Chapter 3:Discrete-Time Signals in the Frequency Domain

The Discrete-Time Fourier Transform

Definition - The CTFT of a continuous-time signal x a ( t ) x_a(t) xa(t) is given by
X a ( j Ω ) = ∫ − ∞ ∞ x a ( t ) e − j Ω t d x X_a(j\Omega)=\int_{-\infty}^{\infty}x_a(t)e^{-j\Omega t}dx Xa(jΩ)=xa(t)ejΩtdx
Often referred to as the Fourier spectrum or simply the spectrum of the continuous-time signal

Definition - The inverse CTFT of a Fourier transform X a ( j Ω ) X_a(j\Omega) Xa(jΩ) is given by
x a ( t ) = 1 2 π ∫ − ∞ ∞ X a ( j Ω ) e j Ω t d Ω x_a(t)=\frac{1}{2\pi}\int_{-\infty}^{\infty}X_a(j\Omega)e^{j\Omega t}d\Omega xa(t)=2π1Xa(jΩ)ejΩtdΩ
Often referred to as the Fourier intergral

A CTFT pair will be denoted as
x a ( t ) ↔ X a ( j Ω ) x_a(t)\leftrightarrow X_a(j\Omega) xa(t)Xa(jΩ)

Definition - The discrete-time Fourier transform (DTFT) X ( e j w ) X(e^{jw}) X(ejw) of a sequence x[n] is given by X ( e j w ) = ∑ n = − ∞ ∞ x [ n ] e − j w n X(e^{jw})=\sum_{n=-\infty}^{\infty}x[n]e^{-jwn} X(ejw)=n=x[n]ejwn

X ( e j w ) X(e^{jw}) X(ejw) can alternately be expressed as X ( e j w ) = ∣ X ( e j w ) ∣ e j θ ( ω ) X(e^{jw}) = |X(e^{jw})|e^{j\theta (\omega)} X(ejw)=X(ejw)ejθ(ω),where θ ( ω ) = a r g { X ( e j w ) } \theta(\omega)=arg \left \{ X(e^{jw}) \right \} θ(ω)=arg{ X(ejw)}

∣ X ( e j w ) ∣ |X(e^{jw})| X(ejw) is called the magnitude function
θ ( ω ) \theta(\omega) θ(ω) is called the phase function

Both quantities are again real functions of w w w

In many applications, the DTFT is called the Fourier spectrum

Likewise, ∣ X ( e j w ) ∣ |X(e^{jw})| X(ejw) and θ ( ω ) \theta(\omega) θ(ω) are called the magnitude and phase spectra

X ( e j w ) = X r e ( e j w ) + j X i m ( e j w ) X(e^{jw})=X_{re}(e^{jw})+jX_{im}(e^{jw}) X(ejw)=Xre(ejw)+jXim(ejw)
where: X r e ( e j w ) = 1 2 ( X ( e j w ) + X ∗ ( e j w ) ) X_{re}(e^{jw})=\frac{1}{2}(X(e^{jw})+X^*(e^{jw})) Xre(ejw)=21(X(ejw)+X(ejw)) ---- real part
X i m ( e j w ) = 1 2 j ( X ( e j w ) − X ∗ ( e j w ) ) X_{im}(e^{jw})=\frac{1}{2j}(X(e^{jw})-X^*(e^{jw})) Xim(ejw)=2j1(X(ejw)X(ejw)) ---- imaginary part

For a real sequence x[n], ∣ X ( e j w ) ∣ |X(e^{jw})| X(ejw) and X r e ( e j w ) X_{re}(e^{jw}) Xre(ejw) are even functions of w w w,whereas, θ ( ω ) \theta(\omega) θ(ω) and X i m ( e j w ) X_{im}(e^{jw}) Xim(ejw) are odd functions of w w w

Note: X ( e j w ) = ∣ X ( e j w ) ∣ e j [ q ( w ) + 2 p k ] = ∣ X ( e j w ) ∣ e j θ ( ω ) X(e^{jw})=|X(e^{jw})|e^{j[q(w)+2pk]}=|X(e^{jw})|e^{j\theta(\omega)} X(ejw)=X(ejw)ej[q(w)+2pk]=X(ejw)ejθ(ω) for any integer k

The phase function θ ( ω ) \theta(\omega) θ(ω) cannot be uniquely sepcified for any DTFT

Unless otherwise stated, we shall assume that the phase function θ ( ω ) \theta(\omega) θ(ω) is restricted to the following range of values: − π ⩽ θ ( ω ) < π -\pi \leqslant \theta(\omega) < \pi πθ(ω)<π called the principal value

The DTFT X ( e j w ) X(e^{jw}) X(ejw) of a sequence x [ n ] x[n] x[n] is a continuous function of w w w
It is also a periodic function of w w w with a period 2 π 2\pi 2π

Therefore X ( e j w ) = ∑ n = − ∞ ∞ x [ n ] e − j w n X(e^{jw})=\sum_{n=-\infty}^{\infty}x[n]e^{-jwn} X(ejw)=n=x[n]ejwn represents the Fourier series representation of the periodic function

