数字信号处理笔记(二)
主要知识:离散傅里叶变换定理及其证明
适用对象:初学数字信号处理的同学以及考研备考的同学(尤其是目标院校是:南京理工大学)
重要程度: ★ ★ ★ ★ \bigstar \bigstar \bigstar \bigstar ★★★★ (满5颗星)
设序列 x [ n ] x[n] x[n] 、 g [ n ] g[n] g[n] 、 h [ n ] h[n] h[n] 的DTFT为 X ( e j ω ) X(e^{j\omega}) X(ejω) 、 G ( e j ω ) G(e^{j\omega}) G(ejω) 、 H ( e j ω ) H(e^{j\omega}) H(ejω) ,m为常数。
序列移位
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\begin{aligned} x\left[ n \right]&=g\left[ n-m \right] \\ X\left( {{e}^{j\omega }} \right)&=G\left( {{e}^{j\omega }} \right){{e}^{-j\omega m}} \\ \end{aligned}
x[n]X(ejω)=g[n−m]=G(ejω)e−jωm
证明:
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\begin{aligned} X\left( {{e}^{j\omega }} \right)&=\sum\limits_{n=-\infty }^{\infty }{x\left[ n \right]{{e}^{-j\omega n}}} \\ & =\sum\limits_{n=-\infty }^{\infty }{g\left[ n-m \right]}{{e}^{-j\omega n}} \\ \xrightarrow{n-m=k}&=\sum\limits_{n=-\infty }^{\infty }{g\left[ k \right]{{e}^{-j\omega \left( m+k \right)}}} \\ & ={{e}^{-j\omega m}}G\left( {{e}^{j\omega }} \right) \end{aligned}
X(ejω)n−m=k=n=−∞∑∞x[n]e−jωn=n=−∞∑∞g[n−m]e−jωn=n=−∞∑∞g[k]e−jω(m+k)=e−jωmG(ejω)
频谱移位
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\begin{gathered} x\left[ n \right] = {e^{j{\omega _0}n}}g\left[ n \right] \\ X\left( {{e^{j\omega }}} \right) = G\left( {{e^{j\left( {\omega - {\omega _0}} \right)}}} \right) \\ \end{gathered}
x[n]=ejω0ng[n]X(ejω)=G(ej(ω−ω0))
证明:
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\begin{aligned} X\left( {{e^{j\omega }}} \right) &= \sum\limits_{n = - \infty }^\infty {x\left[ n \right]} {e^{ - j\omega n}} \\ & = \sum\limits_{n = - \infty }^\infty {{e^{j{\omega _0}n}}g\left[ n \right]{e^{ - j\omega n}}} \\ & = \sum\limits_{n = - \infty }^\infty {g\left[ n \right]{e^{ - j\left( {\omega - {\omega _0}} \right)n}}} \\ & = G\left( {{e^{j\left( {\omega - {\omega _0}} \right)}}} \right) \\ \end{aligned}
X(ejω)=n=−∞∑∞x[n]e−jωn=n=−∞∑∞ejω0ng[n]e−jωn=n=−∞∑∞g[n]e−j(ω−ω0)n=G(ej(ω−ω0))
卷积定理
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\begin{aligned} x\left[ n \right] &= g\left[ n \right] * h\left[ n \right]\\ X\left( {{e^{j\omega }}} \right) &= G\left( {{e^{j\omega }}} \right)H\left( {{e^{j\omega }}} \right) \end{aligned}
x[n]X(ejω)=g[n]∗h[n]=G(ejω)H(ejω)
证明:
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\begin{aligned} X\left( {{e^{j\omega }}} \right) &= \sum\limits_{n = - \infty }^\infty {x\left[ n \right]{e^{ - j\omega n}}} \\ &= \sum\limits_{n = - \infty }^\infty {\left\{ {g\left[ n \right]*h\left[ n \right]} \right\}{e^{ - j\omega n}}} \\ & = \sum\limits_{n = - \infty }^\infty {\left\{ {\sum\limits_{m = - \infty }^\infty {g\left[ m \right]h\left[ {n - m} \right]} } \right\}{e^{ - j\omega n}}} \\ &= \sum\limits_{m = - \infty }^\infty {g\left[ m \right]\left\{ {\sum\limits_{n = - \infty }^\infty {h\left[ {n - m} \right]{e^{ - j\omega n}}} } \right\}} \\ &= \sum\limits_{m = - \infty }^\infty {g\left[ m \right]H\left( {{e^{j\omega }}} \right){e^{ - j\omega m}}} \\ & = H\left( {{e^{j\omega }}} \right)\sum\limits_{m = - \infty }^\infty {g\left[ m \right]{e^{ - j\omega m}}} \\ &= H\left( {{e^{j\omega }}} \right)G\left( {{e^{j\omega }}} \right) \end{aligned}
X(ejω)=n=−∞∑∞x[n]e−jωn=n=−∞∑∞{g[n]∗h[n]}e−jωn=n=−∞∑∞{m=−∞∑∞g[m]h[n−m]}e−jωn=m=−∞∑∞g[m]{n=−∞∑∞h[n−m]e−jωn}=m=−∞∑∞g[m]H(ejω)e−jωm=H(ejω)m=−∞∑∞g[m]e−jωm=H(ejω)G(ejω)
调制定理
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\begin{aligned} x\left[ n \right]&=g\left[ n \right]h\left[ n \right] \\ X\left( {{e}^{j\omega }} \right)&=\frac{1}{2\pi }\int_{-\pi }^{\pi }{G\left( {{e}^{j\theta }} \right)H\left( {{e}^{j\left( \omega -\theta \right)}} \right)d\theta } \\ \end{aligned}
x[n]X(ejω)=g[n]h[n]=2π1∫−ππG(ejθ)H(ej(ω−θ))dθ
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\begin{aligned} X\left( {{e}^{j\omega }} \right)&=\sum\limits_{n=-\infty }^{\infty }{g\left[ n \right]h\left[ n \right]{{e}^{-j\omega n}}} \\ & =\sum\limits_{n=-\infty }^{\infty }{\left[ \frac{1}{2\pi }\int_{-\pi }^{\pi }{G\left( {{e}^{j{{\omega }_{1}}}} \right){{e}^{j{{\omega }_{1}}n}}d{{\omega }_{1}}} \right]h\left[ n \right]{{e}^{-j\omega n}}} \\ & =\frac{1}{2\pi }\int_{-\pi }^{\pi }{G\left( {{e}^{j{{\omega }_{1}}}} \right)\left[ \sum\limits_{n=-\infty }^{\infty }{h\left[ n \right]{{e}^{-j\left( \omega -{{\omega }_{1}} \right)n}}} \right]}d{{\omega }_{1}} \\ & =\frac{1}{2\pi }\int_{-\pi }^{\pi }{G\left( {{e}^{j{{\omega }_{1}}}} \right)H\left( {{e}^{j\left( \omega -{{\omega }_{1}} \right)}} \right)d{{\omega }_{1}}} \end{aligned}
X(ejω)=n=−∞∑∞g[n]h[n]e−jωn=n=−∞∑∞[2π1∫−ππG(ejω1)ejω1ndω1]h[n]e−jωn=2π1∫−ππG(ejω1)[n=−∞∑∞h[n]e−j(ω−ω1)n]dω1=2π1∫−ππG(ejω1)H(ej(ω−ω1))dω1
频域微分
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\begin{aligned} x\left[ n \right]&=ng\left[ n \right] \\ X\left( {{e}^{j\omega }} \right)&=j\frac{dG\left( {{e}^{jw}} \right)}{d\omega } \\ \end{aligned}
x[n]X(ejω)=ng[n]=jdωdG(ejw)
