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The Discrete Fourier Series Quote of the Day Whoever despises the high wisdom of mathematics nourishes himself on delusion. Leonardo da Vinci Content and Figures are from Discrete-Time Signal Processing, 2e by Oppenheim, Shafer, and Buck, ©1999-2000 Prentice Hall Inc. Discrete Fourier Series x[n] with period N so that • Given a periodic sequence ~ ~ x[n] ~ x[n rN] • The Fourier series representation can be written as 1 ~ ~ x[n] Xk e j2 / Nkn N k • The Fourier series representation of continuous-time periodic signals require infinite many complex exponentials • Not that for discrete-time periodic signals we have e j2 / Nk mNn e j2 / Nkne j2 mn e j2 / Nkn • Due to the periodicity of the complex exponential we only need N exponentials for discrete time Fourier series 1 N1 ~ ~ x[n] Xk e j2 / Nkn N k 0 Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 2 Discrete Fourier Series Pair • A periodic sequence in terms of Fourier series coefficients 1 N1 ~ ~ x[n] Xk e j2 / Nkn N k 0 • The Fourier series coefficients can be obtained via ~ Xk N 1 ~x[n]e j2 / N kn n0 • For convenience we sometimes use • Analysis equation WN e j2 / N ~ Xk N 1 ~ kn x [ n ] W N n0 • Synthesis equation Copyright (C) 2005 Güner Arslan 1 N1 ~ ~ x[n] Xk WNkn N k 0 351M Digital Signal Processing 3 Example 1 • DFS of a periodic impulse train ~ x[n] 1 n rN n rN r 0 else • Since the period of the signal is N ~ Xk N 1 N 1 n0 n0 ~x[n]e j2 / Nkn [n]e j2 / N kn e j2 / Nk 0 1 • We can represent the signal with the DFS coefficients as ~ x[n] Copyright (C) 2005 Güner Arslan 1 N1 j2 / Nkn n rN e N k 0 r 351M Digital Signal Processing 4 Example 2 • DFS of an periodic rectangular pulse train • The DFS coefficients 4 ~ 1 e j2 / 10k5 j2 / 10kn j4 k / 10 sink / 2 Xk e e j2 / 10k sink / 10 1e n0 Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 5 Properties of DFS • Linearity ~ x1 n ~ x n ~ X1 k ~ DFS X2 k ~ ~ DFS aX1 k bX2 k DFS 2 a~ x1 n b~ x2 n • Shift of a Sequence ~ x n ~ x n m e j2 nm / N~ x n ~ Xk ~ DFS e j2 km / NXk ~ DFS Xk m DFS • Duality ~ ~ x n DFS Xk ~ Xn DFS N~ x k Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 6 Symmetry Properties Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 7 Symmetry Properties Cont’d Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 8 Periodic Convolution • Take two periodic sequences ~ ~ x1 n DFS X1 k ~ ~ x n DFS X k 2 2 • Let’s form the product ~ ~ ~ X3 k X1 k X2 k • The periodic sequence with given DFS can be written as N 1 ~ ~ x n x m~ x n m 3 1 2 m0 • Periodic convolution is commutative ~ x3 n N 1 ~ ~ x m 2 x1 n m m0 Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 9 Periodic Convolution Cont’d ~ x3 n N 1 ~x m~x n m 1 2 m0 • Substitute periodic convolution into the DFS equation N 1 N 1 ~ X3 k ~ x1[m]~ x2[n m]WNkn n0 m0 • Interchange summations ~ X3 k N1 ~ ~ kn x [ m ] x [ n m ] W 1 N 2 m0 n0 • The inner sum is the DFS of shifted sequence N 1 ~ kn km~ x [ n m ] W W 2 N N X2 k N 1 • Substituting ~ X3 k n0 N1 ~ ~ kn x [ m ] x [ n m ] W 1 N 2 m0 n0 N 1 Copyright (C) 2005 Güner Arslan ~ ~ ~ km~ x [ m ] W X k X1 k X2 k 1 N 2 N 1 m0 351M Digital Signal Processing 10 Graphical Periodic Convolution Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 11 The Fourier Transform of Periodic Signals • Periodic sequences are not absolute or square summable – Hence they don’t have a Fourier Transform • We can represent them as sums of complex exponentials: DFS • We can combine DFS and Fourier transform • Fourier transform of periodic sequences – Periodic impulse train with values proportional to DFS coefficients ~ j Xe 2N ~Xk 2Nk k – This is periodic with 2 since DFS is periodic • The inverse transform can be written as 1 2 ~ j jn 1 2 2 ~ 2k jn X e e d X k e d 0 0 2 2 N k N 2 k j n 1 ~ 2 2k jn 1 N1 ~ N Xk 0 N e d N k0 Xk e N k Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 12 Example • Consider the periodic impulse train ~ p[n] n rN r • The DFS was calculated previously to be ~ P k 1 for all k • Therefore the Fourier transform is ~ j Pe 2N 2Nk k Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 13 Relation between Finite-length and Periodic Signals • Consider finite length signal x[n] spanning from 0 to N-1 • Convolve with periodic impulse train ~ x[n] x[n] ~ p[n] x[n] r r n rN xn rN • The Fourier transform of the periodic sequence is ~ j j ~ j X e X e P e X e j 2N 2Nk k ~ j Xe 2 k 2 j N 2k X e N k N • This implies that j 2Nk ~ X e j Xk X e 2 k N • DFS coefficients of a periodic signal can be thought as equally spaced samples of the Fourier transform of one period Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 14 Example • Consider the following sequence 1 0 n 4 x[n] else 0 • The Fourier transform X e j e j2 sin5 / 2 sin / 2 • The DFS coefficients ~ sink / 2 Xk e j4 k / 1 0 sink / 10 Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 15