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Lecture Digital signal processing: Lecture 10 - Zheng-Hua Tan

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The main contents of this chapter include all of the following: Direct computation of the DFT, decimation-in-time FFT algorithms, decimation-in-frequency FFT algorithms, fourier analysis of signals using the DFT.

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 1

Digital Signal Processing, Fall 2005

EStudy

-Zheng-Hua Tan

Department of Communication Technology Aalborg University, Denmark

zt@kom.aau.dk

Lecture 10: Fast Fourier Transform

Course at a glance

Discrete-time signals and systems

Fourier-domain

representation

DFT/FFT

System analysis

Filter design z-transform

MM1

MM2

MM9, MM10

MM3

MM6 MM4

MM7, MM8

Sampling and reconstruction MM5

System structure System

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 3

Digital computation of the DFT

additions as a measure of computational complexity

for the efficient and digital computation of the

N-point DFT, rather than a new transform

1 , , 1 , 0 , ] [

1 ]

0

=

=

W k X N n

k

kn N

1 , , 1 , 0 , ] [ ]

0

=

=

N k

W n x k

n

kn N

Part I: Direct computation of the DFT

„ Decimation-in-time FFT algorithms

„ Decimation-in-frequency FFT algorithms

„ Fourier analysis of signals using the DFT

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 5

N(N-1) complex additions

‰ Compute and store (only over one period)

‰ Compute the DFT using stored and input

1 , , 1 , 0 ), / 2 sin(

) / 2 cos(

) / 2 (

= +

=

N k

N k j

N k

e

W k j N k

N

π π

π

Direct computation of the DFT

1 , , 1 , 0 , ] [ ]

0

=

=∑−

=

N k

W n x k

n

kn N

]

[n x

k N

W

complex be

may ] [ and

W k

N

1 , , 1 , 0 , ] [ ]

0

=

=

N k

W n x k

n

kn N

]

[n

x X [k]

of X[k] requires 4N real multiplications and (4N-2)

real additions

real multiplications and real additions

symmetry and periodicity properties of

) 2 4

N

Direct computation of the DFT

2

4N

kn N

W

1 , , 1 , 0 }), Re{

]}

[ Im{

} Im{

]}

[

(Re{

}) Im{

]}

[ (Im{

} Re{

]}

[ [(Re{

]

0

= +

+

=∑−

=

N k

W n

x W

n

x

j

W n

x W

n x k

X

kn N

kn N

N

n

kn N kn

N

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 7

Symmetry and periodicity of complex exponential

‰ The number of multiplications is reduced by a factor of

2

} Im{

} Re{

)

]

N

kn N

kn N

kn N n

N

k

n N k N N

n k N

kn

} Re{

]}) [

Re{

]}

[ (Re{

} Re{

]}

[ Re{

} Re{

]}

[

kn N

n N k N

kn N

W n

N x n

x

W n

N x W

n

x

− +

=

Part II: Decimation-in-time FFT algorithms

„ Direct computation of the DFT

„ Decimation-in-frequency FFT algorithms

„ Fourier analysis of signals using the DFT

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 9

FFT

the computation of the DFT that is applicable when

N is a composite number, i.e., the product of two or

more integers Later, it resulted in a number of

highly efficient computational algorithms

Fourier transform, FFT

sequence of length N into successively smaller

DFTs

Decimation-in-time FFT algorithms

‰ decomposition is done by decomposing the sequence

into successively smaller subsequences,

‰ and both the symmetry and periodicity of complex

exponential are exploited

(N/2)-point sequences

v

kn N j kn

W = − ( 2 π / )

=

odd even

] [ ]

[ ]

[

n

kn N n

kn

W n x k

X

1 , , 1 , 0 , ] [ ]

0

=

=

N k

W n x k

n

kn N

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 11

Decimation-in-time FFT algorithms

y periodicit the

to due ) 1 2 / , , 1 , 0 for compute

only

(

1 , , 1 , 0 ], [ ]

[

] 1 2 [ ]

2

[

) ](

1 2 [ )

](

2

[

] 1 2 [ ]

2

[

] [ ]

[ ]

[

1 ) 2 / ( 0

2 /

1

)

2

/

(

0

2 /

1 ) 2 / ( 0

2 1

)

