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FOURIER ANALYSISPART 2:
Continuous & Discrete Fourier Transforms
Dr.M.A.Kashem
Asst. Professor CSE,DUET
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 2 / 26
TOPICSTOPICS
1. Infinite Fourier Transform (FT)
2. FT & generalised impulse
3. Uncertainty principle
4. Discrete Time Fourier Transform (DTFT)
5. Discrete Fourier Transform (DFT)
6. Comparing signal by DFS, DTFT & DFT
7. DFT leakage & coherent sampling
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 3 / 26
Fourier analysis - tools Fourier analysis - tools Input Time Signal Frequency
spectrum
1N
0n
Nnkπ2
jes[n]
N
1kc~
Discrete
DiscreteDFSDFSPeriodic (period T)
ContinuousDTFTAperiodic
DiscreteDFTDFT
nfπ2jen
s[n]S(f)
0
0.5
1
1.5
2
2.5
0 2 4 6 8 10 12
time, tk
0
0.5
1
1.5
2
2.5
0 1 2 3 4 5 6 7 8
time, tk
1N
0n
Nnkπ2
jes[n]
N
1kc~
dttfπj2
es(t)S(f)
dtT
0
tωkjes(t)T
1kc Periodic
(period T)Discrete
ContinuousFTFTAperiodic
FSFSContinuous
0
0.5
1
1.5
2
2.5
0 1 2 3 4 5 6 7 8
time, t
0
0.5
1
1.5
2
2.5
0 2 4 6 8 10 12
time, t
Note: j =-1, = 2/T, s[n]=s(tn), N = No. of samples
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 4 / 26
Fourier Integral (FI)Fourier Integral (FI)Fourier analysis tools for aperiodic signals.
0
dωt)sin(ω)B(ωt)cos(ω)A(ωs(t)
Any aperiodic signal s(t) can be expressed as a Fourier integral if s(t) piecewise smooth(1) in any finite interval (-L,L) and absolute integrable(2).
Fourier Integral TheoremFourier Integral Theorem
(3)
dt
-s(t)(2)
s(t) continuous, s’(t) monotonic(1)
dtt)cos(ωs(t)
π
1)A(ω
dtt)sin(ωs(t)
π
1)B(ω(3)
Fourier Fourier Transform Transform (Pair) - FT(Pair) - FT
dttωj
es(t))S(ω
analysis
analysis
ωdtωj
e)ωS(π2
1s(t)
synth
esis
synthesis
Complex formComplex form
Real-to-complex linkReal-to-complex link
)B(ωj)A(ωπ)S(ω
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 5 / 26
Let’s summarise a little Let’s summarise a little
FS
Signal
Time
Frequency
FI
ak, bk A(), B()
Periodic
Aperiodic
ck C()
Domain
realcomplex
FT
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 6 / 26
From FS to FTFrom FS to FTFS moves to FT as period T increases: continuous spectrum
2
0 50 100 150 200
f
|S(f)|
FT
0
0.2
0.4
0.6
0.8
1
0 50 100 150 200
k f
|ak|
T = 0.05
0
0.1
0.2
0.3
0.4
0.5
0 50 100 150 200
k f
|ak|
T = 0.1
0
0.05
0.1
0.15
0.2
0.25
0 50 100 150 200
k f
|ak|
T = 0.2
Pulse train, width 2 = 0.025
T
2
t
s(t)
Note: |ak|2 a0 as k0 2 a0 is plotted at k=0
Frequency spacing Frequency spacing 0 !0 !
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 7 / 26
Getting FT from FSGetting FT from FS
T/2
T/2
dttωkj-es(t)T
1kc
k
tωkjekcs(t)
f = /(2) = 1/T frequency spacingfrequency spacing
As f 0 , replace f , K ,
by df, 2f,
kω
FS FS defineddefined
T/2
T/2
dttωj-es(t)Δf
ωcωΓ kk
k
k
kk
ωΔftωjeωΓs(t)
2
kk ωc
T/2
T/2
dttωj-es(t)Δfkc
k
kk
ω
tωjeωcs(t)1 dttωjes(t)ωΓ
0ΔflimS(f)
k
dfftj2πeS(f)s(t)
FT FT defineddefined
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 8 / 26
FT & Dirac’s DeltaFT & Dirac’s DeltaThe FT of the generalised The FT of the generalised impulse impulse (Dirac) is a complex (Dirac) is a complex exponentialexponential
otherwise,0
b0taif,)0y(t
dt)0t(tδb
a
y(t)
0ttundefined,
0ttif,0
)0t(tδ
Dirac’s Dirac’s defined defined
)0y(tdt)0t(tδ
-
y(t)
Hence
FT of an infinite train of FT of an infinite train of ::
t
T
f
1/ T
mm
Tωmj
k
m)T
π2(ωδ
T
2πekT)(tδFT
a.k.a. Sampling function, Shah(T) = Щ(T) or a.k.a. Sampling function, Shah(T) = Щ(T) or “comb”“comb”NoteNote: : & Щ = “generalised “functions & Щ = “generalised “functions
0tfπ2je)0t(tδFT
FT of Dirac’sFT of Dirac’s propertyproperty
)α(ωδ2πeFT tαj
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 9 / 26
FT propertiesFT properties
Linearity a·s(t) + b·u(t) a·S(f)+b·U(f)
Multiplication s(t)·u(t)
Convolution S(f)·U(f)
Time shifting
Frequency shifting
Time reversal s(-t) S(-f)
Differentiation j2f S(f)
Parseval’s identity h(t) g*(t) dt = H(f) G*(f) df
Integration S(f)/(j2f )
Energy & Parseval’s (E is t-to-f invariant)
Time FrequencyTime Frequency
fd)fU()fS(f
td)t
-
u()ts(t
S(f)tf2πje
s(t)fπ2je
)ts(t
-
df2S(f)
-
dt2s(t) E
dt
ds(t)
t
-
dus(u)
)f-S(f
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 10 / 26
FT - uncertainty principle FT - uncertainty principle
Fourier uncertainty principle
t•f 1/4
ImplicationsImplications• Limited accuracy on simultaneous observation of s(t) & S(f).
