离散傅里叶变换(Discrete Fourier Transform)

离散傅里叶变换(Discrete Fourier Transform)

接着 离散时间傅里叶变换 讲:

  1. 如果 x [ n ] x[n] x[n] 只在 n = { 0 , 1 , ⋯   , N − 1 } n = \{ 0, 1, \cdots, N-1 \} n={0,1,,N1} 不为零(即有限长序列),那么
    X ( ω ) = ∑ n = 0 N − 1 x [ n ] ⋅ e − j ω n X(\omega) = \sum_{n=0}^{N-1} x[n] \cdot e^{-{\rm j}\omega n} X(ω)=n=0N1x[n]ejωn

  2. ω = 2 π k N , k = { 0 , 1 , ⋯   , N − 1 } \omega = \frac{2 \pi k}{N}, k = \{0, 1, \cdots, N-1 \} ω=N2πk,k={0,1,,N1},有:
    X [ k ] ≜ X ( 2 π k N ) = ∑ n = 0 N − 1 x [ n ] ⋅ e − j 2 π N k n X[k] \triangleq X(\frac{2 \pi k}{N}) = \sum_{n=0}^{N-1} x[n] \cdot e^{-{\rm j}\frac{2\pi}{N}kn} X[k]X(N2πk)=n=0N1x[n]ejN2πkn

  3. 将上式转成矩阵相乘的形式:
    x ≜ [ x [ 0 ] , x [ 1 ] , ⋯   , x [ N − 1 ] ] ⊤ \mathbf{x} \triangleq \left[ x[0], x[1], \cdots, x[N-1] \right]^\top x[x[0],x[1],,x[N1]]

X ≜ [ X [ 0 ] , X [ 1 ] , ⋯   , X [ N − 1 ] ] ⊤ \mathbf{X} \triangleq \left[ X[0], X[1], \cdots, X[N-1] \right]^\top X[X[0],X[1],,X[N1]]

F ≜ [ e − j 2 π N 0 ⋅ 0 e − j 2 π N 0 ⋅ 1 ⋯ e − j 2 π N 0 ⋅ ( N − 1 ) e − j 2 π N 1 ⋅ 0 e − j 2 π N 1 ⋅ 1 ⋯ e − j 2 π N 1 ⋅ ( N − 1 ) ⋮ ⋮ ⋱ ⋮ e − j 2 π N ( N − 1 ) ⋅ 0 e − j 2 π N ( N − 1 ) ⋅ 1 ⋯ e − j 2 π N ( N − 1 ) ⋅ ( N − 1 ) ] \mathbf{F} \triangleq \begin{bmatrix} e^{-{\rm j}\frac{2\pi}{N}0 \cdot 0} &e^{-{\rm j}\frac{2\pi}{N}0 \cdot 1} &\cdots &e^{-{\rm j}\frac{2\pi}{N}0 \cdot (N-1)} \\ e^{-{\rm j}\frac{2\pi}{N}1 \cdot 0} &e^{-{\rm j}\frac{2\pi}{N}1 \cdot 1} &\cdots &e^{-{\rm j}\frac{2\pi}{N}1 \cdot (N-1)}\\ \vdots &\vdots &\ddots &\vdots \\ e^{-{\rm j}\frac{2\pi}{N}(N-1) \cdot 0} &e^{-{\rm j}\frac{2\pi}{N}(N-1) \cdot 1} &\cdots &e^{-{\rm j}\frac{2\pi}{N}(N-1) \cdot (N-1)} \end{bmatrix} F ejN2π00ejN2π10ejN2π(N1)0ejN2π01ejN2π11ejN2π(N1)1ejN2π0(N1)ejN2π1(N1)ejN2π(N1)(N1)

X = F x \mathbf{X} = \mathbf{F} \mathbf{x} X=Fx

  1. F \mathbf{F} F 的逆矩阵是 1 N ⋅ F H \frac{1}{N} \cdot \mathbf{F}^H N1FH,于是有:
    x = 1 N ⋅ F H X \mathbf{x} = \frac{1}{N} \cdot \mathbf{F}^H\mathbf{X} x=N1FHX

