𝜋
−𝑗 8 3
𝑋 7 = −3 − 𝑒 2 = −1.5858 + 𝑗1.412
FFT: Decimation in Time
• Example (continued):
𝑥 𝑛 = 13024102
𝑋 0 = 13
𝑋1 = −1.5858 − 𝑗1.412
𝑋 2 =5
𝑋3 = −4.4142 − 𝑗1.4142
𝑋 4 = −3
𝑋5 = −4.4142 + 𝑗1.4142
𝑋 6 =5
𝑋7 = −1.5858 + 𝑗1.412
FFT: Decimation in Frequency
• FFT based on decimation in frequency depends on
decomposing X[k] into successively smaller subsequences
• Consider N to be equal to 2𝑣 . Since N is an even integer, we
can consider computing even numbered frequency samples
and odd numbered frequency samples separately
• Standard DFT equation is:
𝑁−1 𝑁−1
𝑋𝑘 = 𝑥[𝑛]𝑒 −𝑗(2𝜋/𝑁)𝑘𝑛 = 𝑥[𝑛]𝑊𝑁𝑛𝑘
𝑛=0 𝑛=0
FFT: Decimation in Frequency
• The even samples of X[k] are:
𝑁−1
𝑛(2𝑟)
𝑋 2𝑟 = 𝑥[𝑛]𝑊𝑁
𝑛=0
𝑁/2−1 𝑁−1
𝑛(2𝑟) 𝑛(2𝑟)
= 𝑥[𝑛]𝑊𝑁 + 𝑥[𝑛]𝑊𝑁
𝑛=0 𝑛=𝑁/2
𝑁/2−1 𝑁/2−1
𝑛(2𝑟) 𝑛+𝑁/2 (2𝑟)
= 𝑥[𝑛]𝑊𝑁 + 𝑥[𝑛 + 𝑁 2]𝑊𝑁
𝑛=0 𝑛=0
FFT: Decimation in Frequency
𝑁/2−1 𝑁/2−1
𝑛(2𝑟) 𝑛+𝑁/2 (2𝑟)
𝑋 2𝑟 = 𝑥[𝑛]𝑊𝑁 + 𝑥[𝑛 + 𝑁 2]𝑊𝑁
𝑛=0 𝑛=0
𝑛+𝑁/2 (2𝑟) 𝑛𝑟
• Note that 𝑊𝑁 = 𝑊𝑁2𝑟𝑛 𝑊𝑁𝑟𝑁 = 𝑊𝑁2𝑟𝑛 = 𝑊𝑁/2
𝑁/2−1
𝑛𝑟
𝑋 2𝑟 = 𝑥 𝑛 + 𝑥[𝑛 + 𝑁 2] 𝑊𝑁/2
𝑛=0
FFT: Decimation in Frequency
𝑁/2−1
𝑛𝑟
𝑋 2𝑟 = 𝑥 𝑛 + 𝑥[𝑛 + 𝑁 2] 𝑊𝑁/2
𝑛=0
• Using a similar approach, we obtain the odd samples as:
𝑁/2−1
𝑛𝑟
𝑋 2𝑟 + 1 = 𝑥 𝑛 − 𝑥[𝑛 + 𝑁 2] 𝑊𝑁𝑛 𝑊𝑁/2
𝑛=0
FFT: Decimation in Frequency
FFT: Decimation in Frequency
FFT: Decimation in Frequency
FFT: Decimation in Frequency
• Example: 𝑥 𝑛 = 1 3 0 2 4 1 0 2 ⇒ FFT freq.-decimation:
• N=8 DFT:
𝑁/2−1
𝑛𝑟
𝑋1 𝑘 = 𝑋 2𝑟 = 𝑥 𝑛 + 𝑥[𝑛 + 𝑁 2] 𝑊𝑁/2
3 𝑛=0
= 𝑥 𝑛 + 𝑥[𝑛 + 4] 𝑊4𝑛𝑟 , 𝑘 = 0, 1, 2, 3
𝑛=0
𝑁/2−1
𝑛𝑟
𝑋2 𝑘 = 𝑋 2𝑟 + 1 = 𝑥 𝑛 − 𝑥[𝑛 + 𝑁 2] 𝑊𝑁𝑛 𝑊𝑁/2
3 𝑛=0
= 𝑥 𝑛 − 𝑥[𝑛 + 4] 𝑊8𝑛 𝑊4𝑛𝑟 , 𝑘 = 0, 1, 2, 3
𝑛=0
FFT: Decimation in Frequency
