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Discrete Fourier Transform Analysis

The document provides a detailed solution to a problem involving the Discrete Fourier Transform (DFT) of a given dataset. It includes calculations for the real DFT, inverse DFT, complex DFT, and power spectrum, with specific values derived from the data points. The results demonstrate the expected values and normalization of the power spectrum based on the maximum value obtained.

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0% found this document useful (0 votes)
8 views2 pages

Discrete Fourier Transform Analysis

The document provides a detailed solution to a problem involving the Discrete Fourier Transform (DFT) of a given dataset. It includes calculations for the real DFT, inverse DFT, complex DFT, and power spectrum, with specific values derived from the data points. The results demonstrate the expected values and normalization of the power spectrum based on the maximum value obtained.

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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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1

7.9 Given the following data:


t 0 1 2 3
y 0 1 2 3

(a) Find the real Discrete Fourier Transform of y.


(b) Write the inverse DFT and compare its predicted values at the same t values as the given data.
(c) Find the complex DFT.
(d) Find the power spectrum.
Solution

(a) In this problem, the data is equally spaced (which is necessary), i.e. Δt = 1 , and there are
2N = 4 points, so N = 2 . Furthermore, τ = 2N ( Δt ) = 4 ( 1 ) = 4 . The DFT is then given by
Eq. (7.45):
A0 = 0
1 4  πt  1
A1 =  f (t j ) sin  j  = [0 + 1 + 0 − 3] = −1
2 j =1  2  2
A2 = 0
1 4 1 3
B0 =  f (t j ) = [0 + 1 + 2 + 3] =
4 j =1 4 2
1 4  πt  1
B1 =  f (t j ) cos j  = [0 + 0 − 2 + 0] = −1
2 j =1  2  2

f (t j ) cos(πt j ) = [0 − 1 + 2 − 3] = −
1 4 1 1
B2 = 
4 j =1 4 2
(b) The inverse DFT is given by Eq.(7.44),
N   2πkt j   2πkt j  
f ( t j ) =   Ak sin  + Bk cos
  τ 

 τ
k =0     
which for the present case reduces to:

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for testing or instructional purposes only to students enrolled in courses for which the textbook
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2

2 
 πkt j   πkt j  
f (t j ) =   Ak sin   + Bk cos  
k =0   2   2 
 πt  3  πt  1
= − sin  j  + − cos j  − cos(πt j )
 2  2  2  2
Evaluating at the given values of tj yields: (0,0), (1,1), (2,2), and (3,3), as expected.

(c) The complex DFT is given by Eq.(7.50):


1 4
C0 =  f (t j ) = [0 + 1 + 2 + 3] =
1 3
4 j =1 4 2
1 
πi ( j −1) πi 3πi
1 4 1 4 − − −
C1 =  f (t j )e =  f (t j )e
− 2πiν 1t j 2
= 0 + e 2 + 2e − πi + 3e 2

4 j =1 4 j =1 4 
=
1
[0 − i − 2 + 3i ] = (i − 1)
4 2
C2 =  f (t j ) cos(πt j ) = [0 − 1 + 2 − 3] = −
4
1 1 1
8 j =1 8 4
(d) The power or energy spectrum is given by Eq.(7.51).
Evaluating the power of each frequency gives:
2 2
13 9 1 1  1 1 1 1 1
P (0) =   = P(1) =  (− i − 1)(i − 1) = (1 + 1) = P (2) =  −  =
22 8, 2 4  8 4, 2  4  32
Normalizing by the maximum value of 9/8, yields P ( 0 ) = 1 , P ( 1 ) = 2 ⁄ 9 , and P ( 2 ) = 1 ⁄ 36 .
Now, ν k = k ⁄ τ , so that ν 0 = 0 , and ν 1 = 1 ⁄ τ = 1 ⁄ 4 = 0.25 , and ν 2 = 2 ⁄ τ = 2 ⁄ 4 = 0.5 .

Excerpts from this work may be reproduced by instructors for distribution on a not-for-profit basis
for testing or instructional purposes only to students enrolled in courses for which the textbook
has been adopted. Any other reproduction or translation of this work beyond that permitted by
Sections 107 or 108 of the 1976 United States Copyright Act without the permission of the
copyright owner is unlawful.

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