Discrete Fourier series: Difference between revisions
change x to s, for consistency with other articles (Fourier series, Fourier analysis) |
relation to continuous-time Fourier series |
||
Line 1: | Line 1: | ||
In [[digital signal processing]], |
In [[digital signal processing]], a '''Discrete Fourier series''' (DFS) a [[Fourier series]] whose sinusoidal components are functions of discrete time instead of continuous time. A specific example is the inverse [[Discrete Fourier transform (general)|discrete Fourier transform]] (inverse DFT). |
||
==Introduction== |
|||
=== Relation to Fourier series === |
|||
The exponential form of Fourier series is given by: |
|||
⚫ | |||
which is periodic with an arbitrary period denoted by <math>P.</math> When continuous time <math>t</math> is replaced by discrete time <math>nT,</math> for integer values of <math>n</math> and time interval <math>T,</math> the series becomes: |
|||
⚫ | |||
With <math>n</math> constrained to integer values, we normally constrain the ratio <math>P/T=N</math> to an integer value, resulting in an <math>N</math>-periodic function: |
|||
==Definition== |
|||
The general form of a DFS is''':''' |
|||
{{Equation box 1 |
{{Equation box 1 |
||
|indent = |
|indent = |
||
|title=Discrete Fourier series |
|title=Discrete Fourier series |
||
|equation = {{NumBlk||<math> |
|equation = {{NumBlk|:|<math> |
||
⚫ | |||
\begin{align} |
|||
⚫ | |||
\end{align} |
|||
</math>|{{EquationRef|Eq.1}}}} |
</math>|{{EquationRef|Eq.1}}}} |
||
|cellpadding= 6 |
|cellpadding= 6 |
||
Line 16: | Line 25: | ||
|background colour=#F5FFFA}} |
|background colour=#F5FFFA}} |
||
which are harmonics of a fundamental digital frequency <math>1/N.</math> |
|||
which are harmonics of a fundamental frequency <math>1/N,</math> for some positive integer <math>N.</math> The practical range of <math>k,</math> is <math>[0,\ N-1],</math> because periodicity causes larger values to be redundant. When the <math>S[k]</math> coefficients are derived from an <math>N</math>-length DFT, and a factor of <math>1/N</math> is inserted, this becomes an inverse DFT.<ref name=Oppenheim/>{{rp|p.542 (eq 8.4)}} <ref name=Prandoni/>{{rp|p.77 (eq 4.24)}} And in that case, just the coefficients themselves are sometimes referred to as a discrete Fourier series.<ref name=Nuttall/>{{rp|p.85 (eq 15a)}} |
|||
=== Example === |
|||
A common practice is to create a sequence of length <math>N</math> from a longer <math>s[n]</math> sequence by partitioning it into <math>N</math>-length segments and adding them together, pointwise.(see {{slink|DTFT|L{{=}}N×I}}) That produces one cycle of the [[periodic summation]]''':''' |
|||
:<math>s_{_N}[n]\ \triangleq\ \sum_{m=-\infty}^{\infty} s[n-mN], \quad n \in \mathbb{Z}.</math> |
|||
Because of periodicity, <math>s_{_N}</math>can be represented as a DFS with <math>N</math> unique coefficients that can be extracted by an <math>N</math>-length DFT.<ref name="Oppenheim" />{{rp|p 543 (eq 8.9)}}{{rp|pp 557-558}} <ref name="Prandoni" />{{rp|p 72 (eq 4.11)}} |
|||
⚫ | |||
:<math> |
:<math> |
||
\begin{align} |
\begin{align} |
||
& |
s(nT) &= \sum_{m=-\infty}^{\infty}\left(\sum_{k=0}^{N-1}e^{i 2\pi \tfrac{k-mN}{N}n}\ S[k-mN]\right)\\ |
||
& |
&= \sum_{k=0}^{N-1}e^{i 2\pi \tfrac{k}{N}n} |
||
⚫ | |||
\end{align} |
\end{align} |
||
</math> |
</math> |
||
:which is proportional to the '''inverse DFT''' of one cycle of the function we've denoted by the periodic summation, <math> |
|||
S_N. |
|||
The coefficients are useful because they are also samples of the [[discrete-time Fourier transform]] (DTFT) of the <math>s[n]</math> sequence''':''' |
|||
:<math>S_{1/T}(f) \triangleq \sum_{n=-\infty}^{\infty}e^{-i 2\pi f nT}\ T\ s(nT) = \sum_{m=-\infty}^{\infty} S\left(f - \tfrac{m}{T}\right), \quad f \in \mathbb{R} |
|||
</math> |
|||
Here, <math>s(nT)</math> represents a sample of a continuous function <math>s(t),</math> with a sampling interval of <math>T,</math> and <math>S(f)</math> is the Fourier transform of <math>s(t).</math> The equality is a result of the [[Poisson summation formula]]. With definitions <math>s[n] \triangleq T\ s(nT)</math> and <math>S[k] \triangleq S_{1/T}\left(\tfrac{k}{NT}\right)</math>''':''' |
|||
⚫ | |||
⚫ | |||
:<math> |
|||
\begin{align} |
|||
⚫ | |||
&= \sum_{n=0}^{N-1}e^{-i 2\pi \tfrac{k}{N}n} |
|||
⚫ | |||
&= S_N[k]. |
|||
\end{align} |
|||
</math> |
</math> |
||
Revision as of 18:41, 15 May 2024
In digital signal processing, a Discrete Fourier series (DFS) a Fourier series whose sinusoidal components are functions of discrete time instead of continuous time. A specific example is the inverse discrete Fourier transform (inverse DFT).
Introduction
Relation to Fourier series
The exponential form of Fourier series is given by:
which is periodic with an arbitrary period denoted by When continuous time is replaced by discrete time for integer values of and time interval the series becomes:
With constrained to integer values, we normally constrain the ratio to an integer value, resulting in an -periodic function:
(Eq.1) |
which are harmonics of a fundamental digital frequency
Due to the -periodicity of the kernel, the summation can be "folded" as follows:
- which is proportional to the inverse DFT of one cycle of the function we've denoted by the periodic summation,
References
Cite error: A list-defined reference named "Oppenheim" is not used in the content (see the help page).
Cite error: A list-defined reference named "Prandoni" is not used in the content (see the help page).