Katana VentraIP

Discrete Fourier transform

In mathematics, the discrete Fourier transform (DFT) converts a finite sequence of equally-spaced samples of a function into a same-length sequence of equally-spaced samples of the discrete-time Fourier transform (DTFT), which is a complex-valued function of frequency. The interval at which the DTFT is sampled is the reciprocal of the duration of the input sequence.[A][1]  An inverse DFT (IDFT) is a Fourier series, using the DTFT samples as coefficients of complex sinusoids at the corresponding DTFT frequencies. It has the same sample-values as the original input sequence. The DFT is therefore said to be a frequency domain representation of the original input sequence. If the original sequence spans all the non-zero values of a function, its DTFT is continuous (and periodic), and the DFT provides discrete samples of one cycle. If the original sequence is one cycle of a periodic function, the DFT provides all the non-zero values of one DTFT cycle.

Not to be confused with the discrete-time Fourier transform.

The DFT is the most important discrete transform, used to perform Fourier analysis in many practical applications.[2] In digital signal processing, the function is any quantity or signal that varies over time, such as the pressure of a sound wave, a radio signal, or daily temperature readings, sampled over a finite time interval (often defined by a window function[3]). In image processing, the samples can be the values of pixels along a row or column of a raster image. The DFT is also used to efficiently solve partial differential equations, and to perform other operations such as convolutions or multiplying large integers.


Since it deals with a finite amount of data, it can be implemented in computers by numerical algorithms or even dedicated hardware. These implementations usually employ efficient fast Fourier transform (FFT) algorithms;[4] so much so that the terms "FFT" and "DFT" are often used interchangeably. Prior to its current usage, the "FFT" initialism may have also been used for the ambiguous term "finite Fourier transform".


The DFT has many applications, including purely mathematical ones with no physical interpretation. But physically it can be related to signal processing as a discrete version (i.e. samples) of the discrete-time Fourier transform (DTFT), which is a continuous and periodic function. The DFT computes N equally-spaced samples of one cycle of the DTFT. (see Fig.2 and § Sampling the DTFT)

Example[edit]

This example demonstrates how to apply the DFT to a sequence of length and the input vector





Calculating the DFT of using Eq.1





results in

Katana VentraIP

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Properties[edit]

Linearity[edit]

The DFT is a linear transform, i.e. if and , then for any complex numbers :

The procedure is sometimes referred to as zero-padding, which is a particular implementation used in conjunction with the (FFT) algorithm. The inefficiency of performing multiplications and additions with zero-valued "samples" is more than offset by the inherent efficiency of the FFT.

fast Fourier transform

As already stated, leakage imposes a limit on the inherent resolution of the DTFT, so there is a practical limit to the benefit that can be obtained from a fine-grained DFT.

Companion matrix

DFT matrix

Fast Fourier transform

FFTPACK

FFTW

Generalizations of Pauli matrices

Least-squares spectral analysis

List of Fourier-related transforms

Multidimensional transform

Zak transform

Quantum Fourier transform

Brigham, E. Oran (1988). The fast Fourier transform and its applications. Englewood Cliffs, N.J.: Prentice Hall.  978-0-13-307505-2.

ISBN

Smith, Steven W. (1999). . The Scientist and Engineer's Guide to Digital Signal Processing (Second ed.). San Diego, Calif.: California Technical Publishing. ISBN 978-0-9660176-3-2.

"Chapter 8: The Discrete Fourier Transform"

; Charles E. Leiserson; Ronald L. Rivest; Clifford Stein (2001). "Chapter 30: Polynomials and the FFT". Introduction to Algorithms (Second ed.). MIT Press and McGraw-Hill. pp. 822–848. ISBN 978-0-262-03293-3. esp. section 30.2: The DFT and FFT, pp. 830–838.

Cormen, Thomas H.

