Joseph Fourier (1768–1830) claimed that any function of a variable — continuous
or discontinuous — can be expanded in a series of sines of multiples of that variable.
The modern statement is more careful about convergence, but the idea survives intact:
signals can be represented as sums (or integrals) of sinusoids, and this representation
— the Fourier domain(傅立葉域 / 頻域) — is where LTI systems become
simple to analyze.
Joseph Fourier(1768–1830)主張:任何一個變數的函數——不論連續或不連續——都可以展開成該變數各倍數的正弦級數。現代的敘述對收斂性講究得多,但核心想法原封不動地保留了下來:訊號可以表示成弦波的和(或積分),而這個表示法——傅立葉域(Fourier domain,又稱頻域)——正是讓 LTI 系統變得容易分析的地方。
Joseph Fourier(1768–1830)は、ある変数の任意の関数は——連続であれ不連続であれ——その変数の整数倍の正弦の級数に展開できる、と主張した。現代の言明は収束について遥かに慎重だが、着想はそのまま生き残っている。すなわち、信号は正弦波の和(あるいは積分)として表現でき、この表現——フーリエ領域(Fourier domain / 周波数領域)——こそが LTI システムの解析を簡単にしてくれる場所である。
4.1.1 Fourier series and Fourier coefficients4.1.1 傅立葉級數與傅立葉係數4.1.1 フーリエ級数とフーリエ係数
A periodic signal $x(t)$ with period $T$ (fundamental frequency $\Omega_0 = 2\pi/T$)
can be approximated by a sum of harmonics(諧波) of the fundamental
frequency:
Equivalently, each harmonic pair $a_k\cos + b_k\sin$ can be written as a single
sinusoid with an amplitude and a phase shift(相位移):
$A_k\cos(k\Omega_0 t + \phi_k)$ with $A_k = \sqrt{a_k^2+b_k^2}$,
$\phi_k = -\arctan(b_k/a_k)$. The set $\{c_k\}$ is the signal, viewed in the
Fourier domain.
From the magnitude–phase form to the complex form從振幅相位式到複數式振幅・位相の形から複素形へ
Lecture slides often write the truncated ($M$-harmonic) series in two ways that look
different but are the same sum. The real (cosine) form runs over
non-negative harmonics only, while the complex exponential form runs from
$-M$ to $+M$:
The same partial sum, two notations同一個部分和,兩種記法同じ部分和の、二つの記法
$$\tilde{x}(t)=\sum_{k=0}^{M} c_k\cos\!\left(\frac{2\pi k}{T}t+\phi_k\right)
\;=\;\sum_{k=-M}^{M} X_k\, e^{\,j\frac{2\pi k}{T}t}
\qquad\text{with } X_k=\frac{c_k}{2}e^{j\phi_k}\ (k\ge 1),\quad X_{-k}=X_k^{*}$$
Euler's formula is the whole story: it splits each real cosine into two complex
exponentials, one at $+k$ and one at $-k$. The negative-frequency half of the second sum
is not new content — it is the other half of each cosine.
Derivation — splitting the cosine推導 —— 把餘弦劈成兩半導出 — 余弦を二つに割る
Step 1 — apply Euler's formula. Write
$\theta_k = 2\pi k t/T$. Since $\cos x=\tfrac12\!\left(e^{jx}+e^{-jx}\right)$,
$$c_k\cos(\theta_k+\phi_k)
=\frac{c_k}{2}e^{j\phi_k}e^{j\theta_k}+\frac{c_k}{2}e^{-j\phi_k}e^{-j\theta_k}$$
The single real harmonic has become two counter-rotating phasors of half the amplitude.
Step 2 — name the complex coefficient. Define
$X_k=\tfrac{c_k}{2}e^{j\phi_k}$. The second coefficient is then exactly its conjugate,
$\tfrac{c_k}{2}e^{-j\phi_k}=X_k^{*}$, so each cosine reads
$$X_k\,e^{j\theta_k}+X_k^{*}\,e^{-j\theta_k}$$
All of the amplitude and phase information of the harmonic now sits in the single
complex number $X_k$: $|X_k|=c_k/2$ and $\angle X_k=\phi_k$.
Step 3 — recognize the negative frequency. The second
term is the same kind of exponential as the first, only with index $-k$, because
$e^{-j\theta_k}=e^{\,j2\pi(-k)t/T}$. Defining $X_{-k}=X_k^{*}$ turns the pair into two
entries of one indexed family:
$$X_k\,e^{\,j\frac{2\pi k}{T}t}+X_{-k}\,e^{\,j\frac{2\pi(-k)}{T}t}$$
Step 4 — sum over $k$. Each $k$ from $1$ to $M$
contributes one term at $+k$ and one at $-k$. Together they fill every index from $-M$ to
$M$ except $0$ — which is precisely why the second sum runs over
$k=-M,\dots,-1,0,1,\dots,M$.
The $k=0$ term. Here $\theta_0=0$, so
$c_0\cos(0+\phi_0)=c_0\cos\phi_0$ is a single real constant (the DC level); with the usual
convention $\phi_0=0$ it is just $c_0$. It has no negative-frequency partner, so it appears
once, as $X_0=c_0\cos\phi_0$.
Many slides write the complex form as $\sum_{k=-M}^{M} c_k e^{j2\pi kt/T}$, using the
same letter $c_k$ that denoted the real amplitude in the cosine form. These are
not the same number. In the complex form $c_k$ means the complex coefficient
$X_k=\tfrac{c_k^{\text{(real form)}}}{2}e^{j\phi_k}$ — half the real
amplitude, with the phase folded into it. The factor of $\tfrac12$ has not disappeared; it
is hidden in the redefinition of the symbol. Forgetting it is the classic factor-of-2
(3 dB) error when converting a two-sided spectrum back to physical amplitudes:
$c_k = 2|X_k|$ for $k\ge 1$, but $c_0=|X_0|$ for DC.
The condition $X_{-k}=X_k^{*}$ is exactly what makes the two-sided sum real. Adding a
complex number to its conjugate cancels the imaginary parts:
$$X_k e^{j\theta_k}+X_k^{*}e^{-j\theta_k}=2\,\mathrm{Re}\!\left\{X_k e^{j\theta_k}\right\}
=c_k\cos(\theta_k+\phi_k)$$
which lands you back in the cosine form. Drop the symmetry and the synthesis produces a
complex-valued signal instead — the same Hermitian condition $X_{-k}=X_k^{*}$ met in
§4.1.1 above, and the reason a real signal's spectrum carries no
information in its negative half.
Fig. 4-1 — Fourier-series partial sums of a square wave.
More harmonics give a better fit, but the overshoot near the jumps (Gibbs phenomenon) never
shrinks below about 9%.
Finding the coefficients: inner product with conjugate complex sinusoids求係數:與共軛複弦波做內積係数の求め方:共役複素正弦波との内積
The synthesis equation tells you how to build $x(t)$ once you know the
coefficients. The practical question runs the other way: given the signal, how do you find
the magnitude $|c_k|$ and the phase $\arg\{c_k\}$ of each harmonic? The answer is a single
operation — take the inner product(內積) of $x(t)$ with the
conjugate of the complex sinusoid at that frequency:
This is the same formula as the analysis equation above, with the
period written out explicitly as $[-T/2,\,T/2]$. What the words inner product add
is the reason the formula looks the way it does.
Inner product on one period一個週期上的內積一周期上の内積
$$\bigl\langle x,\ y \bigr\rangle \;\triangleq\; \frac{1}{T}\int_{-T/2}^{T/2} x(t)\,y^{*}(t)\,dt$$
The conjugate on the second argument is not decoration: it is what makes
$\langle x,x\rangle=\frac1T\int_T |x(t)|^2\,dt$ a real, non-negative number — an average
power — so that "length" and "angle" mean something in a complex space. Put
$y=\varphi_k$ and the conjugation turns $e^{+j2\pi kt/T}$ into $e^{-j2\pi kt/T}$:
the minus sign in the analysis exponent is the conjugation in the inner
product, nothing more. That is exactly what the parenthesis on the slide is
flagging — inner product with (conjugate) complex sinusoids.
Why it works: the harmonics are orthonormal為什麼行得通:諧波是正交歸一的なぜうまくいくのか:高調波は正規直交である
Orthonormality of the harmonics諧波的正交歸一性高調波の正規直交性
$$\bigl\langle \varphi_m,\ \varphi_k \bigr\rangle
=\frac{1}{T}\int_{-T/2}^{T/2} e^{\,j\frac{2\pi (m-k)}{T}t}\,dt
=\frac{\sin\bigl(\pi(m-k)\bigr)}{\pi(m-k)}
=\delta[m-k]=\begin{cases}1,& m=k\\ 0,& m\neq k\end{cases}$$
Both cases are visible without doing the integral. If $m=k$ the integrand is the constant
$1$, the integral is $T$, and the $1/T$ normalizes it to $1$. If $m\neq k$ the integrand is a
complex sinusoid that completes a whole number $|m-k|$ of turns around the unit
circle during the interval, so its phasor points in every direction equally often and the
contributions cancel exactly — the integral is zero. Integer harmonics of a common period
are mutually orthogonal, and that single fact is the engine of the entire Fourier series.
Derivation — why the inner product returns $c_k$ and nothing else推導 —— 為什麼內積只還原出 $c_k$、其餘全為零導出 — 内積が $c_k$ だけを返す理由
Step 1 — start from the synthesis equation. Assume the
expansion exists, written with a dummy index $m$ so it is not confused with the harmonic we
are about to test for:
$$x(t)=\sum_{m=-\infty}^{\infty} c_m\,\varphi_m(t),\qquad \varphi_m(t)=e^{\,j\frac{2\pi m}{T}t}$$
Step 2 — take the inner product with one harmonic $\varphi_k$.
The inner product is linear in its first argument, so it passes through the sum (uniform
convergence on the period justifies the exchange of sum and integral):
$$\bigl\langle x,\varphi_k\bigr\rangle
=\Bigl\langle \sum_m c_m\varphi_m,\ \varphi_k\Bigr\rangle
=\sum_{m=-\infty}^{\infty} c_m\,\bigl\langle \varphi_m,\varphi_k\bigr\rangle$$
Step 3 — apply orthonormality. Every term with $m\neq k$ is
multiplied by zero. The sum sifts down to the one surviving term:
$$\sum_{m} c_m\,\delta[m-k]=c_k
\qquad\Longrightarrow\qquad
\boxed{\,c_k=\frac{1}{T}\int_{-T/2}^{T/2}x(t)\,e^{-j\frac{2\pi k}{T}t}\,dt\,}$$
The analysis equation is not a second postulate — it falls out of the synthesis equation the
moment you know the basis is orthonormal.
Step 4 — the same derivation in normalized time $\tau$.
Lecture treatments usually run this calculation after the substitution
$\tau=\frac{2\pi}{T}\,t$, and it is worth following once, because this is where
normalized time / frequency(正規化頻率) makes its first appearance. With
$t=\frac{T}{2\pi}\tau$, $dt=\frac{T}{2\pi}d\tau$ and the limits mapping
$t=\mp T/2\mapsto\tau=\mp\pi$:
$$\hat{c}_k=\frac{1}{T}\int_{-T/2}^{T/2}x(t)\,e^{-j\frac{2\pi k}{T}t}\,dt
=\frac{1}{T}\cdot\frac{T}{2\pi}\int_{-\pi}^{\pi}x\!\left(\frac{T}{2\pi}\tau\right)e^{-jk\tau}\,d\tau
=\frac{1}{2\pi}\int_{-\pi}^{\pi}x\!\left(\frac{T}{2\pi}\tau\right)e^{-jk\tau}\,d\tau$$
The Jacobian $T/2\pi$ cancels the averaging $1/T$, so the period drops out of the
problem entirely: one period of the signal is now one trip around the unit circle,
$\tau\in[-\pi,\pi]$, whatever $T$ happened to be. Insert the synthesis sum — which in these
coordinates is simply $x=\sum_{l} c_l e^{\,jl\tau}$, the dummy index $l$ playing the role
of $m$ above — and exchange sum and integral:
$$\hat{c}_k=\sum_{l} c_l\left(\frac{1}{2\pi}\int_{-\pi}^{\pi}e^{\,j(l-k)\tau}\,d\tau\right)
=\sum_{l} c_l\,\delta[l-k]=c_k$$
The bracket is orthonormality again, in its normalized form:
for $l\neq k$ the integrand completes $|l-k|$ whole turns, so its cosine part covers
complete cycles and its sine part is odd on the symmetric interval — both integrate to zero;
for $l=k$ the integrand is the constant $1$, whose average is $1$. Writing the left-hand side
as $\hat{c}_k$ — "whatever the analysis integral hands back" — makes the punchline explicit:
$\hat{c}_k=c_k$, so the analysis equation genuinely inverts the synthesis equation. The pair
is self-consistent, which is the real content of the derivation.
Notice the $\frac{1}{2\pi}$ that appeared on its own: it is not a
new constant, it is the averaging $\frac1T$ seen in normalized coordinates. The same factor,
arriving the same way, sits in front of every inverse transform in this chapter — the
inverse DTFT is this very integral with $\tau$ renamed $\omega$.
Step 5 — read off magnitude and phase. The integral returns
one complex number per $k$; its polar form is what the slide asks for:
$$|c_k|=\sqrt{\mathrm{Re}^2\{c_k\}+\mathrm{Im}^2\{c_k\}},\qquad
\arg\{c_k\}=\operatorname{atan2}\bigl(\mathrm{Im}\{c_k\},\ \mathrm{Re}\{c_k\}\bigr)$$
Through the correspondence of the previous subsection, the physical amplitude of the $k$-th
cosine is $2|c_k|$ for $k\ge 1$ and its phase is $\phi_k=\arg\{c_k\}$; the DC term
$c_0=\frac1T\int_{-T/2}^{T/2}x(t)\,dt$ is simply the average value of the signal.
