FFT

EE4008 Digital Signal Processing
• Direct Computation of N Point DFT of real data x(n)

N
X −1
2πkn
XR (k) = x(n) cos
n=0 N
N
X −1
2πkn
XI (k) = − x(n) sin
n=0 N
• Resulting in:
1. 2N 2 evaluation of trigonometric functions
2. 2N 2 real multiplications
3. 2N (N − 1) real additions
4. indexing and addressing operations
FFT. Dr Liam Marnane

1 email: liam@rennes.ucc.ie
Fast Fourier Transform
• Collection of algorithms to compute DFT efficiently

• Radix r is the smallest DFT performed:
– Radix 2, N = 2v
– Radix 4, N = 4v
• Decimation
– In Time :- input x(n) is decimated by factor r.
– In Frequency :- output X(k) is decimated by a factor
r at each stage.

Define
( −j2π )
WN = e N
Following Properties:
Periodic with period N
−j2π(k+N )
WNk+N = e ( N
)
( −j2πk ) ( −j2πN
)
= e N e N
( −j2πk )
= e N
= WNk

Odd Function
−j2π(k+ N
2 ))
k+ N (
WN 2 = e N
−j2π N
( −j2πk ) ( N 2 )
= e N e
( −j2πk )
= −e N
= −WNk

Decimation in Time FFT

N point DFT Then
N −1
x(n)WNnk
X
X(k) = k = 0, 1, . . . , N − 1
n=0
x(n)WNnk x(n)WNnk
X X
= +
neven nodd
(N/2)−1 (N/2)−1
k(2m+1)
x(2m)WN2mk
X X
= + x(2m + 1)WN
m=0 m=0
Let f1 (m) = x(2m) even samples, and f2 (m) = x(2m + 1)

odd samples. With WN2 = WN/2

(N/2)−1 (N/2)−1
mk
WNk km
X X
X(k) = f1 (m)WN/2 + f2 (m)WN/2
m=0 m=0
= F1 (k) + WNk F2 (k) k = 0, 1, . . . , N − 1
N
F1 (k) and F2 (k) are periodic with period 2
N
F1 (k + ) = F1 (k)
2
N
F2 (k + ) = F2 (k)
2
k+ N
and WN 2 = −WNk

N
Xlower = X(k) = F1 (k) + WNk F2 (k)
k = 0, 1, . . . , −1
2
N k N
Xupper = X(k + ) = F1 (k) − WN F2 (k) k = 0, 1, . . . , −1
2 2
A N point DFT X(k) of sequence x(0), x(1), . . . , x(N − 1)
can be expressed in terms of two N2 point DFTs:
N
• F1 (k) is 2
point DFT of even samples x(0), x(2), x(4), . . .
N
• F2 (k) is 2
point DFT of odd samples x(1), x(3), x(5), . . .

N
8 Point DFT 2
=4
k=0 X(0) = X1 (0) + W80 X2 (0)
k=1 X(1) = X1 (1) + W81 X2 (1)
k=2 X(2) = X1 (2) + W82 X2 (2)
k=3 X(3) = X1 (3) + W83 X2 (3)
k=4 X(4) = X(0 + N/2) = X1 (0) − W80 X2 (0)
k=5 X(5) = X(1 + N/2) = X1 (1) − W81 X2 (1)
k=6 X(6) = X(2 + N/2) = X1 (2) − W82 X2 (2)
k=7 X(7) = X(3 + N/2) = X1 (3) − W83 X2 (3)
X1 (k) is 4 point DFT of x(0), x(2), x(4), x(6)

and X2 (k) is 4 point DFT of x(1), x(3), x(5), x(7).

x(0) = x1 (0) X1 (0)
X(0)
x(2) = x1 (1) DFT X1 (1)
X(1)
x(4) = x1 (2) X1 (2)
N =4 X(2)
x(6) = x1 (3) X1 (3)
X(3)
Combining
X(4)
x(1) = x2 (0) X2 (0)
DFT X(5)
x(3) = x2 (1) X2 (1)
X(6)
x(5) = x2 (2) X2 (2)
N =4 X(7)
x(7) = x2 (3) X2 (3)

Calculation of 4 point DFTs X1 (k) and X2 (k)
X1 (0) = X3 (0) + W40 X4 (0)

X1 (1) = X3 (1) + W41 X4 (1)
X1 (2) = X1 (0 + N/2) = X3 (0) − W40 X4 (0)
X1 (3) = X1 (1 + N/2) = X3 (1) − W41 X4 (1)
Where X3 (k) is 2 point DFT of even terms of sequence

x(0), x(2), x(4), x(6) that is 2 point DFT of x(0) and x(4).
X4 (k) is 2 point DFT of odd terms of sequence x(0), x(2), x(4), x(6)
that is 2 point DFT of x(2) and x(6).

