1
Ch t 3Chapter 3
Discrete-Time Fourier Transform (DTFT)Fourier Transform (DTFT)
Chapter 3
Two major topics of this chapter: Discrete-Time Fourier Transform
Discrete-Time Fourier Transform(DTFT) DTFT Theorems Spectrum Analysis
Discrete-Time System in Frequency Domain
2
Domain Frequency Response of an LTI Discrete-Time System Phase and Group Delay The Unwrapped Function
Ch t 3AChapter 3A
Discrete-Time Fourier TransformFourier Transform
Part A: DTFT
1. 1. The ContinuousThe Continuous--Time Fourier TransformTime Fourier Transform1 11 1 D fi itiD fi iti 1 21 2 E D it S tE D it S t1.11.1 Definition Definition 1.21.2 Energy Density SpectrumEnergy Density Spectrum1.31.3 BandBand--limited Continuouslimited Continuous--Time SignalsTime Signals
2. The Discrete2. The Discrete--Time Fourier TransformTime Fourier Transform2.12.1 Definition Definition 2.2 2.2 Basic PropertiesBasic Properties2.32.3 Symmetry RelationsSymmetry Relations 2.42.4 Convergence Condition Convergence Condition
3 DTFT Computation Using MATLAB3 DTFT Computation Using MATLAB
4
3. DTFT Computation Using MATLAB3. DTFT Computation Using MATLAB4. DTFT4. DTFT TheoremsTheorems5. Energy Density Spectrum5. Energy Density Spectrum6. Band6. Band--limited Discretelimited Discrete--Time SignalsTime Signals
2
1.1 Definition of CTFT
DefinitionDefinitionDefinitionDefinition
The CTFT of a continuous-time signal xa(t) is given by
( ) ( ) j ta aX j x t e dt
analysis equation
5
Often referred to as the Fourier SpectrumFourier Spectrum or simply the SpectrumSpectrum of the continuous-time signal
1.1 Definition of CTFT
The inverse CTFT of a Fourier Transform The inverse CTFT of a Fourier Transform Xa(jΩ) is given by
Often referred to as the Fourier integralFourier integral
1( ) ( )2
j ta ax t X j e d
synthesis equation
6
A CTFT pair will be denoted as CTFT( ) ( )a ax t X j
1.1 Definition of CTFT
Ω is real and denotes the continuous-time Ω is real and denotes the continuous time angular frequency variable in rad/s
In general, the CTFT is a continuous complex function of Ω in the range −∞<Ω< ∞
It can be expressed in the polar formpolar form as
7
where( )( ) ( ) aj
a aX j X j e
( ) arg{ ( )}a aX j
1.1 Definition of CTFT
Th tit |X (jΩ)| i ll d th it dit d The quantity |Xa(jΩ)| is called the magnitude magnitude spectrumspectrum and the quantity θa(Ω) is called the phase spectrumphase spectrum;both spectrums are realfunctions of Ω
In general, the CTFT Xa(jΩ) exists if xa(t)
8
In general, the CTFT Xa(jΩ) exists if xa(t)satisfies the DirichletDirichlet Conditions Conditions given on the next slide:
3
1.1 Definition of CTFT
Di i hl tDi i hl t C ditiC ditiDirichletDirichlet ConditionsConditions(a) The signal xa(t) has a finite number of discontinuities and a finite number of maxima and minima in any finite interval
(b) Th i l i b l t l i t bl i
9
(b) The signal is absolutely integrable, i.e.
