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4_DFT.tex
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4_DFT.tex
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\documentclass
[aspectratio=169]
{
beamer
}
\def\stylepath
{
../styles
}
\usepackage
{
\stylepath
/com303
}
\begin
{
document
}
\begin
{
frame
}
\frametitle
{
The Fourier Basis for
$
\mathbb
{C}^N
$
}
\begin
{
itemize
}
[<+->]
\item
in ``signal'' notation:
$
w_k
[
n
]
=
e^{j
\frac
{
2
\pi
}{N}nk},
\qquad
n, k
=
0
,
1
,
\ldots
, N
-
1
$
\item
in vector notation:
$
\{\mathbf
{w}^{
(
k
)
}
\}
_{k
=
0
,
1
,
\ldots
, N
-
1
}
$
with
$
w^{
(
k
)
}_n
=
e^{j
\frac
{
2
\pi
}{N}nk}
$
\end
{
itemize
}
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
The Fourier Basis for
$
\mathbb
{C}^N
$
}
\begin
{
itemize
}
\item
$
N
$
orthogonal vectors
$
\longrightarrow
$
basis for
$
\mathbb
{C}^{N}
$
\item
vectors are not ortho
{
\em
normal
}
. Normalization factor would be
$
1
/
\sqrt
{N}
$
\item
will keep normalization factor explicit in DFT formulas
\end
{
itemize
}
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
Basis expansion
}
\centering
Analysis formula:
\[
X_k
=
\langle
\mathbf
{w}^{
(
k
)
},
\mathbf
{x}
\rangle
\]
\vspace
{
2em
}
Synthesis formula:
\[
\mathbf
{x}
=
\frac
{
1
}{N}
\sum
_{k
=
0
}^{N
-
1
} X_k
\mathbf
{w}^{
(
k
)
}
\]
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
Basis expansion (signal notation)
}
\centering
Analysis formula:
\[
X
[
k
]
=
\sum
_{n
=
0
}^{N
-
1
} x
[
n
]
\,
e^{
-
j
\frac
{
2
\pi
}{N}nk},
\qquad
k
=
0
,
1
,
\ldots
,N
-
1
\]
$
N
$
-point signal in the
{
\em
frequency domain
}
\vspace
{
2em
}
\pause
Synthesis formula:
\[
x
[
n
]
=
\frac
{
1
}{N}
\sum
_{k
=
0
}^{N
-
1
} X
[
k
]
\,
e^{j
\frac
{
2
\pi
}{N}nk},
\qquad
n
=
0
,
1
,
\ldots
,N
-
1
\]
$
N
$
-point signal in the
{
\em
``time'' domain
}
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
Change of basis in matrix form
}
\centering
Define
$
W_N
=
e^{
-
j
\frac
{
2
\pi
}{N}}
$
(or simply
$
W
$
when
$
N
$
is evident from the context)
\vspace
{
2em
}
\pause
Change of basis matrix
$
\mathbf
{W}
$
with
$
\mathbf
{W}
[
n,m
]
=
W_N^{nm}
$
:
\[
\mathbf
{W}
=
\begin
{bmatrix}
1
&
1
&
1
&
1
&
\ldots
&
1
\\
1
& W^{
1
} & W^{
2
} & W^{
3
} &
\ldots
& W^{N
-
1
}
\\
1
& W^{
2
} & W^{
4
} & W^{
6
} &
\ldots
& W^{
2
(
N
-
1
)
}
\\
& & &
\ldots
\\
1
& W^{N
-
1
} & W^{
2
(
N
-
1
)
} & W^{
3
(
N
-
1
)
} &
\ldots
& W^{
(
N
-
1
)
^
2
}
\end
{bmatrix}
\]
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
Change of basis in matrix form
}
\centering
Analysis formula:
\[
\mathbf
{X}
=
\mathbf
{W}
\mathbf
{x}
\]
\vspace
{
2em
}
Synthesis formula:
\[
\mathbf
{x}
=
\frac
{
1
}{N}
\mathbf
{W}^H
\mathbf
{X}
\]
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
DFT Matrix
}
\centering
\[
W_N^m
=
W_N^{
(
m
\mod
N
)
}
\]
\pause
\vspace
{
2em
}
e.g.
