文章目录
- 1. 离散傅里叶变换(Discrete Fourier Transform, DFT)的定义
- 2. DFT 的矩阵算法
- 3. 离散傅里叶变换(DFT)的性质
- 4. 频域取样的点数限制
- 5. 内插公式
- 6. 用 DFT 对连续时间信号逼近的问题
《Josh 的复习总结之数字信号处理》系列文章目录:
Part 1——离散时间信号和系统分析基础
Part 2——离散傅里叶级数 DFS
👉 Part 3——离散傅里叶变换 DFT
Part 4——快速傅里叶变换 FFT
Part 5——部分 FFT 蝶形图
Part 6——数字滤波器的基本结构
Part 7——数字滤波器设计
1. 离散傅里叶变换(Discrete Fourier Transform, DFT)的定义
取离散傅里叶级数的主值,得离散傅里叶变换
X
(
k
)
=
X
~
(
k
)
R
N
(
k
)
=
∑
n
=
0
N
−
1
x
(
n
)
W
N
k
n
,
k
=
0
,
1
,
⋯
,
N
−
1
X\left(k\right)=\widetilde{X}\left(k\right)R_N\left(k\right)=\sum_{n=0}^{N-1}{x\left(n\right)W_N^{kn}},\ \ k=0,1,\cdots,N-1
X(k)=X
(k)RN(k)=n=0∑N−1x(n)WNkn, k=0,1,⋯,N−1
x
(
n
)
=
x
~
(
n
)
R
N
(
n
)
=
1
N
∑
k
=
0
N
−
1
X
(
k
)
W
N
−
k
n
,
n
=
0
,
1
,
⋯
,
N
−
1
x\left(n\right)=\widetilde{x}\left(n\right)R_N\left(n\right)=\frac{1}{N}\sum_{k=0}^{N-1}{X\left(k\right)W_N^{-kn}},\ \ n=0,1,\cdots,N-1
x(n)=x
(n)RN(n)=N1k=0∑N−1X(k)WN−kn, n=0,1,⋯,N−1且
X
~
(
k
)
=
X
(
(
k
)
)
N
,
x
~
(
n
)
=
x
(
(
n
)
)
N
\widetilde{X}\left(k\right)=X\left(\left(k\right)\right)_N,\widetilde{x}\left(n\right)=x\left(\left(n\right)\right)_N
X
(k)=X((k))N,x
(n)=x((n))N。其中
R
N
(
n
)
R_N\left(n\right)
RN(n) 表示矩形序列,表示取主值;
(
(
n
)
)
N
\left(\left(n\right)\right)_N
((n))N 表示
n
n
n 对
N
N
N 取余。
注:不同教材中取主值、取余的符号表述可能不同。
2. DFT 的矩阵算法
若令
X
=
[
X
(
0
)
X
(
1
)
⋯
X
(
N
−
1
)
]
T
,
x
=
[
x
(
0
)
x
(
1
)
⋯
x
(
N
−
1
)
]
T
X=\left[\begin{matrix}X\left(0\right)&X\left(1\right)&\cdots&X\left(N-1\right)\\\end{matrix}\right]^\mathrm{T},x=\left[\begin{matrix}x\left(0\right)&x\left(1\right)&\cdots&x\left(N-1\right)\\\end{matrix}\right]^\mathrm{T}
X=[X(0)X(1)⋯X(N−1)]T,x=[x(0)x(1)⋯x(N−1)]T,则 DFT 和 IDFT 可分别表示为
X
=
D
N
x
,
x
=
D
N
−
1
X
X=D_Nx,\ \ x=D_N^{-1}X
X=DNx, x=DN−1X其中 Vandermonde 矩阵
D
N
=
[
1
1
1
⋯
1
1
W
N
1
W
N
2
⋯
W
N
(
N
−
1
)
1
W
N
2
W
N
4
⋯
W
N
2
(
N
−
1
)
⋮
⋮
⋮
⋮
1
W
N
(
N
−
1
)
W
N
2
(
N
−
1
)
⋯
W
N
(
N
−
1
)
2
]
D_N=\left[\begin{matrix}1&1&1&\cdots&1\\1&W_N^1&W_N^2&\cdots&W_N^{\left(N-1\right)}\\1&W_N^2&W_N^4&\cdots&W_N^{2\left(N-1\right)}\\\vdots&\vdots&\vdots&&\vdots\\1&W_N^{\left(N-1\right)}&W_N^{2\left(N-1\right)}&\cdots&W_N^{\left(N-1\right)^2}\\\end{matrix}\right]
DN=⎣⎢⎢⎢⎢⎢⎢⎡111⋮11WN1WN2⋮WN(N−1)1WN2WN4⋮WN2(N−1)⋯⋯⋯⋯1WN(N−1)WN2(N−1)⋮WN(N−1)2⎦⎥⎥⎥⎥⎥⎥⎤
D
N
−
1
=
1
N
[
1
1
1
⋯
1
1
W
N
−
1
W
N
−
2
⋯
W
N
−
(
N
−
1
)
1
W
N
−
2
W
N
−
4
⋯
W
N
−
2
(
N
−
1
)
⋮
⋮
⋮
⋮
1
W
N
−
(
N
−
1
)
W
N
−
2
(
N
−
1
)
⋯
W
N
−
(
N
−
1
)
2
]
D_N^{-1}=\frac{1}{N}\left[\begin{matrix}1&1&1&\cdots&1\\1&W_N^{-1}&W_N^{-2}&\cdots&W_N^{-\left(N-1\right)}\\1&W_N^{-2}&W_N^{-4}&\cdots&W_N^{-2\left(N-1\right)}\\\vdots&\vdots&\vdots&&\vdots\\1&W_N^{-\left(N-1\right)}&W_N^{-2\left(N-1\right)}&\cdots&W_N^{-\left(N-1\right)^2}\\\end{matrix}\right]
DN−1=N1⎣⎢⎢⎢⎢⎢⎢⎡111⋮11WN−1WN−2⋮WN−(N−1)1WN−2WN−4⋮WN−2(N−1)⋯⋯⋯⋯1WN−(N−1)WN−2(N−1)⋮WN−(N−1)2⎦⎥⎥⎥⎥⎥⎥⎤且有
D
N
−
1
=
1
N
D
N
∗
D_N^{-1}=\dfrac{1}{N}D_N^\ast
DN−1=N1DN∗。
3. 离散傅里叶变换(DFT)的性质
3.1 线性性质
D F T [ a x 1 ( n ) + b x 2 ( n ) ] = a X 1 ( k ) + b X 2 ( k ) \mathrm{DFT}\left[ax_1\left(n\right)+{bx}_2\left(n\right)\right]=aX_1\left(k\right)+bX_2\left(k\right) DFT[ax1(n)+bx2(n)]=aX1(k)+bX2(k)
3.2 用正变换计算逆变换
x
(