( )ax t dt
1.1 Definition of CTFT
If the DirichletDirichlet ConditionsConditions are satisfied then If the DirichletDirichlet ConditionsConditions are satisfied, then
converges to xa(t) at values of t except at values of t where xa(t) has discontinuities
1 ( )2
j taX j e d
10
a( ) It can be shown that if xa(t) is absolutely absolutely
integrableintegrable, then |Xa(jΩ)| <∞ proving the existence of the CTFT
1.1 Definition of CTFT
ExampleExampleExampleExample Find the CTFT of the following signal
Sol tion:
0,00,
t
a
tex t
t
11
Solution:
( )00
1 1( ) t j t j taX j e e dt e
j j
1.1 Definition of CTFT
2
0t te
-4 -2 0 2 40
0.5
1
1.5
, in radians
Mag
nitu
de
1.50.6
0.8
1
e
0,
0.500,a
tex t
t
12
-4 -2 0 2 4-1.5
-1
-0.5
0
0.5
1
, in radians
Pha
se,in
radi
ans
-5 0 5 10-0.2
0
0.2
0.4
t
Am
plitu
d
4
1.1 Definition of CTFT
ExampleExampleExampleExample Find the CTFT of the following signal
( ) ( )t t t
( ) ( ) 1j tax t t j t e dt
13
0( ) ( )ax t t t
otjtjoa edtettjX
)()(
1.2 Energy Density Spectrum
The total energy of a finite energy The total energy x of a finite energy continuous-time complex signal xa(t) is given by
The above expression can be rewritten as
2 *( ) ( ) ( )x a a ax t dt x t x t dt
14
The above expression can be rewritten as
*1( ) ( )2
j tx a ax t X j e d dt
1.2 Energy Density Spectrum
I t h i th d f th i t ti Interchanging the order of the integrations, we get
*
*
1 ( ) ( )21 ( ) ( )
jx
ta a
X
X j x t e dt d
j X j d
15
21 ( )
( )2
2
( )a a
a
X j X j
j
d
X d
1.2 Energy Density Spectrum
Hence
The above relation is more commonly known
2 21( ) ( )2a ax t dt X j d
16
yas the Parseval’sParseval’s relationrelation for finite energy continuous-time signals
5
1.2 Energy Density Spectrum
The quantity |Xa(jΩ)|2 is called the energy energy e qu y | a(j )| s c ed e e e gye e gydensity spectrumdensity spectrum of xa(t) and usually denoted as
The energy over a specified range of
2( ) ( )xx aS X j
17
gy p gfrequencies Ωa≤Ω≤Ωb can be computed using
,1 ( )
2b
ax r xxS d
1.3 Band-limited Continuous-Time Signals
A fullfull--bandband, finite-energy, continuous-time signal has a spectrum occupying the whole whole frequency rangefrequency range −∞<Ω< ∞
A bandband--limitedlimited continuous-time signal has a spectrum that is limited to a portion of thea portion of the
18
spectrum that is limited to a portion of the a portion of the frequency rangefrequency range −∞<Ω< ∞
1.3 Band-limited Continuous-Time Signals
An ideal bandideal band limitedlimited signal has a spectrum An ideal bandideal band--limitedlimited signal has a spectrum that is zero outside a finite frequency range Ωa≤|Ω|≤Ωb , that is
0, 0( )
0,a
ab
X j
19
However, an ideal band-limited signal cannot be generated in practice (WhyWhy?)?)
0, b
1.3 Band-limited Continuous-Time Signals
B dB d li it d i lli it d i l l ifi d di BandBand--limited signals limited signals are classified according to the frequency range where most of the most of the signal’s is concentratedsignal’s is concentrated
A lowpasslowpass, continuous-time signal has a spectrum occupying the frequency range
20
spectrum occupying the frequency range |Ω|≤Ωp<∞ where Ωp is called the bandwidthbandwidth of the signal
6
1.3 Band-limited Continuous-Time Signals
A highpasshighpass, continuous-time signal has a spectrum occupying the frequency range 0<Ωp ≤ |Ω|<∞ where the bandwidth bandwidth of the signal is from Ωp to ∞
A bandpassbandpass, continuous-time signal has a spectrum occupying the frequency range 0<Ω
21
spectrum occupying the frequency range 0<ΩL ≤ |Ω| ≤ΩH <∞ where ΩH−ΩL is the bandwidthbandwidth
A precise definition of the bandwidth depends on applications.
