Discrete Fourier Transform
definition
Let X[n] be a DT signal with period N
DFT
$ X [k] = \sum_{k=0}^{N-1} x[n]e^{-j2\pi kn/N} $
IDFT
$ x [n] = (1/N) \sum_{k=0}^{N-1} X[k]e^{j2\pi kn/N} $
Derivation
Digital signals are 1) finite duration 2)discrete
want F.T. discrete and finite duration
Idea : discretize (ie. sample) the F.T.
$ X(w) = \sum_{n=-\infty}^{\infty} x[n]e^{-jwn}----sampling---> X(k2\pi /N) = \sum x[n]e^{-j2\pi nk/N} $
note : if X(w) band limited can reconstruct X(w) if N big enough.
Oberve :
$ X(k2\pi /N) = \sum_{n=0}^{N-1} x_{p}[n]e^{-j2\pi kn/N} $, where $ x_{p}[n] = \sum_{-\infty}^{\infty} x[n-lN] $ is periodic with N.
This is because
$ X(k2\pi /N) = \sum_{n =-\infty}^{\infty} x[n]e^{-j2\pi kn/N} $
$ = . . . + \sum_{n = -N}^{-1} x[n]e^{-j2\pi kn/N} + \sum_{n = 0}^{N-1} x[n]e^{-j2/pi kn/N}. . . $
$ = \sum_{l=-\infty}^{\infty} \sum_{n=lN}^{lN+N-1} x[n]e^{-j2\pi kn/N} $
Let m=n-lN
$ X(k2\pi /N) = \sum_{l=-\infty}^{\infty} \sum_{m=0}^{N-1} x[m+lN]e^{-j2\pi k(m+lN)/N} $ $ = \sum_{l=-\infty}^{\infty} \sum_{m=0}^{N-1} x[m+lN]e^{-j2\pi km/N} $
where $ \sum_{m=0}^{N-1} x[m+lN] $ is $ Xp[n] $
Note : if X[n] is finite duration N => Xp[n] is the periodic repetation of X[n]
Nice thing is
Xp[n] can be recovered from the sampling $ X(k2\pi /N) $
because
$ X(k2\pi /N) = \sum_{n=0)^{N-1}Xp[n]e^{-j2\pi km/N} $ $ \sum_{k=0}^{N-1}e^{j2\pi km/N}X(k2\pi /M)=\sum_{k=0}^{jw\pi km/N}\sum_{n=0}^{N-1}Xp[n]e^{-j2\pi km/N} $ $ =\sum_{n=0}^{N-1}\sum_{k=0}^{N-1}Xp[n]e^{-j2\pi k(n-m)/N} $ $ =\sum_{n=0}^{N-1}Xp[n]\sum_{k=0}^{N-1}(e^{-j2\pi (n-m)/N})^{k} $