4.1.2 The Fourier transform and the sinc function4.1.2 傅立葉轉換與 sinc 函數4.1.2 フーリエ変換と sinc 関数
For aperiodic continuous-time signals, the spacing $\Omega_0=2\pi/T$ between harmonics
goes to zero as $T\to\infty$ and the sum becomes an integral — the
Fourier transform(傅立葉轉換):
The symbol $\triangleq$ means "is defined as". At $x=0$ the quotient is $0/0$, but
$\sin x/x\to1$, so $\operatorname{sinc}0=1$ by convention($x=0$ 處取極限值 1). Away from the
origin it oscillates like $\sin x$ inside an envelope that decays as $1/|x|$, crossing zero at
every nonzero multiple of $\pi$. It is even, its peak is at the origin, and the mainlobe
(between the first two zeros) is twice as wide as every sidelobe.
Textbooks and software do not agree on the argument scaling. Check which one is in use before
reading zero locations off a formula.教科書與軟體對引數的縮放方式並不一致。從公式讀零點位置之前,先確認用的是哪一種定義。教科書とソフトウェアとで、引数のスケーリングの取り方が一致していない。公式から零点の位置を読み取る前に、どちらの流儀が使われているかを確かめること。
The rectangle transform above can be written either way:
$T_p\dfrac{\sin(\Omega T_p/2)}{\Omega T_p/2}$ is $T_p\operatorname{sinc}(\Omega T_p/2)$ in the
unnormalized form and $T_p\operatorname{sinc}\bigl(\tfrac{\Omega T_p}{2\pi}\bigr)$ in the
normalized form. Both say the same thing: zeros at $\Omega=2\pi k/T_p$, $k\ne0$. The
normalized form is the natural one for sampling (Chapter 6), where the reconstruction kernel
$\operatorname{sinc}(t/T)$ vanishes at every sample instant except $t=0$.上面的矩形轉換兩種寫法都可以:$T_p\dfrac{\sin(\Omega T_p/2)}{\Omega T_p/2}$ 在未正規化的定義下是 $T_p\operatorname{sinc}(\Omega T_p/2)$,在已正規化的定義下則是 $T_p\operatorname{sinc}\bigl(\tfrac{\Omega T_p}{2\pi}\bigr)$。兩者說的是同一件事:零點落在 $\Omega=2\pi k/T_p$、$k\ne0$。做取樣(第 6 章)時,正規化的定義比較自然,因為重建核 $\operatorname{sinc}(t/T)$ 在除了 $t=0$ 以外的每個取樣時刻都等於零。上の矩形の変換はどちらの流儀でも書ける。$T_p\dfrac{\sin(\Omega T_p/2)}{\Omega T_p/2}$ は、非正規化の形では $T_p\operatorname{sinc}(\Omega T_p/2)$、正規化の形では $T_p\operatorname{sinc}\bigl(\tfrac{\Omega T_p}{2\pi}\bigr)$ である。どちらも同じことを述べている。零点は $\Omega=2\pi k/T_p$、$k\ne0$ にある。標本化(第 6 章)では正規化の形が自然である。再構成核 $\operatorname{sinc}(t/T)$ が、$t=0$ を除くすべての標本時刻で消えるからである。
and by duality a sinc in time transforms to a rectangle in frequency — which is
exactly why the ideal lowpass filter of §4.3.3 has a sinc impulse response. A pure sine
$\sin(\Omega_0 t)$ transforms to a pair of impulses at $\pm\Omega_0$: a single frequency
occupies a single point in the Fourier domain.
The shorter the pulse $T_p$, the wider its sinc mainlobe ($\propto 1/T_p$).
This time–frequency tradeoff reappears in windowing, in the uncertainty principle, and in the
STFT of Chapter 9.脈衝 $T_p$ 愈短,它的 sinc 主瓣就愈寬($\propto 1/T_p$)——時域愈窄,頻域愈寬。這個時間–頻率的取捨會在加窗、不確定性原理,以及第 9 章的 STFT 中一再出現。パルス $T_p$ が短いほど、その sinc のメインローブは広くなる($\propto 1/T_p$)。この時間–周波数のトレードオフは、窓かけ、不確定性原理、そして第 9 章の STFT で繰り返し現れる。
4.1.3 Eigenfunctions of LTI systems and frequency response4.1.3 LTI 系統的特徵函數與頻率響應4.1.3 LTI システムの固有関数と周波数応答
Why are complex exponentials the right building blocks? Feed
$x[n] = e^{j\omega n}$ (for all $n$) into an LTI system with impulse response $h[n]$:
The output is the same exponential scaled by the complex constant
$H(e^{j\omega})$ — the frequency response(頻率響應) of the system,
which is precisely the DTFT of $h[n]$. So $e^{j\omega n}$ is an
eigenfunction of every LTI system, with eigenvalue $H(e^{j\omega})$.
For a real LTI system and real input $x[n]=A\cos(\omega_0 n + \phi)$, the steady-state output is
$$y[n] = A\,\bigl|H(e^{j\omega_0})\bigr|\cos\!\bigl(\omega_0 n + \phi + \angle H(e^{j\omega_0})\bigr)$$
Magnitude is scaled by $|H|$, phase is shifted by $\angle H$ — the frequency never changes.
This is used directly in Exercise 2(c).對實數的 LTI 系統與實數輸入 $x[n]=A\cos(\omega_0 n + \phi)$,穩態輸出為
$$y[n] = A\,\bigl|H(e^{j\omega_0})\bigr|\cos\!\bigl(\omega_0 n + \phi + \angle H(e^{j\omega_0})\bigr)$$
振幅被 $|H|$ 縮放、相位被 $\angle H$ 平移 —— 頻率則從不改變(弦波進、同頻率弦波出)。習題 2(c) 會直接用到這一點。実数の LTI システムに実数入力 $x[n]=A\cos(\omega_0 n + \phi)$ を加えたとき、定常状態の出力は
$$y[n] = A\,\bigl|H(e^{j\omega_0})\bigr|\cos\!\bigl(\omega_0 n + \phi + \angle H(e^{j\omega_0})\bigr)$$
となる。振幅は $|H|$ 倍され、位相は $\angle H$ だけずれる——周波数は決して変わらない。これは演習 2(c) でそのまま使う。
For a sequence $x[n]$, the discrete-time Fourier transform(離散時間傅立葉轉換)
is the continuous, complex-valued function of the normalized angular frequency
$\omega$ (rad/sample):
Warning — why the argument is written $e^{j\omega}$
注意 —— 為什麼引數寫成 $e^{j\omega}$
注意 — 引数を $e^{j\omega}$ と書く理由
The notation $X(e^{j\omega})$ (not $X(\omega)$) is deliberate: the transform depends on
$\omega$ only through $e^{j\omega}$, which makes the $2\pi$-periodicity explicit and
connects directly to the z-transform of Chapter 5 — the DTFT is the z-transform evaluated
on the unit circle $z=e^{j\omega}$.寫成 $X(e^{j\omega})$(而不是 $X(\omega)$)是刻意的:這個轉換對 $\omega$ 的依賴只透過 $e^{j\omega}$,這讓 $2\pi$ 週期性變得顯而易見,也直接接上第 5 章的 z 轉換 —— DTFT 就是 z 轉換在單位圓 $z=e^{j\omega}$ 上取值。$X(\omega)$ ではなく $X(e^{j\omega})$ と書くのは意図的である。この変換が $\omega$ に依存するのは $e^{j\omega}$ を通じてのみであり、そのおかげで $2\pi$ 周期性が明示的になり、第 5 章の z 変換とも直接つながる——DTFT とは、単位円 $z=e^{j\omega}$ の上で評価した z 変換にほかならない。
4.2.2 Periodicity of the DTFT4.2.2 DTFT 的週期性4.2.2 DTFT の周期性
Because $n$ is an integer, $e^{-j(\omega+2\pi)n} = e^{-j\omega n}e^{-j2\pi n} = e^{-j\omega n}$.
The periodicity is implicit in the definition:
Shifting $\omega$ by $2\pi$ multiplies every term by $e^{-j2\pi n}$, and because $n$ is an
integer that factor is exactly $1$ — term by term, nothing changes. Contrast this with the
CTFT, where the summation index becomes a continuous $t$, $e^{-j2\pi t}\ne 1$, and no
periodicity appears. A periodic spectrum is a signature of discrete time.
Fig. 4-2 — Magnitude (left) and phase (right) of $X(e^{j\omega})=\dfrac{1}{1-0.6\,e^{-j\omega}}$ over $0\le\omega\le 5\pi$. The whole pattern repeats every $2\pi$ (dashed red lines at $\omega=2\pi,4\pi$), so everything there is to know already lies in one period.
Every DTFT is periodic in $\omega$ with period $2\pi$. We therefore only ever need one period,
conventionally $-\pi \le \omega < \pi$ or $0 \le \omega < 2\pi$. High frequencies live near
$\omega=\pm\pi$, low frequencies near $\omega = 0$. In Exercise 3 the spectra are plotted over
$0\le\omega\le 6\pi$ precisely to make this periodicity visible — you will see three identical copies.每一個 DTFT 對 $\omega$ 都以 $2\pi$ 為週期。因此我們永遠只需要一個週期,慣例上取 $-\pi \le \omega < \pi$ 或 $0 \le \omega < 2\pi$。高頻住在 $\omega=\pm\pi$ 附近,低頻住在 $\omega = 0$ 附近。習題 3 之所以把頻譜畫在 $0\le\omega\le 6\pi$ 上,正是為了讓這個週期性看得見 —— 你會看到三份一模一樣的複本。どの DTFT も $\omega$ について周期 $2\pi$ をもつ。したがって必要なのは常に一周期だけであり、慣例的には $-\pi \le \omega < \pi$ あるいは $0 \le \omega < 2\pi$ をとる。高い周波数は $\omega=\pm\pi$ の近くに、低い周波数は $\omega = 0$ の近くに住んでいる。演習 3 でスペクトルを $0\le\omega\le 6\pi$ の範囲に描くのは、まさにこの周期性を目に見えるようにするためである——まったく同じ複製が三つ並ぶのが見えるだろう。
Why we write $X(e^{j\omega})$ and not $X(\omega)$
為什麼寫 $X(e^{j\omega})$ 而不是 $X(\omega)$
$X(\omega)$ ではなく $X(e^{j\omega})$ と書く理由
The notation is deliberate. The DTFT is really a function of the complex number
$e^{j\omega}$ — a point on the unit circle — not of $\omega$ itself. Since
$e^{j(\omega+2\pi)} = e^{j\omega}$, pushing $\omega$ past $2\pi$ simply returns to the same
point on the circle, so the argument of $X$ has not changed at all. Writing
$X(e^{j\omega})$ therefore makes the $2\pi$ periodicity implicit: it is built into
the notation and cannot be forgotten, whereas $X(\omega)$ would suggest a fresh value for
every fresh $\omega$. That is the phase ambiguity of $e^{j\omega}$ the lecture slide points
at, and it is why §4.2.3 may invert the transform by integrating over any single period.這個記號是刻意的。DTFT 真正是複數 $e^{j\omega}$ ——單位圓上的一個點——的函數,而不是 $\omega$ 本身的函數。既然 $e^{j(\omega+2\pi)} = e^{j\omega}$,把 $\omega$ 推過 $2\pi$ 只是回到圓上同一個點,$X$ 的引數根本沒有改變。因此寫成 $X(e^{j\omega})$ 就讓 $2\pi$ 週期性變成內建的:它寫在記號裡,想忘也忘不掉;而 $X(\omega)$ 卻會讓人以為每一個新的 $\omega$ 都有一個新的值。這就是投影片所指的「$e^{j\omega}$ 的相位本身帶有 $2\pi$ 的多值性」,也是 §4.2.3 之所以可以在任何單一個週期上積分來做反轉換的原因。この記法は意図的なものである。DTFT は実のところ、$\omega$ そのものの関数ではなく、複素数 $e^{j\omega}$——単位円上の一点——の関数である。$e^{j(\omega+2\pi)} = e^{j\omega}$ であるから、$\omega$ を $2\pi$ だけ先へ進めても円上の同じ点に戻るだけで、$X$ の引数はまったく変化していない。それゆえ $X(e^{j\omega})$ と書けば $2\pi$ 周期性が暗黙のうちに表現される。周期性は記法に組み込まれていて忘れようがないのに対し、$X(\omega)$ と書くと $\omega$ が新しくなるたびに新しい値があるかのように見えてしまう。これが講義スライドの指摘する $e^{j\omega}$ の位相の多価性であり、§4.2.3 で任意の一周期にわたる積分によって変換を逆にできる理由でもある。
The proof rests on the orthogonality of complex exponentials over one period:這個證明建立在複指數於一個週期上的正交性:この証明は、一周期にわたる複素指数の直交性に立脚している:?
Why "over one period"? For integers $n\ne m$, the phasor $e^{j\omega(n-m)}$ makes exactly $|n-m|$ full turns as $\omega$ sweeps any interval of length $2\pi$, so it spends equal time pointing every direction and the integral cancels to $0$. For $n=m$ the integrand is the constant $1$ and the integral is $2\pi$. On a shorter interval the cancellation fails, e.g.
$\int_0^{\pi} e^{j\omega}\,d\omega = 2j \ne 0$, so the sifting that isolates $x[n]$ would break.