2.1 Definition of DTFT
DefinitionDefinitionDefinitionDefinition The discretediscrete--time Fourier transformtime Fourier transform (DTFTDTFT)
X(ejω) of a sequence x[n] is given by
( ) [ ]j j nX e x n e
22
In general, X(ejω) is a continuouscontinuous complex complex functionfunction of the real variable real variable ωω
n
2.1 Definition of DTFT
From the definition:From the definition:( 2 ) ( 2 )
2
( ) [ ]
[ ] [ ] ( )
j k j k n
n
j n j k n j n j
X e x n e
x n e e x n e X e
23
It should be noted that DTFT is a periodic periodic functionfunction of ω with a period 2a period 2ππ
n n
2.1 Definition of DTFT
ExampleExample
Determine the DTFT of the unit sample sequence {δ[n]}
( ) [ ] [0] 1j j n
nX e n e
24
Consider the causal sequence x[n]=αnu[n]| α |<1
0
1( )1
j n j nj
nX e e
e
7
2.1 Definition of DTFT
The Inverse discreteInverse discrete--time Fourier transformtime Fourier transform(IDTFT) of X(ejω) is given by
ProofProof-
1[ ] ( )2
j j nx n X e e d
[ ] ( )jx n X e
25
It represents the Fourier series expansion Fourier series expansion of the periodic function X(ejω).
xx[[nn] can be computed from ] can be computed from XX((eejjωω) using the ) using the Fourier integral.Fourier integral.
2.2 Basic Properties
In general, is a complex function complex function of ( )jX e
the real variable real variable ωω and can be written as
re1( ) { ( ) ( )}2
j j jX e X e X e
1( ) { ( ) ( )}j j j
re im( ) ( ) ( )j j jX e X e jX e
26
and are, respectively, the real and imaginary parts real and imaginary parts of , and are real functions of ωreal functions of ω
im1( ) { ( ) ( )}2
j j jX e X e X ej
re ( )jX e im ( )jX e
( )jX e
2.2 Basic Properties
can alternately be expressed as( )jX e
where
is called the magnitude functionmagnitude function
( )( ) ( )j j jX e X e e
( ) arg ( )jX e
( )jX e
27
is called thethe phase functionphase function Both quantities are again real functions of real functions of ωω
( )
2.1 Definition of DTFT
Simulation ResultsSimulation Results 0.5nx n n The magnitude and phase magnitude and phase of the DTFT
X(ejω)=1/(1-0.5e−jω) are shown below
0.5
Phase Response
ians
1 5
2
e
Magnitude Response
28-3 -2 -1 0 1 2 3
-0.5
0
Normalized Frequency
Phas
e in
Rad
-3 -2 -1 0 1 2 30.5
1
1.5
Normalized Frequency
Mag
nitu
de
8
2.2 Basic Properties
In many applications, the DTFT is called they pp c o s, e s c ed eFourier spectrumFourier spectrum
Likewise, | X(ejω) | and θ(ω) are called the magnitudemagnitude and phase spectraphase spectra
29
2.2 Basic Properties
Note that for any integer k Note that, for any integer k
θ(ω) is also a a periodic functionperiodic function of ω with aa
( )
( ) 2
( ) ( )
( )
j j j
j kj
X e X e e
X e e
30
θ(ω) is also a a periodic functionperiodic function of ω with aaperiod 2period 2ππ
The phase function The phase function θθ((ωω) cannot be uniquely ) cannot be uniquely specified for any DTFTspecified for any DTFT
2.2 Basic Properties
U l th i t t d h ll th t Unless otherwise stated, we shall assume that the phase function θ(ω) is restricted to the following range of values:
called the principal valueprincipal value( )
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ca ed t e p c pa va uep c pa va ue
2.2 Basic Properties
The relations between rectangularrectangular and polar polar formsforms of are given below: ( )jX e
re ( ) ( ) cos ( )j jX e X e
im ( ) ( ) sin ( )j jX e X e 2
32
2 2 2re im( ) ( ) ( ) ( ) ( )j j j j jX e X e X e X e X e
im
re
( )tan ( )
( )
j
j
X eX e
9
2.3 Symmetry Relations
Complex Sequences For a given sequence x[n] with a Fourier
transform , the Fourier transforms of its timetime--reversed sequence reversed sequence xx[[--nn] ] and the complex complex conjugate sequence conjugate sequence x*x*[[nn] ] are
( )jX e
[ ] [ ] [ ] ( )j n j m jx n x n e x m e X e
