3.2.

DISCRETE-TIME FOURIER SERIES

(OR THE DISCRETE FOURIER TRANSFORM)

Orthogonality:
N
1
X

DTFS (or the DFT)

k [n]r [n]

n=0

Then x[1], x[2], ..., x[N ] are enough to describe x[n];

so are x[n0 + 1], ..., x[n0 + N ].

N
1
X

[e N (kr)j ]n

Let us consider
=

k = 0, 1, 2, . . .

then k [n] is periodic with period N.

This means that

Properties of k [n]:

1 [e N (kr)j ]N
2

1 e N (kr)j

N, k = r
0,

k 6= r

1
(0 [0], ..., 0 [N 1])
N
1
(1 [0], ..., 1 [N 1])...
N
1
(N 1 [0], ..., N 1 [N 1])
N
are N orthogonal vectors of length N .

k [n] = k+N [n]

so only 0 [n], 1 [n], 2 [n], . . . , N 1 [n] are

possibly different.

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e N (kr)nj

n=0

Periodicity:

N
1
X

n=0

x[n] = x[n + N ]

e N knj e N rnj

n=0

Let x[n] be a periodic discrete signal of period N

k [n] = ej N kn ,

N
1
X

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So the Discrete Fourier Transform coefficients are

x[0], . . . , x[N 1] can be written as

x[n] =

N
1
X

ak e

j 2
N kn

N 1
2
1 X
x[n]ej N rn , for r = 0, 1, . . . , N 1
ar =
N n=0

k=0

which give

This is called the Discrete Fourier Transform. The ak

are the discrete-time Fourier series coefficients.

x[n] =

N
1
X
k=0

FS

We write x[n] ak

Let us compute ak , k = 0, 1, ..., N 1, which give

PN 1
x[n] = k=0 ak k [n]. Consider
N
1
X

x[n]r [n]

n=0

N
1 N
1
X
X

n=0 k=0

N
1
X

ak N [k r]

k=0

N
1
X

ak

k=0

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In the above, the sum doesnt have to run from 0

to N 1. It can run from n0 to n0 + N for any
n0 (integer), so we write

ak k [n])r [n]

N
1
X

ak ej N kn , for k = 0, 1, . . . , N 1

k [n]r [n]

ak

n=0

x[n] =

2
1 X
x[n]ej N nk
DFT of x[n]
N
N
X
2
ak ej N kn
IDFT of ak

N ar

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Properties of DTFS (or the DFT)

Example: x[n] has period of 4

Let

FS

x[n] ak

...

...

FS

y[n] bk
0 1

1. Linearity:

2 3 4 5 6 7 8 9

FS

ak

3
3
1X
1X
j 2
kn
4
x[n]e
=
x[n](j)kn
4 n=0
4 n=0

1 1
+ (j)k
2 4

Ax[n] + By[n] Aak + Bbk

2. Time shift:
FS

x[n n0 ] ej0 kn0 ak

3. Frequency shift:

thus

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a0

a1

a2

a3

FS

ejM ( N )n x[n] akM

3
4
2j
4
1
4
2+j
4

4. Time Scaling: If x[n] is given, we define

x[n/m] n is divisible by m
x(m) [n] =
0
n is not divisible by m
FS

x(m) [n]

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1
ak
m

k = 0, 1, ..., mN 1

5. Periodic convolution:

Example: x[n] with period 4

x[n] y[n]
| {z }

Periodic convolution

...

...

FS

r=<N >

x[r]y[n r] N ak bk

6. Multiplication:
0 1

FS

x[n]y[n]

2 3 4 5 6 7 8 9

For m = 3, we have

x[n/3] n = 6, 3, 0, 3, 6, 9...
x(m) [n] =
0
otherwise

al bkl

l=<N >

7. Discrete Derivative:
FS

x[n] x[n 1] 1 e

j 2
N k

ak

8. Integral:

x(3) [0] = 2

n
X

x(3) [1] = x(3) [2] = 0

x(3) [3] = 1

m=

x(3) [4] = x(3) [5] = 0

ak

FS

x[m]

1 ej N k

9. Conjugate symmetry:

x(3) [6] = 0

x[n] is real ak = ak

x[n] is real and even ak is real and even.

x(3) [7] = x(3) [8] = 0

x[n] is real and odd ak is purely imaginary

and odd.

x(3) [9] = 0
x(3) [10] = x(3) [11] = 0

E (x[n]) Re(ak )

......

O(x[n]) Im(ak )

x(3) [n] is periodic with period 12.

ES156 Harvard SEAS

ES156 Harvard SEAS

Fourier series and LTI systems

10. Parsevals relation:

n0 +N
kX
0 +N
1 X
2
|x[n]| =
|ak |2
N n=n
0

Recall that the response of an LTI system to est

is H(s)est , where
Z +
est h(t)dt.
H(s) =

k=k0

for any n0 , k0 .
Since there are only N distinct harmonics in
DFT, the summation is over any N consecutive
values of ak . Similarly for the signal because it is
periodic with period N .

So the response to ejt is H(j)ejt .

Fourier says if x(t) is periodic with period T , then
x(t) =

+
X

ak ej0 kt

k=

where 0 =

2
T .

The response of the system to x(t) therefore is

y(t) =

+
X

ak H(j0 k)ej0 kt

k=

H(j) is the frequency response of the LTI system.

The response of the system to a periodic signal is
periodic with the same period. The response has the
k th Fourier coefficient given by ak H(j0 k), which is
the frequency response at jk0 times the k th
coefficient of the input.
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10

For a discrete-time LTI system, the frequency

response is defined to be
+
X

H(e ) =

ejk h[k].

k=

This is because
n

z H(z)z ,

H(z) =

z k h[k]

k=

Let z = ej , then
e

jn

H(e )e

jn

H(e ) =

ejk h[k]

k=

If the input x[n] is periodic with period N, then

X
H(ej0 k )ak ej0 kn
y[n] =
k=<N >

H(ej ) is the frequency response of the discrete-time

LTI system.
We will return to these frequency responses, H(j)
and H(ej ), after the Fourier Transform.

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11