Orthogonality says that complex exponentials at different frequencies have inner product 0 over a complete period. Since $n-m$ is an integer, $e^{j\omega(n-m)}$ turns a whole number of times over a span of $2\pi$ and closes back on itself, which is what makes the positive and negative parts cancel; over less than a full period a residue is left behind and the proof no longer holds.
Verify by substituting into the DTFT代回 DTFT 驗證DTFT に代入して確かめる
Rather than take the pair on faith, substitute the analysis equation into the synthesis
integral and watch the orthogonality collapse the double sum. Use $l$ as the dummy index
inside $X(e^{j\omega})$ so it cannot be confused with the $n$ we are solving for:
Line 2 inserts $X(e^{j\omega})=\sum_l x[l]e^{-j\omega l}$; line 3 pulls the sum outside the
integral; line 4 evaluates the inner integral with orthogonality. The
inner integral is the sinc of §4.1.2 evaluated at integer arguments — it is $1$ at $n=l$ and
lands exactly on a zero crossing of $\sin\pi(n-l)$ for every other integer, so it is
the unit sample $\delta[n-l]$. The final sum then sifts out the single term $l=n$ and returns
$x[n]$: the transform pair is consistent.
$\operatorname{sinc}\pi(n-l)$ means $\dfrac{\sin\pi(n-l)}{\pi(n-l)}$, the $\sin x/x$
convention of §4.1.2 — not MATLAB's normalized
sinc, which would already carry its own $\pi$ and give
$\sin(\pi^2(n-l))/(\pi^2(n-l))$. Both conventions still collapse to $\delta[n-l]$ here, but
only because the argument is an integer multiple of $\pi$; keep the convention straight
whenever you write sinc on an exam.$\operatorname{sinc}\pi(n-l)$ 指的是 $\dfrac{\sin\pi(n-l)}{\pi(n-l)}$,也就是 §4.1.2 的 $\sin x/x$ 定義 —— 不是 MATLAB 那個已正規化的 sinc,後者自帶一個 $\pi$,會給出 $\sin(\pi^2(n-l))/(\pi^2(n-l))$。在這裡兩種定義最後都塌縮成 $\delta[n-l]$,但那只是因為引數恰好是 $\pi$ 的整數倍;考試時只要寫到 sinc,就要先把用的是哪種定義弄清楚。$\operatorname{sinc}\pi(n-l)$ は $\dfrac{\sin\pi(n-l)}{\pi(n-l)}$ を意味する。すなわち §4.1.2 の $\sin x/x$ の流儀であって、MATLAB の正規化された sinc ではない。あちらはすでに自前の $\pi$ をもっているので $\sin(\pi^2(n-l))/(\pi^2(n-l))$ になってしまう。ここではどちらの流儀でも結局 $\delta[n-l]$ につぶれるが、それは引数が $\pi$ の整数倍だからにすぎない。試験で sinc を書くときは、どの流儀かを常にはっきりさせておくこと。
Tip — when is the swap legal?
小技巧 —— 什麼時候可以交換順序?
ヒント — 順序の交換はいつ許されるのか
Exchanging $\sum_l$ and $\int$ in line 3 is not free: it needs the sum to converge well
enough (absolute summability is more than sufficient — see §4.2.4).
For a merely square-summable $x[n]$ the verification still holds, but in the mean-square
sense rather than pointwise.第 3 行交換 $\sum_l$ 與 $\int$ 並不是白吃的午餐:它要求那個和式收斂得夠好(絕對可和已經綽綽有餘 —— 見 §4.2.4)。對僅僅平方可和的 $x[n]$,這個驗證仍然成立,但只在均方意義下,而非逐點成立。3 行目で $\sum_l$ と $\int$ を交換するのはただではない。和が十分よく収束していることが必要である(絶対総和可能なら十分すぎるほどである——§4.2.4 を参照)。単に二乗総和可能なだけの $x[n]$ でもこの検証は成り立つが、各点収束ではなく平均二乗の意味においてである。
The pair
(analysis, synthesis) says: $x[n]$ is a
superposition of exponentials $e^{j\omega n}$ over a continuum of frequencies, weighted
by $X(e^{j\omega})\,d\omega/2\pi$.
An LTI system is BIBO stable iff $h[n]$ is absolutely summable — which is exactly the
condition for $H(e^{j\omega})$ to exist as an ordinary (uniformly convergent) function.
A stable system always has a well-defined frequency response.一個 LTI 系統為 BIBO 穩定的充要條件是 $h[n]$ 絕對可和 —— 而那恰恰就是 $H(e^{j\omega})$ 能以一般(均勻收斂)函數存在的條件。穩定的系統一定有定義良好且連續的頻率響應。LTI システムが BIBO 安定であることと $h[n]$ が絶対総和可能であることは同値であり——それはまさに $H(e^{j\omega})$ が通常の(一様収束する)関数として存在するための条件である。安定なシステムは必ず、よく定義された周波数応答をもつ。
4.2.5 Comparison with the continuous-time transforms4.2.5 與連續時間轉換的比較4.2.5 連続時間の変換との比較
The DTFT has two close relatives already met in §4.1: the continuous-time Fourier
series(傅立葉級數) of §4.1.1, which represents a
periodic $x(t)$ by discrete coefficients $c_k$, and the continuous-time Fourier
transform (CTFT) of §4.1.2, which represents an aperiodic
$x(t)$ by a continuous $X(j\Omega)$. All three resolve a signal into complex exponentials, but they
are different objects, and nearly every beginner's error in this chapter comes from treating them
as interchangeable. Put the three pairs side by side:
Look at the shapes of the four operations rather than their contents. A
sum over an integer index always produces a continuous, periodic function; an
integral over one period always produces a discrete sequence; an
integral over the whole line produces a continuous, aperiodic function. The
Fourier series and the DTFT use the same two operations as each other — just swapped between
analysis and synthesis. That is not a coincidence, and §"The DTFT is a Fourier series"
below makes it exact.
The bridge to the CTFT: sampling通往 CTFT 的橋樑:取樣CTFT への橋渡し:標本化
The DTFT and the CTFT are joined by sampling. If $x[n]=x_c(nT)$ are samples of a
continuous-time signal taken every $T$ seconds ($\Omega_s=2\pi/T$), then discrete-time frequency is
continuous-time frequency normalized by the sampling rate,
Read it as a recipe: take the aperiodic CTFT, scale it by $1/T$, lay down a copy centred on
every multiple of $\Omega_s$, and add. The copies are exactly why the DTFT is periodic — and if
they overlap, that overlap is aliasing.
Fig. 4-3 — CTFT and DTFT of the same rectangle.
(a) a continuous pulse of width $T_p=9$ s and (b) its CTFT, the aperiodic sinc
$X(j\Omega)=\sin(4.5\Omega)/(\Omega/2)$, which decays and never repeats.
(c) the same pulse sampled at $T=1$ s, giving the 9-point rectangular sequence, and (d) its
DTFT, the Dirichlet kernel $\sin(4.5\omega)/\sin(\omega/2)$ — periodic with period $2\pi$.
The dashed curves in (d) are the shifted, $1/T$-scaled copies of (b); for this signal they sum
to the solid DTFT curve exactly.
The bridge to the Fourier series: the DTFT is one通往傅立葉級數的橋樑:DTFT 就是一種傅立葉級數フーリエ級数への橋渡し:DTFT はフーリエ級数である
The relationship to the Fourier series is not an analogy — it is an identity. A Fourier series
expands a periodic function into a sum over a discrete index. The DTFT
$X(e^{j\omega})$ is a periodic function of $\omega$, and the analysis equation
$X(e^{j\omega})=\sum_n x[n]e^{-j\omega n}$ is a sum over a discrete index. So read the
DTFT pair with the roles of the two domains exchanged:
The DTFT spectrum, expanded as a Fourier series in $\omega$把 DTFT 頻譜展開成 $\omega$ 的傅立葉級數DTFT のスペクトルを $\omega$ のフーリエ級数として展開する
$$X(e^{j\omega})=\sum_{k=-\infty}^{\infty} c_k\,e^{jk\omega},
\qquad c_k=\frac{1}{2\pi}\int_{-\pi}^{\pi}X(e^{j\omega})\,e^{-jk\omega}\,d\omega
\;=\; \boxed{\,x[-k]\,}$$
The last step is just the inverse DTFT evaluated at $n=-k$. In words:
the sequence values are the Fourier-series coefficients of its own spectrum (with
the index reflected). A period-$T_0$ waveform in time has discrete coefficients $c_k$; a
$2\pi$-periodic spectrum in frequency has discrete "coefficients" $x[-k]$. Same mathematics, the
two domains swapped — $T_0 \leftrightarrow 2\pi$ and $t \leftrightarrow -\omega$.
Fig. 4-4 — the DTFT and the Fourier series are mirror images.
Top (DTFT): (a) a discrete, aperiodic sequence transforms to (b) a continuous,
$2\pi$-periodic spectrum. Bottom (Fourier series): (c) a continuous, $T_0$-periodic
waveform — here a rectangular pulse train with duty cycle $T_p/T_0=1/3$ — transforms to
(d) discrete, aperiodic coefficients $c_k=\tfrac13\operatorname{sinc}(k/3)=\sin(\pi k/3)/(\pi k)$,
samples of a sinc envelope. The arrows run in opposite directions between the same two kinds
of object: "discrete and aperiodic" on one side, "continuous and periodic" on the other.
The ideal lowpass frequency response $H(e^{j\omega})$ is a brick wall: a $2\pi$-periodic
square wave in $\omega$. Its Fourier-series coefficients are, by the boxed result above,
its impulse response — the sinc sequence $h_{lp}[n]=\sin(\omega_c n)/\pi n$ of
§4.3.3. Truncating that sequence to $|n|\le M$ to make it realizable is
therefore exactly forming a partial sum of a Fourier series of a square wave. The
overshoot you then see at the band edge is the very same Gibbs phenomenon plotted in Fig. 4-1 —
only now it lives on the frequency axis instead of the time axis. Windowed FIR design (Ch. 14) is,
in this light, the art of truncating a Fourier series gracefully.理想低通的頻率響應 $H(e^{j\omega})$ 是一堵磚牆:一個以 $2\pi$ 為週期、在 $\omega$ 上的方波。由上面框起來的結論可知,它的傅立葉級數係數就是它的脈衝響應 —— 也就是 §4.3.3 的 sinc 序列 $h_{lp}[n]=\sin(\omega_c n)/\pi n$。因此,為了讓它可實現而把序列截斷到 $|n|\le M$,恰恰就是在取一個方波傅立葉級數的部分和。接著你在帶緣看到的那個過衝,正是圖 4-1 裡畫的同一個 Gibbs 現象 —— 只是現在它住在頻率軸上,而不是時間軸上。從這個角度看,加窗 FIR 設計(第 14 章)就是「如何優雅地截斷一條傅立葉級數」的藝術。理想低域通過フィルタの周波数応答 $H(e^{j\omega})$ はレンガ壁である。すなわち $2\pi$ 周期の$\omega$ 上の方形波にほかならない。上の囲み結果により、そのフーリエ係数はそのインパルス応答——§4.3.3 の sinc 系列 $h_{lp}[n]=\sin(\omega_c n)/\pi n$——である。したがって、実現可能にするためにこの系列を $|n|\le M$ で打ち切ることは、まさしく方形波のフーリエ級数の部分和を作ることにほかならない。そのとき帯域端に見えるオーバーシュートは、図 4-1 に描いたのとまったく同じギブス現象である——ただし今度は時間軸ではなく周波数軸の上に住んでいる。この見方からすれば、窓関数による FIR 設計(第 14 章)とは、フーリエ級数を優雅に打ち切る技術にほかならない。
Concept — discreteness in one domain ⇒ periodicity in the other
觀念 —— 一個域離散 ⇒ 另一個域週期
概念 — 一方の領域が離散 ⇒ 他方の領域が周期的
This is the single rule that organizes all four Fourier transforms. Sampling a signal makes its
spectrum periodic; making a signal periodic makes its spectrum discrete:這是統整全部四種傅立葉轉換的唯一一條規則。把訊號取樣,它的頻譜就變成週期的;把訊號變成週期的,它的頻譜就變成離散的:これが四つのフーリエ変換すべてを秩序づけるただ一つの規則である。信号を標本化するとそのスペクトルは周期的になり、信号を周期的にするとそのスペクトルは離散的になる:
Time domain
Frequency domain
Transform
continuous, aperiodic
continuous, aperiodic
CTFT $X(j\Omega)$ — §4.1.2
continuous, periodic ($T_0$)
discrete, aperiodic
Fourier series $c_k$ — §4.1.1
discrete, aperiodic
continuous, periodic ($2\pi$)
DTFT $X(e^{j\omega})$ — this section
discrete, periodic ($N$)
discrete, periodic ($N$)
DFS / DFT $X[k]$ — Ch. 8
時域
頻域
轉換
連續、非週期
連續、非週期
CTFT $X(j\Omega)$ —— §4.1.2
連續、週期($T_0$)
離散、非週期
傅立葉級數 $c_k$ —— §4.1.1
離散、非週期
連續、週期($2\pi$)
DTFT $X(e^{j\omega})$ —— 本節
離散、週期($N$)
離散、週期($N$)
DFS/DFT $X[k]$ —— 第 8 章
時間領域
周波数領域
変換
連続、非周期
連続、非周期
CTFT $X(j\Omega)$ — §4.1.2
連続、周期的($T_0$)
離散、非周期
フーリエ級数 $c_k$ — §4.1.1
離散、非周期
連続、周期的($2\pi$)
DTFT $X(e^{j\omega})$ — 本節
離散、周期的($N$)
離散、周期的($N$)
DFS/DFT $X[k]$ — 第 8 章
Rows 2 and 3 are the mirror pair of Fig. 4-4. The DTFT
sits in the third row: discrete time buys periodicity in frequency, but the spectrum is still a
continuous function of $\omega$, so it is still not something a computer can hold.