n
)
=
1
N
[
∑
k
=
0
N
−
1
X
∗
(
k
)
W
N
n
k
]
∗
,
n
=
0
,
1
,
⋯
,
N
−
1
x\left(n\right)=\frac{1}{N}\left[\sum_{k=0}^{N-1}{X^\ast\left(k\right)W_N^{nk}}\right]^\ast,\ \ n=0,1,\cdots,N-1
x(n)=N1[k=0∑N−1X∗(k)WNnk]∗, n=0,1,⋯,N−1证明:
1
N
[
∑
k
=
0
N
−
1
X
∗
(
k
)
W
N
n
k
]
∗
=
1
N
[
∑
k
=
0
N
−
1
X
(
k
)
W
N
−
n
k
]
=
x
(
n
)
\frac{1}{N}\left[\sum_{k=0}^{N-1}{X^\ast\left(k\right)W_N^{nk}}\right]^\ast=\frac{1}{N}\left[\sum_{k=0}^{N-1}{X\left(k\right)W_N^{-nk}}\right]=x\left(n\right)
N1[k=0∑N−1X∗(k)WNnk]∗=N1[k=0∑N−1X(k)WN−nk]=x(n)
3.3 对称定理
D
F
T
[
1
N
X
(
n
)
]
=
x
(
−
k
)
=
x
(
N
−
k
)
\mathrm{DFT}\left[\frac{1}{N}X\left(n\right)\right]=x\left(-k\right)=x\left(N-k\right)
DFT[N1X(n)]=x(−k)=x(N−k)证明:
x
(
−
n
)
=
x
(
N
−
n
)
=
1
N
∑
k
=
0
N
−
1
X
(
k
)
W
N
−
(
N
−
n
)
k
=
1
N
∑
k
=
0
N
−
1
X
(
k
)
W
N
n
k
⟹
x
(
−
k
)
=
x
(
N
−
k
)
=
∑
n
=
0
N
−
1
[
X
(
n
)
N
]
W
N
k
n
=
D
F
T
[
X
(
n
)
N
]
\begin{aligned} &x\left(-n\right)=x\left(N-n\right)=\frac{1}{N}\sum_{k=0}^{N-1}{X\left(k\right)W_N^{-\left(N-n\right)k}}=\frac{1}{N}\sum_{k=0}^{N-1}{X\left(k\right)W_N^{nk}} \\ \Longrightarrow &x\left(-k\right)=x\left(N-k\right)=\sum_{n=0}^{N-1}{\left[\frac{X\left(n\right)}{N}\right]W_N^{kn}}=\mathrm{DFT}\left[\frac{X\left(n\right)}{N}\right] \end{aligned}
⟹x(−n)=x(N−n)=N1k=0∑N−1X(k)WN−(N−n)k=N1k=0∑N−1X(k)WNnkx(−k)=x(N−k)=n=0∑N−1[NX(n)]WNkn=DFT[NX(n)]
3.4 反转定理
D
F
T
[
x
(
−
n
)
]
=
X
(
−
k
)
\mathrm{DFT}\left[x\left(-n\right)\right]=X\left(-k\right)
DFT[x(−n)]=X(−k)证明:
D
F
T
[
x
(
−
n
)
]
=
∑
n
=
0
N
−
1
x
(
−
n
)
W
N
n
k
=
令
m
=
−
n
∑
m
=
−
(
N
−
1
)
0
x
(
m
)
W
N
−
m
k
=
∑
m
=
0
N
−
1
x
(
m
)
W
N
m
⋅
(
−
k
)
=
X
(
−
k
)
\mathrm{DFT}\left[x\left(-n\right)\right]=\sum_{n=0}^{N-1}{x\left(-n\right)W_N^{nk}}\xlongequal{令m=-n}\sum_{m=-\left(N-1\right)}^{0}{x\left(m\right)W_N^{-mk}}=\sum_{m=0}^{N-1}{x\left(m\right)W_N^{m\cdot\left(-k\right)}}=X\left(-k\right)
DFT[x(−n)]=n=0∑N−1x(−n)WNnk令m=−nm=−(N−1)∑0x(m)WN−mk=m=0∑N−1x(m)WNm⋅(−k)=X(−k)
3.5 序列的总和
∑ n = 0 N − 1 x ( n ) = ∑ n = 0 N − 1 x ( n ) W N k n ∣ k = 0 = X ( k ) ∣ k = 0 = X ( 0 ) \sum_{n=0}^{N-1}x\left(n\right)=\left.\sum_{n=0}^{N-1}{x\left(n\right)W_N^{kn}}\right|_{k=0}\left.=X\left(k\right)\right|_{k=0}=X\left(0\right) n=0∑N−1x(n)=n=0∑N−1x(n)WNkn∣∣∣∣∣k=0=X(k)∣k=0=X(0)
3.6 序列的起始值
x ( 0 ) = 1 N ∑ k = 0 N − 1 X ( k ) W N − k n ∣ n = 0 = 1 N ∑ k = 0 N − 1 X ( k ) x\left(0\right)=\frac{1}{N}\left.\sum_{k=0}^{N-1}{X\left(k\right)W_N^{-kn}}\right|_{n=0}=\frac{1}{N}\sum_{k=0}^{N-1}X\left(k\right) x(0)=N1k=0∑N−1X(k)WN−kn∣∣∣∣∣n=0=N1k=0∑N−1X(k)
3.7 延长序列的 DFT
将
N
N
N 点长序列
x
(
n
)
(
n
=
1
,
2
,
⋯
,
N
−
1
)
x\left(n\right)\left(n=1,2,\cdots,N-1\right)
x(n)(n=1,2,⋯,N−1) 补零延长
r
N
rN
rN 点得到序列
g
(
n
)
g\left(n\right)
g(n),即
g
(
n
)
=
{
x
(
n
)
,
n
=
0
,
1
,
⋯
,
N
−
1
0
,
n
=
N
,
N
+
1
,
⋯
r
N
−
1
g\left(n\right)= \begin{aligned} \begin{cases} x(n),&n=0,1,⋯,N-1\\ 0,&n=N,N+1,⋯rN-1 \end{cases} \end{aligned}
g(n)={x(n),0,n=0,1,⋯,N−1n=N,N+1,⋯rN−1则
g
(
n
)
g\left(n\right)
g(n) 的DFT
G
(
k
)
=
D
F
T
[
g
(
n
)
]
=
∑
n
=
0
r
N
−
1
g
(
n
)
e
−
j
2
π
n
k
r
N
=
∑
n
=
0
N
−
1
g
(
n
)
e
−
j
2
π
n
(
k
r
)
N
=
X
(
k
r
)