综上所述, F \mathbf{F} F 是离散傅里叶变换矩阵,于是离散傅里叶变换对:
X = F x x = 1 N ⋅ F H X \mathbf{X} = \mathbf{F} \mathbf{x} \\ \mathbf{x} = \frac{1}{N} \cdot \mathbf{F}^H\mathbf{X} X=Fxx=N1FHX
或者
X [ k ] = ∑ n = 0 N − 1 x [ n ] ⋅ e − j 2 π N k n x [ n ] = 1 N ⋅ ∑ k = 0 N − 1 X [ k ] ⋅ e j 2 π N k n X[k] = \sum_{n=0}^{N-1} x[n] \cdot e^{-{\rm j}\frac{2\pi}{N}kn} \\ x[n] = \frac{1}{N} \cdot \sum_{k=0}^{N-1} X[k] \cdot e^{{\rm j}\frac{2\pi}{N}kn} X[k]=n=0N1x[n]ejN2πknx[n]=N1k=0N1X[k]ejN2πkn

性质

有限长序列的循环变换操作

有限长序列 g [ n ] , n = { 0 , 1 , ⋯   , N − 1 } g[n], n = \{0, 1, \cdots, N-1\} g[n],n={0,1,,N1},对其做周期为 N N N 的周期延拓记作 g N [ n ] g_N[n] gN[n]
g N [ n + m ⋅ N ] = g [ n ] , n = { 0 , 1 , ⋯   , N − 1 } , m ∈ Z g_N[n+m \cdot N] = g[n], n = \{0, 1, \cdots, N-1\}, m \in \mathbb{Z} gN[n+mN]=g[n],n={0,1,,N1},mZ

其中, Z \mathbb{Z} Z 是整数集。
同理,记另一个有限长序列 h [ n ] , n = { 0 , 1 , ⋯   , N − 1 } h[n], n = \{0, 1, \cdots, N-1\} h[n],n={0,1,,N1},以及其周期延拓 h N [ n ] h_N[n] hN[n]

  • 循环反转
    g [ n ] g[n] g[n] 经过循环反转得到 C R ( g ) [ n ] \mathbf{CR}(g)[n] CR(g)[n],具体操作过程如下:
  1. g ~ N [ n ] = g N [ − n ] , n ∈ Z \widetilde{g}_N[n] = g_N[-n], n \in \mathbb{Z} g N[n]=gN[n],nZ
  2. C R ( g ) [ n ] = g ~ N [ n ] , n = { 0 , 1 , ⋯   , N − 1 } \mathbf{CR}(g)[n] = \widetilde{g}_N[n] , n = \{0, 1, \cdots, N-1\} CR(g)[n]=g N[n],n={0,1,,N1}
  • 循环移位
    g [ n ] g[n] g[n] 经过右循环移位 l l l 得到 C S ( g , − l ) [ n ] \mathbf{CS}(g,-l)[n] CS(g,l)[n],具体操作过程如下:
  1. g ~ N [ n ] = g N [ n − l ] , n ∈ Z \widetilde{g}_N[n] = g_N[n - l], n \in \mathbb{Z} g N[n]=gN[nl],nZ
  2. C S ( g , − l ) [ n ] = g ~ N [ n ] , n = { 0 , 1 , ⋯   , N − 1 } \mathbf{CS}(g,-l)[n] = \widetilde{g}_N[n] , n = \{0, 1, \cdots, N-1\} CS(g,l)[n]=g N[n],n={0,1,,N1}
  • 循环卷积
    g [ n ] g[n] g[n] h [ n ] h[n] h[n] 的循环卷积定义为:
    g [ n ] ◯ h [ n ] ≜ ∑ i = 0 N − 1 g N [ i ] ⋅ h N [ n − i ] , n = { 0 , 1 , ⋯   , N − 1 } g[n] \bigcirc h[n] \triangleq \sum_{i = 0}^{N-1} g_N[i] \cdot h_N[n-i], n = \{0, 1, \cdots, N-1\} g[n]h[n]i=0N1gN[i]hN[ni],n={0,1,,N1}
  • 循环相关
    g [ n ] g[n] g[n] h [ n ] h[n] h[n] 的循环相关定义为:
    corr [ n ] ≜ ∑ i = 0 N − 1 g N [ i ] ⋅ h N ∗ [ i − n ] , n = { 0 , 1 , ⋯   , N − 1 } \text{corr}[n] \triangleq \sum_{i = 0}^{N-1} g_N[i] \cdot h_N^*[i-n], n = \{0, 1, \cdots, N-1\} corr[n]i=0N1gN[i]hN[in],n={0,1,,N1}
    使用循环移位去实现循环相关:
  1. h ~ [ n ] ≜ C R ( h ) ∗ [ n ] \widetilde{h}[n] \triangleq \mathbf{CR}(h)^*[n] h [n]CR(h)[n]
  2. corr [ n ] = g [ n ] ◯ h ~ [ n ] \text{corr}[n] = g[n] \bigcirc \widetilde{h}[n] corr[n]=g[n]h [n]

