Discrete Time Fourier Transform

(DTFT)
Discrete Time Fourier Transform (DTFT)

The DTFT is the Fourier transform of choice for analyzing infinite-length signals and systems

Useful for conceptual, pencil-and-paper work, but not Matlab friendly (infinitely-long vectors)

Properties are very similar to the Discrete Fourier Transform (DFT) with a few caveats

We will derive the DTFT as the limit of the DFT as the signal length N → ∞

2
Recall: DFT (Unnormalized)
Analysis (Forward DFT)
• Choose the DFT coefficients X[k] such that the synthesis produces the signal x
• The weight X[k] measures the similarity between x and the harmonic sinusoid sk
• Therefore, X[k] measures the “frequency content” of x at frequency k

N −1
2π
X
Xu [k] = x[n] e−j N kn
n=0

Synthesis (Inverse DFT)

• Build up the signal x as a linear combination of harmonic sinusoids sk weighted by the
DFT coefficients X[k]

N −1
1 X 2π
x[n] = Xu [k] ej N kn
N
k=0

3
The Centered DFT

Both x[n] and X[k] can be interpreted as periodic with period N , so we will shift the intervals of
interest in time and frequency to be centered around n, k = 0
N N
− ≤ n, k ≤ −1
2 2

The modified forward and inverse DFT formulas are

N/2−1
X 2π N N
Xu [k] = x[n] e−j N kn , − ≤ k ≤ −1
2 2
n=−N/2

N/2−1
1 X 2π N N
x[n] = Xu [k] ej N kn − ≤ n ≤ −1
N 2 2
k=−N/2

4
Recall: DFT Frequencies
N/2−1
X 2π N N
Xu [k] = x[n] e−j N kn , − ≤ k ≤ −1
2 2
n=−N/2

Xu [k] measures the similarity between the time signal x and the harmonic sinusoid sk

Therefore, Xu [k] measures the “frequency content” of x at frequency

2π
−π ≤ ωk = k < π
N
|X [k]|

0
−15 −10 −5 0 5 10 15
k

5
Take It To The Limit (1)
N/2−1
X 2π N N
Xu [k] = x[n] e−j N kn , − ≤ k ≤ −1
2 2
n=−N/2

Let the signal length N increase towards ∞ and study what happens to Xu [k]

Key fact: No matter how large N grows, the frequencies of the DFT sinusoids remain in the
interval
2π
−π ≤ ωk = k < π
N
|X [k]|

0
−15 −10 −5 0 5 10 15
k

6
Take It To The Limit (2) N/2−1
2π
X
Xu [k] = x[n] e−j N kn
n=−N/2
N time signal x[n] DFT X[k]
1 5

0
32
−1 0
−15 −10 −5 0 5 10 15 −15 −10 −5 0 5 10 15
n k
1 5

0
64
−1 0
−30 −20 −10 0 10 20 30 −30 −20 −10 0 10 20 30
n k
1 5

0
128
−1 0
−60 −40 −20 0 20 40 60 −60 −40 −20 0 20 40 60
n k
1 5

0
256
−1 0
−100 −50 0 50 100 −100 −50 0 50 100
n k
7
Discrete Time Fourier Transform (Forward)
As N → ∞, the forward DFT converges to a function of the continuous frequency variable ω
that we will call the forward discrete time Fourier transform (DTFT)
N/2−1 ∞
2π
X X
x[n] e−j N kn −→ x[n] e−jωn = X(ω), −π ≤ω <π
n=−N/2 n=−∞

Recall: Inner product for infinite-length signals

∞
X
hx, yi = x[n] y[n]∗
n=−∞

Analysis interpretation: The value of the DTFT X(ω) at frequency ω measures the similarity
of the infinite-length signal x[n] to the infinite-length sinusoid ejωn

8
Discrete Time Fourier Transform (Inverse)
Inverse unnormalized DFT
N/2−1
2π X 2π
x[n] = Xu [k] ej N kn
2πN
k=−N/2

In the limit as the signal length N → ∞, the inverse DFT converges in a more subtle way:
N/2−1 π
2π
Z
2π
X
ej N kn −→ ejωn , Xu [k] −→ X(ω), −→ dω, −→
N −π
k=−N/2

resulting in the inverse DTFT

π
dω
Z
x[n] = X(ω) ejωn , ∞<n<∞
−π 2π

Synthesis interpretation: Build up the signal x as an infinite linear combination of sinusoids

ejωn weighted by the DTFT X(ω)
9
Summary
Discrete-time Fourier transform (DTFT)
∞
X
X(ω) = x[n] e−jωn , −π ≤ω <π
n=−∞