Likewise for X2 (k):
X2 (0) = X5 (0) + W40 X6 (0)

X2 (1) = X5 (1) + W41 X6 (1)
X2 (2) = X2 (0 + N/2) = X5 (0) − W40 X6 (0)
X2 (3) = X2 (1 + N/2) = X5 (1) − W41 X6 (1)
Where X5 (k) is 2 point DFT of even terms of sequence

x(1), x(3), x(5), x(7) that is 2 point DFT of x(1) and x(5).
X6 (k) is 2 point DFT of odd terms of sequence x(1), x(3), x(5), x(7)
that is 2 point DFT of x(3) and x(7).

X3 (0)
x(0) = x3 (0) DFT
X1 (0)
X3 (1)
x(4) = x3 (1) N =2 X(0)
X1 (1)
Combining
X(1)
X4 (0) X1 (2)
x(2) = x4 (0) DFT
X(2)
X4 (1) X1 (3)
x(6) = x4 (1) N =2
X(3)
Combining
X(4)
X5 (0) X2 (0)
x(1) = x5 (0) DFT
X(5)
X5 (1) X2 (1)
x(5) = x5 (1) N =2
Combining
X(6)
X2 (2)
X6 (0)
x(3) = x6 (0) DFT X(7)
X2 (3)
X6 (1)
x(7) = x6 (1) N =2

Bit Reversal
Input Binary Bit Reversed Position
x(0) 000 000 0
x(1) 001 100 4
x(2) 010 010 2
x(3) 011 110 6
x(4) 100 001 1
x(5) 101 101 5
x(6) 110 011 3
x(7) 111 111 7

FFT using Matrix Notation

• 8 Point DFT
• Matrix Vector Multiplication
• Define
( −j2π )
w=e 8
• w(k+8) = wk
• w(k+4) = −wk

    
X(0) 1 1 1 1 1 1 1 1 x(0)
    
X(1)   1 w w2 w3 w4 w5 w6 w7 x(1)
    
  
    
w2 w4 w6 w8 w10 w12 w14
    

 X(2)   1
 

 x(2) 

w3 w6 w9 w12 w15 w18 w21
    
 X(3)   1  x(3) 
=
    
  

 X(4)   1
  w4 w8 w12 w16 w20 w24 w28 
 x(4) 

    
X(5)   1 w5 w10 w15 w20 w25 w30 w35 x(5)
    
  
    
X(6)   1 w6 w12 w18 w24 w30 w36 w42 x(6)
    
  
    
X(7) 1 w7 w14 w21 w28 w35 w42 w49 x(7)

    
X(0) 1 1 1 1 1 1 1 1 x(0)
    
X(1)   1 w w2 w3 w4 w5 w6 w7 x(1)
    
  
    
w2 w4 w6 w2 w4 w6
    

 X(2)   1
  1 
 x(2) 

w3 w6 w4 w7 w2 w5
    
 X(3)   1 w  x(3) 
=
    
  

 X(4)   1
  w4 1 w4 1 w4 1 w4 
 x(4) 

    
X(5)   1 w5 w2 w7 w4 w1 w6 w3 x(5)
    
  
    
X(6)   1 w6 w4 w2 1 w6 w4 w2 x(6)
    
  
    
X(7) 1 w7 w6 w5 w4 w3 w2 w x(7)

    
X(0) 1 1 1 1 1 1 1 1 x(0)
    
X(1)   1 w2 w4 w6 w w3 w5 w7 x(2)
    
  
    
w4 w4 w2 w6 w2 w6
    

 X(2)   1
  1 
 x(4) 

w6 w4 w2 w3 w7 w5
    
 X(3)   1 w  x(6) 
=
    
  

 X(4)   1
  1 1 1 w4 w4 w4 w4 
 x(1) 

    
X(5)   1 w2 w4 w6 w5 w7 w w3 x(3)
    
  
    
X(6)   1 w4 1 w4 w6 w2 w6 w2 x(5)
    
  
    
X(7) 1 w6 w4 w2 w7 w5 w3 w x(7)

    
X(0) 1 1 1 1 1 1 1 1 x(0)
    
X(1)   1 j w w3 w5 w7 x(2)
    

  
−j −1 



−1 w2 w6 w2 w6
    

 X(2)   1
  −1 1 
 x(4) 

−1 −j w3 w7 w5
    
 X(3)   1 j w  x(6) 
=
    
  

 X(4)   1
  1 1 1 w4 w4 w4 w4 
 x(1) 

    
X(5)   1 j w5 w7 w w3 x(3)
    
 −j −1  
    
X(6)   1 1 −1 w6 w2 w6 w2 x(5)
    

  
−1 



X(7) 1 j −1 −j w7 w5 w3 w x(7)

    
X(0) 1 1 1 1 1 1 1 1 x(0)
    
