Discrete Fourier series

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:

${\displaystyle s(t)=\sum _{k=-\infty }^{\infty }S[k]\cdot e^{i2\pi {\frac {k}{P}}t},}$

which is periodic with an arbitrary period denoted by ${\displaystyle P.}$ When continuous time ${\displaystyle t}$ is replaced by discrete time ${\displaystyle nT,}$ for integer values of ${\displaystyle n}$ and time interval ${\displaystyle T,}$ the series becomes:

${\displaystyle s(nT)=\sum _{k=-\infty }^{\infty }S[k]\cdot e^{i2\pi {\frac {k}{P}}nT},\quad n\in \mathbb {Z} .}$

With ${\displaystyle n}$ constrained to integer values, we normally constrain the ratio ${\displaystyle P/T=N}$ to an integer value, resulting in an ${\displaystyle N}$-periodic function:

which are harmonics of a fundamental digital frequency ${\displaystyle 1/N.}$ The ${\displaystyle N}$ subscript reminds us of its periodicity. And we note that some authors will refer to just the ${\displaystyle S[k]}$ coefficients themselves as a discrete Fourier series.^{[1]: p.85 (eq 15a)}

Due to the ${\displaystyle N}$-periodicity of the ${\displaystyle e^{i2\pi {\tfrac {k}{N}}n}}$ kernel, the infinite summation can be "folded" as follows:

${\displaystyle {\begin{aligned}s_{_{N}}[n]&=\sum _{m=-\infty }^{\infty }\left(\sum _{k=0}^{N-1}e^{i2\pi {\tfrac {k-mN}{N}}n}\ S[k-mN]\right)\\&=\sum _{k=0}^{N-1}e^{i2\pi {\tfrac {k}{N}}n}\underbrace {\left(\sum _{m=-\infty }^{\infty }S[k-mN]\right)} _{\triangleq S_{N}[k]},\end{aligned}}}$

which is proportional (by a factor of ${\displaystyle N}$) to the inverse DFT of one cycle of the periodic summation, ${\displaystyle S_{N}.}$^{[2]: p.542 (eq 8.4)  [3]: p.77 (eq 4.24)}

References

This page was last edited on 15 May 2024, at 22:13