As a result, the Fourier coefficients x[n] can be computed from X ( e j ω ) X(e^{j\omega}) X(ejω) using the Fourier integral x [ n ] = 1 2 π ∫ − π π X ( e j ω ) e j ω n d ω x[n]=\frac{1}{2\pi}\int_{-\pi}^{\pi}X(e^{j\omega})e^{j\omega n}d\omega x[n]=2π1ππX(ejω)ejωndω
Inverse discrete-time Fourier transform

Symmetry Relations of DTFT

DTFT Properties:Symmetry Relations
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x[n]: A complex sequence
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x[n]: A real sequence

Discrete-Time Fourier Transform Theorems

There are a number of important properties of the DTFT that are useful in signal processing applications

Table 3.4
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An important property of the DTFT is given by the convolution theorem in Table 3.4
It states that if y [ n ] = x [ n ] ⊛ h [ n ] y[n]=x[n]\circledast h[n] y[n]=x[n]h[n],then the DTFT Y ( e j ω ) Y(e^{j\omega}) Y(ejω) of y[n] is given by Y ( e j ω ) = X ( e j ω ) ∗ H ( e j ω ) Y(e^{j\omega})=X(e^{j\omega})*H(e^{j\omega}) Y(ejω)=X(ejω)H(ejω)
An implication of this result is that the linear convolution y[n] of the sequences x[n] and h[n] can be performed as follows:

  1. Compute the DTFTs X ( e j ω ) X(e^{j\omega}) X(ejω) and H ( e j ω ) H(e^{j\omega}) H(ejω) of the sequences x[n] and h[n],respectively
  2. Form the DTFT Y ( e j ω ) = X ( e j ω ) H ( e j ω ) Y(e^{j\omega})=X(e^{j\omega})H(e^{j\omega}) Y(ejω)=X(ejω)H(ejω)
  3. Compute the IDFT y[n] of Y ( e j ω ) Y(e^{j\omega}) Y(ejω)

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Digital Processing of Continuous-Time Signals

Digital processing of a continuous-time signal involves the following basic steps:

  1. Conversion of the continuous-time signal into a discrete-time signal
  2. Processing of the discrete-time signal
  3. Conversion of the processed discrete-time signal back into a continuous-time signal

Conversion of a continuous-time signal into digital form is carried out by an analog-to-digital(A/D) converter

The reverse operation of converting a digital signal into a continuous-time signal is performed by a digital-to-analog(D/A) converter

Since the A/D conversion takes a finite amount of time, a sample-and-hold(S/H) circuit is used to ensure that the analog signal at the input of the A/D converter remains constant in amplitude until the conversion is complete to minimize the error in its representation

To prevent aliasing, an anti-aliasing filter is employed before the S/H circuit

To smooth the output signal of the D/A converter, which has a staircase-like waveform, an analog reconstruction filter is uesd.

Complete block-diagram
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Since both the anti-aliasing filter and the reconstruction filter are analog lowpass filters, we review first the theory behind the design of such filters

Let g a ( t ) g_a(t) ga(t) be a continuous-time signal that is sampled uniformly at t=nT,generating the sequence g[n] where g [ n ] = g a ( n T ) − ∞ < n < ∞ g[n]=g_a(nT) -\infty<n<\infty g[n]=ga(nT)<n< with T being the sampling period

The reciprocal of T is called the sampling frequency F T F_T FT F T = 1 T F_T = \frac{1}{T} FT=T1

Now, the frequency-domain representation of g a ( t ) g_a(t) ga(t) is given by its continuous-time Fourier transform(CTFT) : G a ( j Ω ) = ∫ − ∞ ∞ g a ( t ) e − j Ω t d t G_a(j\Omega)=\int_{-\infty}^{\infty}g_a(t)e^{-j\Omega t}dt Ga(jΩ)=ga(t)ejΩtdt

The frequency-domain representation of g[n] is given by its discrete-time Fourier transform (DTFT): G ( e j w ) = ∑ n = − ∞ ∞ g [ n ] e − j w n G(e^{jw})=\sum_{n=-\infty}^{\infty}g[n]e^{-jwn} G(ejw)=n=g[n]ejwn

To establish the relation between G a ( j Ω ) G_a(j\Omega) Ga(jΩ) and G ( e j w ) G(e^{jw}) G(ejw),we treat the sampling operation mathematically as a multiplication of g a ( t ) g_a(t) ga(t) by a periodic impulse train p(t):
p ( t ) = ∑ n = − ∞ ∞ δ ( t − n T ) p(t)=\sum_{n=-\infty}^{\infty}\delta(t-nT) p(t)=n=δ(tnT)
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p(t) consists of a train of ideal impulse with a period T as shown below
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The multiplication operation yields an impulse train:
g p ( t ) = g a ( t ) p ( t ) = ∑ n = − ∞ ∞ g a ( n T ) δ ( t − n T ) g_p(t)=g_a(t)p(t)=\sum_{n=-\infty}^{\infty}g_a(nT)\delta(t-nT) gp(t)=ga(t)p(t)=n=ga(nT)δ(tnT)

g p ( t ) g_p(t) gp(t) is a continuous-time signal consisting of a train of uniformly spaced impulse with the impluse at t = n T t=nT t=nT weighted by the sampled value g a ( n T ) g_a(nT) ga(nT) of g a ( t ) g_a(t) ga(t) at that instant
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There are two different forms of G p ( j Ω ) G_p(j\Omega) Gp(jΩ)