,
k
=
0
,
1
,
⋯
,
r
N
−
1
\begin{aligned} G\left(k\right)&=\mathrm{DFT}\left[g\left(n\right)\right]=\sum_{n=0}^{rN-1}{g\left(n\right)e^{-j\frac{2\pi nk}{rN}}}=\sum_{n=0}^{N-1}{g\left(n\right)e^{-j\frac{2\pi n\left(\frac{k}{r}\right)}{N}}} \\ &=X\left(\frac{k}{r}\right),\ \ k=0,1,\cdots,rN-1\ \end{aligned}
G(k)=DFT[g(n)]=n=0∑rN−1g(n)e−jrN2πnk=n=0∑N−1g(n)e−jN2πn(rk)=X(rk), k=0,1,⋯,rN−1 由此,
G
(
k
)
G\left(k\right)
G(k) 与
X
(
k
)
X\left(k\right )
X(k)具有相同的形状,但
G
(
k
)
G\left(k\right)
G(k) 的频谱间隔比
X
(
k
)
X\left(k\right)
X(k) 的小。即通过补零,频谱变得更加细致。但是补零不能提高频谱分辨能力。
3.8 有限长序列的圆周特性
3.8.1 圆周移位(周期化→移位→取主值)
x ( ( n − m ) ) N R N ( n ) = { x ( n − m ) , m ⩽ n ⩽ N − 1 x ( N − m + n ) , 0 ⩽ n ⩽ m x\left(\left(n-m\right)\right)_NR_N\left(n\right)= \begin{aligned} \begin{cases} x\left(n-m\right),&m\leqslant n\leqslant N-1 \\ x\left(N-m+n\right),&0\leqslant n\leqslant m \end{cases} \end{aligned} x((n−m))NRN(n)={x(n−m),x(N−m+n),m⩽n⩽N−10⩽n⩽m
3.9.2 圆周反转(周期化→反转→取主值)
x ( ( − n ) ) N R N ( n ) = { x ( 0 ) , n = 0 x ( N − n ) , 1 ⩽ n ⩽ N − 1 x\left(\left(-n\right)\right)_NR_N\left(n\right)= \begin{aligned} \begin{cases} x\left(0\right),&n=0 \\ x\left(N-n\right),&1\leqslant n\leqslant N-1 \end{cases} \end{aligned} x((−n))NRN(n)={x(0),x(N−n),n=01⩽n⩽N−1
3.8.3 有限长序列的时间圆周移位定理(可以通过 DFS 证明)
D F T [ x ( ( n + m ) ) N R N ( n ) ] = W N − m k X ( k ) \mathrm{DFT}\left[x\left(\left(n+m\right)\right)_NR_N\left(n\right)\right]=W_N^{-mk}X\left(k\right) DFT[x((n+m))NRN(n)]=WN−mkX(k)由此,有限长序列的圆周移位导致频谱线性相移,而对频谱幅度无影响。
3.8.4 限长序列的频率圆周移位定理(调制特性,可以通过 DFS 证明)
I
D
F
T
[
X
(
(
k
+
l
)
)
N
R
N
(
k
)
]
=
W
N
n
l
x
(
n
)
=
e
−
j
2
π
N
n
l
x
(
n
)
\mathrm{IDFT}\left[X\left(\left(k+l\right)\right)_NR_N\left(k\right)\right]=W_N^{nl}x\left(n\right)=e^{-j\frac{2\pi}{N}nl}x\left(n\right)
IDFT[X((k+l))NRN(k)]=WNnlx(n)=e−jN2πnlx(n)由此,时域序列的调制等效于频域的圆周移位,且可以推得
D
F
T
[
x
(
n
)
cos
(
2
π
n
l
N
)
]
=
1
2
[
X
(
(
k
−
l
)
)
N
+
X
(
(
k
+
l
)
)
N
]
R
N
(
k
)
\mathrm{DFT}\left[x\left(n\right)\cos{\left(\frac{2\pi nl}{N}\right)}\right]=\frac{1}{2}\left[X\left(\left(k-l\right)\right)_N+X\left(\left(k+l\right)\right)_N\right]R_N\left(k\right)
DFT[x(n)cos(N2πnl)]=21[X((k−l))N+X((k+l))N]RN(k)
D
F
T
[
x
(
n
)
sin
(
2
π
n
l
N
)
]
=
1
2
[
X
(
(
k
−
l
)
)
N
−
X
(
(
k
+
l
)
)
N
]
R
N
(
k
)
\mathrm{DFT}\left[x\left(n\right)\sin{\left(\frac{2\pi nl}{N}\right)}\right]=\frac{1}{2}\left[X\left(\left(k-l\right)\right)_N-X\left(\left(k+l\right)\right)_N\right]R_N\left(k\right)
DFT[x(n)sin(N2πnl)]=21[X((k−l))N−X((k+l))N]RN(k)
3.8.5 DFT的圆周对称性
3.8.5.1 奇序列和偶序列的 DFT
奇序列的 DFT
x
(
n
)
=
−
x
(
−
n
)
=
−
x
(
(
−
n
)
)
N
R
N
(
n
)
→
X
(
k
)
=
−
X
(
−
k
)
=
−
X
(
(
N
−
k
)
)
N
R
N
(
k
)
x\left(n\right)=-x\left(-n\right)=-x\left(\left(-n\right)\right)_NR_N\left(n\right)\rightarrow X\left(k\right)=-X\left(-k\right)=-X\left(\left(N-k\right)\right)_NR_N\left(k\right)
x(n)=−x(−n)=−x((−n))NRN(n)→X(k)=−X(−k)=−X((N−k))NRN(k)偶序列的 DFT
x
(
n
)
=
x
(
−
n
)
=
x
(
(
−
n
)
)
N
R
N
(
n
)
→
X
(
k
)
=
X
(
−
k
)
=
X
(
(
N
−
k
)
)
N
R
N
(
k
)
x\left(n\right)=x\left(-n\right)=x\left(\left(-n\right)\right)_NR_N\left(n\right)\rightarrow X\left(k\right)=X\left(-k\right)=X\left(\left(N-k\right)\right)_NR_N\left(k\right)