Sampling the frequency axis too — the fourth row, where both domains are discrete and
periodic — is what produces the DFT.
$\Omega$ versus $\omega$. Capital $\Omega$ is analog frequency in rad/s;
lower-case $\omega$ is normalized frequency in rad/sample and carries no units. They differ by the
factor $T$. Writing "$\omega = 2\pi\cdot 1\,\text{kHz}$" is meaningless without a sampling rate.
$c_k$ versus $X(j\Omega)$ versus $X(e^{j\omega})$. The argument is part of the
name, and it tells you which of the three transforms — and hence which inversion formula — you are
holding. A discrete index $k$ means a Fourier series and a periodic time signal.
Two different $T$'s. In §4.1.1 $T$ is the
period of a periodic waveform (written $T_0$ here to keep them apart, with
$\Omega_0=2\pi/T_0$); from §4.2.5 onward $T$ is the sampling
period, with $\Omega_s=2\pi/T$. They are unrelated quantities that happen to share a letter.
The $1/T$. The sampling relation carries a factor $1/T=f_s$. Forget it and
every magnitude you compute is off by the sampling rate; this is the usual culprit when a spectrum
computed two ways disagrees by a constant.
The geometric series behind almost every DTFT幾乎每個 DTFT 背後的那條等比級數ほとんどすべての DTFT の背後にある等比級数
Every closed form in the table above that is not an impulse comes from one sum. It is
worth deriving once, because the same shift-and-subtract trick(平移相減)gives both the
infinite and the finite version:
Multiplying by $c$ shifts the index by one, so the two sums share every term except
$c^0$; subtracting kills the infinite tail and leaves a single number. The restriction
$|c|<1$ is what makes the tail vanish — with $|c|\ge 1$ the terms do not go to zero and
$S$ does not exist.
In the DTFT of $a^n\mu[n]$ the ratio is $c = a\,e^{-j\omega}$, and
$|c| = |a|\,|e^{-j\omega}| = |a|$, so the series converges for every $\omega$ exactly when
$|a|<1$ — the same absolute-summability condition as §4.2.4. For the rectangular pulse
the ratio is $c = e^{-j\omega}$ with $|c|=1$, which is why only the finite form
may be used there.在 $a^n\mu[n]$ 的 DTFT 裡,公比是 $c = a\,e^{-j\omega}$,而 $|c| = |a|\,|e^{-j\omega}| = |a|$,所以這個級數對每一個 $\omega$ 都收斂的充要條件恰好是 $|a|<1$ —— 與 §4.2.4 的絕對可和條件相同。至於矩形脈衝,公比是 $c = e^{-j\omega}$、$|c|=1$,這就是那裡只能用有限版公式的原因。$a^n\mu[n]$ の DTFT では公比が $c = a\,e^{-j\omega}$ であり、$|c| = |a|\,|e^{-j\omega}| = |a|$ となる。したがってこの級数がすべての $\omega$ で収束するための条件は、ちょうど $|a|<1$ である——§4.2.4 の絶対総和可能性の条件と同じである。矩形パルスでは公比が $c = e^{-j\omega}$ で $|c|=1$ となり、だからこそそこでは有限版の形しか使えないのである。
Magnitude and phase (rationalize with the conjugate):
$$\bigl|X(e^{j\omega})\bigr| = \frac{1}{\sqrt{1-2a\cos\omega+a^2}},\qquad
\theta(\omega) = -\arctan\frac{a\sin\omega}{1-a\cos\omega}$$
Sanity check(合理性驗証): for $0<a<1$, $|X|$ is largest at $\omega=0$
(value $\tfrac{1}{1-a}$) and smallest at $\omega=\pi$ (value $\tfrac{1}{1+a}$) — a lowpass shape,
consistent with a slowly decaying, smooth time sequence. See Fig. 4-11 for $a=\tfrac12$.
(a) Guess and check with the inverse DTFT. A single
frequency should give a single spike, $X(e^{j\omega})=A\,\delta(\omega-\omega_0)$. By the sifting
property,
The $2\pi$ cancels the $1/2\pi$ in front of the IDTFT integral.
那個 $2\pi$ 恰好抵消反 DTFT 積分前面的 $1/2\pi$。
この $2\pi$ が、逆 DTFT の積分の前にある $1/2\pi$ を打ち消す。
(b) Forward from the definition, as a limit.
(b) 從定義正向推,取極限。
(b) 定義から順方向に、極限として求める。
Write out the DTFT with $\theta=\omega-\omega_0$:
$$X(e^{j\omega})=\sum_{n=-\infty}^{\infty}e^{j\omega_0 n}e^{-j\omega n}=\sum_{n=-\infty}^{\infty}e^{-j\theta n}$$
Truncate to $-N\dots N$. The finite geometric sum gives the (symmetric) Dirichlet kernel:
$$D_N(\theta)=\sum_{n=-N}^{N}e^{-j\theta n}=\frac{\sin\bigl((2N+1)\theta/2\bigr)}{\sin(\theta/2)}$$
Let $N\to\infty$.
At $\theta=0$ every term is 1, so $D_N(0)=2N+1\to\infty$.
Away from $\theta=0$ the terms cancel; $D_N$ oscillates ever faster and averages to zero against any smooth function.
The area over one period is fixed:
$$\int_{-\pi}^{\pi}D_N(\theta)\,d\theta=\sum_{n=-N}^{N}\int_{-\pi}^{\pi}e^{-j\theta n}\,d\theta=2\pi\quad\text{for every }N,$$
since each $n\ne 0$ term is a whole number of cycles and integrates to 0. An infinitely tall, infinitely
narrow spike of area $2\pi$ is $2\pi\,\delta(\theta)$.
$D_N$ is $2\pi$-periodic, so the spike repeats at every $\theta=2\pi k$. Substituting back $\theta=\omega-\omega_0$:
$$X(e^{j\omega})=\sum_{k=-\infty}^{\infty}2\pi\,\delta(\omega-\omega_0-2\pi k)$$
Within $-\pi<\omega<\pi$ only the $k=0$ spike appears: $2\pi\,\delta(\omega-\omega_0)$.
$2\pi$: the area of the Dirichlet kernel over one period.
$\delta$: the peak becomes infinitely tall and narrow as $N\to\infty$.
Sum over $k$: the kernel repeats every $2\pi$.
Setting $\omega_0=0$ gives the entry $1\leftrightarrow 2\pi\,\delta(\omega)$.$2\pi$:Dirichlet 核在一個週期上的面積。$\delta$:當 $N\to\infty$ 時峰值變得無限高、無限窄。對 $k$ 求和:這個核每隔 $2\pi$ 就重複一次。令 $\omega_0=0$ 就得到表中的 $1\leftrightarrow 2\pi\,\delta(\omega)$ 那一項。$2\pi$:Dirichlet 核の一周期にわたる面積。
$\delta$:$N\to\infty$ でピークが無限に高く細くなる。
$k$ についての和:この核が $2\pi$ ごとに繰り返す。
$\omega_0=0$ と置けば、表の $1\leftrightarrow 2\pi\,\delta(\omega)$ の項が得られる。
and $\mu[n]$ is the $a\to 1$ case. But $a=1$ is exactly where that derivation breaks:
$\sum_n|\mu[n]|=\infty$, so the step is not absolutely summable and its DTFT cannot be an
ordinary function. Taking the limit carefully shows what the naive substitution loses.
1. The limit away from DC. Fix $\omega\neq 2\pi k$. Then
$1-a\,e^{-j\omega}$ tends to the nonzero number $1-e^{-j\omega}$, so
$$\lim_{a\to 1^-}\frac{1}{1-a\,e^{-j\omega}}=\frac{1}{1-e^{-j\omega}}\qquad(\omega\neq 2\pi k)$$
At $\omega=0$, however, the denominator is $1-a\to 0$: the value blows up. Something is
concentrating at DC.
2. How much area concentrates there. The area under one period is
pinned down by the inverse DTFT evaluated at $n=0$, for every $a$:
$$x[0]=\frac{1}{2\pi}\int_{-\pi}^{\pi}X_a(e^{j\omega})\,d\omega=a^0=1
\;\Longrightarrow\;\int_{-\pi}^{\pi}X_a(e^{j\omega})\,d\omega=2\pi$$
Split into real and imaginary parts:
$$X_a(e^{j\omega})=\frac{1}{1-a\,e^{-j\omega}}
=\frac{1-a\cos\omega}{1-2a\cos\omega+a^2}\;-\;j\,\frac{a\sin\omega}{1-2a\cos\omega+a^2}$$
The imaginary part is odd in $\omega$ and contributes nothing, so
$\int_{-\pi}^{\pi}\operatorname{Re}X_a\,d\omega=2\pi$ for every $a<1$.
3. Where the area goes. As $a\to 1^-$ the real part tends
pointwise to
$$\frac{1-\cos\omega}{2-2\cos\omega}=\frac{1}{2}\qquad(\omega\neq 0),$$
and $\int_{-\pi}^{\pi}\tfrac12\,d\omega=\pi$ — only half of the required $2\pi$. The other
$\pi$ has not disappeared; it has been squeezed into an ever taller, ever narrower peak at
$\omega=0$. An infinitely tall spike of area $\pi$ is $\pi\,\delta(\omega)$.
4. Periodicity. Every DTFT repeats with period $2\pi$, so the spike
repeats too:
4. 週期性。每一個 DTFT 都以 $2\pi$ 為週期重複,所以這根尖峰也跟著重複:
4. 周期性。どの DTFT も周期 $2\pi$ で繰り返すので、このスパイクもまた繰り返す:
DTFT of the unit step單位步階的 DTFT単位ステップの DTFT
$$\mu[n]\;\longleftrightarrow\;U(e^{j\omega})=\frac{1}{1-e^{-j\omega}}
+\sum_{k=-\infty}^{\infty}\pi\,\delta(\omega+2\pi k)$$
Sanity check — the impulse is the DTFT of $\tfrac12$合理性檢查 —— 那個脈衝就是 $\tfrac12$ 的 DTFT妥当性の確認 — あのインパルスは $\tfrac12$ の DTFT である
Split the step into its even and odd parts. With $\operatorname{sgn}[0]=1$,
That is the slide's annotation: the impulse train is literally the DTFT of $\tfrac12$ — the
average value the step settles at. The remaining $\tfrac12\operatorname{sgn}[n]$ carries all the
$\omega$-dependence and supplies the rational term. Indeed, rationalizing,
From $U=\tfrac12-\tfrac{j}{2}\cot(\omega/2)$,
$$\bigl|U(e^{j\omega})\bigr|=\frac{1}{2\left|\sin(\omega/2)\right|},\qquad
\angle U(e^{j\omega})=\frac{\omega}{2}-\frac{\pi}{2}\quad(0<\omega<2\pi),$$
the phase repeating every $2\pi$ — a sawtooth from $-\pi/2$ up to $+\pi/2$. The magnitude diverges
at $\omega=2\pi k$, which is exactly where the $\pi$-area impulses sit. See Fig. 4-5.由 $U=\tfrac12-\tfrac{j}{2}\cot(\omega/2)$,
$$\bigl|U(e^{j\omega})\bigr|=\frac{1}{2\left|\sin(\omega/2)\right|},\qquad
\angle U(e^{j\omega})=\frac{\omega}{2}-\frac{\pi}{2}\quad(0<\omega<2\pi),$$
相位每隔 $2\pi$ 重複一次 —— 是一條從 $-\pi/2$ 升到 $+\pi/2$ 的鋸齒。振幅在 $\omega=2\pi k$ 處發散,而那正是那些面積為 $\pi$ 的脈衝所在的位置。見圖 4-5。$U=\tfrac12-\tfrac{j}{2}\cot(\omega/2)$ より、
$$\bigl|U(e^{j\omega})\bigr|=\frac{1}{2\left|\sin(\omega/2)\right|},\qquad
\angle U(e^{j\omega})=\frac{\omega}{2}-\frac{\pi}{2}\quad(0<\omega<2\pi),$$
となり、位相は $2\pi$ ごとに繰り返す——$-\pi/2$ から $+\pi/2$ まで上る鋸歯状波である。振幅は $\omega=2\pi k$ で発散し、そこがまさに面積 $\pi$ のインパルスの座る位置である。図 4-5 を参照。
Exam trap — $\pi$, not $2\pi$
考試陷阱 —— 是 $\pi$,不是 $2\pi$
試験の罠 — $2\pi$ ではなく $\pi$ である
Writing $\mu[n]\leftrightarrow 1/(1-e^{-j\omega})$ alone is the most common error: it silently drops the
DC content. And the impulse weight is $\pi$, not $2\pi$, because the step is half of a
constant — its running average is $\tfrac12$, not $1$. A quick check: the even part of $\mu[n]$ is
$\tfrac12+\tfrac12\delta[n]$, whose transform $\sum_k\pi\delta(\omega+2\pi k)+\tfrac12$ must equal
$\operatorname{Re}U$ — and it does.只寫 $\mu[n]\leftrightarrow 1/(1-e^{-j\omega})$ 是最常見的錯誤:它悄悄地把直流成分丟掉了。而且脈衝的權重是 $\pi$ 而不是 $2\pi$,因為步階只是常數的一半 —— 它的長期平均是 $\tfrac12$,不是 $1$。快速驗算:$\mu[n]$ 的偶部是 $\tfrac12+\tfrac12\delta[n]$,其轉換 $\sum_k\pi\delta(\omega+2\pi k)+\tfrac12$ 必須等於 $\operatorname{Re}U$ —— 確實如此。$\mu[n]\leftrightarrow 1/(1-e^{-j\omega})$ とだけ書くのが最もよくある誤りである。これは直流成分をこっそり落としてしまう。しかもインパルスの重みは $2\pi$ ではなく $\pi$ である。ステップは定数の半分だからであり、その長期平均は $1$ ではなく $\tfrac12$ だからである。手早い確認:$\mu[n]$ の偶部は $\tfrac12+\tfrac12\delta[n]$ であり、その変換 $\sum_k\pi\delta(\omega+2\pi k)+\tfrac12$ は $\operatorname{Re}U$ に等しくなければならない——実際そうなっている。
Fig. 4-5 — Spectrum of the unit step. Top: the continuous part
$1/(2|\sin(\omega/2)|)$ (blue) blowing up at $\omega=2\pi k$, with the $\pi$-area impulses (red) drawn
at the same frequencies. Bottom: the phase $\omega/2-\pi/2$, a sawtooth of period $2\pi$.