X(1)   1 j w w3 w5 7
w  x(2)
    

  
−j −1 



w2 w6 w2 6
    

 X(2)   1
  −1 1 −1 w  
 x(4) 

w3 w7 5
    
 X(3)   1 j −1 −j w w   x(6) 
=
    
  

 X(4)   1
  1 1 1 −1 −1 −1 −1  
 x(1) 

    
X(5)   1 j −w 3 −w5 −w7   x(3)
    
 −j −1 −w 
    
X(6)   1 1 −1 −w2 −w6 −w2 6 x(5)
    

  
−1 −w  



X(7) 1 j −1 −j −w 3 −w −w7 −w5 x(7)

 
 A4 B4 
X= x
A4 −B4
where  

1 1 1 1 
 
 1 −j −1 j 
A4 = 



 1 −1 1 −1 


 
1 j −1 −j
and
B4 = w k A4

Decimation in Time Radix 2, 8pt FFT

x(0) X(0)
0
x(4) w8
X(1)
−1
0
x(2) w8 X(2)
−1
0 2
x(6) w8 w8
X(3)
−1 −1 0
w8
x(1) X(4)
1
−1
0
w8 w8
x(5) X(5)
−1 −1
0 2
x(3) w8 w8
X(6)
−1 −1
0 2 3
x(7) w8 w8 w8 X(7)
−1 −1 −1

³ ´
X(0) = x(0) + w80 × x(4) + w80 x(2) + w80 × x(6)
³ ³ ´´
+w80 x(1) + w80 × x(5) + w80 x(3) + w80 × x(7)
= x(0) + x(1) + x(2) + x(3) + x(4) + x(5) + x(6) + x(7)
³ ´
X(1) = x(0) − w80 × x(4) + w82 x(2) − w80 × x(6)
³ ³ ´´
+w81 x(1) − w80 × x(5) + w82 x(3) − w80 × x(7)
= x(0) + w81 × x(1) + w82 × x(2) + w81 × w82 × x(3)
−x(4) − w81 × x(5) − w82 × x(6) − w81 × w82 × x(7)

Decimation in Frequency FFT

N point DFT
Then
N −1
x(n)WNnk
X
X(k) = k = 0, 1, . . . , N − 1
n=0
N
2
−1 N −1
x(n)WNnk + x(n)WNnk
X X
X(k) =
n=0 n= N
2
N N
−1 −1
2
N k/2
2
N
x(n)WNkn x(n + )WNkn
X X
X(k) = + WN
n=0 n=0 2

kN
But WN 2 = (−1)k
N
−1
2
X · N
¸
X(k) = x(n) + (−1) x(n + ) WNkn
k
n=0 2
Let us split X(k) into even and odd Numbered Samples

N
−1 ·
2 ¸
X N pn N
X(2p) = x(n) + x(n + ) WN p = 0, 1, . . . , −1
n=0
2 2 2
N
−1 ½·
2 ¸ ¾
X N pn N
X(2p + 1) = x(n) − x(n + ) WNn W N p = 0, 1, . . . , −1
n=0
2 2 2

N
Define 2
Point Sequence:
N N
g1 (n) = x(n) + x(n + ) n = 0, 1, 2, . . . , − 1
2 2
N N
· ¸
g2 (n) = x(n) − x(n + ) WNn n = 0, 1, 2, . . . , − 1
2 2
N
Then we have the 2
point DFTs of g1 (n) and g2 (n)
N
−1
2 X pn N
X(2p) = g1 (n)W N p = 0, 1, . . . , − 1
n=0 2 2
N
−1
2 X pn N
X(2p + 1) = g2 (n)W N p = 0, 1, . . . , − 1
n=0 2 2

g1 (0) X(0)
x(0)
g1 (1) DFT X(2)
x(1)
g1 (2) X(4)
x(2) N =4
g1 (3) X(6)
x(3)
Combining
x(4)
g2 (0) X(1)
x(5) DFT
g2 (1) X(3)
x(6)
g2 (2) X(5)
x(7) N =4
g2 (3) X(7)

x(0) g1 (0) X(0)
x(1) g1 (1) DFT X(2)
x(2) g1 (2) X(4)

N =4
x(3) g1 (3) X(6)
0
w8 g2 (0)
x(4) X(1)
1 DFT
−1 w8 g2 (1)
x(5) X(3)
−1 2
x(6) w8 g2 (2) X(5)
−1 N =4
3
x(7) w8 g2 (3) X(7)
−1

Decimation in Frequency Radix 2, 8pt FFT

x(0) X(0)
0
x(1) w8 X(4)
−1
0
x(2) w8 X(2)
−1 0
2
w8 w8
x(3) X(6)
0
−1 −1
w8
x(4) X(1)
−1 1 0
w8 w8
x(5) X(5)
−1 −1
2 0
x(6) w8 w8 X(3)
−1 −1 0
3
w8 2
w8 w8
x(7) X(7)
−1 −1 −1