x(n)=x(−n)=x((−n))NRN(n)→X(k)=X(−k)=X((N−k))NRN(k)
3.8.5.2 序列的对称分解
普通序列
x
(
n
)
x\left(n\right)
x(n) 的共轭对称分量和共轭反对称分量分别为
x
e
(
n
)
=
1
2
[
x
(
n
)
+
x
∗
(
−
n
)
]
,
x
o
(
n
)
=
1
2
[
x
(
n
)
−
x
∗
(
−
n
)
]
x_e\left(n\right)=\frac{1}{2}\left[x\left(n\right)+x^\ast\left(-n\right)\right],\ \ x_o\left(n\right)=\frac{1}{2}\left[x\left(n\right)-x^\ast\left(-n\right)\right]
xe(n)=21[x(n)+x∗(−n)], xo(n)=21[x(n)−x∗(−n)]对有限长序列的 DFT 进行分析时,定义周期共轭对称分量和周期共轭反对称分量分别为
x
e
p
(
n
)
=
1
2
[
x
(
(
n
)
)
N
+
x
∗
(
(
−
n
)
)
N
]
R
N
(
n
)
=
1
2
[
x
(
n
)
+
x
∗
(
N
−
n
)
]
x_{ep}\left(n\right)=\frac{1}{2}\left[x\left(\left(n\right)\right)_N+x^\ast\left(\left(-n\right)\right)_N\right]R_N\left(n\right)=\frac{1}{2}\left[x\left(n\right)+x^\ast\left(N-n\right)\right]
xep(n)=21[x((n))N+x∗((−n))N]RN(n)=21[x(n)+x∗(N−n)]
x
o
p
(
n
)
=
1
2
[
x
(
(
n
)
)
N
−
x
∗
(
(
−
n
)
)
N
]
R
N
(
n
)
=
1
2
[
x
(
n
)
−
x
∗
(
N
−
n
)
]
x_{op}\left(n\right)=\frac{1}{2}\left[x\left(\left(n\right)\right)_N-x^\ast\left(\left(-n\right)\right)_N\right]R_N\left(n\right)=\frac{1}{2}\left[x\left(n\right)-x^\ast\left(N-n\right)\right]
xop(n)=21[x((n))N−x∗((−n))N]RN(n)=21[x(n)−x∗(N−n)]二者关系为
x
e
p
(
n
)
=
[
x
e
(
n
)
+
x
e
(
n
−
N
)
]
R
N
(
n
)
,
x
o
p
(
n
)
=
[
x
o
(
n
)
+
x
o
(
n
−
N
)
]
R
N
(
n
)
x_{ep}\left(n\right)=\left[x_e\left(n\right)+x_e\left(n-N\right)\right]R_N\left(n\right),\ \ x_{op}\left(n\right)=\left[x_o\left(n\right)+x_o\left(n-N\right)\right]R_N\left(n\right)
xep(n)=[xe(n)+xe(n−N)]RN(n), xop(n)=[xo(n)+xo(n−N)]RN(n)
3.8.5.3 共轭复序列的 DFT
D
F
T
[
x
∗
(
n
)
]
=
X
∗
(
(
N
−
k
)
)
N
\mathrm{DFT}\left[x^\ast\left(n\right)\right]=X^\ast\left(\left(N-k\right)\right)_N
DFT[x∗(n)]=X∗((N−k))N
D
F
T
[
x
∗
(
−
n
)
]
=
X
∗
(
k
)
\mathrm{DFT}\left[x^\ast\left(-n\right)\right]=X^\ast\left(k\right)
DFT[x∗(−n)]=X∗(k)证明:
D
F
T
[
x
∗
(
n
)
]
=
∑
n
=
0
N
−
1
x
∗
(
n
)
W
N
k
n
=
[
∑
n
=
0
N
−
1
x
(
n
)
W
N
−
k
n
]
∗
=
X
∗
(
−
k
)
=
X
∗
(
(
N
−
k
)
)
N
\mathrm{DFT}\left[x^\ast\left(n\right)\right]=\sum_{n=0}^{N-1}{x^\ast\left(n\right)W_N^{kn}}=\left[\sum_{n=0}^{N-1}{x\left(n\right)W_N^{-kn}}\right]^\ast=X^\ast\left(-k\right)=X^\ast\left(\left(N-k\right)\right)_N
DFT[x∗(n)]=n=0∑N−1x∗(n)WNkn=[n=0∑N−1x(n)WN−kn]∗=X∗(−k)=X∗((N−k))N
D
F
T
[
x
∗
(
−
n
)
]
=
∑
n
=
0
N
−
1
x
∗
(
−
n
)
W
N
k
n
=
[
∑
n
=
0
N
−
1
x
(
−
n
)
W
N
−
k
n
]
∗
=
[
∑
m
=
−
N
+
1
0
x
(
m
)
W
N
k
m
]
∗
=
[
∑
n
=
0
N
−
1
x
(
n
)
W
N
k
n
]
∗
=
X
∗
(
k
)
\begin{aligned} \mathrm{DFT}\left[x^\ast\left(-n\right)\right]&=\sum_{n=0}^{N-1}{x^\ast\left(-n\right)W_N^{kn}}=\left[\sum_{n=0}^{N-1}{x\left(-n\right)W_N^{-kn}}\right]^\ast \\ &=\left[\sum_{m=-N+1}^{0}{x\left(m\right)W_N^{km}}\right]^\ast=\left[\sum_{n=0}^{N-1}{x\left(n\right)W_N^{kn}}\right]^\ast=X^\ast\left(k\right) \end{aligned}
DFT[x∗(−n)]=n=0∑N−1x∗(−n)WNkn=[n=0∑N−1x(−n)WN−kn]∗=[m=−N+1∑0x(m)WNkm]∗=[n=0∑N−1x(n)WNkn]∗=X∗(k)
3.8.5.4 复数序列的 DFT
x
(
n
)
=
x
r
(
n
)
+
j
x
i
(
n
)
x\left(n\right)=x_r\left(n\right)+jx_i\left(n\right)
x(n)=xr(n)+jxi(n)
↕
↕
\quad\quad\quad\updownarrow\qquad\quad \updownarrow
