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DFT AND IDFT

DFT:
N
X −1
2πkn
X(k) = x(n)e−j N k = 0, 1, . . . , N − 1
n=0

IDFT:
N −1
1 X 2πkn
x(n) = X(k)ej N n = 0, 1, . . . , N − 1
N
k=0

Digital Signal Processing 19 Lecture 2

R ELATIONSHIP DFT ↔ DTFT

X(k) = XN (f )⌋f = k
N

• Truncation of the signal to length N :



x(n) n = 0, 1, . . . , N − 1
xN (n) =
0 otherwise

• Sampling of the frequency axis:


k
f=
N

Digital Signal Processing 20 Lecture 2


Z ERO PADDING

If x(n) has length N and we want to evaluate

N
X −1
XN (f ) = x(n)e−j2πf n
n=0

at M > N frequency values, calculate the M -point DFT of

xZP (n) = {x(0), x(1), . . . , x(N − 1), 0, . . . , 0 }


| {z }
M −N zeros

Gives
XZP (k) = XN (f )⌋f = k
M

Digital Signal Processing 21 Lecture 2

M ATRIX FORMULATION OF DFT

DFT: X = Wx
1 H
IDFT: x= NW X
j2π
where (wN = e− N )
     
x(0) X(0) 1 1 ··· 1
     
1 N −1
 x(1)   X(1)   wN ··· wN 

   
x= .. , X =  .. , W = 
 .. .. .. 

 .
  .
 . . . 
     
N −1 .. (N −1)(N −1)
x(N − 1) X(N − 1) 1 wN . wN
 −1
1 1 1
√ W is a unitary (orthogonal) matrix ⇐⇒ √ W = √ WH
N N N

Digital Signal Processing 22 Lecture 2


FAST F OURIER T RANSFORM (FFT)

FFT is a fast algorithm for computing the DFT.

Direct computation Radix-2 FFT


N
Complex multiplications N2 2 log2 N
Order of complexity O(N 2 ) O(N log2 N )
6
10

5
10

Complex multiplications
4
10

3
10

2
10

1
10

0
10
0 200 400 600 800 1000
DFT size, N

Digital Signal Processing 23 Lecture 2

FFT (R ADIX -2) OBSERVATION

• Length N sequence x(n), X(k) = FFTN [x(n)]


– even elements: xe (m) = x(2m), Xe (k) = FFTN/2 [xe (m)]
– odd elements: xo (m) = x(2m + 1), Xo (k) = FFTN/2 [xo (m)]
k
⇒ X(k) = Xe (k) + e−j2π N Xo (k)

Digital Signal Processing 24 Lecture 2


R EMARKS , FFT

• Several different kinds of FFTs! These provide trade-offs between


multiplications, additions and memory usage.

• Other important aspects are parallel computation, quantization effects and bit
representation in each stage.

• Renewed interest in FFT algorithms due to OFDM (Orthogonal Frequency


Division Multiplexing) used in ADSL, Wireless LAN, 4G wireless (LTE) and
digital radio broadcast (DAB).

Digital Signal Processing 25 Lecture 2

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