Worked example — $x[n]=\delta[n]+\alpha^{n}\mu[n-1]$完整範例 —— $x[n]=\delta[n]+\alpha^{n}\mu[n-1]$詳解例 — $x[n]=\delta[n]+\alpha^{n}\mu[n-1]$
This one looks like a new transform, but it is just the two tools above — linearity and the
time-shift theorem — plus one bit of bookkeeping. Assume $|\alpha|<1$.
1. Force the shifted term into a recognizable shape. The sequence
$\alpha^{n}\mu[n-1]$ is not $\alpha^{n}\mu[n]$ delayed by one — a delayed copy would read
$\alpha^{\,n-1}\mu[n-1]$. Pull out one factor of $\alpha$ to fix the exponent:
$$x[n]=\delta[n]+\alpha^{n}\mu[n-1]
=\delta[n]+\alpha\bigl(\alpha^{\,n-1}\mu[n-1]\bigr)$$
Now the bracket is $g[n-1]$ with $g[n]=\alpha^{n}\mu[n]$.
2. Transform term by term. $\delta[n]\leftrightarrow 1$, and by
Example 4-A $g[n]\leftrightarrow 1/(1-\alpha e^{-j\omega})$. A delay of one sample
multiplies by $e^{-j\omega\cdot 1}$:
$$X(e^{j\omega})=1+\alpha\left(e^{-j\omega}\cdot\frac{1}{1-\alpha e^{-j\omega}}\right)
=1+\frac{\alpha e^{-j\omega}}{1-\alpha e^{-j\omega}}$$
3. Combine over a common denominator.
$$X(e^{j\omega})=\frac{\bigl(1-\alpha e^{-j\omega}\bigr)+\alpha e^{-j\omega}}{1-\alpha e^{-j\omega}}
=\boxed{\;\frac{1}{1-\alpha e^{-j\omega}}\;}$$
The two $\alpha e^{-j\omega}$ terms cancel exactly.
$\mu[n]=\delta[n]+\mu[n-1]$: the step is its own delayed copy plus the sample at the origin.
Multiplying by $\alpha^{n}$ (and using $\alpha^{0}=1$ at $n=0$) gives
$\alpha^{n}\mu[n]=\delta[n]+\alpha^{n}\mu[n-1]$ directly. The frequency-domain route is a
consistency check: linearity, the shift theorem and Example 4-A must agree with the
time-domain identity, and they do.$\mu[n]=\delta[n]+\mu[n-1]$:步階等於它自己延遲一格的複本,再加上原點那一個樣本。兩邊乘上 $\alpha^{n}$(並在 $n=0$ 用到 $\alpha^{0}=1$),就直接得到 $\alpha^{n}\mu[n]=\delta[n]+\alpha^{n}\mu[n-1]$。走頻域那條路只是一次一致性檢查:線性、位移定理與範例 4-A 必須與這個時域恆等式吻合,而它們確實吻合。$\mu[n]=\delta[n]+\mu[n-1]$、すなわちステップは自分自身を遅らせた複製に原点の標本を足したものである。両辺に $\alpha^{n}$ を掛け($n=0$ では $\alpha^{0}=1$ を使い)、$\alpha^{n}\mu[n]=\delta[n]+\alpha^{n}\mu[n-1]$ が直ちに得られる。周波数領域を通る道筋は整合性の確認にすぎない。線形性、シフト定理、例題 4-A は、この時間領域の恒等式と一致しなければならず、実際に一致している。
Tip — the exam version of this problem
小技巧 —— 這題的考試版本
ヒント — この問題の試験版
Split-off-the-first-sample is the standard way to handle a sequence that starts at $n=1$ instead of
$n=0$. Watch the exponent: $\alpha^{n}\mu[n-1]$ carries $\alpha^{n}$, not $\alpha^{\,n-1}$, so the
shift theorem cannot be applied until the extra factor $\alpha$ has been pulled out front. Forgetting
it is the usual way to land on $\dfrac{1}{1-\alpha e^{-j\omega}}\cdot e^{-j\omega}$, which is off by
a whole factor of $\alpha$.「把第一個樣本單獨拆出來」是處理從 $n=1$ 而非 $n=0$ 開始的序列的標準做法。要盯緊指數:$\alpha^{n}\mu[n-1]$ 帶的是 $\alpha^{n}$ 而不是 $\alpha^{\,n-1}$,所以必須先把多出來的因子 $\alpha$ 提到前面,才能套用位移定理。忘了這一步,通常就會得到 $\dfrac{1}{1-\alpha e^{-j\omega}}\cdot e^{-j\omega}$,整整差了一個 $\alpha$。最初の標本を切り離すのは、$n=0$ ではなく $n=1$ から始まる系列を扱う標準的な手である。指数に注意すること。$\alpha^{n}\mu[n-1]$ がもつのは $\alpha^{\,n-1}$ ではなく $\alpha^{n}$ なので、余分な因子 $\alpha$ を前へ括り出すまではシフト定理を適用できない。これを忘れると、たいてい $\dfrac{1}{1-\alpha e^{-j\omega}}\cdot e^{-j\omega}$ にたどり着いてしまい、まるごと $\alpha$ 一つ分ずれる。
The linear-phase factor $e^{-j\omega(M-1)/2}$ just reflects that the pulse is
centered at $n=(M-1)/2$. Zeros of $|X|$ fall at $\omega = 2\pi k/M$, $k=1,\dots,M-1$; the
mainlobe width is $4\pi/M$ — longer pulse, narrower mainlobe.
Fig. 4-6 — Magnitude of the DTFT of a length-8 rectangular
pulse: the Dirichlet kernel $\left|\sin(\omega M/2)/\sin(\omega/2)\right|$, the discrete-time
analogue of the sinc. Peak value $M$ at $\omega=0$; zeros at $\omega=2\pi k/M$.
Fig. 4-7 — Impulse response of the ideal lowpass filter with
$\omega_c=\pi/4$: $h_{lp}[n]=\sin(\omega_c n)/\pi n$, a two-sided, infinitely long sinc sequence
(dashed: continuous sinc envelope).
$h_{lp}[n]$ is noncausal (nonzero for $n<0$) and decays only like $1/n$, so it is
not absolutely summable — the ideal LPF is unstable and cannot be implemented exactly.
Its DTFT converges only in the mean-square sense, with Gibbs ripples appearing whenever the
sinc is truncated. All of filter design (Chapters 13–14) is the art of approximating this
ideal with realizable systems.$h_{lp}[n]$ 是非因果的($n<0$ 時不為零),而且只以 $1/n$ 的速度衰減,所以它不是絕對可和的 —— 理想低通濾波器不穩定,也無法精確實現。它的 DTFT 只在均方意義下收斂,而且只要把 sinc 截斷就會出現 Gibbs 漣波。整個濾波器設計(第 13–14 章)就是「用可實現的系統逼近這個理想」的藝術。$h_{lp}[n]$ は非因果的であり($n<0$ でも非零)、しかも $1/n$ 程度にしか減衰しないので、絶対総和可能ではない。つまり理想低域通過フィルタは不安定であり、厳密に実装することはできない。その DTFT は平均二乗の意味でしか収束せず、sinc を打ち切れば必ずギブスのリプルが現れる。フィルタ設計(第 13–14 章)のすべては、この理想を実現可能なシステムで近似する技術にほかならない。
4.4 DTFT Theorems and Properties4.4 DTFT 定理與性質4.4 DTFT の定理と性質
4.4.1 Property table4.4.1 性質表4.4.1 性質の一覧表
Let $x[n]\leftrightarrow X(e^{j\omega})$, $g[n]\leftrightarrow G(e^{j\omega})$.
All transforms below are $2\pi$-periodic, so frequency shifts wrap around.
$|e^{-j\omega n_0}X| = |X|$: delaying a sequence never changes its magnitude spectrum, it only
adds linear phase with slope $-n_0$.
This is the cleanest way to remember what "linear phase = pure delay" means in §4.6.$|e^{-j\omega n_0}X| = |X|$:延遲一條序列絕不會改變它的振幅頻譜,只會加上一個斜率為 $-n_0$ 的線性相位。這是記住 §4.6「線性相位=純延遲」最乾淨的方式。$|e^{-j\omega n_0}X| = |X|$:系列を遅らせても振幅スペクトルは決して変わらず、傾き $-n_0$ の線形位相が加わるだけである。これが §4.6 の「線形位相=純粋な遅延」の意味を覚えるのに最も見通しのよい言い方である。
4.4.2 Symmetry relations and real sequences4.4.2 對稱關係與實數序列4.4.2 対称関係と実数系列
Define the conjugate-symmetric / conjugate-antisymmetric parts
(共軛對稱/反對稱部分) of a sequence and of a spectrum:
Both decompositions are just "average with the reflected conjugate" — in time the reflection is
$n\to-n$, in frequency it is $\omega\to-\omega$. Every sequence and every spectrum splits uniquely
into the two halves: $x[n]=x_{cs}[n]+x_{ca}[n]$ and $X=X_{cs}+X_{ca}$.
Notice the pattern: taking a real/imaginary part in one domain produces a
conjugate-symmetric/antisymmetric part in the other, and vice versa. The top three rows are
the raw operations; the bottom four are just those three combined with
$\mathrm{Re}\{z\}=\tfrac12(z+z^{*})$ and $j\,\mathrm{Im}\{z\}=\tfrac12(z-z^{*})$.
Why conjugate symmetry is what makes a signal real
為什麼共軛對稱正是「訊號為實數」的條件
共役対称性こそが信号を実数にしている理由
The middle rows carry a second reading: conjugate symmetry in the spectrum is exactly the
condition under which the inverse DTFT comes out real — the imaginary parts cancel in the
synthesis integral. Conjugate $x[n]$ and substitute $\omega\to-\omega$:
If $X=X^{*}(e^{-j\omega})$ the right-hand side is the synthesis integral for $x[n]$ itself, so
$x^{*}[n]=x[n]$ — the sequence is real. Conversely, a spectrum with no conjugate symmetry
synthesizes a complex sequence. This is the discrete-time twin of the Fourier-series result in
§4.1: pairing each complex exponential with its conjugate cancels the
imaginary parts.
If $x[n]$ is real, then $X(e^{j\omega}) = X^*(e^{-j\omega})$ (conjugate symmetry). Hence
$$|X(e^{j\omega})| = |X(e^{-j\omega})| \;{\scriptstyle\textcolor{gray}{\text{(even)}}},\qquad
\arg X(e^{j\omega}) = -\arg X(e^{-j\omega}) \;{\scriptstyle\textcolor{gray}{\text{(odd)}}}$$
Real part and $|X|$ are even functions of $\omega$; imaginary part and phase are odd.
For real signals, the half-band $0\le\omega\le\pi$ carries all the information.若 $x[n]$ 為實數,則 $X(e^{j\omega}) = X^*(e^{-j\omega})$(共軛對稱)。因此
$$|X(e^{j\omega})| = |X(e^{-j\omega})| \;{\scriptstyle\textcolor{gray}{\text{(偶)}}},\qquad
\arg X(e^{j\omega}) = -\arg X(e^{-j\omega}) \;{\scriptstyle\textcolor{gray}{\text{(奇)}}}$$
實部與 $|X|$ 是 $\omega$ 的偶函數;虛部與相位是奇函數。對實數訊號而言,半個頻帶 $0\le\omega\le\pi$ 就帶著全部的資訊。$x[n]$ が実数なら $X(e^{j\omega}) = X^*(e^{-j\omega})$(共役対称)が成り立つ。したがって
$$|X(e^{j\omega})| = |X(e^{-j\omega})| \;{\scriptstyle\textcolor{gray}{\text{(even)}}},\qquad
\arg X(e^{j\omega}) = -\arg X(e^{-j\omega}) \;{\scriptstyle\textcolor{gray}{\text{(odd)}}}$$
となる。実部と $|X|$ は $\omega$ の偶関数であり、虚部と位相は奇関数である。実信号については、半分の帯域 $0\le\omega\le\pi$ がすべての情報を担っている。
Before specializing, it is worth seeing what a general complex sequence actually looks like.
A real sequence is a curve in the $(n,\,x)$ plane; a complex one needs a third axis, so it is a curve
in the $(n,\,\mathrm{Re},\,\mathrm{Im})$ space, and the two "parts" in the table above are its two
projections onto the coordinate planes:
Fig. 4-8 — A complex sequence needs three axes: sample index $n$, real part
and imaginary part. Shown is $x[n]=r^{|n|}e^{j\omega_0 n}$ — the red stems are $x_{re}[n]$ lying in the
horizontal $n$–Real plane, the blue stems are $x_{im}[n]$ standing in the vertical $n$–Imag plane.