↕↕
X
(
k
)
=
X
e
p
(
k
)
+
X
o
p
(
k
)
X\left(k\right)=X_{ep}\left(k\right)+X_{op}\left(k\right)
X(k)=Xep(k)+Xop(k)证明:
X
e
p
(
k
)
=
D
F
T
[
x
r
(
n
)
]
=
1
2
D
F
T
[
x
(
n
)
+
x
∗
(
n
)
]
=
1
2
[
X
(
k
)
+
X
∗
(
N
−
k
)
]
X_{ep}\left(k\right)=\mathrm{DFT}\left[x_r\left(n\right)\right]=\frac{1}{2}\mathrm{DFT}\left[x\left(n\right)+x^\ast\left(n\right)\right]=\frac{1}{2}\left[X\left(k\right)+X^\ast\left(N-k\right)\right]
Xep(k)=DFT[xr(n)]=21DFT[x(n)+x∗(n)]=21[X(k)+X∗(N−k)]
X
o
p
(
k
)
=
D
F
T
[
j
x
i
(
n
)
]
=
1
2
D
F
T
[
x
(
n
)
−
x
∗
(
n
)
]
=
1
2
[
X
(
k
)
+
X
∗
(
N
−
k
)
]
X_{op}\left(k\right)=\mathrm{DFT}\left[{jx}_i\left(n\right)\right]=\frac{1}{2}\mathrm{DFT}\left[x\left(n\right)-x^\ast\left(n\right)\right]=\frac{1}{2}\left[X\left(k\right)+X^\ast\left(N-k\right)\right]
Xop(k)=DFT[jxi(n)]=21DFT[x(n)−x∗(n)]=21[X(k)+X∗(N−k)]且由 3.8.5.3 共轭复序列的 DFT 可推知
X
e
p
(
k
)
=
X
e
p
∗
(
N
−
k
)
(
实
部
相
等
,
虚
部
相
反
)
X_{ep}\left(k\right)=X_{ep}^\ast\left(N-k\right)\ \ \ (实部相等,虚部相反)
Xep(k)=Xep∗(N−k) (实部相等,虚部相反)
X
o
p
(
k
)
=
−
X
o
p
∗
(
N
−
k
)
(
实
部
相
反
,
虚
部
相
等
)
X_{op}\left(k\right)=-X_{op}^\ast\left(N-k\right)(实部相反,虚部相等)
Xop(k)=−Xop∗(N−k)(实部相反,虚部相等)
3.8.5.5 DFT 的奇偶虚实特性
x ( n ) x(n) x(n) | X ( k ) X(k) X(k) |
---|---|
偶 | 偶 |
奇 | 奇 |
实 | 实部为偶,虚部为奇 |
虚 | 实部为奇,虚部为偶 |
实偶 | 实偶 |
实奇 | 虚奇 |
虚偶 | 虚偶 |
虚奇 | 实奇 |
3.8.6 圆周卷积定理
注:此处用 ⊙ \odot ⊙ 表示圆周卷积,不同教材中圆周卷积的符号表述可能不同。
3.8.6.1 时域圆周卷积定理
x ( n ) = x 1 ( n ) ⊙ x 2 ( n ) = y ~ ( n ) = ∑ m = 0 N − 1 x 1 ( m ) [ x 2 ( ( n − m ) ) N R N ( n ) ] = I D F T [ X 1 ( k ) ⋅ X 2 ( k ) ] \begin{aligned} x\left(n\right)=x_1\left(n\right)\odot x_2\left(n\right)&=\widetilde{y}\left(n\right)=\sum_{m=0}^{N-1}{x_1\left(m\right)\left[x_2\left(\left(n-m\right)\right)_NR_N\left(n\right)\right]} \\ &=\mathrm{IDFT}\left[X_1\left(k\right)\cdot X_2\left(k\right)\right] \end{aligned} x(n)=x1(n)⊙x2(n)=y (n)=m=0∑N−1x1(m)[x2((n−m))NRN(n)]=IDFT[X1(k)⋅X2(k)]
3.8.6.2 频域圆周卷积定理
X ( k ) = X 1 ( k ) ⊙ X 2 ( k ) = X ~ ( k ) R N ( k ) = 1 N ∑ l = 0 N − 1 X 1 ( l ) [ X 2 ( ( k − l ) ) N R N ( k ) ] = D F T [ x 1 ( n ) ⋅ x 2 ( n ) ] \begin{aligned} X\left(k\right)=X_1\left(k\right)\odot X_2\left(k\right)&=\widetilde{X}\left(k\right)R_N\left(k\right)=\frac{1}{N}\sum_{l=0}^{N-1}{X_1\left(l\right)\left[X_2\left(\left(k-l\right)\right)_NR_N\left(k\right)\right]} \\ &=\mathrm{DFT}\left[x_1\left(n\right)\cdot x_2\left(n\right)\right] \end{aligned} X(k)=X1(k)⊙X2(k)=X (k)RN(k)=N1l=0∑N−1X1(l)[X2((k−l))NRN(k)]=DFT[x1(n)⋅x2(n)]
3.8.6.3 圆周卷积和线性卷积的关系
长度为
L
L
L 的序列
x
1
(
n
)
x_1\left(n\right)
x1(n) 和长度为
M
M
M 的序列
x
2
(
n
)
x_2\left(n\right)
x2(n) 的周期卷积是二者的线性卷积的以
N
N
N 为周期的周期延拓,若满足
N
⩾
L
+
M
−
1
N\geqslant L+M-1
N⩾L+M−1则周期卷积的主值序列即圆周卷积与线性卷积完全相同,即
x
1
(
n
)
⊙
x
2
(
n
)
=
x
1
(
n
)
∗
x
2
(
n
)
x_1\left(n\right)\odot x_2\left(n\right)=x_1\left(n\right)\ast x_2\left(n\right)
x1(n)⊙x2(n)=x1(n)∗x2(n)
3.8.6.4 圆周卷积的矩阵算法