π
dω
Z
x[n] = X(ω) ejωn , ∞<n<∞
−π 2π

The core “basis functions” of the DTFT are the sinusoids ejωn with arbitrary frequencies ω

The DTFT can be derived as the limit of the DFT as the signal length N → ∞

The analysis/synthesis interpretation of the DFT holds for the DTFT, as do most of its properties

10
Eigenanalysis of
LTI Systems
(Infinite-Length Signals)
LTI Systems for Infinite-Length Signals

x H y

y = Hx

For infinite length signals, H is an infinitely large Toeplitz matrix with entries

[H]n,m = h[n − m]

where h is the impulse response

Goal: Calculate the eigenvectors and eigenvalues of H

Eigenvectors v are input signals that emerge at the system output unchanged (except for a
scaling by the eigenvalue λ) and so are somehow “fundamental” to the system

2
Eigenvectors of LTI Systems
Fact: The eigenvectors of a Toeplitz matrix (LTI system) are the complex sinusoids
sω [n] = ejωn = cos(ωn) + j sin(ωn), −π ≤ ω < π, −∞<n<∞

λ ω cos(ωn)
4

cos(ωn) 2
1

0 0

−1
−8 −6 −4 −2 0 2 4 6 −2
n

−4
−8 −6 −4 −2 0 2 4 6
n
sω H λω sω
λ ω sin(ωn)
4

sin(ωn) 2
1

0 0

−1
−8 −6 −4 −2 0 2 4 6 −2
n

−4
−8 −6 −4 −2 0 2 4 6
n

3
Sinusoids are Eigenvectors of LTI Systems

sω H λω sω

Prove that harmonic sinusoids are the eigenvectors of LTI systems simply by computing the
convolution with input sω and applying the periodicity of the sinusoids (infinite-length)
∞
X ∞
X
sω [n] ∗ h[n] = sω [n − m] h[m] = ejω(n−m) h[m]
m=−∞ m=−∞
∞ ∞
!
X X
jωn −jωm −jωm
= e e h[m] = h[m] e ejωn
m=−∞ m=−∞

= λω sω [n] X

4
Eigenvalues of LTI Systems
The eigenvalue λω ∈ C corresponding to the sinusoid eigenvector sω is called the frequency
response at frequency ω since it measures how the system “responds” to sk
∞
X
λω = h[n] e−jωn = hh, sω i = H(ω) (DTFT of h)
n=−∞

Recall properties of the inner product: λω grows/shrinks as h and sω become more/less similar
λ ω cos(ωn)
4

cos(ωn) 2
1

0 0

−1
−8 −6 −4 −2 0 2 4 6 −2
n

−4
−8 −6 −4 −2 0 2 4 6

sω H λω sω
n

λ ω sin(ωn)
4

sin(ωn) 2
1

0 0

−1
−8 −6 −4 −2 0 2 4 6 −2
n

−4
−8 −6 −4 −2 0 2 4 6
n
5
Eigendecomposition and Diagonalization of an LTI System
x H y
∞
X
y[n] = x[n] ∗ h[n] = h[n − m] x[m]
m=−∞

While we can’t explicitly display the infinitely large matrices involved, we can use the DTFT to
“diagonalize” an LTI system
Taking the DTFTs of x and h
∞
X ∞
X
X(ω) = x[n] e−jωn , H(ω) = h[n] e−jωn
m=−∞ m=−∞

we have that
Y (ω) = X(ω)H(ω)
and then π
dω
Z
y[n] = Y (ω) ejωn
−π 2π
6
Summary

Complex sinusoids are the eigenfunctions of LTI systems for infinite-length signals
(Toeplitz matrices)

Therefore, the discrete time Fourier transform (DTFT) is the natural tool for studying LTI
systems for infinite-length signals

Frequency response H(ω) equals the DTFT of the impulse response h[n]

Diagonalization by eigendecomposition implies

Y (ω) = X(ω) H(ω)

7
Discrete Time Fourier Transform
Examples
Discrete Time Fourier Transform

∞
X
X(ω) = x[n] e−jωn , −π ≤ω <π
n=−∞
π
dω
Z
x[n] = X(ω) ejωn , ∞<n<∞
−π 2π

The Fourier transform of choice for analyzing infinite-length signals and systems