Drag to rotate, scroll to zoom. Tick force real to set $x_{im}\equiv 0$: the whole sequence
collapses into the single horizontal plane, which is the case treated below.
Everything above holds for complex $x[n]$. The moment $x[n]$ is pure real the
conjugates in the definitions collapse and the table simplifies dramatically, because
$x^*[n]=x[n]$:
And since $j\,\mathrm{Im}\{x[n]\}=0$, the row
$j\,\mathrm{Im}\{x[n]\}\leftrightarrow X_{ca}(e^{j\omega})$ forces $X_{ca}\equiv 0$: the spectrum of a
real sequence has no conjugate-antisymmetric part at all, i.e.
$X(e^{j\omega})=X_{cs}(e^{j\omega})=X^{*}(e^{-j\omega})$. Writing
$X(e^{j\omega})=X_R(e^{j\omega})+j\,X_I(e^{j\omega})$ with $X_R,X_I$ real, the last two rows of the
general table read:
the whole spectrum is conjugate-symmetric — $X=X_{cs}$
$x_{cs}[n]\equiv x_{ev}[n]$
$X_R(e^{j\omega})$
$X_R(e^{j\omega})=X_R(e^{-j\omega})$ — the real part is even
$x_{ca}[n]\equiv x_{od}[n]$
$j\,X_I(e^{j\omega})$
$X_I(e^{j\omega})=-X_I(e^{-j\omega})$ — the imaginary part is odd
實數 $x[n]$
DTFT
意義
$x[n]$
$X(e^{j\omega})=X^{*}(e^{-j\omega})$
整個頻譜都是共軛對稱的 —— $X=X_{cs}$
$x_{cs}[n]\equiv x_{ev}[n]$
$X_R(e^{j\omega})$
$X_R(e^{j\omega})=X_R(e^{-j\omega})$ —— 實部是偶函數
$x_{ca}[n]\equiv x_{od}[n]$
$j\,X_I(e^{j\omega})$
$X_I(e^{j\omega})=-X_I(e^{-j\omega})$ —— 虛部是奇函數
実数の $x[n]$
DTFT
意味
$x[n]$
$X(e^{j\omega})=X^{*}(e^{-j\omega})$
スペクトル全体が共役対称である — $X=X_{cs}$
$x_{cs}[n]\equiv x_{ev}[n]$
$X_R(e^{j\omega})$
$X_R(e^{j\omega})=X_R(e^{-j\omega})$ — 実部は偶関数
$x_{ca}[n]\equiv x_{od}[n]$
$j\,X_I(e^{j\omega})$
$X_I(e^{j\omega})=-X_I(e^{-j\omega})$ — 虚部は奇関数
The even half of the sequence is responsible for the entire real part of the spectrum, and the odd
half for the entire imaginary part. Two corollaries follow by simply deleting the half that is
missing:
$$\begin{aligned}
x[n]\ \text{real and }\textbf{even}\ (x_{od}=0)\quad &\Longleftrightarrow\quad
X(e^{j\omega})\ \text{real and even}\ (X_I\equiv 0)\\[3pt]
x[n]\ \text{real and }\textbf{odd}\ (x_{ev}=0)\quad &\Longleftrightarrow\quad
X(e^{j\omega})\ \text{purely imaginary and odd}\ (X_R\equiv 0)
\end{aligned}$$
The first line is why a symmetric FIR filter can be designed with a purely real
$X(e^{j\omega})$ — a zero-phase response — and why the linear-phase filters of Ch. 14 are built
around $h[n]=h[M-1-n]$. See Fig. 4-9.$$\begin{aligned}
x[n]\ \text{為實數且}\textbf{偶}\ (x_{od}=0)\quad &\Longleftrightarrow\quad
X(e^{j\omega})\ \text{為實數且偶}\ (X_I\equiv 0)\\[3pt]
x[n]\ \text{為實數且}\textbf{奇}\ (x_{ev}=0)\quad &\Longleftrightarrow\quad
X(e^{j\omega})\ \text{為純虛數且奇}\ (X_R\equiv 0)
\end{aligned}$$
第一行說明了為什麼對稱的 FIR 濾波器可以設計出純實數的 $X(e^{j\omega})$ —— 也就是零相位響應 —— 也說明了第 14 章的線性相位濾波器為何都圍繞著 $h[n]=h[M-1-n]$ 來建構。見圖 4-9。$$\begin{aligned}
x[n]\ \text{real and }\textbf{even}\ (x_{od}=0)\quad &\Longleftrightarrow\quad
X(e^{j\omega})\ \text{real and even}\ (X_I\equiv 0)\\[3pt]
x[n]\ \text{real and }\textbf{odd}\ (x_{ev}=0)\quad &\Longleftrightarrow\quad
X(e^{j\omega})\ \text{purely imaginary and odd}\ (X_R\equiv 0)
\end{aligned}$$
第一行は、対称な FIR フィルタを純粋に実数の $X(e^{j\omega})$——すなわちゼロ位相応答——で設計できる理由であり、第 14 章の線形位相フィルタがいずれも $h[n]=h[M-1-n]$ を軸に組み立てられている理由でもある。図 4-9 を参照。
Careful — "even" and "conjugate-symmetric" only coincide for real $x[n]$
小心 —— 只有在 $x[n]$ 為實數時,「偶」與「共軛對稱」才是同一回事
注意 — 「偶」と「共役対称」が一致するのは $x[n]$ が実数のときだけである
For a complex sequence, $x_{cs}[n]=\tfrac12(x[n]+x^{*}[-n])$ conjugates as well as reflects, so
$x_{cs}$ need not equal $x_{ev}=\tfrac12(x[n]+x[-n])$. The identifications
$x_{cs}\equiv x_{ev}$ and $x_{ca}\equiv x_{od}$ used throughout this subsection are valid
only because $x[n]$ is real. Likewise $X_{ca}\equiv 0$ is a statement about real sequences,
not a general fact.對複數序列而言,$x_{cs}[n]=\tfrac12(x[n]+x^{*}[-n])$ 除了反射還多取了共軛,所以 $x_{cs}$ 不一定等於 $x_{ev}=\tfrac12(x[n]+x[-n])$。本小節通篇使用的 $x_{cs}\equiv x_{ev}$ 與 $x_{ca}\equiv x_{od}$ 這兩個等同,唯有在 $x[n]$ 為實數時才成立。同樣地,$X_{ca}\equiv 0$ 是關於實數序列的敘述,不是一般性的事實。複素系列では $x_{cs}[n]=\tfrac12(x[n]+x^{*}[-n])$ が反転に加えて共役もとるので、$x_{cs}$ は $x_{ev}=\tfrac12(x[n]+x[-n])$ と等しいとは限らない。本小節を通じて用いた同一視 $x_{cs}\equiv x_{ev}$ と $x_{ca}\equiv x_{od}$ が妥当なのは、ひとえに $x[n]$ が実数だからである。同様に $X_{ca}\equiv 0$ も実数系列についての主張であって、一般的な事実ではない。
Fig. 4-9 — The two corollaries, computed directly from the DTFT sum.
Top: the real even sequence $\{1,2,3,2,1\}$ centred at $n=0$ has a spectrum that is real and even —
the imaginary part (dashed) is identically zero. Bottom: the real odd sequence
$\{-1,-2,0,2,1\}$ has a spectrum that is purely imaginary and odd — the real part is identically zero.
Convolution in time becomes multiplication in frequency. This is
the practical payoff of the whole chapter: instead of sliding and summing, multiply two
spectra pointwise and (if needed) invert. Exercise 3 verifies this numerically in MATLAB —
the convolution result and the IDTFT of $X\cdot H$ agree to machine precision.
Invert by inspection: $y[n]=\delta[n]$. The FIR sequence $x[n]$ is the
inverse system of the IIR system $h[n]$ — a cancellation that is nearly invisible in the
time domain but trivial in the Fourier domain.
一目で逆変換できる:$y[n]=\delta[n]$。この FIR 系列 $x[n]$ は IIR システム $h[n]$ の逆システムである——時間領域ではほとんど見えないこの打ち消し合いも、フーリエ領域では自明である。
4.4.4 Modulation and windowing4.4.4 調變與加窗4.4.4 変調と窓かけ
The convolution theorem answers "what does an LTI filter do to a spectrum?". But filtering
is not the only thing we do to a sequence — we also multiply two sequences sample by
sample: truncating with a window, mixing with a carrier, sampling with an impulse train.
None of those is a convolution, so §4.4.3 does not cover them. This subsection supplies the
missing half of the pair: what multiplication in time does in frequency.
The idea — solve it for one exponential, then superpose
想法 —— 先對單一個指數解,再疊加
着想 — まず一つの指数について解き、それから重ね合わせる
Suppose one of the two factors were a single complex exponential, $x[n]=e^{j\theta n}$. Then
we already know the answer: the frequency-shift row of the property table (§4.4.1) says that
multiplying by it simply slides the other spectrum,
And the inverse DTFT (§4.2.3) says that every sequence is a superposition of such
exponentials — a continuous one, with $X(e^{j\theta})\,d\theta/2\pi$ as the weight at frequency
$\theta$. So: write $x[n]$ that way, apply the easy shift rule to each exponential separately,
and add up the shifted copies of $G$. That "adding up" is exactly the integral derived below.
Only two things happen here. First, $x[n]$ is replaced by its IDTFT, which turns it into a
weighted continuum of exponentials $e^{j\theta n}$. Second — the one step that needs
justification — the order of $\sum_n$ and $\int d\theta$ is swapped; this is
legal whenever both transforms converge in the sense of §4.2.4. After the swap, everything that
depends on $n$ sits inside the bracket, and that bracket is just the DTFT of $g$ evaluated at
the shifted frequency $\omega-\theta$. Each $\theta$ therefore contributes one copy of $G$
centred at $\theta$, weighted by $X(e^{j\theta})$ — precisely the superposition the callout
above predicted.
This integral is a convolution — the dual of §4.4.3
這條積分就是一種卷積 —— §4.4.3 的對偶
この積分こそが畳み込みである — §4.4.3 の双対
Compare it with the convolution sum $\sum_k x[k]\,h[n-k]$: one function is held fixed, the
other is reversed and slid, and the overlap is accumulated. Here the sliding variable is
$\omega$ and the accumulation runs over one period, so it is periodic
(circular) convolution, written $X \circledast G$. The two theorems are duals:
The asymmetry — a plain product one way, a $1/2\pi$-scaled periodic convolution the
other — comes entirely from the DTFT being a sum in time but an integral over a $2\pi$-periodic
frequency axis (§4.2.2, §4.2.5).
1. The $1/2\pi$ is not optional. It enters with the IDTFT in the first line of
the derivation, so it rides along into every application. Dropping it inflates the answer by a
factor of $2\pi$.
2. The limits are $-\pi$ to $\pi$, not $-\infty$ to $\infty$. Both $X$ and $G$
are $2\pi$-periodic, so integrating over all $\theta$ would diverge. Anything that slides past
$+\pi$ re-enters at $-\pi$; this wrap-around is why sidelobes and modulated copies can fold back
onto themselves, and it is the same mechanism that produces aliasing in Ch. 6.
Carrier modulation(調變): the narrow factor is a cosine, whose spectrum is
a pair of impulses. Convolving with an impulse is a pure shift, so the baseband spectrum is
copied to $\pm\omega_0$ at half height:
$$x[n]\cos(\omega_0 n)\;\longleftrightarrow\;\tfrac12 X\bigl(e^{j(\omega-\omega_0)}\bigr)+\tfrac12 X\bigl(e^{j(\omega+\omega_0)}\bigr)$$
This is Fig. 4-9b(a), and it is why a real mixer produces both an upper and a lower sideband.
Windowing(加窗): the narrow factor is a finite-length window. Truncating a
sequence to $M$ samples multiplies it by a rectangular window, i.e. convolves its spectrum with
the Dirichlet kernel of Fig. 4-6. The kernel's mainlobe smears
detail (two close frequencies merge into one bump) while its sidelobes leak energy far
away — Fig. 4-9b(b). Both effects shrink as $M$ grows, since the mainlobe width is
$\approx 4\pi/M$; this trade-off drives window design in the FIR-filter (Ch. 14) and
spectral-analysis (Ch. 9) chapters.
Example 4-D — the general integral collapses to the shift rule範例 4-D —— 一般的積分退化成位移定理例題 4-D — 一般の積分がシフト則に帰着する
Verify the carrier-modulation result directly from the theorem, taking $g[n]=\cos(\omega_0 n)$.
取 $g[n]=\cos(\omega_0 n)$,直接由定理驗證載波調變的結果。
$g[n]=\cos(\omega_0 n)$ として、搬送波変調の結果を定理から直接確かめる。
Its DTFT over one period is a pair of impulses (§4.3.1):
$G(e^{j\omega}) = \pi\,\delta(\omega-\omega_0)+\pi\,\delta(\omega+\omega_0)$ for $|\omega|\le\pi$.
Substitute into the theorem:
$$W(e^{j\omega}) = \frac{1}{2\pi}\int_{-\pi}^{\pi} X(e^{j\theta})\Bigl[\pi\,\delta(\omega-\theta-\omega_0)+\pi\,\delta(\omega-\theta+\omega_0)\Bigr]\,d\theta$$
Each impulse sifts out one value of the integrand, at $\theta=\omega-\omega_0$
and at $\theta=\omega+\omega_0$ respectively:
$$W(e^{j\omega}) = \tfrac12 X\bigl(e^{j(\omega-\omega_0)}\bigr) + \tfrac12 X\bigl(e^{j(\omega+\omega_0)}\bigr)$$
The $\pi$ from the impulse strengths cancels half of the $1/2\pi$, leaving exactly $\tfrac12$ —
a useful check that the $1/2\pi$ was carried through correctly.