• Good time resolution (small t) requires large bandwidth f & vice-versa.
For effective duration t & bandwidth f
> 0 t•f uncertainty uncertainty productproduct
Bandwidth TheoremBandwidth Theorem
For Energy Signals:E= |s(t)|2dt = |S(f)|2df <
dts(t)tE
1t 22
dfS(f)fE
1f 22
Define mean valuesDefine mean values
dts(t))t(tE
1Δt 22
dfS(f))f(f
E
1Δf 22
Define std. dev. Define std. dev.
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 11 / 26
-20 -10 0 10 20
f/Hz
|S(f)|2
10-5
10-4
10-1
-0.1
0
0.1
0.2
-20 -10 0 10 20
f/Hz
S(f)
= 0.1
- t
s(t) 1
-0.1
0
0.1
0.2
0.3
0.4
-20 -10 0 10 20
f/Hz
S(f)
-20 -10 0 10 20
f/Hz
|S(f)|2
10-5
10-4
10-1
10-3
10-2
1
= 0.2
- t
s(t) 1
= 0.4
- t
s(t) 1
-0.2
0
0.2
0.4
0.6
0.8
-20 -10 0 10 20
f/Hz
S(f)
-20 -10 0 10 20
f/Hz
|S(f)|2
10-5
10-4
10-1
10-3
10-2
1
FT - exampleFT - exampleFT of 2-wide square window
Chooset = |s(t)/s(0) dt| = 2,f = |S(f)/S(0) df|=1/(2) = half distance btwn first 2 zeroes (f1,-1 = 1/2) of S(f)
then: t · f = 1
Fourier uncertaintyFourier uncertainty
Power Spectral Density (PSD) vs. frequency f plot. Note: Note: Phases unimportant!
S(f) = 2 sMAX sync(2f)
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 12 / 26
FT - power spectrumFT - power spectrum
POTS = Voice/Fax/modem Phone HPNA = Home Phone Network
Phone signals PSD Phone signals PSD masksmasks
US = Upstream DS = Downstream
From power spectrum we can deduce if signals coexist without interfering!
Power Spectral Density, PSD(f) = dE/df = |S(f)|2
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 13 / 26
FT of main waveformsFT of main waveforms
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 14 / 26
Discrete Time FT (DTFT)Discrete Time FT (DTFT)NoteNote: continuous frequency domain! (frequency density function)
Holds for aperiodic signals
1N
0n
Nnkπ2
jes[n]
N
1kc~
n
s[n] 1 period
n
s[n]
2π
0
nfπ2j dfS(f)e2π
1s[n]synthesis
synthesis
nfπ2j
n
es[n]S(f)
analysis
analysis
Obtained from DFS as N
DTFT defined as:DTFT defined as:
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 15 / 26
DTFT - convolution DTFT - convolutionDigital Linear Time Invariant systemDigital Linear Time Invariant system: obeys superposition principle.
0m
h[m]m]x[nh[n]x[n]y[n]x[n] h[n]
ConvolutionConvolution
X(f) H(f) Y(f) = X(f) · H(f)
DI GI TAL LTI SYSTEM
h[n]
x[n] y[n]
h[t] = impulse response
DI GI TAL LTI
SYSTEM 0 n
[n] 1
0 n
h[n]
0 f
DTFT([n])
1
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 16 / 26
DTFT - Sampling/convolutionDTFT - Sampling/convolution
s[n] * u[n] S(f) · U(f) ,
s[n] · u[n] S(f) * U(f)
(From FT properties)
Time Frequency
t f
s(t) S(f)
t f
ts fs u(t) U(f)
n f
s”[n] S”(f)
Sampling s(t)
Multiply s(t) by Shah = Щ(t)
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 17 / 26
Discrete FT (DFT)Discrete FT (DFT)
1N
0k
Nnk2π
jekcs[n] ~synth
esis
synthesis
DFT defined as:DFT defined as:
Note:Note: ck+N = ck spectrum has period N~~~~
1N
0n
Nnk2π
jes[n]
N
1kc~analysis
analysis
Applies to discrete time and frequency signals.Same form of DFS but for aperiodic signals:signal treated as periodic for computational purpose
only.