Useful for conceptual, pencil-and-paper work, but not Matlab friendly (infinitely-long vectors)

2
Impulse Response of the Ideal Lowpass Filter (1)
The frequency response H(ω) of the ideal low-pass filter passes low frequencies (near ω = 0)
but blocks high frequencies (near ω = ±π)
(
1 −ωc ≤ ω ≤ ωc
H(ω) =
0 otherwise

Compute the impulse response h[n] given this H(ω)

Apply the inverse DTFT

Z π Z ωc ω
jωn dω jωn dω ejωn  c ejωc n − e−jωc n ωc sin(ωc n)
h[n] = H(ω) e = e = = =
−π 2π −ωc 2π 2πjn 
−ωc 2πjn π ωc n

3
Impulse Response of the Ideal Lowpass Filter (2)
The frequency response H(ω) of the ideal low-pass filter passes low frequencies (near ω = 0)
but blocks high frequencies (near ω = ±π)
(
1 −ωc ≤ |ω| ≤ ωc
H(ω) =
0 otherwise

sin(ωc n)
h[n] = 2ωc
ωc n

h[n]
1
0.5
0

−30 −20 −10 0 10 20 30

n
The infamous “sinc” function!
4
DTFT of a Moving Average System (
1 −M ≤ n ≤ M
Compute the DTFT of the symmetrical moving average system p[n] =
0 otherwise

Note: Duration Dx = 2M + 1 samples

Example for M = 3
p[n]
1

0.5

0
−15 −10 −5 0 5 10 15
n

Forward DTFT
∞
X M
X
P (ω) = p[n] e−jωn = e−jωn ...
n=−∞ n=−M
5
DTFT of the Unit Pulse (2)
Apply the finite geometric series formula

∞ M M
X X X
n ejωM − e−jω(M +1)
P (ω) = p[n] e−jωn = e−jωn = e−jω =
n=−∞
1 − e−jω
n=−M n=−M

This is an answer but it is not simplified enough to make sense, so we continue simplifying

 2M +1 2M +1

ejωM − e−jω(M +1) e−jω/2 ejω 2 − e−jω 2
P (ω) = =
1 − e−jω


e−jω/2 ejω/2 − e−jω/2
2j sin ω 2M2+1


=
2j sin ω2

6
DTFT of the Unit Pulse (3)
Simplified DTFT of the unit pulse of duration Dx = 2M + 1 samples

sin 2M2+1 ω


P (ω) =
sin ω2

This is called the Dirichlet kernel or “digital sinc”

• It has a shape reminiscent of the classical sin x/x sinc function, but it is 2π-periodic

If p[n] is interpreted as the impulse response of the moving average system, then P (ω) is the
frequency response (eigenvalues) (low-pass filter)
P (ω)
1

p[n] 0.5
1
0
0.5

0 −0.5
−15 −10 −5 0 5 10 15 −π −π/2 0 π/2 π
n ω

7
DTFT of a One-Sided Exponential
Recall the impulse response of the recursive average system: h[n] = αn u[n], |α| < 1

Compute the frequency response H(ω)

Forward DTFT
∞ ∞ ∞
X
−jωn
X
n −jωn
X 1
H(ω) = h[n] e = α e = (α e−jω )n =
n=−∞ n=0 n=0
1 − α e−jω

Recursive system with α = 0.8 is a low-pass filter

|H (ω)|
6

h[n] = α n u[n], α = 0.8 4

1
2
0.5

0 0
−8 −6 −4 −2 0 2 4 6 8 −π −π/2 0 π/2 π
n ω

8
Summary

DTFT of a rectangular pulse is a Dirichlet kernel

DTFT of a one-sided exponential is a low-frequency bump

Inverse DTFT of the ideal lowpass filter is a sinc function

Work some examples on your own!

9
Discrete Time Fourier Transform
of a Sinusoid
Discrete Fourier Transform (DFT) of a Harmonic Sinusoid
Thanks to the orthogonality of the length-N harmonic
√ sinusoids, it is easy to calculate the DFT
2π
of the harmonic sinusoid x[n] = sl [n] = ej N ln / N

N −1 2π
X e−j N kn
X[k] = sl [n] √ = hsl , sk i = δ[k − l]
n=0
N

s 4 [n] S4 [k]
0.2 1

0 0.5

−0.2 0
0 5 10 15 20 25 30 0 5 10 15 20 25 30
n k

So what is the DTFT of the infinite length sinusoid ejω0 n ?