性质

函数离散傅里叶变换comments
g [ n ] g[n] g[n] G [ k ] G[k] G[k]
h [ n ] h[n] h[n] H [ k ] H[k] H[k]
g [ n ] ◯ h [ n ] g[n] \bigcirc h[n] g[n]h[n] G [ k ] ⋅ H [ k ] G[k] \cdot H[k] G[k]H[k]时域循环卷积
g [ n ] ⋅ h [ n ] g[n] \cdot h[n] g[n]h[n] 1 N ⋅ G [ k ] ◯ H [ k ] \frac{1}{N} \cdot G[k] \bigcirc H[k] N1G[k]H[k]频域循环卷积
C S ( g , − l ) [ n ] \mathbf{CS}(g,-l)[n] CS(g,l)[n] e − j 2 π N k l ⋅ G [ k ] e^{-{\rm j} \frac{2 \pi}{N} k l} \cdot G[k] ejN2πklG[k]时域循环移位
e j 2 π N k l ⋅ G [ k ] e^{{\rm j} \frac{2 \pi}{N} k l} \cdot G[k] ejN2πklG[k] C S ( G , − l ) [ k ] \mathbf{CS}(G,-l)[k] CS(G,l)[k]频域循环移位
g ∗ [ n ] g^*[n] g[n] C R ( G ) ∗ [ k ] \mathbf{CR}(G)^*[k] CR(G)[k]时域共轭对称性
C R ( g ) ∗ [ n ] \mathbf{CR}(g)^*[n] CR(g)[n] G ∗ [ k ] G^*[k] G[k]频域共轭对称性

总结

comments
g ( t ) g(t) g(t)被采样的函数,time-limited, [ 0 , T ) [0, T) [0,T)
G ( f ) G(f) G(f)frequency-limited, [ − B , B ] [-B, B] [B,B]
T s T_s Ts采样周期, 1 T s ≥ 2 B \frac{1}{T_s} \geq 2B Ts12B
x [ n ] x[n] x[n]采样点 g ( n T s ) g(nT_s) g(nTs) n = { 0 , 1 , ⋯   , N − 1 } n = \{ 0, 1, \cdots, N-1 \} n={0,1,,N1}
X [ k ] X[k] X[k] H ( f ) = 1 T s ⋅ ∑ n = − ∞ + ∞ G ( f − k T s ) \displaystyle H(f) = \frac{1}{T_s} \cdot \sum_{n=-\infty}^{+\infty} G(f - \frac{k}{T_s}) H(f)=Ts1n=+G(fTsk),采样点 H ( k N T s ) , k = { 0 , 1 , ⋯   , N − 1 } H(\frac{k}{NT_s}), k = \{ 0, 1, \cdots, N-1 \} H(NTsk),k={0,1,,N1}
x [ n ] x[n] x[n] 后面补零,提高频域分辨率时域:分辨率不变,宽度增加;频域:分辨率增加,宽度不变
X [ k ] X[k] X[k] 中间补零,提高时域分辨率时域:分辨率增加,宽度不变;频域:分辨率不变,宽度增加
  • 25
    点赞
  • 12
    收藏
    觉得还不错? 一键收藏
  • 0
    评论

“相关推荐”对你有帮助么?

  • 非常没帮助
  • 没帮助
  • 一般
  • 有帮助
  • 非常有帮助
提交
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值