Fig. 4-9b — The two faces of the modulation theorem.
(a) A lowpass baseband spectrum multiplied in time by $\cos\omega_0 n$: convolution with two
impulses reproduces it at $\pm\omega_0$ at half height. (b) A pure cosine truncated to $M=24$
samples: its two spectral lines are convolved with the Dirichlet kernel, so each line becomes a
mainlobe plus sidelobes.
Both factors narrow: two sinusoids of different frequency兩個因子都很窄:兩個不同頻率的弦波両方の因子が狭い場合:周波数の異なる二つの正弦波
The two cases above each had one wide and one narrow factor. The remaining
case — both factors narrow — is the sharpest test of the theorem, because the right-hand side
can be evaluated in closed form and checked against elementary trigonometry. Take
$g[n]=\cos\omega_1 n$ and $h[n]=\cos\omega_2 n$ with $\omega_1\neq\omega_2$. Each spectrum is a
pair of impulses, so the periodic convolution pairs every impulse of $G$ with every impulse of
$H$ — four combinations, at the sum and difference frequencies:
Two sinusoids multiplied兩個弦波相乘二つの正弦波の積
$$\cos\omega_1 n\,\cos\omega_2 n\;\longleftrightarrow\;
\frac{\pi}{2}\Bigl[\delta\bigl(\omega-(\omega_2\!-\!\omega_1)\bigr)+\delta\bigl(\omega+(\omega_2\!-\!\omega_1)\bigr)
+\delta\bigl(\omega-(\omega_2\!+\!\omega_1)\bigr)+\delta\bigl(\omega+(\omega_2\!+\!\omega_1)\bigr)\Bigr]$$
which is just the product-to-sum identity
$\cos A\cos B=\tfrac12\cos(A\!-\!B)+\tfrac12\cos(A\!+\!B)$ seen in the frequency domain — the
$\pi/2$ comes from $\pi$ (impulse strength of a cosine) times $\pi$, divided by the $2\pi$ of
the theorem. This is the heterodyne principle: multiplying two tones produces neither of the
originals, only their sum and difference.
Fig. 4-9c evaluates the right-hand side numerically — a genuine Riemann sum of the
convolution integral on a 4096-point grid, not the closed form above — and overlays it on the
DTFT of the product computed directly. Panels (a)–(c) use $\omega_1=0.2\pi$, $\omega_2=0.5\pi$,
giving peaks at $0.3\pi$ and $0.7\pi$; the two curves agree to $3\times10^{-13}$.
With $\omega_1=0.6\pi$ and $\omega_2=0.7\pi$ the difference lands harmlessly at $0.1\pi$, but
the sum is $\omega_1+\omega_2=1.3\pi$, which is outside $[-\pi,\pi]$. Because the
convolution is periodic, that component does not vanish and it does not appear at $1.3\pi$ — it
re-enters the band at $1.3\pi-2\pi=-0.7\pi$. A student who treats the integral as an ordinary
convolution over $(-\infty,\infty)$ will predict a peak that cannot exist.
This is the same arithmetic as aliasing (Ch. 6), and it is why a digital mixer needs its sum
term to satisfy $\omega_1+\omega_2<\pi$ — otherwise the unwanted sideband folds down on top of
the wanted one.
Fig. 4-9c — The right-hand side of the modulation theorem when
both factors are sinusoids, $\omega_1\neq\omega_2$, each windowed to $M=81$ samples.
(a) The two input spectra. (b) The convolution integral evaluated numerically (thick blue) against
the DTFT of the product taken directly (dashed red) — they coincide; peaks appear only at the
difference $0.3\pi$ and the sum $0.7\pi$, never at $\omega_1$ or $\omega_2$. (c) The $M\to\infty$
limit: four impulses of area $\pi/2$. (d) With $\omega_1=0.6\pi,\ \omega_2=0.7\pi$ the sum
$1.3\pi$ wraps to $-0.7\pi$.
Energy computed sample-by-sample in time equals energy computed frequency-by-frequency
— the DTFT neither creates nor destroys energy, it only reorganizes it. (This is the
$g=x$ special case of the general inner-product form in the table of §4.4.1.)
4.5.2 Energy density spectrum and autocorrelation4.5.2 能量密度頻譜與自相關4.5.2 エネルギー密度スペクトルと自己相関
Energy density spectrum(能量密度頻譜)能量密度頻譜(energy density spectrum)エネルギー密度スペクトル(energy density spectrum)
$$S_{xx}(\omega) = \bigl|X(e^{j\omega})\bigr|^2
\qquad\Longrightarrow\qquad
\mathcal{E}_x = \frac{1}{2\pi}\int_{-\pi}^{\pi} S_{xx}(\omega)\,d\omega$$
$S_{xx}(\omega)$ tells how the signal's energy is distributed over frequency. It connects
back to the time domain through the autocorrelation sequence(自相關序列):
(Derived step by step in Example 4-E below: apply the convolution
theorem with $h[n]=x^*[-n]\leftrightarrow X^*(e^{j\omega})$, using the symmetry proved in
Exercise 1(c).) The EDS is the DTFT of the autocorrelation — phase
information is gone; only energy-vs-frequency remains. Note $r_{xx}[0]=\mathcal{E}_x$,
recovering Parseval.
Why the correlation sum is a convolution為什麼相關和就是一種卷積相関和がじつは畳み込みである理由
The identity $r_{xx}[\ell]=x[\ell]\ast x^*[-\ell]$ above is worth more than one line, because
it is the bridge that lets the convolution theorem of §4.4.3 do all the work. The whole
derivation is a single substitution followed by a renaming.
Step 2 — choose $h$ to be the time-reversed, conjugated $x$. Set
$h[n]=x^*[-n]$. The only step that needs care is evaluating $h$ at the argument $n-k$:
$$h[n-k] = x^*\bigl[-(n-k)\bigr] = x^*[k-n]$$
Step 4 — rename the indices. This changes names only, not
mathematics: the output index $n$ is really the lag, so call it $\ell$; the
summation variable $k$ is a dummy, so call it $n$:
$$y[\ell] = \sum_{n} x[n]\,x^*[n-\ell] = r_{xx}[\ell]$$
which is exactly the definition in eq. above.
Step 5 — transform, and the payoff. Now that $r_{xx}$ is
written as a convolution, the convolution theorem applies directly. The reversed-conjugate
sequence transforms as
$$\sum_n x^*[-n]\,e^{-j\omega n} \;\overset{m=-n}{=}\; \sum_m x^*[m]\,e^{j\omega m}
= \Bigl(\sum_m x[m]\,e^{-j\omega m}\Bigr)^{\!*} = X^*(e^{j\omega})$$
so convolution becomes a product:
$$R_{xx}(e^{j\omega}) = X(e^{j\omega})\,X^*(e^{j\omega}) = \bigl|X(e^{j\omega})\bigr|^2 = S_{xx}(\omega)$$
The one idea: convolution flips, correlation does not
一句話:卷積會翻轉,相關不會
要するに:畳み込みは反転させるが、相関は反転させない
Everything above hinges on a single asymmetry between the two sums:
上面的一切都建立在兩個和式之間唯一的那個不對稱上:
ここまでのすべては、二つの和のあいだのただ一つの非対称性にかかっている:
Operation
Sum
What happens to the second sequence
Convolution
$\displaystyle\sum_k x[k]\,h[\ell-k]$
reversed, then shifted
Correlation
$\displaystyle\sum_n x[n]\,x^*[n-\ell]$
shifted only — not reversed
運算
和式
第二條序列發生了什麼
卷積
$\displaystyle\sum_k x[k]\,h[\ell-k]$
先反轉,再平移
相關
$\displaystyle\sum_n x[n]\,x^*[n-\ell]$
只有平移 —— 沒有反轉
演算
和
二番目の系列に起きること
畳み込み
$\displaystyle\sum_k x[k]\,h[\ell-k]$
反転してからシフト
相関
$\displaystyle\sum_n x[n]\,x^*[n-\ell]$
シフトのみ — 反転はしない
Convolution has a reversal built into it that correlation does not want. Feeding it a
sequence that is already reversed makes the two reversals cancel, leaving pure sliding.
That is the entire content of the identity.
For real $x[n]$ the conjugate is invisible and Step 2 simplifies to
$h[n]=x[-n]$, with $H(e^{j\omega}) = X(e^{-j\omega}) = X^*(e^{j\omega})$ — the same $|X|^2$
results. The autocorrelation is then real and even, $r_{xx}[-\ell]=r_{xx}[\ell]$, and
peaks at $r_{xx}[0]=\mathcal{E}_x$.
The identity is also the fastest way to compute a correlation: reverse and convolve. In
MATLAB xcorr(x) and conv(x, fliplr(x)) agree for real x;
in NumPy, np.convolve(x, x[::-1]). Both return lags $\ell=-(N\!-\!1)\dots N\!-\!1$.
For long sequences you would instead take the FFT, multiply by the conjugate, and transform
back — which is Step 5 read from right to left.
Many lecture slides write this identity with a circled star, $x[\ell]\circledast x^*[-\ell]$,
using it simply to mean ordinary convolution. This guide reserves $\circledast$ for
periodic convolution in frequency (§4.4.4) and uses $\ast$ for ordinary
linear convolution in time, as here. Same glyph, two different operations in
different textbooks — check which one a source means before trusting a formula.許多投影片把這個恆等式寫成帶圈的星號 $x[\ell]\circledast x^*[-\ell]$,而那裡的它只是指一般的卷積。本講義把 $\circledast$ 保留給頻域的週期卷積(§4.4.4),時域一般的線性卷積則像這裡一樣用 $\ast$。同一個符號,在不同教科書裡是兩種不同的運算 —— 相信任何公式之前,先確認出處指的是哪一個。多くの講義スライドはこの恒等式を丸つき星印 $x[\ell]\circledast x^*[-\ell]$ で書くが、そこでは単に通常の畳み込みを意味している。本ガイドは $\circledast$ を周波数領域の周期畳み込み(§4.4.4)のために取っておき、時間領域の通常の線形畳み込みにはここのように $\ast$ を使う。同じ字形が教科書によって二つの異なる演算を指す——公式を信用する前に、その出典がどちらの意味で使っているかを確認すること。
The pair in one line — and what it costs一行寫完這組轉換對 —— 以及它的代價この変換対を一行で — そしてその代償
Step 5 is worth stating as a slogan, because that is how it is usually quoted:
the magnitude-squared of the spectrum is the DTFT of the autocorrelation.
Being a transform pair, it runs in both directions:
Parseval is the zero-lag slice. Put $\ell=0$ in the right-hand form:
$r_{xx}[0]=\frac{1}{2\pi}\int_{-\pi}^{\pi}|X|^2d\omega$, and the left-hand definition gives
$r_{xx}[0]=\sum_n|x[n]|^2=\mathcal{E}_x$. So §4.5.1 is this theorem evaluated at one point.
The spectrum is real and non-negative, which forces $r_{xx}$ to be
conjugate-symmetric and positive semi-definite. Not every sequence is a legal
autocorrelation — a candidate whose DTFT dips below zero anywhere cannot be one.
It cannot be inverted. Squaring the magnitude discards $\angle X(e^{j\omega})$
completely, so $r_{xx}\to x[n]$ is impossible without an extra assumption such as minimum
phase. This is the whole difficulty of phase retrieval.
Example 4-F — two different signals, one autocorrelation範例 4-F —— 兩個不同的訊號,同一個自相關例題 4-F — 異なる二つの信号、同一の自己相関
Consequence 3 sounds abstract until you build a counterexample. Take any sequence $b[n]$ and
the two-tap factor $a=[1,\,-0.5]$ together with its reverse $a_r=[-0.5,\,1]$, and form
Reversing a real sequence conjugates its transform,
$A_r(e^{j\omega}) = e^{-j\omega}A^*(e^{j\omega})$, so $|A_r| = |A|$ — the magnitude is untouched
and only the phase changes.
Therefore $|Y| = |A_r||B| = |A||B| = |X|$ at every frequency, and by
the pair above the two signals must share an autocorrelation:
$r_{yy}[\ell] = r_{xx}[\ell]$ for all $\ell$.
Yet $x[n]$ and $y[n]$ are plainly different sequences — Fig. 4-10(a). Computed
numerically, $\max_n|x[n]-y[n]| = 2.01$ while $\max_\ell|r_{xx}[\ell]-r_{yy}[\ell]| = 4\times10^{-16}$.
$a$ has its zero inside the unit circle and $a_r$ outside: they are a minimum-phase /
maximum-phase pair, the same ambiguity you meet again in Ch. 5.
Fig. 4-10 — Phase is invisible to the autocorrelation.
(a) $x=a\ast b$ and $y=a_r\ast b$ are clearly different sequences. (b) Their magnitude spectra
coincide to $2\times10^{-15}$. (c) So do their autocorrelations, which peak at
$r_{xx}[0]=\mathcal{E}_x$ and are even. Recovering $x$ from $r_{xx}$ alone is therefore
impossible.
This pair is usually called the Wiener–Khinchin theorem(維納–辛欽定理).