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n m
*
* * - *j n j n j
n nx n x n e x n e X e
*
* * - j n j n j
n n
x n x n e x n e X e
2.3 Symmetry Relations
Complex Sequences A Fourier transform is defined to be a
conjugateconjugate--symmetric function of symmetric function of ωω if ( )jX e
)()( * jj eXeX
34
The Fourier transform is a conjugateconjugate--antisymmetric function of antisymmetric function of ωω if
)()( * jj eXeX
( )jX e
2.3 Symmetry Relations
Recall A complex sequence can be rewritten as
An Fourier transform can be rewritten
[ ]x n[ ] [ ] [ ]od evx n x n x n
( )jX e
[ ] [ ] [ ]re imx n x n jx n
[ ] [ ] [ ]cs cax n x n x n
35
as ( ) ( ) ( )j j jev odX e X e X e
( ) ( ) ( )j j jre imX e X e jX e
( ) ( ) ( )j j jcs caX e X e X e
2.3 Symmetry Relations(Complex sequences)
Sequence Discrete-Time Fourier Transform
][nx
][ nx
[ ]x n
]}[Re{ nx
)( jeX
)( jeX
( )jX e
1( ) { ( ) ( )}j j jX e X e X e
36
]}[Re{ nx
Im{ [ ]}j x n
][nxcs
][nxca
1( ) { ( ) ( )}2
j j jcaX e X e X e
)( jre eX
)( jim ejX
( ) { ( ) ( )}2csX e X e X e
10
2.3 Symmetry Relations
Real Sequences The real part and imaginary part The real part and imaginary part
of the Fourier transform of a real sequence a real sequence are, respectively, even and odd functions of even and odd functions of ωω..
i f if i ff θ( ) i
)( jre eX )( j
im eX
j
37
is an even function even function of of ωω. θ(ω) is an odd function odd function of of ωω.
)( jeX
2.3 Symmetry Relations(Real sequences)
Sequence Discrete-Time Fourier Transform
][nx
][nxev
][nxod
)()()( jim
jre
j ejXeXeX
)( jre eX
)( jim ejX
)()( * jj eXeX
38
Symmetry relatin
)()( jre
jre eXeX
)()( jim
jim eXeX
)()( jj eXeX
)}(arg{)}(arg{ jj eXeX
2.4 Convergence Condition
The Fourier transform of x[n] is said to)( jeX The Fourier transform of x[n] is said to exist if the series
converges in some senseconverges in some sense.
)(eX
nj
n
j enxeX
][)(
39
gg Uniform convergenceUniform convergence MeanMean--square convergence square convergence
2.4 Convergence Condition
If x[n] is an absolutelyabsolutely summablesummable sequencesequence If x[n] is an absolutely absolutely summablesummable sequencesequence, i.e., if
Then
[ ]n
x n
( ) [ ] [ ]j j nX e x n e x n
40
Thus, the absolute absolute summabilitysummability of x[n] is a sufficient conditionsufficient condition for the existence of the DTFT
- -n n
11
2.4 Convergence Condition
ExampleExamplepp The sequence for
is absolutely summable as[ ] [ ]nx n n 1
1[ ]n nn
41
and its DTFT therefore converges to uniformly.
0[ ]
1n n
( )jX e
1 / (1 )je
2.4 Convergence Condition
ExampleExample Consider the DTFT
shown below
01,( )
0,cj
LPc
H e
42
2.4 Convergence Condition
ExampleExample The inverse DTFT of is given by( )j
LPH e
1[ ]2
sin1
c
c
c c
j nLP
j n j nc
h n e d
ne e n
43
is a finite-energy sequence, but it is not absolutely summable.
, 2
njn jn n
[ ]LPh n
2.4 Convergence Condition
The meanmean--square convergencesquare convergence property of the The meanmean--square convergence square convergence property of the sequence can be further illustrated by examining the plot of the function
[ ]LPh n
,sin
( )K
j j ncLP K
n K
nH e e
n
44
for various values of KK as shown next
12
2.4 Convergence Condition
1
K=5
1
K=10
0 0.2 0.4 0.6 0.8 1-0.2
0
0.2
0.4
0.6
0.8
/
Am
plitu
de
0 0.2 0.4 0.6 0.8 1-0.2
0
0.2
0.4
0.6
0.8
/
Am
plitu
de
K=15 K=20
450 0.2 0.4 0.6 0.8 1
-0.2
0
0.2
0.4
0.6
0.8
1
/
Am
plitu
de
0 0.2 0.4 0.6 0.8 1-0.2
0
0.2
0.4
0.6
0.8
1
/
Am
plitu
de
2.4 Convergence Condition
As can be seen from these plots there are As can be seen from these plots, there are ripples in the plot of around both sides of the point
The number of ripples increases as KK increases with the height of the largest ripple remaining the same for all values of KK
, ( )jLP KH e
c
46
the same for all values of KK.
