小波与傅里叶分析基础第8讲.ppt

Key words Discrete Fourier Transform Inverse Discrete Fourier Transform shifts or translation Fast Fourier Transform compress diagonal matrix application discretizations 3.1 The Discrete Fourier Transform 3.1.1 Definition of Discrete Fourier Transform Let , The discrete Fourier transform of y is the sequence, where with . Equivalent matrix computation where and 3.1.2 Properties of DFT Inverse Discrete Fourier Transform Suppose is an element of Sn. Let ; that is where .Then is given by Theorem 3.2 Shifts or translation. If and , then where . Convolutions. If and , then the convolution of the sequences y and z defined by is also in . The Convolution theorem: If is a sequence of real numbers, then or . 3.1.3 The Fast Fourier Transform Choose an even number of nodes n=2N. Split the discrete Fourier sequence into even and odd indices. Let .We obtain Similar formulas can be derived for the inverse DFT. In matrix terms the computation of the discrete Fourier transform is given by where DN is the diagonal matrix with the entries on the diagonal. Example 3.1 A plot of the absolute value of the DFT coefficients for the function is given in Figure 3. Example 3.2 We consider the signal in Figure 4, which is generated by the function over the interval . The graph of filtered signal is given in Figure 5. Example 3.3 We consider the signal given in Figure 6, which is generated by the function over the interval . The graph of compressed signal is given in Figure 7. 3.1.4 The FFT Approximation to the Fourier Transform Changing variables we get where It is the formula of approximati