• Example (continued): 𝑥 𝑛 = 1 3 0 2 4 1 0 2
𝑥1 [𝑛] = 𝑥 𝑛 + 𝑥 𝑛 + 4 = [5 4 0 4]
𝑥2 [𝑛] = 𝑥 𝑛 − 𝑥 𝑛 + 4 𝑊8𝑛
= −3 2 0 0 𝑊8𝑛
2𝜋 2𝜋 2𝜋
−𝑗 8 0 −𝑗 8 1 −𝑗 8 2
= [−3𝑒 2𝑒 0𝑒 0𝑒 −𝑗 2𝜋/8 3 ]
= [−3 1.4142 − 𝑗1.4142 0 0]
FFT: Decimation in Frequency
• Example (continued): 𝑥1 [𝑛] = [5 4 0 4]
• N=4 DFT:
1
𝑋11 𝑘 = 𝑋1 2𝑘 = 𝑥1 𝑛 + 𝑥1 𝑛 + 2 𝑊2𝑘𝑛 , 𝑘 = 0, 1
𝑛=0
𝑋12 𝑘 = 𝑋1 2𝑘 + 1 = 𝑥1 𝑛 − 𝑥1 𝑛 + 2 𝑊4𝑛 𝑊2𝑘𝑛 , 𝑘 = 0, 1
𝑛=0
𝑥11 𝑛 = 𝑥1 𝑛 + 𝑥1 𝑛 + 2 = 5 8
𝑥12 𝑛 = 𝑥1 𝑛 − 𝑥1 𝑛 + 2 𝑊4𝑛 = 5 0
FFT: Decimation in Frequency
Example (continued): 𝑥2 [𝑛] = [−3 1.4142 − 𝑗1.4142 0 0]
• N=4 DFT:
1
𝑋21 𝑘 = 𝑋2 2𝑘 = 𝑥2 𝑛 + 𝑥2 𝑛 + 2 𝑊2𝑘𝑛 , 𝑘 = 0, 1
𝑛=0
𝑋22 𝑘 = 𝑋2 2𝑘 + 1 = 𝑥2 𝑛 − 𝑥2 𝑛 + 2 𝑊4𝑛 𝑊2𝑘𝑛 , 𝑘 = 0, 1
𝑛=0
𝑥21 𝑛 = 𝑥2 𝑛 + 𝑥2 𝑛 + 2 = [−3 1.4142 − 𝑗1.4142 ]
𝑥22 𝑛 = 𝑥2 𝑛 − 𝑥2 𝑛 + 2 𝑊4𝑛 = [−3 1.4142 − 𝑗1.4142 𝑒 −𝑗2𝜋/4 ]
= [−3 −1.4142 − 𝑗1.4142 ]
FFT: Decimation in Frequency
Example (continued):
𝑥11 𝑛 = 5 8 ⇒ 𝑋11 𝑘 = [13 − 3]
𝑥12 𝑛 = 5 0 ⇒ 𝑋12 𝑘 = [5 5]
𝑥21 𝑛 = −3 1.4142 − 𝑗1.4142
⇒ 𝑋21 𝑘 = −1.5858 − 𝑗1.4142 −4.4142 + 𝑗1.4142
𝑥22 𝑛 = [−3 −1.4142 − 𝑗1.4142 ]
⇒ 𝑋22 𝑘 = [ −4.4142 − 𝑗1.4142 −1.5858 + 𝑗1.4142 ]
FFT: Decimation in Frequency
Example (continued):
𝑋11 𝑘 = 13 − 3 , 𝑋12 𝑘 = [5 5]
⇒ 𝑋1 𝑘 = 13 5 − 3 5
𝑋21 𝑘 = −1.5858 − 𝑗1.4142 −4.4142 + 𝑗1.4142
𝑋22 𝑘 = [ −4.4142 − 𝑗1.4142 −1.5858 + 𝑗1.4142 ]
⇒ 𝑋2 𝑘
= −1.5858 − 𝑗1.4142 (−4.4142 − 𝑗1.4142 (−4.4142
FFT: Decimation in Frequency
Example (continued):
𝑋1 𝑘 = 13 5 − 3 5
𝑋2 𝑘 = −1.5858 − 𝑗1.4142 (−4.4142 − 𝑗1.4142
−4.4142 + 𝑗1.4142 −1.5858 + 𝑗1.4142 ]
⇒ 𝑋𝑘
= [13 −1.5858 − 𝑗1.4142 5 −4.4142 − 𝑗1.4142
−3 −4.4142 + 𝑗1.4142 5 −1.5858 + 𝑗1.4142 ]