2.4 Convergence Condition
As K goes to infinity, the condition
holds indicating the convergence of to
2
,lim ( ) ( ) 0j jLP LP KK
H e H e d
, ( )jLP KH e
( )jLPH e
47
The oscillatory behavior of approximating in the mean square mean square sensesense at a point of discontinuity is known as the Gibbs phenomenonGibbs phenomenon.
, ( )jLP KH e
( )jLPH e
2.4 Convergence Condition
The Fourier transform can also be defined for a certain class of sequences that are neither neither absolutely absolutely summablesummable nor squarenor square--summablesummable. the unit step sequence the sinusoidal sequence the complex exponential sequence
48
the complex exponential sequence
For this type of sequences, DTFT representation is possible using the Dirac delta function Dirac delta function δδ((ωω))
13
2.4 Convergence Condition
A Di d lt f tiDi d lt f ti δ( ) i f ti f A Dirac delta functionDirac delta function δ(ω) is a function of ωwith infinite height, zero width, and unit area
It is the limiting form of a unit area pulse unit area pulse functionfunction as goes to zero satisfying( )p
49
0lim ( ) ( )p d d
2.4 Convergence Condition
( )p 1
50
/ 2 / 2
2.4 Convergence Condition
Consider the complex exponential sequenceConsider the complex exponential sequence
Its DTFT is given byIts DTFT is given by
0[ ] j nx n e
( ) 2 ( 2 )jX k
51
where is an impulse function of ω andwhere is an impulse function of ω and
0( ) 2 ( 2 )j
kX e k
0
2.4 Convergence Condition
The functionThe function
is a is a periodic functionperiodic function of of ωω with a with a period 2π period 2π and is called a and is called a periodic impulse trainperiodic impulse train
0( ) 2 ( 2 )j
k
X e k
52
To verify that To verify that given above is indeed the given above is indeed the DTFT ofDTFT of , we compute the inverse , we compute the inverse DTFT ofDTFT of
( )jX e
0[ ] j nx n e ( )jX e
14
2.4 Convergence Condition
ThusThus
0
0 0
0
0
1[ ] 2 ( 2 )2
2 ( )
j n
k
j n j n
x n k e d
e d e
53
where we have used the sampling property of where we have used the sampling property of the impulse functionthe impulse function
0( )
Commonly Used DTFT Pairs
54
3 DTFT Computation Using MATLAB
The Signal Processing Toolbox Signal Processing Toolbox in Matlab g gg gincludes a number of M-files to aid in the DTFT-based analysis of discrete-time signals.
Specifically, the functions that can be used are freqzfreqz, absabs, angleangle, and unwrapunwrap.
In addition the built in Matlab functions realreal
55
In addition, the built-in Matlab functions realrealand imagimag are also useful in some applications.
3 DTFT Computation Using MATLAB
Th f ti ff b d t t The function freqzfreqz can be used to compute the values of the DTFT of a sequence, described as a rational function in the form of
- -
0 1- -
0 1
j j Mj M
j j NN
p p e p eX ed d e d e
56
at a prescribed set of discrete frequency points ω= ωl .
0 1 Nd d e d e
15
3 DTFT Computation Using MATLAB
For example, the statement H= freqz(num,den,ω)
returns the frequency response values as a vector H of a DTFT defined in terms of the vectors num and den containing the coefficients {pi} and {di} , respectively at a
57
coefficients {pi} and {di} , respectively at a prescribed set of frequencies between 0 and 2πgiven by the vector ω.