y = h ⊙ x = [ h 1 0 ⋯ 0 h m ⋯ h 2 h 1 ⋯ 0 0 ⋯ ⋮ ⋮ ⋮ ⋮ ⋯ h m h m − 1 ⋯ 0 0 ⋯ 0 h m ⋯ h 1 0 ⋯ 0 0 ⋮ h 1 ⋯ ⋮ ⋮ h m − 1 ⋮ ⋯ 0 0 ⋯ h m h m − 1 ⋯ ] N × N ⋅ [ x 1 x 2 ⋮ x n 0 ⋮ 0 ] N × 1 y=h\odot x=\left[\begin{matrix}h_1&0&\cdots&0&h_m&\cdots\\h_2&h_1&\cdots&0&0&\cdots\\\vdots&\vdots&&\vdots&\vdots&\cdots\\h_m&h_{m-1}&\cdots&0&0&\cdots\\0&h_m&\cdots&h_1&0&\cdots\\0&0&&\vdots&h_1&\cdots\\\vdots&\vdots&&h_{m-1}&\vdots&\cdots\\0&0&\cdots&h_m&h_{m-1}&\cdots\\\end{matrix}\right]_{N\times N}\cdot\left[\begin{matrix}x_1\\x_2\\\vdots\\x_n\\0\\\vdots\\0\\\end{matrix}\right]_{N\times1} y=h⊙x=⎣⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎡h1h2⋮hm00⋮00h1⋮hm−1hm0⋮0⋯⋯⋯⋯⋯00⋮0h1⋮hm−1hmhm0⋮00h1⋮hm−1⋯⋯⋯⋯⋯⋯⋯⋯⎦⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎤N×N⋅⎣⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎡x1x2⋮xn0⋮0⎦⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎤N×1也可先计算线性卷积以 N N N 为周期进行周期化后取主值得到圆周卷积。注意周期化时 N < m + n − 1 N<m+n-1 N<m+n−1 的情况,此时会出现重叠,重叠部分相加后才是圆周卷积的结果。
3.8.7 重叠相加法和重叠保留法
例 已知序列
x
(
n
)
=
{
2
,
−
3
,
4
,
5
,
−
6
,
7
,
8
,
−
9
,
−
10
,
11
,
−
12
,
−
13
,
−
14
}
(
0
⩽
n
⩽
12
)
x\left(n\right)=\left\{2,-3,4,5,-6,7,8,-9,-10,11,-12,-13,-14\right\}\left(0\leqslant n\leqslant12\right)
x(n)={2,−3,4,5,−6,7,8,−9,−10,11,−12,−13,−14}(0⩽n⩽12)
h
(
n
)
=
{
1
,
−
2
,
−
3
}
(
0
⩽
n
⩽
2
)
h\left(n\right)=\left\{1,-2,-3\right\}(0\leqslant n\leqslant2)
h(n)={1,−2,−3}(0⩽n⩽2) 试分别用重叠相加法和重叠保留法计算线性卷积,取分段长度
L
=
5
L=5
L=5。
解:①重叠相加法
将长序列
x
(
n
)
x\left(n\right)
x(n) 分段,每段长度为
5
5
5
x
1
(
n
)
=
{
2
,
−
3
,
4
,
5
,
−
6
}
x
2
(
n
)
=
{
7
,
8
,
−
9
,
−
10
,
11
}
x
3
(
n
)
=
{
−
12
,
−
13
,
−
14
}
\begin{aligned} &x_1\left(n\right)=\left\{2,-3,4,5,-6\right\} \\ &x_2\left(n\right)=\left\{7,8,-9,-10,11\right\} \\ &x_3\left(n\right)=\left\{ -12,-13,-14\right\} \end{aligned}
x1(n)={2,−3,4,5,−6}x2(n)={7,8,−9,−10,11}x3(n)={−12,−13,−14} 用圆周卷积计算计算各段与
h
(
n
)
h\left(n\right)
h(n) 的线性卷积,下划线标注部分是需要重叠相加的部分
y
1
(
n
)
=
{
2
,
−
7
,
4
,
6
,
−
28
,
−
3
,
18
‾
}
y
2
(
n
)
=
{
7
,
−
6
‾
,
−
46
,
−
16
,
58
,
8
,
−
33
‾
}
y
3
(
n
)
=
{
−
12
,
11
‾
,
48
,
67
,
42
}
\begin{aligned} &y_1\left(n\right)=\left\{2,-7,4,6,-28,\underline{-3,18}\right\}\\ &y_2\left(n\right)=\left\{\underline{7,-6},-46,-16,58,\underline{8,-33}\right\}\\ &y_3\left(n\right)=\left\{\underline{-12,11},48,67,42\right\} \end{aligned}
y1(n)={2,−7,4,6,−28,−3,18}y2(n)={7,−6,−46,−16,58,8,−33}y3(n)={−12,11,48,67,42} 将各段结果重叠相加,连接成线性卷积结果
y
(
n
)
=
{
2
,
−
7
,
4
,
6
,
−
28
,
4
,
12
,
−
46
,
−
16
,
58
,
−
4
,
−
22
,
48
,
67
,
42
}
y\left(n\right)=\left\{2,-7,4,6,-28,\mathbf{4},\mathbf{12},-46,-16,58,-\mathbf{4},-\mathbf{22},48,67,42\right\}
y(n)={2,−7,4,6,−28,4,12,−46,−16,58,−4,−22,48,67,42}
②重叠保留法
将长序列
x
(
n
)
x\left(n\right)
x(n) 分段,每段长度为
5
5
5
x
1
(
n
)
=
{
0
,
0
,
2
‾
,
−
3
,
4
}
x
2
(
n
)
=
{
−
3
,
4
‾
,
5
,
−
6
,
7
}
x
3
(
n
)
=
{
−
6
,
−
7
‾
,
8
,
−
9
,
−
10
}
x
4
(
n
)
=
{
−
9
,
−
10
‾
,
11
,
−
12
,
−
13
}
x
5
(
n
)
=
{
−
12
,
−
13
‾
,
−
14
,
0
,
0
}
\begin{aligned} &x_1\left(n\right)=\left\{\underline{0,0,2},-3,4\right\}\\ &x_2\left(n\right)=\left\{\underline{-3,4},5,-6,7\right\}\\ &x_3\left(n\right)=\left\{\underline{-6,-7},8,-9,-10\right\}\\ &x_4\left(n\right)=\left\{\underline{-9,-10},11,-12,-13\right\}\\ &x_5\left(n\right)=\left\{\underline{-12,-13},-14,0,0\right\} \end{aligned}
