Jump to content

Discrete Fourier series: Difference between revisions

From Wikipedia, the free encyclopedia
Content deleted Content added
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]], the term '''Discrete Fourier series''' (DFS) is any periodic discrete-time signal comprising harmonically-related (i.e. ''Fourier'') discrete real sinusoids or discrete complex exponentials, combined by a weighted summation. A specific example is the inverse [[Discrete Fourier transform (general)|discrete Fourier transform]] (inverse DFT).
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:

:<math>s(t) = \sum_{k=-\infty}^\infty S[k]\cdot e^{i2\pi \frac{k}{P} t},</math>

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:

:<math>s(nT) = \sum_{k=-\infty}^\infty S[k]\cdot e^{i 2\pi \frac{k}{P}nT},\quad n \in \mathbb{Z}.</math>

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>
s(nT) = \sum_{k=-\infty}^\infty S[k]\cdot e^{i 2\pi \frac{k}{N}n}
\begin{align}
s[n] = \sum_k S[k]\cdot e^{i 2\pi \frac{k}{N}n},\quad n \in \mathbb{Z},
\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)}}&nbsp;<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}}&nbsp; &nbsp;<ref name="Prandoni" />{{rp|p 72 (eq 4.11)}}


Due to the <math>N</math>-periodicity of the <math>e^{i 2\pi \tfrac{k}{N} n}</math> kernel, the summation can be "folded" as follows''':'''
:<math>
:<math>
\begin{align}
\begin{align}
&s_{_N}[n] = \frac{1}{N}\sum_{k=0}^{N-1} S_N[k] \cdot e^{i 2\pi \tfrac{k}{N}n};\quad n \in \mathbb{Z}&& \text{DFS}\\
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)\\
&S_N[k] \triangleq \sum_{n=0}^{N-1} s_{_N}[n] \cdot e^{-i 2\pi \tfrac{k}{N}n};\quad k \in [0,N-1]&& \text{DFT}
&= \sum_{k=0}^{N-1}e^{i 2\pi \tfrac{k}{N}n}
\underbrace{\left(\sum_{m=-\infty}^{\infty}S[k-mN]\right)}_{\triangleq S_N[k]},
\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>S[k] = \sum_{n=-\infty}^{\infty}e^{-i 2\pi \tfrac{k}{N} n}\ s[n];\quad k \in \mathbb{Z}.</math>

Due to the <math>N</math>-periodicity of the <math>e^{-i 2\pi \tfrac{k}{N} n}</math> kernel, the summation can be "folded" as follows''':'''

:<math>
\begin{align}
S[k] &= \sum_{m=-\infty}^{\infty}\left(\sum_{n=0}^{N-1}e^{-i 2\pi \tfrac{k}{N}n}\ s[n-mN]\right)\\
&= \sum_{n=0}^{N-1}e^{-i 2\pi \tfrac{k}{N}n}
\underbrace{\left(\sum_{m=-\infty}^{\infty}s[n-mN]\right)}_{s_{_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:

Discrete Fourier series
(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).

Cite error: A list-defined reference named "Nuttall" is not used in the content (see the help page).