2

/

(

0

2

1 ) 2 / ( 0

) 1 2 ( 1

)

2

/

(

0

2

odd even

=

= +

=

+ +

=

+ +

=

+ +

=

+

=

=

=

=

=

=

+

=

N k

N k

k H W

k

G

W r x W

W r

x

W r

x W

W r

x

W r x W

r

x

W n x W

n x k

X

k N

N r

rk N

k N N

r

rk N

N r

rk N

k N N

r

rk N

N r

k r N N

r

rk N

n

kn N n

kn N

Flow graph of the decimation-in-time

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 13

Decimation-in-time FFT

=

=

=

=

=

+

=

=

+ +

=

+ +

=

+ +

=

=

1 ) 4 / (

0

4 / 2

/

1 ) 4 / (

0

4 /

1 ) 4 / (

0

4 / 2

/

1

)

4

/

(

0

4 /

1 ) 4 / (

0

) 1 2 ( 2 /

1 ) 4 / (

0

2 2 /

1 ) 2 / (

0

2 /

] 1 2 [ ]

2 [ ]

[

] 1 2 [ ]

2 [

] 1 2 [ ]

2 [ ]

[ ]

[

N l

lk N

k N N

l

lk N

N l

lk N

k N N

l

lk N

N l

k l N N

l

lk N N

r

rk N

W l h W

W l h k

H

W l g W

W l g

W l g W

l g W

r g k

G

Combination of Fig 9.3 and 9.4

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 15

2-point DFT

Flow graph

N

2

log stages and each stage has N complex multiplications and N complex

additions

N

Nlog 2

In total, complex multiplications and additions.

240 , 10 log

576 , 048 , 1

1024 2

e.g.

2 2 10

=

=

=

=

N N N N

A reduction of 2 orders!

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 17

Flow graph of butterfly computation

Flow graph

by a factor of 2 over the number in Fig 9.7

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 19

Part III: Decimation-in-frequency FFT algorithms

„ Direct computation of the DFT

„ Decimation-in-time FFT algorithms

„ Fourier analysis of signals using the DFT

Decimation-in-frequency FFT algorithms

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 21

Part IV: Fourier analysis of signals using the DFT

„ Direct computation of the DFT

„ Decimation-in-time FFT algorithms

„ Decimation-in-frequency FFT algorithms

Fourier analysis of signals using the DFT

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 23

Fourier analysis of signals using the DFT

Not ideal

Low-pass filtered and modified

∑∞

−∞

=

+

=

r c

j

T

r j T j X T e

Fourier analysis of signals using the DFT

∫ −

= π

π

θ ω θ

π X e V e d

e

2

1

)

Windowing

j

N

n

kn N

e

n

v

k

0

) / 2

( , 0 , 1 , , 1

]

[

)

(

ω

π

=

=

=

=∑

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 25

Effect of Windowing on Fourier analysis

Effect of Windowing on Fourier analysis

A rectangular window of length 64.

) ( 2 ) ( 2

) ( 2 ) ( 2 ) (

) cos(

] [ ) cos(

] [ ] [

) cos(

) cos(

] [

) cos(

) cos(

) (

) ( 1

) ( 1

) ( 0

) ( 0

1 1 1

0 0 0

1 1 1 0 0 0

1 1 1 0 0 0

1 1

1 1

0 0

0 0

ω ω θ ω

ω θ

ω ω θ ω

ω θ ω

θ ω θ

ω

θ ω θ

ω

θ θ

+

+

+ +

+

=

+ +

+

=

+ +

+

=

+ Ω +

+ Ω

=

j j j

j

j j j

j j

c

e W e A e

W e A

e W e A e

W e A e V

n n w A n

n w A n v

n A n

A n x

t A t

A t s

Effect of Windowing on Fourier analysis

The DTFT of a sinusoidal signal

is a pair of impulses

Windowing broadens the impulses and reduces the distinction of signals that are close in frequency

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 27

Summary

Course at a glance

Discrete-time signals and systems

Fourier-domain

representation

DFT/FFT

System analysis

Filter design z-transform

MM1

MM2

MM6 MM4

MM7, MM8

Sampling and reconstruction MM5

System structure System

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Digital Signal Processing, X, Zheng-Hua Tan, 2005 29

The end.

Thanks for your attention!

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