2
DTFT of an Infinite-Length Sinusoid
The calculation for the DTFT and infinite-length signals is much more delicate than for the DFT
and finite-length signals

Calculate the value X(ω0 ) for the signal x[n] = ejω0 n

∞
X ∞
X ∞
X
X(ω0 ) = x[n] e−jω0 n = ejω0 n e−jω0 n = 1 = ∞
n=−∞ n=−∞ n=−∞

Calculate the value X(ω) for the signal x[n] = ejω0 n at a frequency ω 6= ω0
∞
X ∞
X ∞
X
X(ω0 ) = x[n] e−jωn = ejω0 n e−jωn = e−j(ω−ω0 )n = ???
n=−∞ n=−∞ n=−∞

3
Dirac Delta Function (1)
One semi-rigorous way to deal with this quandary is to use the Dirac delta “function,” which is
defined in terms of the following limit process

Consider the following function d (ω) of the continuous variable ω

Note that, for all values of the width , d (ω) always has unit area
Z
d (ω) dω = 1

4
Dirac Delta Function (2)

What happens to d (ω) as we let  → 0?

• Clearly d (ω) is converging toward something that is infinitely tall and infinitely narrow but still with
unit area

The safest way to handle a function like d (ω) is inside an integral, like so
Z
X(ω) d (ω) dω

5
Dirac Delta Function (3)

As  → 0, it seems reasonable that

Z
→0
X(ω) d (ω) dω −→ X(0)

and Z
→0
X(ω) d (ω − ω0 ) dω −→ X(ω0 )

So we can think of d (ω) as a kind of “sampler” that picks out values of functions from inside an
integral

We describe the results of this limiting process (as  → 0) as the Dirac delta “function” δ(ω)

6
Dirac Delta Function (4)
Dirac delta “function” δ(ω)

We write Z
X(ω) δ(ω) dω = X(0)

and Z
X(ω) δ(ω − ω0 ) dω = X(ω0 )

Remarks and caveats

• Do not confuse the Dirac delta “function” with the nicely behaved discrete delta function δ[n]
• The Dirac has lots of “delta,” but it is not really a “function” in the normal sense (it can be made
more rigorous using the theory of generalized functions)
• Colloquially, engineers will describe the Dirac delta as “infinitely tall and infinitely narrow”

7
Scaled Dirac Delta Function

If we scale the area of d (ω) by L, then it has the following effect in the limit
Z
X(ω) L δ(ω) dω = L X(0)

8
And Now Back to Our Regularly Scheduled Program . . .

Back to determining the DTFT of an infinite length sinusoid

Rather than computing the DTFT of a sinusoid using the forward DTFT, we will show that an
infinite-length sinusoid is the inverse DTFT of the scaled Dirac delta function 2πδ(ω − ω0 )
Z π
dω
2πδ(ω − ω0 ) ejωn = ejω0 n
−π 2π

Thus we have the (rather bizarre) DTFT pair

DTFT
ejω0 n ←→ 2π δ(ω − ω0 )

9
DTFT of Real-Valued Sinusoids
Since
1 jω0 n
+ e−jω0 n


cos(ω0 n) = e
2
we can calculate its DTFT as
DTFT
cos(ω0 n) ←→ π δ(ω − ω0 ) + π δ(ω + ω0 )

Since
1 jω0 n
− e−jω0 n


sin(ω0 n) = e
2j
we can calculate its DTFT as
DTFT π π
sin(ω0 n) ←→ δ(ω − ω0 ) + δ(ω + ω0 )
j j

10
Summary

The DTFT would be of limited utility if we could not compute the transform of an infinite-length
sinusoid

Hence, the Dirac delta “function” (or something else) is a necessary evil

The Dirac delta has infinite energy (2-norm); but then again so does an infinite-length sinusoid

11
Discrete Time Fourier Transform
Properties
Recall: Discrete-Time Fourier Transform (DTFT)

Forward DTFT (Analysis)

∞
X
X(ω) = x[n] e−jωn , −π ≤ω <π
n=−∞

Inverse DTFT (Synthesis)