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\begin{aligned} G\left( {{e}^{j\omega }} \right)&=\sum\limits_{n=-\infty }^{\infty }{g\left[ n \right]{{e}^{-j\omega n}}} \\ \frac{dG\left( {{e}^{j\omega }} \right)}{d\omega }&=-j\sum\limits_{n=-\infty }^{\infty }{ng\left[ n \right]{{e}^{-j\omega n}}} \\ ng\left[ n \right]&\underset{IDTFT}{\overset{DTFT}{\longleftrightarrow}}j\frac{dG\left( {{e}^{j\omega }} \right)}{d\omega } \\ \end{aligned}
G(ejω)dωdG(ejω)ng[n]=n=−∞∑∞g[n]e−jωn=−jn=−∞∑∞ng[n]e−jωnIDTFT⟷DTFTjdωdG(ejω)
帕斯瓦尔定理
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\left\{ \begin{aligned} & \sum\limits_{n=-\infty }^{\infty }{g\left[ n \right]{{h}^{*}}\left[ n \right]}=\frac{1}{2\pi }\int_{-\pi }^{\pi }{G\left( {{e}^{j\omega }} \right)H^*\left( {{e}^{j\omega }} \right)d\omega } \\ & \sum\limits_{n=-\infty }^{\infty }{{{\left| g\left[ n \right] \right|}^{2}}=\frac{1}{2\pi }\int_{-\pi }^{\pi }{{{\left| G\left( {{e}^{j\omega }} \right) \right|}^{2}}d\omega }} \\ \end{aligned} \right.
⎩⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎧n=−∞∑∞g[n]h∗[n]=2π1∫−ππG(ejω)H∗(ejω)dωn=−∞∑∞∣g[n]∣2=2π1∫−ππ∣∣G(ejω)∣∣2dω
证明:
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\begin{aligned} h\left[ n \right]&=\frac{1}{2\pi }\int_{-\pi }^{\pi }{H\left( {{e}^{j\omega }} \right){{e}^{j\omega n}}d\omega } \\ {{h}^{*}}\left[ n \right]&=\frac{1}{2\pi }\int_{-\pi }^{\pi }{{{H}^{*}}\left( {{e}^{j\omega }} \right){{e}^{-j\omega n}}d\omega } \\ \end{aligned}
h[n]h∗[n]=2π1∫−ππH(ejω)ejωndω=2π1∫−ππH∗(ejω)e−jωndω
∑ n = − ∞ ∞ g [ n ] h ∗ [ n ] = ∑ n = − ∞ ∞ g [ n ] { 1 2 π ∫ − π π H ∗ ( e j ω ) e − j ω n d ω } = 1 2 π ∫ − π π H ∗ ( e j ω ) [ ∑ n = − ∞ ∞ g [ n ] e − j ω n ] d ω = 1 2 π ∫ − π π H ∗ ( e j ω ) G ( e j ω ) d ω \begin{aligned} \sum\limits_{n=-\infty }^{\infty }{g\left[ n \right]{{h}^{*}}\left[ n \right]}&=\sum\limits_{n=-\infty }^{\infty }{g\left[ n \right]}\left\{ \frac{1}{2\pi }\int_{-\pi }^{\pi }{{{H}^{*}}\left( {{e}^{j\omega }} \right){{e}^{-j\omega n}}d\omega } \right\} \\ & =\frac{1}{2\pi }\int_{-\pi }^{\pi }{{{H}^{*}}\left( {{e}^{j\omega }} \right)\left[ \sum\limits_{n=-\infty }^{\infty }{g\left[ n \right]{{e}^{-j\omega n}}} \right]}d\omega \\ & =\frac{1}{2\pi }\int_{-\pi }^{\pi }{{{H}^{*}}\left( {{e}^{j\omega }} \right)}G\left( {{e}^{j\omega }} \right)d\omega \end{aligned} n=−∞∑∞g[n]h∗[n]=n=−∞∑∞g[n]{2π1∫−ππH∗(ejω)e−jωndω}=2π1∫−ππH∗(ejω)[n=−∞∑∞g[n]e−jωn]dω=2π1∫−ππH∗(ejω)G(ejω)dω