$
W_
8
^{
11
}
=
W_
8
^{
3
}
$
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
Small DFT matrices:
$
N
=
2
,
3
$
}
\[
W_
2
=
e^{
-
j
\frac
{
2
\pi
}{
2
}}
=
-
1
\]
\[
\mathbf
{W}_
2
=
\begin
{bmatrix}
1
&
1
\\
1
& W
\end
{bmatrix}
=
\begin
{bmatrix}
1
&
1
\\
1
&
-
1
\end
{bmatrix}
\]
\vspace
{
2em
}
\[
W_
3
=
e^{
-
j
\frac
{
2
\pi
}{
3
}}
=
-(
1
+
j
\sqrt
{
3
}
)/
2
\]
\[
\mathbf
{W}_
3
=
\begin
{bmatrix}
1
&
1
&
1
\\
1
& W & W^
2
\\
1
& W^
2
& W^
4
\end
{bmatrix}
=
\begin
{bmatrix}
1
&
1
&
1
\\
1
& W & W^
2
\\
1
& W^
2
& W
\end
{bmatrix}
=
\begin
{bmatrix}
1
&
1
&
1
\\
1
&
-(
1
+
j
\sqrt
{
3
}
)/
2
&
-(
1
-
j
\sqrt
{
3
}
)/
2
\\
1
&
-(
1
-
j
\sqrt
{
3
}
)/
2
&
(
1
-
j
\sqrt
{
3
}
)/
2
\end
{bmatrix}
\]
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
Small DFT matrices:
$
N
=
4
$
}
\[
W_
4
=
e^{
-
j
\frac
{
2
\pi
}{
4
}}
=
e^{
-
j
\frac
{
\pi
}{
2
}}
=
-
j
\]
\[
\mathbf
{W}_
4
=
\begin
{bmatrix}
1
&
1
&
1
&
1
\\
1
& W & W^
2
& W^
3
\\
1
& W^
2
& W^
4
& W^
6
\\
1
& W^
3
& W^
6
& W^
9
\end
{bmatrix}
=
\begin
{bmatrix}
1
&
1
&
1
&
1
\\
1
& W & W^
2
& W^
3
\\
1
& W^
2
&
1
& W^
2
\\
1
& W^
3
& W^
2
& W
\end
{bmatrix}
=
\begin
{bmatrix}
1
&
1
&
1
&
1
\\
1
&
-
j &
-
1
& j
\\
1
&
-
1
&
1
&
-
1
\\
1
& j &
-
1
&
-
j
\end
{bmatrix}
\]
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
Small DFT matrices:
$
N
=
5
$
}
\[
\mathbf
{W}_
5
=
\begin
{bmatrix}
1
&
1
&
1
&
1
&
1
\\
1
& W & W^
2
& W^
3
& W^
4
\\
1
& W^
2
& W^
4
& W^
6
& W^
8
\\
1
& W^
3
& W^
6
& W^
9
& W^{
12
}
\\
1
& W^
4
& W^
8
& W^{
12
} & W^{
16
}
\\
\end
{bmatrix}
=
\begin
{bmatrix}
1
&
1
&
1
&
1
&
1
\\
1
& W & W^
2
& W^
3
& W^
4
\\
1
& W^
2
& W^
4
& W & W^
3
\\
1
& W^
3
& W & W^
4
& W^{
2
}
\\
1
& W^
4
& W^
3
& W^
2
& W
\\
\end
{bmatrix}
\]
\end
{
frame
}
\begin
{
frame
}
\frametitle
{
Small DFT matrices:
$
N
=
6
$
}
\[
\mathbf
{W}_
6
=
\begin
{bmatrix}
1
&
1
&
1
&
1
&
1
&
1
\\
1
& W & W^
2
& W^
3
& W^
4
& W^
5
\\
1
& W^
2
& W^
4
& W^
6
& W^
8
& W^{
10
}
\\
1
& W^
3
& W^
6
& W^
9
& W^{
12
} & W^{
15
}
\\
1
& W^
4
& W^
8
& W^{
12
} & W^{
16
} & W^{
20
}
\\
1
& W^
5
& W^{
10
} & W^{
15
} & W^{
20
} & W^{
25
}
\end
{bmatrix}
=
\begin
{bmatrix}
1
&
1
&
1
&
1
&
1
&
1
\\
1
& W & W^
2
& W^
3
& W^
4
& W^
5
\\
1
& W^
2
& W^
4
&
1
& W^
2
& W^{
4
}
\\
1
& W^
3
&
1
& W^
3
&
1
& W^{
3
}
\\
1
& W^
4
& W^
2
&
1
& W^{
4
} & W^{
2
}
\\
1
& W^
5
& W^{
4
} & W^{
3
} & W^{
2
} & W
\end
{bmatrix}
\]
\end
{
frame
}
\end
{
document
}
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