For example p=[0.008 -0.033 0.05 -0.033 0.008] d=[1 2.37 2.7 1.6 0.41]
3 DTFT Computation Using MATLAB
0 5
1Real part
0 5
1Imaginary part
0 0.2 0.4 0.6 0.8 1-1
-0.5
0
0.5
/
Ampl
itude
0 0.2 0.4 0.6 0.8 1-1
-0.5
0
0.5
/
Ampl
itude
0.8
1Magnitude Spectrum
de
2
4Phase Spectrum
dian
s
58
0 0.2 0.4 0.6 0.8 10
0.2
0.4
0.6
/
Mag
nitu
d
0 0.2 0.4 0.6 0.8 1-4
-2
0
/
Phas
e, ra
d
ExerciseExercise:: Program 3_1.mProgram 3_1.m
4.1 DTFT Theorems
LinearityLinearity TimeTime--ReversalReversal
ShiftingShifting (in time and in frequency domain) [ ] jg n G e
0[ ] j n jg n n e G e
59
00[ ] j jg n n e G e
0 0( )[ ]j n je g n G e
4.1 DTFT Theorems
DifferentiationDifferentiation
ConvolutionConvolution (in time and in frequency domain)
[ ]
jdG eng n j
d
60
g[ ] [ ] j jn h n G e H e
( - )1[ ] [ ]2
j jg n h n G e H e d
16
4.1 DTFT Theorems
Area TheoremArea Theorem (simple but useful)( p )
Parseval’sParseval’s TheoremTheorem
0
-[ ]j
nX e x n
-
1[0]2
jx X e d
* *1[ ] [ ] j jg n h n G e H e d
61
CorollaryCorollary——Energy is preserved
-
-[ ] [ ]
2ng n h n G e H e d
22 1[ ]2
j
nx n X e d
4.1 DTFT Theorems
Symmetry Relations (DTFT pairs)Symmetry Relations (DTFT pairs) Symmetry Relations (DTFT pairs)Symmetry Relations (DTFT pairs)
For an arbitrary real sequencereal sequence
[ ] ( )jre csx n X e [ ] ( )j
im cajx n X e
Re[ ] ( )jcsx n X e Im[ ] ( )j
cax n jX e
*( ) ( )j jX e X e
62
Corollary Corollary ( ) ( )j jX e X e
Re ( )jX e ( )jX e Im ( )jX e arg ( )jX e
Type of Property Sequence DTFT
ng jeG nh jeH
Linearity
Time-shifting
Frequency-shifting
Differentiation in
nhng
0nng
nge nj 0
nng
jj eHeG
jnj eGe 0
0jeG
edGjj
deHeGnhng jj
n
**
21
frequency
Convolution
Modulation
Parseval’s relation
63
nng
nhng *
nhng
d
j
jj eHeG
deHeG jj
21
4.1 DTFT Theorems
ExampleExamplepp
Determine the DFT Y(ejω) of y[n]=(n+1)anu[n](|a|<1)
Step 1: Let x[n]=anu[n] . Thereforey[n]=nx[n]+x[n]
64
Step 2: Calculate the DTFT X(ejω)
-
1( )1
jjX e
ae
17
4.1 DTFT Theorems
St 3 C l l t th DTFT f [ ]Step 3: Calculate the DTFT of nx[n]
Step 4: Calculate the DTFT Y(ejω) of y[n] 2 2
( )
1 1
j j j
j j
dX e aje aej jd ae ae
1 1j
65
2 2
1 111 1
jj
jj j
aeY eaeae ae
4.1 DTFT Theorems
ExampleExamplepp
Determine the DTFT V(ejω) of the sequence v[n] defined by
Using the time shifting property we observe0 1 0 1[ ] [ 1] [ ] [ 1]d v n d v n p n p n
66
Using the time-shifting property, we observe that the DTFT of is and the DTFT of is
[ 1]n [ 1]v n
je
( )j je V e
4.1 DTFT Theorems
Using the linearity property we then obtain g y p p ythe frequency-domain representation of
as
S l i h b i
0 1 0 1[ ] [ 1] [ ] [ 1]d v n d v n p n p n
0 1 0 1( ) ( )j j j jd V e d e V e p p e
67
• Solving the above equation we get
0 1
0 1
( )j
jj
p p eV e
d d e
4.2 Linear Convolution Using DTFT
A di t th l ti th According to the convolution theorem
An implication of this result is that the linear convolution y[n] of the sequences x[n] and
[ ] [ ] [ ] j j jy n x n h n Y e X e H e
68
convolution y[n] of the sequences x[n] and h[n] can be performed as follows:
18
j j
4.2 Linear Convolution Using DTFT
Step 1: Compute the DTFTs X(ejω) and H(ejω)of the sequences x[n] and h[n], respectively.