π
dω
Z
x[n] = X(ω) ejωn , ∞<n<∞
−π 2π

DTFT pair
DTFT
x[n] ←→ X(ω)

2
The DTFT is Periodic
We defined the DTFT over an interval of ω of length 2π, but it can also be interpreted as
periodic with period 2π
X(ω) = X(ω + 2πk), k ∈ Z

Proof
∞
X ∞
X
X(ω + 2πk) = x[n] e−j(ω+2πk)n = x[n] e−jωn e−j2πkn = X(ω) X
n=−∞ n=−∞

X (ω)
1

0.5

−0.5
−3π −2π −π 0 π 2π 3π
ω
3
DTFT Frequencies
∞
X
X(ω) = x[n] e−jωn , −π ≤ω <π
n=−∞

X(ω) measures the similarity between the time signal x and and a sinusoid ejωn of frequency ω

Therefore, X(ω) measures the “frequency content” of x at frequency ω

X (ω)
1

0.5

−0.5
−π −π/2 0 π/2 π
ω
4
DTFT Frequencies and Periodicity
Periodicity of DTFT means we can treat frequencies mod 2π

X(ω) measures the “frequency content” of x at frequency (ω)2π

X (ω)
1

0.5

−0.5
−3π −2π −π 0 π 2π 3π
ω

5
DTFT Frequency Ranges
Periodicity of DTFT means every length-2π interval of ω carries the same information

Typical interval 1: 0 ≤ ω < 2π

X (ω)
1

0.5

−0.5
0 π/2 π 3π/2 2π
ω

Typical interval 2: −π ≤ ω < π (more intuitive)

X (ω)
1

0.5

−0.5
−π −π/2 0 π/2 π
ω

6
DTFT and Time Shift

If x[n] and X(ω) are a DTFT pair then

DTFT
x[n − m] ←→ e−jωm X(ω)

Proof: Use the change of variables r = n − m

∞
X ∞
X ∞
X
x[n − m] e−jωn = x[r] e−jω(r+m) = x[r] e−jωr e−jωm
n=−∞ r=−∞ r=−∞

∞
X
= e−jωm x[r] e−jωr = e−jωm X(ω) X
r=−∞

7
DTFT and Modulation

If x[n] and X(ω) are a DTFT pair then

DTFT
ejω0 n x[n] ←→ X(ω − ω0 )

Remember that the DTFT is 2π-periodic, and so we can interpret the right hand side as
X((ω − ω0 )2π )

Proof:
∞
X ∞
X
ejω0 n x[n] e−jωn = x[n] e−j(ω−ω0 )n = X(ω − ω0 ) X
n=−∞ n=−∞

8
DTFT and Convolution

x h y

∞
X
y[n] = x[n] ∗ h[n] = h[n − m] x[m]
m=−∞

If
DTFT DTFT DTFT
x[n] ←→ X(ω), h[n] ←→ H(ω), y[n] ←→ Y (ω)
then
Y (ω) = H(ω) X(ω)

Convolution in the time domain = multiplication in the frequency domain

9
The DTFT is Linear

It is trivial to show that if

DTFT DTFT
x1 [n] ←→ X1 (ω) x2 [n] ←→ X2 (ω)
then
DTFT
α1 x1 [n] + α2 x[2] ←→ α1 X1 (ω) + α2 X2 (ω)

10
DTFT Symmetry Properties
The sinusoids ejωn of the DTFT have symmetry properties:

Re ejωn


= cos (ωn) (even function)

Im ejωn


= sin (ωn) (odd function)

These induce corresponding symmetry properties on X(ω) around the frequency ω = 0

Even signal/DFT
x[n] = x[−n], X(ω) = X(−ω)

Odd signal/DFT
x[n] = −x[−n], X(ω) = −X(−ω)

Proofs of the symmetry properties are identical to the DFT case; omitted here

11
DTFT Symmetry Properties Table
x[n] X(ω) Re(X(ω)) Im(X(ω)) |X(ω)| ∠X(ω)

real X(−ω) = X(ω)∗ even odd even odd

real & even real & even even zero even

real & odd imaginary & odd zero odd even

imaginary X(−ω) = −X(ω)∗ odd even even odd

imaginary & even imaginary & even zero even even

imaginary & odd real & odd odd zero even

12
Summary

DTFT is periodic with period 2π

Convolution in time becomes multiplication in frequency

DTFT has useful symmetry properties

13