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Mathematics of the DFT
    Geometric Signal Theory
       The DFT

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The DFT

For a length $ N$ complex sequence $ x(n)$, $ n=0,1,2,\ldots,N-1$, the discrete Fourier transform (DFT) is defined by

$\displaystyle X(\omega_k) \isdef \sum_{n=0}^{N-1}x(n) e^{-j\omega_k t_n} = \sum_{n=0}^{N-1}x(n) e^{-j 2\pi kn/N}, \quad k=0,1,2,\ldots N-1 $

\begin{eqnarray*} t_n &\isdef & nT = \mbox{$n$th sampling instant (sec)} \\ \om... ...sdef & 2\pi f_s/N = \mbox{frequency sampling interval (rad/sec)} \end{eqnarray*}

We are now in a position to have a full understanding of the transform kernel:

$\displaystyle e^{-j\omega_k t_n} = \cos(\omega_k t_n) - j \sin(\omega_k t_n) $

The kernel consists of samples of a complex sinusoid at $ N$ discrete frequencies $ \omega_k$ uniformly spaced between 0 and the sampling rate $ \omega_s \isdeftext 2\pi f_s$. All that remains is to understand the purpose and function of the summation over $ n$ of the pointwise product of $ x(n)$ times each complex sinusoid. We will learn that this can be interpreted as an inner product operation which computes the coefficient of projection of the signal $ x$ onto the complex sinusoid $ \cos(\omega_k t_n) + j \sin(\omega_k t_n)$. As such, $ X(\omega_k)$, the DFT at frequency $ \omega_k$, is a measure of the amplitude and phase of the complex sinusoid which is present in the input signal $ x$ at that frequency. This is the basic function of all linear transform summations (in discrete time) and integrals (in continuous time) and their kernels.

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Previous: Geometric Signal Theory
Next: Signals as Vectors
written by Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.


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