数字信号处理笔记——离散傅里叶变换定理及其证明

数字信号处理笔记（二）

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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：$★★★★$ (满5颗星)

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设序列 $x[n]$ 、$g[n]$ 、$h[n]$ 的DTFT为$X(e^{j\omega })$ 、$G(e^{j\omega })$ 、$H(e^{j\omega })$ ，m为常数。

序列移位

内容：
$$\begin{array}{rl}x\left[n\right]& =g\left[n-m\right]\\ X\left(e^{j\omega }\right)& =G\left(e^{j\omega }\right)e^{-j\omega m}\end{array}$$
证明：
$$\begin{array}{rl}X\left(e^{j\omega }\right)& =\sum _{n=-\infty }^{\infty }x\left[n\right]e^{-j\omega n}\\ & =\sum _{n=-\infty }^{\infty }g\left[n-m\right]e^{-j\omega n}\\ \stackrel{n-m=k}{\to }& =\sum _{n=-\infty }^{\infty }g\left[k\right]e^{-j\omega \left(m+k\right)}\\ & =e^{-j\omega m}G\left(e^{j\omega }\right)\end{array}$$

频谱移位

内容：
$$\begin{array}{c}x\left[n\right]=e^{j{\omega }_{0}n}g\left[n\right]\\ X\left(e^{j\omega }\right)=G\left(e^{j\left(\omega -{\omega }_0\right)}\right)\end{array}$$
证明：
$$\begin{array}{rl}X\left(e^{j\omega }\right)& =\sum _{n=-\infty }^{\infty }x\left[n\right]e^{-j\omega n}\\ & =\sum _{n=-\infty }^{\infty }{e}^{j{\omega }_{0}n}g\left[n\right]e^{-j\omega n}\\ & =\sum _{n=-\infty }^{\infty }g\left[n\right]e^{-j\left(\omega -{\omega }_0\right)n}\\ & =G\left(e^{j\left(\omega -{\omega }_0\right)}\right)\end{array}$$

卷积定理

内容：
$$\begin{array}{rl}x\left[n\right]& =g\left[n\right]\ast h\left[n\right]\\ X\left(e^{j\omega }\right)& =G\left(e^{j\omega }\right)H\left(e^{j\omega }\right)\end{array}$$
证明：
X ( e j ω ) = ∑ n = − ∞ ∞ x [ n ] e − j ω n = ∑ n = − ∞ ∞ { g [ n ] ∗ h [ n ] } e − j ω n = ∑ n = − ∞ ∞ { ∑ m = − ∞ ∞ g [ m ] h [ n − m ] } e − j ω n = ∑ m = − ∞ ∞ g [ m ] { ∑ n = − ∞ ∞ h [ n − m ] e − j ω n } = ∑ m = − ∞ ∞ g [ m ] H ( e j ω ) e − j ω m = H ( e j ω ) ∑ m = − ∞ ∞ g [ m ] e − j ω m = H ( e j ω ) G ( e j ω ) \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

内容：
$$\begin{array}{rl}x\left[n\right]& =g\left[n\right]h\left[n\right]\\ X\left(e^{j\omega }\right)& =\frac{1}{2\pi }{\int }_{-\pi }^{\pi }G\left(e^{j\theta }\right)H\left(e^{j\left(\omega -\theta \right)}\right)d\theta \end{array}$$
证明：
$$\begin{array}{rl}X\left(e^{j\omega }\right)& =\sum _{n=-\infty }^{\infty }g\left[n\right]h\left[n\right]e^{-j\omega n}\\ & =\sum _{n=-\infty }^{\infty }\left[\frac{1}{2\pi }{\int }_{-\pi }^{\pi }G\left(e^{j{\omega }_1}\right)e^{j{\omega }_{1}n}d{\omega }_1\right]h\left[n\right]e^{-j\omega n}\\ & =\frac{1}{2\pi }{\int }_{-\pi }^{\pi }G\left(e^{j{\omega }_1}\right)\left[\sum _{n=-\infty }^{\infty }h\left[n\right]e^{-j\left(\omega -{\omega }_1\right)n}\right]d{\omega }_1\\ & =\frac{1}{2\pi }{\int }_{-\pi }^{\pi }G\left(e^{j{\omega }_1}\right)H\left(e^{j\left(\omega -{\omega }_1\right)}\right)d{\omega }_1\end{array}$$

频域微分

内容：
$$\begin{array}{rl}x\left[n\right]& =ng\left[n\right]\\ X\left(e^{j\omega }\right)& =j\frac{dG\left(e^{jw}\right)}{d\omega }\end{array}$$
证明：
$$\begin{array}{rl}G\left(e^{j\omega }\right)& =\sum _{n=-\infty }^{\infty }g\left[n\right]e^{-j\omega n}\\ \frac{dG\left(e^{j\omega }\right)}{d\omega }& =-j\sum _{n=-\infty }^{\infty }ng\left[n\right]e^{-j\omega n}\\ ng\left[n\right]& \underset{IDTFT}{\stackrel{DTFT}{⟷}}j\frac{dG\left(e^{j\omega }\right)}{d\omega }\end{array}$$

帕斯瓦尔定理

内容：
$$\{\begin{array}{rl}& \sum _{n=-\infty }^{\infty }g\left[n\right]h^{\ast }\left[n\right]=\frac{1}{2\pi }{\int }_{-\pi }^{\pi }G\left(e^{j\omega }\right)H^{\ast }\left(e^{j\omega }\right)d\omega \\ & \sum _{n=-\infty }^{\infty }{\left|g\left[n\right]\right|}^2=\frac{1}{2\pi }{\int }_{-\pi }^{\pi }{\left|G\left(e^{j\omega }\right)\right|}^{2}d\omega \end{array}$$
证明：
$$\begin{array}{rl}h\left[n\right]& =\frac{1}{2\pi }{\int }_{-\pi }^{\pi }H\left(e^{j\omega }\right)e^{j\omega n}d\omega \\ h^{\ast }\left[n\right]& =\frac{1}{2\pi }{\int }_{-\pi }^{\pi }{H}^{\ast }\left(e^{j\omega }\right)e^{-j\omega n}d\omega \end{array}$$

$$\begin{array}{rl}\sum _{n=-\infty }^{\infty }g\left[n\right]h^{\ast }\left[n\right]& =\sum _{n=-\infty }^{\infty }g\left[n\right]\left\{\frac{1}{2\pi }{\int }_{-\pi }^{\pi }{H}^{\ast }\left(e^{j\omega }\right)e^{-j\omega n}d\omega \right\}\\ & =\frac{1}{2\pi }{\int }_{-\pi }^{\pi }{H}^{\ast }\left(e^{j\omega }\right)\left[\sum _{n=-\infty }^{\infty }g\left[n\right]e^{-j\omega n}\right]d\omega \\ & =\frac{1}{2\pi }{\int }_{-\pi }^{\pi }{H}^{\ast }\left(e^{j\omega }\right)G\left(e^{j\omega }\right)d\omega \end{array}$$