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Relationship between continuous-time ft and dft

The goal of spectrum analysis is often to determine the frequency content of an analog (continuous-time) signal; very often, as in most modern spectrum analyzers, this is actually accomplished by sampling the analog signal, windowing (truncating) the data, and computing and plotting the magnitude of its DFT.It is thus essential to relate the DFT frequency samples back to the original analog frequency. Assuming that the analog signal is bandlimited and the sampling frequency exceeds twice that limit so that no frequency aliasing occurs, the relationship betweenthe continuous-time Fourier frequency Ω (in radians) and the DTFT frequency ω imposed by sampling is ω Ω T where T is the sampling period. Through the relationship ω k 2 k N between the DTFT frequency ω and the DFT frequency index k , the correspondence between the DFT frequency index and the original analog frequency can be found: Ω 2 k N T or in terms of analog frequency f in Hertz (cycles per second rather than radians) f k N T for k in the range k between 0 and N 2 . It is important to note that k N 2 1 N 1 correspond to negative frequencies due to the periodicity of the DTFT and the DFT.

In general, will DFT frequency values X k exactly equal samples of the analog Fourier transform X a at the corresponding frequencies? That is, will X k X a 2 k N T ?

In general, NO . The DTFT exactly corresponds to the continuous-time Fourier transform only when the signal is bandlimited and sampled at more than twice its highest frequency. The DFT frequency values exactly correspond to frequency samples of the DTFTonly when the discrete-time signal is time-limited. However, a bandlimited continuous-time signal cannot be time-limited, so ingeneral these conditions cannot both be satisfied.

It can, however, be true for a small class of analog signals which are not time-limited but happen to exactly equal zero at all sample times outside of the interval n 0 N 1 . The sinc function with a bandwidth equal to the Nyquist frequency and centered at t 0 is an example.

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Zero-padding

If more than N equally spaced frequency samples of a length- N signal are desired, they can easily be obtained by zero-padding the discrete-time signal and computing a DFT of the longer length.In particular, if L N DTFT samples are desired of a length- N sequence, one can compute the length- L N DFT of a length- L N zero-padded sequence z n x n 0 n N 1 0 N n L N 1 X w k 2 k L N n N 1 0 x n 2 k n L N n L N 1 0 z n 2 k n L N DFT L N z n Note that zero-padding interpolates the spectrum. One should always zero-pad (by about at least a factor of 4) whenusing the DFT to approximate the DTFT to get a clear picture of the DTFT . While performing computations on zeros may at first seem inefficient,using FFT algorithms, which generally expect the same number of input and output samples, actually makes thisapproach very efficient.

shows the magnitude of the DFT values corresponding to the non-negative frequencies of a real-valued length-64 DFT of a length-64 signal,both in a "stem" format to emphasize the discrete nature of the DFT frequency samples, and as a line plot to emphasize its use as an approximation to thecontinuous-in-frequency DTFT. From this figure, it appears that the signal has a single dominantfrequency component.

Spectrum without zero-padding

Stem plot

Line plot

Magnitude DFT spectrum of 64 samples of a signal with a length-64 DFT (no zero padding)
Zero-padding by a factor of two by appending 64 zero values to the signal and computing a length-128 DFT yields . It can now be seen that the signal consists of at least two narrowbandfrequency components; the gap between them fell between DFT samples in , resulting in a misleading picture of the signal's spectral content.This is sometimes called the picket-fence effect , and is a result of insufficient sampling in frequency.While zero-padding by a factor of two has revealed more structure, it is unclear whether the peak magnitudes are reliably rendered, andthe jagged linear interpolation in the line graph does not yet reflect the smooth, continuously-differentiable spectrum of the DTFTof a finite-length truncated signal. Errors in the apparent peak magnitude due to insufficient frequency samplingis sometimes referred to as scalloping loss .

Spectrum with factor-of-two zero-padding

Stem plot

Line plot

Magnitude DFT spectrum of 64 samples of a signal with a length-128 DFT (double-length zero-padding)
Zero-padding to four times the length of the signal, as shown in , clearly shows the spectral structure and reveals that the magnitude ofthe two spectral lines are nearly identical. The line graph is still a bit rough and the peak magnitudes and frequenciesmay not be precisely captured, but the spectral characteristics of the truncated signal are now clear.

Spectrum with factor-of-four zero-padding

Stem plot

Line plot

Magnitude DFT spectrum of 64 samples of a signal with a length-256 zero-padded DFT (four times zero-padding)
Zero-padding to a length of 1024, as shown in yields a spectrum that is smooth and continuous to the resolution of the computer screen, and produces a very accurate rendition of the DTFT ofthe truncated signal.

Spectrum with factor-of-sixteen zero-padding

Stem plot

Line plot

Magnitude DFT spectrum of 64 samples of a signal with a length-1024 zero-padded DFT.The spectrum now looks smooth and continuous and reveals all the structure of the DTFT of a truncated signal.
The signal used in this example actually consisted of two pure sinusoids of equal magnitude.The slight difference in magnitude of the two dominant peaks, the breadth of the peaks, and the sinc-like lesser side lobe peaks throughout frequency are artifacts of the truncation, or windowing, process used to practically approximate the DFT.These problems and partial solutions to them are discussed in the following section.

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Source:  OpenStax, The dft, fft, and practical spectral analysis. OpenStax CNX. Feb 22, 2007 Download for free at http://cnx.org/content/col10281/1.2
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