One form is given by the weighted sum of the CTFTs of δ ( t − n T ) \delta (t-nT) δ(tnT) G p ( j Ω ) = ∑ n = − ∞ ∞ g a ( n T ) e − j Ω n T G_p(j\Omega)=\sum_{n=-\infty}^{\infty}g_a(nT)e^{-j\Omega nT} Gp(jΩ)=n=ga(nT)ejΩnT

Assume g a ( t ) g_a(t) ga(t) is band-limited signal with a CTFT G a ( j Ω ) G_a(j\Omega) Ga(jΩ) as shown below
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The spectrum P ( j Ω ) P(j\Omega) P(jΩ) of p(t) having a smpling period T = 2 π Ω T T=\frac{2\pi}{\Omega_T} T=ΩT2π is indicated below
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Two possible spectra of G p ( j Ω ) G_p(j\Omega) Gp(jΩ) are shown below
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It is evident from the top figure on the previous slide that if Ω T > 2 Ω m \Omega_T>2\Omega_m ΩT>2Ωm,there is no overlap betweeen the shifted replicas of G a ( j Ω ) G_a(j\Omega) Ga(jΩ) generating G p ( j Ω ) G_p(j\Omega) Gp(jΩ)

On the other hand, as indicated by the figure on the bottom, if Ω T < 2 Ω m \Omega_T<2\Omega_m ΩT<2Ωm,there is an overlap of the spectra of the shifted replicas of G a ( j Ω ) G_a(j\Omega) Ga(jΩ) generating G p ( j Ω ) G_p(j\Omega) Gp(jΩ)

if Ω T > 2 Ω m \Omega_T>2\Omega_m ΩT>2Ωm g a ( t ) g_a(t) ga(t) can be recovered exactly from g p ( t ) g_p(t) gp(t) by passing it through an ideal lowpass filter H r ( j Ω ) H_r(j\Omega) Hr(jΩ) with a gain T and a cutoff frequency Ω c \Omega_c Ωc greater than Ω m \Omega_m Ωm and less than Ω T − Ω m \Omega_T-\Omega_m ΩTΩm as shown below
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On the other hand, if Ω T < 2 Ω m \Omega_T<2\Omega_m ΩT<2Ωm,due to the overlap of the shifted replicas of G a ( j Ω ) G_a(j\Omega) Ga(jΩ),the spectrum G a ( j Ω ) G_a(j\Omega) Ga(jΩ) cannot be separated by filtering to recover G a ( j Ω ) G_a(j\Omega) Ga(jΩ) because of the distortion caused by a part of the replicas immediately outside the basedband folded back or aliased into the baseband.

Smpling theorem Let g a ( t ) g_a(t) ga(t) be a band-limited signal with CTFT G a ( j Ω ) = 0 G_a(j\Omega)=0 Ga(jΩ)=0 for ∣ Ω ∣ > Ω m |\Omega|>\Omega_m Ω>Ωm

Then g a ( t ) g_a(t) ga(t) is uniquely determined by its samples g a ( n T ) g_a(nT) ga(nT), − ∞ ⩽ n ⩽ ∞ -\infty \leqslant n \leqslant \infty n of Ω T ⩾ 2 Ω m \Omega_T \geqslant 2\Omega_m ΩT2Ωm where Ω T = 2 π / T \Omega_T=2\pi/T ΩT=2π/T

The condition Ω T ⩾ 2 Ω m \Omega_T \geqslant 2\Omega_m ΩT2Ωm is often referred to as the Nyquist condition

The frequency Ω T 2 \frac{\Omega_T}{2} 2ΩT is usually referred to as the folding frequency

The highest frequency Ω m \Omega_m Ωm contained in g a ( t ) g_a(t) ga(t) is usually called the Nyquist frequency since it determines the minimum sampling frequency Ω T = 2 Ω m \Omega_T=2\Omega_m ΩT=2Ωm that must be used to fully recover g a ( t ) g_a(t) ga(t) from its sampled version

The frequency 2 Ω m 2\Omega_m 2Ωm is called the Nyquist rate

Oversampling - The sampling frequency is higher than the Nyquist rate
Undersampling - The sampling frequency is lower than the Nyquist rate
Critical sampling - The sampling frequency is equal to the Nyquist rate

Note: A pure sinusoid may not be recoverable from its critically sampled version

Reference

1.《Digital Signal Processing:A Computer-Based Approach》

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