8 Point DFT Example

µ ¶
Data x = 1 1 1 1 0.5 0.5 0.5 0.5
8 Point DFT is:
 
  1 1 1 1 1 1 1 1  
X(0) −jπ −j3π j3π jπ x(0)
X(1)
 1 e 4 −j e 4 −1 e 4 j e 4  x(1)
    
 X(2)   1 −j −1 j 1 −j −1 j  x(2) 
   −j3π −jπ jπ j3π  
 X(3) = 1 e 4 j e 4 −1 e 4 −j e 4  x(3) 
1 1 1 1
 X(4)
  −1 −1 −1 −1
 x(4)

   j3π jπ −jπ −j3π
 
 X(5)   1 e 4 −j e 4 −1 e 4 j e 4
 x(5) 
    
X(6)  1 j −1 −j 1 j −1 −j  x(6)
X(7) jπ j3π −j3π −jπ x(7)
1 e 4 j e 4 −1 e 4 −j e 4

8 Point DFT Example
 
  1 1 1 1 1 1 1 1  
6 −jπ −j3π j3π jπ 1
0.5 − 1.270711j
 1 e 4 −j e 4 −1 e 4 j e 4  1
    
 0   1 −j −1 j 1 −j −1 j  1 
   −j3π −jπ jπ j3π  
 0.5 − 0.20711j = 1 e 4 j e 4 −1 e 4 −j e 4  1 
0 1 1 1 1 0.5
   −1 −1 −1 −1
 
   j3π jπ −jπ −j3π
 
 0.5 + 0.270711j   1 e 4 −j e 4 −1 e 4 j e 4
 0.5 
    
0  1 j −1 −j 1 j −1 −j  0.5
0.5 + 1.270711j jπ j3π −j3π −jπ 0.5
1 e 4 j e 4 −1 e 4 −j e 4
Note
π π 1 j
µ ¶ µ ¶
−jπ
e 4 = cos − j sin =√ −√
4 4 2 2


1 X(0)
0
w8 =1
0.5 X(1)
−1
0
w8 =1 X(2)
1
−1
0 2
w8 =1 w8 = −j
0.5 X(3)
−1 −1
0
w8 =1
1 X(4)
1 1−j −1
0 w8 = √
w8 =1 2 X(5)
0.5
−1 −1
0 2
w8 =1 w8 = −j
1 X(6)
−1 −1
0 2 3 1+j
w8 =1 w8 = −j w8 =− √
0.5 2 X(7)
−1 −1 −1


1 X(0)
0.5 X(1)
−1
1 X(2)
−1
0.5 X(3)
−1 −1
1 X(4)
−1
0.5 X(5)
−1 −1
1 X(6)
−1 −1
0.5 X(7)
−1 −1 −1


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EE4008 Digital Signal Processing

• Direct Computation of N Point DFT of real data x(n)

FFT. Dr Liam Marnane

Fast Fourier Transform

• Collection of algorithms to compute DFT efficiently

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

Decimation in Time FFT

Let f1 (m) = x(2m) even samples, and f2 (m) = x(2m + 1)

FFT. Dr Liam Marnane

= F1 (k) + WNk F2 (k) k = 0, 1, . . . , N − 1

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

X1 (k) is 4 point DFT of x(0), x(2), x(4), x(6)

FFT. Dr Liam Marnane

x(0) = x1 (0) X1 (0)

FFT. Dr Liam Marnane

Calculation of 4 point DFTs X1 (k) and X2 (k)

X1 (0) = X3 (0) + W40 X4 (0)

Where X3 (k) is 2 point DFT of even terms of sequence

FFT. Dr Liam Marnane

Likewise for X2 (k):

X2 (0) = X5 (0) + W40 X6 (0)

Where X5 (k) is 2 point DFT of even terms of sequence

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

FFT using Matrix Notation

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

Decimation in Time Radix 2, 8pt FFT

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

Decimation in Frequency FFT

FFT. Dr Liam Marnane

Let us split X(k) into even and odd Numbered Samples

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

FFT. Dr Liam Marnane

x(0) g1 (0) X(0)

x(1) g1 (1) DFT X(2)

x(2) g1 (2) X(4)

FFT. Dr Liam Marnane

Decimation in Frequency Radix 2, 8pt FFT

FFT. Dr Liam Marnane

8 Point DFT Example

FFT. Dr Liam Marnane

8 Point DFT Example

FFT. Dr Liam Marnane

Decimation in Time Radix 2, 8pt FFT

FFT. Dr Liam Marnane

Decimation in Time Radix 2, 8pt FFT

FFT. Dr Liam Marnane

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