DFT bins located @ analysis frequencies fm
DFT ~ bandpass filters centred @ fm
Frequency resolution
Analysis frequencies fAnalysis frequencies fmm
1N...20,m,N
fmf Sm
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 18 / 26
DFT - pulse & sinewaveDFT - pulse & sinewave
ck = (1/N) e-jk(N-1)/N sin(k)/ sin(k/N) ~~
a) rectangular pulse, width Na) rectangular pulse, width N
r[n] =1 , if 0nN-1
0 , otherwise
b) real sinewave, frequency fb) real sinewave, frequency f00 = L/N = L/N
cs[n] = cos(j2f0n)
ck = (1/N) ej{(Nf0-k)-(Nf0 -k)/N} (½) sin{(Nf0-k)}/ sin{(Nf0-k)/N)} +
(1/N) ej{(Nf0+k)-(Nf0+k)/N} (½) sin{(Nf0+k)}/ sin{(Nf0+k)/N)}
~~
i.e. L complete cycles in N sampled points
-5 0 1 2 3 4 5 6 7 8 9 10 n 0 N
s[n] 1
0 1 2 3 4 5 6 7 8 9 10 k
1 1
ck ~
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 19 / 26
DFT Examples DFT Examples
DFT plots are sampled version of windowed DTFT
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 20 / 26
Linearity a·s[n] + b·u[n] a·S(k)+b·U(k)
Multiplication s[n] ·u[n]
Convolution S(k)·U(k)
Time shifting s[n - m]
Frequency shifting S(k - h)
1N
0h
h)-S(h)U(kN
1
1N
0m
m]u[ns[m]
S(k)e Tmk2π
j
s[n]Tth2π
je
DFT propertiesDFT propertiesTime FrequencyTime Frequency
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 21 / 26
DTFT vs. DFT vs. DFSDTFT vs. DFT vs. DFS
t 0 T/ 2 T 2T f
s[n] S(f)
f
~ cK
t
s”[n] DFT I DFT
(a)
(a)Aperiodic discrete signal.
(b)
(b)DTFT transform magnitude.
(c)
(c)Periodic version of (a).
(d)
(d)DFS coefficients = samples of (b).
(e)
(e)Inverse DFT estimates a single period of s[n]
(f)
(f)DFT estimates a single period of (d).
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 22 / 26
DFT – leakage DFT – leakage
Spectral components belonging to frequencies Spectral components belonging to frequencies between two successive frequency bins propagate between two successive frequency bins propagate to all bins.to all bins.
LeakageLeakage
Ex: 32-bins DFT of 1 VP sinusoid sampled @ 32kHz. 1 kHz frequency resolution.
(b)
(b) 8.5 kHz sinusoid
(c)(c) 8.75 kHz sinusoid
(a)(a) 8 kHz sinusoid
* N·Magnitude
*
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 23 / 26
1. Cosine wave
DFT - leakage exampleDFT - leakage examples(t) FT{s(t)
}
2. Rectangular window4. Sampling function1. Cosine wave
0.25 Hz Cosine wave
3. Windowed cos wave5. Sampled windowed wave
Leakage caused by sampling for a non-integer number of Leakage caused by sampling for a non-integer number of periodsperiods
s[n] · u[n] S(f) * U(f) (Convolution)
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 24 / 26
2. Rectangular window4. Sampling function1. Cosine wave
1. Cosine wave3. Windowed cos wave
5. Sampled windowed wave
DFT - coherent samplingDFT - coherent samplings(t) FT{s(t)
}
Coherent sampling: NC input cycles exactly into NS = NC (fS/fIN) sampled points.
s[n] ·u[n] S(f) * U(f) (Convolution)
0.2 Hz Cosine wave
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 25 / 26
DFT – leakage notesDFT – leakage notes
1. Affects Real & Imaginary DFT parts magnitude & phase.
2. Has same effect on harmonics as on fundamental frequency.
3. Affects differently harmonically un-related frequency components of same signal (ex: vibration studies).
4. Leakage depends on the form of the window (so far only rectangular window).
LeakageLeakage
After coffee we’ll see how to take advantage of different windows.
M. E. Angoletta - DISP2003 - Fourier analysis - Part 2.1 26 / 26
COFFEE BREAKCOFFEE BREAK
Be back in ~15 minutesBe back in ~15 minutes
Coffee in room #13Coffee in room #13