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In [[mathematics]], [[computer science]], and [[electrical engineering]], the '''discrete Fourier transform (DFT)''', occasionally called the [[finite Fourier transform]], is a transform for [[Fourier analysis]] of finite-domain [[discrete-time signal]]s.  As with most Fourier analysis, it expresses an input function in terms of a sum of sinusoidal components by determining the amplitude and phase of each component. Unlike the [[Fourier transform]], which operates upon continuous functions assumed to extend to infinity, the DFT operates upon ''discrete'' and ''finite'' sets of values: the input to the DFT is a finite sequence of [[real number|real]] or [[complex number]]s, which makes the DFT ideal for processing information stored in [[computer]]s. In particular, the DFT is widely employed in [[Digital signal processing|signal processing]] and related fields to analyze the frequencies contained in a sampled [[signal (information theory)|signal]], to solve [[partial differential equations]], and to perform other operations such as [[convolution]]s.
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The article [[discrete Fourier transform]] presents the definition of the transform, without derivation, as''':'''
 
{{NumBlk|:|<math>X[k] = \sum_{n=0}^{N-1} x[n] \cdot e^{-i \frac{2 \pi}{N} k n} \quad \quad k = 0, \dots, N-1</math>
|{{EquationRef|Eq.1}}}}
 
Here we take the view that the DFT is motivated by a desire to study continuous functions or waveforms and their continuous Fourier transforms using only a finite amount of data.
When the sequence {''x''[''n'']} represents a subset of the samples of a waveform ''x''(''t''), we can model the process that created {''x''[''n'']} as applying a [[window function]] to ''x''(''t''), followed by sampling (or vice versa).  It is instructive to envision how those operations affect our ability to observe the Fourier transform,&nbsp;''X''(''&fnof;'').  The window function widens every frequency component of ''X''(''&fnof;'') in a way that depends on the type of window used. That effect is called [[spectral leakage]].  We can think of it as causing ''X''(''&fnof;'') to blur'''...''' thus a loss of resolution.  The sampling operation causes the Fourier transform to become periodic.  More precisely, what happens is that {''x''[''n'']} has no Fourier transform.  It is undefined. But using the [[Poisson summation formula]] a periodic function of continuous frequency can be constructed from the samples, and it comprises copies of the blurred ''X''(''&fnof;'') repeated at regular multiples of the sampling frequency (''F''<sub>''s''</sub> = ''1''/''T'') and summed together where they overlap (called [[periodic summation]])''':'''
 
{{NumBlk|:|<math>X_{1/T}(f)\ \stackrel{\text{def}}{=}\ \sum_{k=-\infty}^{\infty} X(f-k/T)= \sum_{n=-\infty}^{\infty} \underbrace{T\cdot x(nT)}_{x[n]}\cdot e^{-i 2\pi f nT}</math>&nbsp; &nbsp; <ref group="note">With this definition''':''' &nbsp;<math>\textstyle{\omega = {2 \pi f \over F_s} = 2 \pi f T,}</math>&nbsp; the right-hand side of {{EquationNote|Eq.2}} becomes <math>\sum_{n=-\infty}^{\infty} x[n]\cdot e^{-i \omega n},</math>&nbsp; which is a normalized-frequency form of the [[discrete-time Fourier transform]].</ref>
|{{EquationRef|Eq.2}}}}
 
The copies are [[aliasing|aliases]] of the original frequency components.  In particular, due to the overlap, aliases can significantly distort the region containing the original ''X''(''&fnof;'') (if ''F''<sub>''s''</sub> is not sufficiently large enough to prevent it). &nbsp;But if the windowing and sampling are done with sufficient care, the Poisson summation still contains a reasonable semblance of&nbsp;''X''(''&fnof;''). It is therefore a common practice to compute an arbitrary number of samples (N) of one cycle of the periodic function <math>X_{1/T}</math>&nbsp;''':'''
 
:<math>\underbrace{X_{1/T}\left(\frac{k}{NT}\right)}_{X[k]} = \sum_{n=-\infty}^{\infty} x[n]\cdot e^{-i 2\pi \frac{kn}{N}} \quad \quad k = 0, \dots, N-1</math>
 
Since the kernel, <math>e^{-i 2\pi \frac{kn}{N}}\,</math>&nbsp; is N-periodic, it can readily be shown that this is equivalent to the following '''[[discrete Fourier transform|DFT]]:'''
 
{{NumBlk|:|<math>X[k] = \sum_{N} x_N[n]\cdot e^{-i 2\pi \frac{kn}{N}},</math>
|{{EquationRef|Eq.3}}}}
 
where <math>\textstyle{\sum_{N}}</math> is a summation over any interval of length N, and <math>x_N\,</math> is another [[periodic summation]]''':'''
 
:<math>x_N[n]\ \stackrel{\text{def}}{=}\ \sum_{m=-\infty}^{\infty} x[n-mN].</math>
 
{{EquationNote|Eq.1}} (the standard DFT) is just a simplification of {{EquationNote|Eq.3}} when the x[n] sequence is zero outside the interval [0, N-1].<ref group="note">The discussion of longer sequences can be found at [[Discrete-time_Fourier_transform#Sampling_the_DTFT|Sampling the DTFT]].</ref>  But regardless of the duration of the x[n] sequence, the inverse DFT produces the periodic <math>x_N\,</math> sequence.  That can be thought of as a consequence of substituting a discrete set of frequencies for the continuous <math>X_{1/T}</math>.
 
==Notes==
{{reflist|group=note}}
 
[[Category:Fourier analysis]]
[[Category:Digital signal processing]]

Revision as of 23:18, 1 March 2014

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