P. Duhamel; B. Piron; J. M. Etcheto (1988). "On computing the inverse DFT". IEEE Transactions on Acoustics, Speech, and Signal Processing. 36 (2): 285–286. :10.1109/29.1519.

doi

J. H. McClellan; T. W. Parks (1972). "Eigenvalues and eigenvectors of the discrete Fourier transformation". IEEE Transactions on Audio and Electroacoustics. 20 (1): 66–74. :10.1109/TAU.1972.1162342.

doi

Bradley W. Dickinson; Kenneth Steiglitz (1982). (PDF). IEEE Transactions on Acoustics, Speech, and Signal Processing. 30 (1): 25–31. CiteSeerX 10.1.1.434.5279. doi:10.1109/TASSP.1982.1163843. (Note that this paper has an apparent typo in its table of the eigenvalue multiplicities: the +i/−i columns are interchanged. The correct table can be found in McClellan and Parks, 1972, and is easily confirmed numerically.)

"Eigenvectors and functions of the discrete Fourier transform"

F. A. Grünbaum (1982). . Journal of Mathematical Analysis and Applications. 88 (2): 355–363. doi:10.1016/0022-247X(82)90199-8.

"The eigenvectors of the discrete Fourier transform"

Natig M. Atakishiyev; Kurt Bernardo Wolf (1997). "Fractional Fourier-Kravchuk transform". Journal of the Optical Society of America A. 14 (7): 1467–1477. :1997JOSAA..14.1467A. doi:10.1364/JOSAA.14.001467.

Bibcode

C. Candan; M. A. Kutay; H. M.Ozaktas (2000). (PDF). IEEE Transactions on Signal Processing. 48 (5): 1329–1337. Bibcode:2000ITSP...48.1329C. doi:10.1109/78.839980. hdl:11693/11130. Archived (PDF) from the original on 2017-09-21.

"The discrete fractional Fourier transform"

Magdy Tawfik Hanna, Nabila Philip Attalla Seif, and Waleed Abd El Maguid Ahmed (2004). "Hermite-Gaussian-like eigenvectors of the discrete Fourier transform matrix based on the singular-value decomposition of its orthogonal projection matrices". IEEE Transactions on Circuits and Systems I: Regular Papers. 51 (11): 2245–2254. :10.1109/TCSI.2004.836850. S2CID 14468134.{{cite journal}}: CS1 maint: multiple names: authors list (link)

doi

Shamgar Gurevich; Ronny Hadani (2009). "On the diagonalization of the discrete Fourier transform". Applied and Computational Harmonic Analysis. 27 (1): 87–99. :0808.3281. doi:10.1016/j.acha.2008.11.003. S2CID 14833478. preprint at.

arXiv

Shamgar Gurevich; Ronny Hadani; Nir Sochen (2008). "The finite harmonic oscillator and its applications to sequences, communication and radar". IEEE Transactions on Information Theory. 54 (9): 4239–4253. :0808.1495. Bibcode:2008arXiv0808.1495G. doi:10.1109/TIT.2008.926440. S2CID 6037080. preprint at.

arXiv

Juan G. Vargas-Rubio; Balu Santhanam (2005). "On the multiangle centered discrete fractional Fourier transform". IEEE Signal Processing Letters. 12 (4): 273–276. :2005ISPL...12..273V. doi:10.1109/LSP.2005.843762. S2CID 1499353.

Bibcode

F.N. Kong (2008). "Analytic Expressions of Two Discrete Hermite-Gaussian Signals". IEEE Transactions on Circuits and Systems II: Express Briefs. 55 (1): 56–60. :10.1109/TCSII.2007.909865. S2CID 5154718.

doi

Interactive explanation of the DFT

Archived 2016-03-04 at the Wayback Machine

Matlab tutorial on the Discrete Fourier Transformation

Interactive flash tutorial on the DFT

Mathematics of the Discrete Fourier Transform by Julius O. Smith III

FFTW: Fast implementation of the DFT - coded in C and under General Public License (GPL)

General Purpose FFT Package: Yet another fast DFT implementation in C & FORTRAN, permissive license

Explained: The Discrete Fourier Transform

Discrete Fourier Transform

Indexing and shifting of Discrete Fourier Transform

Discrete Fourier Transform Properties

Generalized Discrete Fourier Transform (GDFT) with Nonlinear Phase

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