Step 2: Form the DTFT Y(ejω)= X(ejω)H(ejω)Step 3: Compute the IDTFT y[n] of Y(ejω)
X( j )
69
DTFT
DTFT× IDTFT
x[n]
h[n]
X(ejω)
H(ejω)
Y(ejω) y[n]
5 Energy Density Spectrum
The total energy of a finite-energy sequence g[n] is given by
From Parseval’s relation Parseval’s relation we observe that
2[ ]gn
g n
70
22 1[ ]2
jg
n
g n G e d
5 Energy Density Spectrum
The quantity
is called the energy density spectrumenergy density spectrum
The area nder this c r e in the range
2j jggS e G e
71
The area under this curve in the range divided by is the energy of the sequence
2
5 Energy Density Spectrum
Recall that the auto correlation sequence r [l] Recall that the auto-correlation sequence rgg[l]of g[n] can be expressed as
As we know that the DTFT of g[- l] is G(e-jω), h f h DTFT f i i b
[ ] [ ] [ ( )] [ ] [ ]ggn
r l g n g l n g l g l
[ ] [ ]l l
72
therefore, the DTFT of is given by |G(ejω)|2, where we have used the fact that for afor areal sequencereal sequence g[n], G(e-jω)=G*(ejω)
[ ] [ ]g l g l
19
5 Energy Density Spectrum
As a result, the energy density spectrum Sgg(ejω) of a real sequence real sequence g[n] can be computed by taking the DTFT of its auto-correlation sequence rgg(l), i.e.,
l
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[ ]j j lgg gg
lS e r l e
5 Energy Density Spectrum
ExampleExample Compute the energy of the sequence
Heresin
[ ] ,cLP
nh n n
n
22 1[ ] jLP LPh n H e d
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where
-
[ ]2LP LP
n
1, 00,
cjLP
c
H e
5 Energy Density Spectrum
Therefore, Compute the energy of the sequence
2
-
1( )2
c
c
cLP
nh n d
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Hence, hLP(n) is a finitefinite--energy sequenceenergy sequence
6 Band-limited Discrete-Time Signals
Discrete time signal is a periodic function of Discrete-time signal is a periodic function of ω with a period 2π.
A fullfull--bandband, finite-energy, discrete-time signal has a spectrum occupying the whole whole frequency rangefrequency range −π≤ω< π
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q y gq y g A bandband--limitedlimited discrete-time signal has a
spectrum that is limited to a portion of the a portion of the frequency rangefrequency range −π ≤ ω < π
20
6 Band-limited Discrete-Time Signals
An ideal bandideal band limitedlimited signal has a spectrum An ideal bandideal band--limitedlimited signal has a spectrum that is zero outside a finite frequency range ω 0≤ ωa≤| ω|≤ ωb ≤ π , that is
0, 0( )
0aj
b
X e
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However, an ideal band-limited signal cannot be generated in practice (WhyWhy?)?)
0, b
6 Band-limited Discrete-Time Signals
B dB d li it d i lli it d i l l ifi d di BandBand--limited signals limited signals are classified according to the frequency range where most of the most of the signal’s energy is concentratedsignal’s energy is concentrated
A lowpasslowpass, discrete-time signal has a spectrum occupying the frequency range
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occupying the frequency range -π< -ωp ≤ |ω|≤ ωp<π
where ωp is called the bandwidthbandwidth of the signal
6 Band-limited Discrete-Time Signals
A highpasshighpass, discrete-time signal has a spectrum occupying the frequency range ωp ≤ |ω|<π where the bandwidth bandwidth of the signal is from π-ωp
A bandpassbandpass, discrete-time signal has a
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spectrum occupying the frequency range 0< ωL ≤ |ω| ≤ ωH < π where ωH− ωL is the bandwidthbandwidth
A precise definition of the bandwidth depends on applications: 80% of the energy