x1(n)={0,0,2,−3,4}x2(n)={−3,4,5,−6,7}x3(n)={−6,−7,8,−9,−10}x4(n)={−9,−10,11,−12,−13}x5(n)={−12,−13,−14,0,0} 用圆周卷积计算计算各段与
h
(
n
)
h\left(n\right)
h(n) 的线性卷积,下划线标注部分是需要舍去的部分
y
1
(
n
)
=
{
1
,
−
12
‾
,
2
,
−
7
,
4
}
y
2
(
n
)
=
{
1
,
−
11
‾
,
6
,
28
,
4
}
y
3
(
n
)
=
{
41
,
49
‾
,
12
,
−
46
,
−
16
}
y
4
(
n
)
=
{
53
,
47
‾
,
58
,
−
4
,
−
22
}
y
5
(
n
)
=
{
−
12
,
11
‾
,
48
,
67
,
42
}
\begin{aligned} &y_1\left(n\right)=\left\{\underline{1,-12},2,-7,4\right\}\\ &y_2\left(n\right)=\left\{\underline{1,-11},6,28,4\right\}\\ &y_3\left(n\right)=\left\{\underline{41,49},12,-46,-16\right\}\\ &y_4\left(n\right)=\left\{\underline{53,47},58,-4,-22\right\}\\ &y_5\left(n\right)=\left\{\underline{-12,11},48,67,42\right\} \end{aligned}
y1(n)={1,−12,2,−7,4}y2(n)={1,−11,6,28,4}y3(n)={41,49,12,−46,−16}y4(n)={53,47,58,−4,−22}y5(n)={−12,11,48,67,42} 将各段重叠部分舍去,连接成线性卷积结果
y
(
n
)
=
{
2
,
−
7
,
4
,
6
,
−
28
,
4
,
12
,
−
46
,
−
16
,
58
,
−
4
,
−
22
,
48
,
67
,
42
}
y\left(n\right)=\left\{2,-7,4,6,-28,4,12,-46,-16,58,-4,-22,48,67,42\right\}
y(n)={2,−7,4,6,−28,4,12,−46,−16,58,−4,−22,48,67,42}
3.9 Parseval 定理(能量守恒)
∑ n = 0 N − 1 x 2 ( n ) = 1 N ∑ k = 0 N − 1 ∣ X ( k ) ∣ 2 \sum_{n=0\ }^{N-1}{x^2\left(n\right)}=\frac{1}{N}\sum_{k=0}^{N-1}\left|X\left(k\right)\right|^2 n=0 ∑N−1x2(n)=N1k=0∑N−1∣X(k)∣2
3.10 DFT 与 z z z 变换
X ( k ) = ∑ n = 0 N − 1 x ( n ) W N n k = ∑ n = 0 N − 1 x ( n ) e − j 2 π N n k = ∑ n = 0 N − 1 x ( n ) z − n ∣ z = e j 2 π N k = X ( z ) ∣ z = e j 2 π N k = ∑ n = 0 N − 1 x ( n ) e − j ω n ∣ ω = 2 π N k ( k = 0 , 1 , ⋯ , N − 1 ) \begin{aligned} X\left(k\right)&=\sum_{n=0}^{N-1}{x\left(n\right)W_N^{nk}}=\sum_{n=0}^{N-1}{x\left(n\right)e^{-j\frac{2\pi}{N}nk}}=\left.\sum_{n=0}^{N-1}{x\left(n\right)z^{-n}}\right|_{z=e^{j\frac{2\pi}{N}k}} \\ &=\left.X\left(z\right)\right|_{z=e^{j\frac{2\pi}{N}k}}=\left.\sum_{n=0}^{N-1}{x\left(n\right)e^{-j\omega n}}\right|_{\omega=\frac{2\pi}{N}k}\left(k=0,1,\cdots,N-1\right) \end{aligned} X(k)=n=0∑N−1x(n)WNnk=n=0∑N−1x(n)e−jN2πnk=n=0∑N−1x(n)z−n∣∣∣∣∣z=ejN2πk=X(z)∣z=ejN2πk=n=0∑N−1x(n)e−jωn∣∣∣∣∣ω=N2πk(k=0,1,⋯,N−1)因此 x ( n ) x\left(n\right) x(n) 的 DFT 的 N N N 个系数即为 x ( n ) x\left(n\right) x(n) 的 z z z 变换 X ( z ) X\left(z\right) X(z) 在单位圆上 N N N 等分的取样点。
4. 频域取样的点数限制
设 M M M 点序列 x ( n ) x\left(n\right) x(n) 的 z z z 变换为 X ( z ) X\left(z\right) X(z),DTFT 为 X ( e j ω ) X\left(e^{j\omega}\right) X(ejω),则有
在 X ( z ) X\left(z\right) X(z) 的单位圆上均匀采样 N N N 点,其 IDFT 是序列 x ( n ) x\left(n\right) x(n) 以周期 N N N 进行周期延拓后的主值序列;
在 X ( e j ω ) X\left(e^{j\omega}\right) X(ejω) 的一个周期内均匀采样 N N N 点,其 IDFT 是序列 x ( n ) x\left(n\right) x(n) 以周期 N N N 进行周期延拓后的主值序列;
在 X ( e j ω ) X\left(e^{j\omega}\right) X(ejω) 的一个周期内均匀采样 M M M 点,其 IDFT 是序列 x ( n ) x\left(n\right) x(n) 本身。
由此,对于列长为M的有限长序列
x
(
n
)
x\left(n\right)
x(n),频域取样不失真的条件是取样点数
N
N
N 满足
N
⩾
M
N\geqslant M
N⩾M并且对于无限长序列
x
(
n
)
x\left(n\right)
x(n),无论
N
N
N 取值如何,都不可能消除混叠,只能随着取样点
N
N
N 增加而接近
x
(
n
)
x\left(n\right)
x(n)。
5. 内插公式
用 DFT 表示 ZT
X
(
z
)
=
∑
n
=
0
N
−
1
x
(
n
)
z
−
n
=
∑
n
=
0
N
−
1
[
1
N
∑
k
=
0
N
−
1
X
(
k
)
W
N
−
n
k
]
z
−
n
=
1
N
∑
k
=
0
N
−
1
[
X
(
k
)
∑
n
=
0
N
−
1
(
W
N
−
k
z
−
1
)
n
]
=
1
N
∑
k
=
0
N
−
1
X
(
k
)
1
−
W
N
−
k
n
z
−
N
1
−
W
N
−
k
z
−
1
=
1
N
∑
k
=
0
N
−
1
X
(
k
)
1
−
z
−
N
1
−
W
N
−
k
z
−
1
=
1
−
z
−
N
N
∑
k
=
0
N
−
1
X
(
k
)
1
−
W
N
−
k
z
−
1
=
∑
k
=
0
N
−
1
X
(
k
)
φ
k
(
z
)
\begin{aligned} X\left(z\right)&=\sum_{n=0}^{N-1}{x\left(n\right)z^{-n}}=\sum_{n=0}^{N-1}{\left[\frac{1}{N}\sum_{k=0}^{N-1}{X\left(k\right)W_N^{-nk}}\right]z^{-n}}=\frac{1}{N}\sum_{k=0}^{N-1}\left[X\left(k\right)\sum_{n=0}^{N-1}\left(W_N^{-k}z^{-1}\right)^n\right] \\ &=\frac{1}{N}\sum_{k=0}^{N-1}{X\left(k\right)\frac{1-W_N^{-kn}z^{-N}}{1-W_N^{-k}z^{-1}}}=\frac{1}{N}\sum_{k=0}^{N-1}{X\left(k\right)\frac{1-z^{-N}}{1-W_N^{-k}z^{-1}}} \\ &=\frac{1-z^{-N}}{N}\sum_{k=0}^{N-1}\frac{X\left(k\right)}{1-W_N^{-k}z^{-1}}=\sum_{k=0}^{N-1}{X\left(k\right)\varphi_k\left(z\right)} \end{aligned}
X(z)=n=0∑N−1x(n)z−n=n=0∑N−1[N1k=0∑N−1X(k)WN−nk]z−n=N1k=0∑N−1[X(k)n=0∑N−1(WN−kz−1)n]=N1k=0∑N−1X(k)1−WN−kz−11−WN−knz−N=N1k=0∑N−1X(k)1−WN−kz−11−z−N=N1−z−Nk=0∑N−11−WN−kz−1X(k)=k=0∑N−1X(k)φk(z)其中
X
(
z
)
X\left(z\right)
X(z) 的内插公式
φ
k
(
z
)
=
1
N
⋅
1
−
z
−
N
1
−
W
N
−
k
z
−
1
\varphi_k\left(z\right)=\frac{1}{N}\cdot\frac{1-z^{-N}}{1-W_N^{-k}z^{-1}}
φk(z)=N1⋅1−WN−kz−11−z−N 用 DFT 表示 DTFT
X
(
e
j
ω
)
=
X
(
z
)
∣
z
=
e
j
ω
=
∑
k
=
0
N
−
1
X
(
k
)
φ
k
(
e
j
ω
)
=
∑
k
=
0
N
−
1
X
(
k
)
φ
(
ω
−
k
2
π
N
)
X\left(e^{j\omega}\right)=\left.X\left(z\right)\right|_{z=e^{j\omega}}=\sum_{k=0}^{N-1}{X\left(k\right)\varphi_k\left(e^{j\omega}\right)}=\sum_{k=0}^{N-1}X\left(k\right)\varphi\left(\omega-k\frac{2\pi}{N}\right)
X(ejω)=X(z)∣z=ejω=k=0∑N−1X(k)φk(ejω)=k=0∑N−1X(k)φ(ω−kN2π)其中内插函数
φ
(
ω
)
=
1
N
sin
(
ω
N
2
)
sin
(
ω
2
)
e
−
j
ω
(
N
−
1
2
)
\varphi\left(\omega\right)=\frac{1}{N}\frac{\sin{\left(\frac{\omega N}{2}\right)}}{\sin{\left(\frac{\omega}{2}\right)}}e^{-j\omega\left(\frac{N-1}{2}\right)}
φ(ω)=N1sin(2ω)sin(2ωN)e−jω(2N−1)时域取样定理说明,对频域带限的信号,可对其进行时域取样而不丢失任何信息。频域取样理论说明,时间有限的信号(有限长序列),也可对其进行频域取样(DFT)而不丢失任何信息。
6. 用 DFT 对连续时间信号逼近的问题
6.1 混叠现象
时域采样会引起频谱周期化,通过 f s ⩾ 2 f h f_s\geqslant 2f_h fs⩾2fh 消除。
6.2 频谱泄露现象
取用有限个数据,即将信号截断的过程,等同于将信号乘以窗函数。如果窗函数是矩形窗,在时域内将信号截断相当于乘以矩形窗,而在频域中则相当于原信号的频谱与矩形窗的频谱卷积,使得原信号的频谱被展宽,造成频谱泄露。通常通过选择频谱特性更接近于 δ ( k ) \delta\left(k\right) δ(k) 的函数来减少频谱泄露。
6.3 栅栏效应
用 DFT 计算频谱时,采样点为基频的整数倍,由此观察到的频谱特征时有限的,若在两个取样点之间有剧烈的频谱变化,将无法检测出来。通常通过在原序列的末端添加一些零值点来改变周期内的点数,从而在保持原有频谱连续形式不变的情况下,变更了谱线的位置,原来看不到的频谱分量就能移动到可见的位置上。
6.4 DFT 参数的选择
6.4.1 取样频率 f s f_s fs(由取样定理)
f s ⩾ 2 f h f_s\geqslant 2f_h fs⩾2fh
6.4.2 取样周期 T T T
T = 1 f s ⩽ 1 2 f h T=\frac{1}{f_s}\leqslant\frac{1}{2f_h} T=fs1⩽2fh1
6.4.3 频率分辨率(频率分量间的增量) F F F
F = f s N F=\frac{f_s}{N} F=Nfs F F F 越小,频率分辨率越高。
6.4.4 最小记录长度(周期性函数的有效周期) t p t_p tp
t p = 1 F = N T t_p=\frac{1}{F}=NT tp=F1=NT
6.4.5 一个记录长度内的点数 N N N
N ⩾ 2 f h F N\geqslant\frac{2f_h}{F} N⩾F2fh
注:最高频率 f h f_h fh 和频率分辨率 F F F 存在矛盾,即
f h ↑ → f s ⩾ 2 f h f s ↑ → T = 1 f s T ↓ → N 给定时 t p ↓ ⟶ F ↑ ( 频率分辨率 ↓ ) f_h\uparrow \xrightarrow{f_s\geqslant 2f_h}f_s\uparrow \xrightarrow{T=\frac{1}{f_s}}T\downarrow \xrightarrow{N\text{给定时}}t_p\downarrow \longrightarrow F\uparrow \left( \text{频率分辨率}\downarrow \right) fh↑fs⩾2fhfs↑T=fs1T↓N给定时tp↓⟶F↑(频率分辨率↓)