Strictly, that name belongs to the stochastic statement — the power spectral density of
a wide-sense-stationary random process is the DTFT of its autocorrelation. What we proved here
is the deterministic counterpart for finite-energy signals, which some texts call the
autocorrelation theorem to keep the two apart. The algebra is identical; only the
objects differ (energy density vs. power density, finite sum vs. expectation).這一對關係通常稱為 Wiener–Khinchin 定理(維納–辛欽定理)。嚴格說來,這個名字屬於隨機版的敘述 —— 廣義平穩隨機過程的功率譜密度是其自相關的 DTFT。我們在這裡證明的是有限能量訊號的確定性對應版本,有些書為了區別而稱之為自相關定理。代數完全一樣,差別只在對象(能量密度 vs 功率密度、有限和 vs 期望值)。この変換対はふつうウィーナー–ヒンチンの定理(Wiener–Khinchin theorem)と呼ばれる。厳密にはこの名は確率的な言明に属する——広義定常確率過程のパワースペクトル密度はその自己相関の DTFT である、というものである。ここで証明したのは有限エネルギー信号についての決定論的な対応物であり、両者を区別するためにこちらを自己相関定理と呼ぶ本もある。代数はまったく同じで、違うのは対象だけである(エネルギー密度か電力密度か、有限和か期待値か)。
Concept — through an LTI system
觀念 —— 通過一個 LTI 系統
概念 — LTI システムを通すと
Since $Y(e^{j\omega})=H(e^{j\omega})X(e^{j\omega})$, energy spectra multiply by the magnitude
squared of the frequency response:
$$S_{yy}(\omega) = \bigl|H(e^{j\omega})\bigr|^2\,S_{xx}(\omega)$$
The system reshapes the energy distribution by $|H|^2$ — the phase of $H$ does not affect
where the energy sits, which is why $|H|$ alone decides "lowpass / highpass / bandpass".因為 $Y(e^{j\omega})=H(e^{j\omega})X(e^{j\omega})$,能量頻譜會乘上頻率響應的振幅平方:
$$S_{yy}(\omega) = \bigl|H(e^{j\omega})\bigr|^2\,S_{xx}(\omega)$$
系統以 $|H|^2$ 重塑能量的分布 —— $H$ 的相位並不影響能量落在哪裡,這就是為什麼單憑 $|H|$ 就能決定一個系統是「低通/高通/帶通」。$Y(e^{j\omega})=H(e^{j\omega})X(e^{j\omega})$ であるから、エネルギースペクトルには周波数応答の振幅の二乗が掛かる:
$$S_{yy}(\omega) = \bigl|H(e^{j\omega})\bigr|^2\,S_{xx}(\omega)$$
システムはエネルギーの分布を $|H|^2$ によって作り変える——$H$ の位相はエネルギーがどこに座るかには影響しない。だからこそ「低域通過/高域通過/帯域通過」は $|H|$ だけで決まるのである。
4.6 Magnitude, Phase, and Group Delay4.6 振幅、相位與群延遲4.6 振幅・位相・群遅延
4.6.1 Magnitude–phase representation of the frequency response4.6.1 頻率響應的振幅相位表示法4.6.1 周波数応答の振幅・位相表現
Writing $H(e^{j\omega}) = |H(e^{j\omega})|\,e^{j\theta(\omega)}$ splits the action of an
LTI system on each frequency into a gain $|H|$(增益)and a
phase shift $\theta(\omega)$(相位移). For the first-order system of
Example 4-A:
$H(e^{j\omega}) = |H(e^{j\omega})|\,e^{j\theta(\omega)}$ と書くことは、LTI システムが各周波数に及ぼす作用を利得 $|H|$(ゲイン)と位相シフト $\theta(\omega)$(位相のずれ)に分けることである。例題 4-A の一次系について:
Fig. 4-11 — Magnitude (top) and phase (bottom) of
$H(e^{j\omega}) = 1/(1-\tfrac12 e^{-j\omega})$, i.e. $h[n]=(1/2)^n\mu[n]$. Lowpass: gain 2 at DC,
gain 2/3 at $\omega=\pi$; magnitude even, phase odd — as required for a real $h[n]$.
Numerical routines (MATLAB angle, NumPy np.angle) return the
principal value $\arg H \in (-\pi,\pi]$, producing artificial $2\pi$ jumps in plots
(visible in the Exercise 3 phase plots). The continuous "unwrapped" phase
(unwrap) is needed before differentiating to get group delay.數值函式(MATLAB 的 angle、NumPy 的 np.angle)回傳的是主值 $\arg H \in (-\pi,\pi]$,因此圖上會出現人為的 $2\pi$ 跳變(習題 3 的相位圖就看得到)。要微分求群延遲之前,必須先取連續的「解纏」相位(unwrap)。数値ルーチン(MATLAB の angle、NumPy の np.angle)が返すのは主値 $\arg H \in (-\pi,\pi]$ であり、グラフ上に人為的な $2\pi$ の跳びを生む(演習 3 の位相プロットで見られる)。群遅延を得るために微分する前には、連続な「アンラップ」した位相(unwrap)が必要である。
4.6.2 Group delay4.6.2 群延遲4.6.2 群遅延
A pure delay $h[n]=\delta[n-n_0]$ has $H(e^{j\omega})=e^{-j\omega n_0}$ — linear phase
with slope $-n_0$. Generalizing, the local slope of the (unwrapped) phase measures how much
each narrowband group of frequencies is delayed:
Group delay(群延遲)群延遲(group delay)群遅延(group delay)
$$\tau_g(\omega) = -\frac{d}{d\omega}\,\theta(\omega)
\qquad{\scriptstyle\textcolor{gray}{\theta(\omega)=\text{unwrapped }\arg H(e^{j\omega})}}$$
Interpretation: a narrowband signal centered at $\omega_0$ (a slowly varying envelope on
a carrier) comes out with its envelope delayed by $\tau_g(\omega_0)$ samples and its
carrier phase shifted by $\theta(\omega_0)$. If $\tau_g$ is constant — linear phase — every
group is delayed equally and the waveform shape is preserved; if $\tau_g$ varies with
$\omega$, different frequency components arrive at different times and the waveform is
dispersed.
Fig. 4-12 — Left: phase of the 5-point moving average
$H(e^{j\omega})=\frac{1}{5}\sum_{k=0}^{4}e^{-j\omega k}$ — piecewise linear with slope $-2$
($\pi$ jumps occur where the real Dirichlet factor changes sign). Right: its group delay is
exactly $\tau_g=2$ samples at all frequencies (linear phase), while the first-order IIR system
$1/(1-0.8e^{-j\omega})$ has frequency-dependent group delay — low frequencies are delayed up
to 4 samples, high frequencies barely at all.
$\theta(\omega) = -\omega n_0 \iff \tau_g(\omega)=n_0$: the system behaves (in phase) like a
pure $n_0$-sample delay. Symmetric FIR filters ($h[n]=h[M-1-n]$, like the moving average)
achieve this exactly with $n_0=(M-1)/2$; causal IIR filters never can. This is the central
selling point of FIR filters in Chapter 14.$\theta(\omega) = -\omega n_0 \iff \tau_g(\omega)=n_0$:這個系統(在相位上)的行為就像一個純粹的 $n_0$ 個樣本延遲。對稱的 FIR 濾波器($h[n]=h[M-1-n]$,例如移動平均)能以 $n_0=(M-1)/2$ 精確做到這一點;因果的 IIR 濾波器則永遠做不到。這正是第 14 章 FIR 濾波器最主要的賣點。$\theta(\omega) = -\omega n_0 \iff \tau_g(\omega)=n_0$:このシステムは(位相の上では)純粋な $n_0$ 標本の遅延のように振る舞う。対称な FIR フィルタ(移動平均のような $h[n]=h[M-1-n]$)は $n_0=(M-1)/2$ でこれを厳密に達成するが、因果的な IIR フィルタには決してできない。これが第 14 章における FIR フィルタの最大の売りである。
(c) Combine (a) and (b): apply (b) to the sequence $x[-n]$, whose DTFT
is $X(e^{-j\omega})$ by (a). Replacing $\omega\to-\omega$ inside the conjugate of (a)'s result:
(The last step is $z-z^{*}=2j\,\mathrm{Im}\{z\}$.)
(最後一步用到 $z-z^{*}=2j\,\mathrm{Im}\{z\}$。)
(最後の段階で $z-z^{*}=2j\,\mathrm{Im}\{z\}$ を使った。)
The four combined parts pair up as duals: (d)/(e) say Re in one domain ↔
conjugate-symmetric part in the other, and (f)/(g) say the same for
$j\,$Im ↔ conjugate-antisymmetric part. Setting $x[n]$ real in (b) gives the
cornerstone result $X(e^{j\omega})=X^*(e^{-j\omega})$ of §4.4.2; setting $x[n]$ purely
imaginary in (b) gives the mirror statement $X(e^{j\omega})=-X^*(e^{-j\omega})$.
Cross-check in the time domain: convolving directly,
$y[n]=\bigl(\tfrac12\bigr)^n\mu[n]-4\bigl(\tfrac12\bigr)^{n-2}\mu[n-2]$; its DTFT is
$\frac{1}{1-\frac12 e^{-j\omega}}-\frac{4e^{-j2\omega}}{1-\frac12 e^{-j\omega}}$ — the same. Note also
$1-4e^{-j2\omega}=(1-2e^{-j\omega})(1+2e^{-j\omega})$, so for $n\ge 2$,
$y[n]=(\tfrac12)^n(1-16)= -15\,(\tfrac12)^n$, with $y[0]=1$, $y[1]=\tfrac12$.
(c) The cosine is a power signal — its DTFT exists in the distribution
sense (§4.2.4). Using $\cos(\omega_0 n)=\tfrac12(e^{j\omega_0 n}+e^{-j\omega_0 n})$ and
$e^{j\omega_0 n}\leftrightarrow 2\pi\delta(\omega-\omega_0)$, with $\omega_0=\pi/5$:
and since $h[n]$ is real, $H(e^{-j\pi/5})=H^*(e^{j\pi/5})$. By the eigenfunction property
(§4.1.3) the time-domain output is the same-frequency sinusoid
Use stem to plot $x[n]$ and $h[n]$ for $0\le n\le 99$
($x$ in subplot(2,1,1), $h$ in subplot(2,1,2), axes labeled).
Use the definition to calculate the DTFTs
$X(e^{j\omega})=\sum_n x[n]e^{-j\omega n}$ and $H(e^{j\omega})=\sum_n h[n]e^{-j\omega n}$
for $\omega = 0:\frac{\pi}{100}:6\pi$.
Calculate $Y(e^{j\omega})=X(e^{j\omega})H(e^{j\omega})$ in the frequency domain; plot
magnitude and angle of $X$, $H$, $Y$ in a $3\times2$ subplot grid over $\omega=0:\frac{\pi}{100}:6\pi$.
Compute $y[n]=x[n]\ast h[n]$ by convolution, then compute the IDTFT
$\hat{y}[n]=\frac{1}{2\pi}\int_{-\pi}^{\pi}Y(e^{j\omega})e^{j\omega n}d\omega$ numerically;
stem-plot $y[n]$ and $\hat{y}[n]$ for $0\le n\le 99$.
clc; clear;
n = 0:99;
% sequences
x = 2*(n==0) - (2/3)*(n==1); % x[n] = 2*delta[n] - (2/3)*delta[n-1]
h = (1/3).^n; % h[n] = (1/3)^n * mu[n], n >= 0
%% (a) stem plots of x[n] and h[n]
figure;
subplot(2,1,1); stem(n, x, 'filled');
xlabel('n'); ylabel('x[n]'); title('x[n]');
subplot(2,1,2); stem(n, h, 'filled');
xlabel('n'); ylabel('h[n]'); title('h[n]');
%% (b) DTFTs by definition (closed-form geometric sums)
omega = 0 : pi/100 : 6*pi;
X = 2 - (2/3)*exp(-1j*omega); % finite sum: two terms
H = 1 ./ (1 - (1/3)*exp(-1j*omega)); % geometric series, |1/3| < 1
%% (c) frequency-domain product, magnitude / phase plots
Y = X .* H;
figure;
subplot(3,2,1); plot(omega, abs(X)); xlabel('\omega'); ylabel('|X(e^{j\omega})|');
subplot(3,2,2); plot(omega, angle(X)); xlabel('\omega'); ylabel('arg X(e^{j\omega})');
subplot(3,2,3); plot(omega, abs(H)); xlabel('\omega'); ylabel('|H(e^{j\omega})|');
subplot(3,2,4); plot(omega, angle(H)); xlabel('\omega'); ylabel('arg H(e^{j\omega})');
subplot(3,2,5); plot(omega, abs(Y)); xlabel('\omega'); ylabel('|Y(e^{j\omega})|');
subplot(3,2,6); plot(omega, angle(Y)); xlabel('\omega'); ylabel('arg Y(e^{j\omega})');
%% (d) time-domain convolution vs numerical IDTFT
y = conv(x, h);
y = y(1:100); % keep 0 <= n <= 99
w = -pi : pi/2000 : pi; % IDTFT must integrate ONE period
Yw = (2 - (2/3)*exp(-1j*w)) ./ (1 - (1/3)*exp(-1j*w));
y_hat = zeros(1, length(n));
for k = 1:length(n)
y_hat(k) = real( trapz(w, Yw .* exp(1j*w*n(k))) / (2*pi) );
end
figure;
subplot(2,1,1); stem(n, y, 'filled');
xlabel('n'); ylabel('y[n]'); title('y[n] = conv(x,h)');
subplot(2,1,2); stem(n, y_hat, 'filled');
xlabel('n'); ylabel('y\^[n]'); title('y\^[n] from IDTFT of Y(e^{j\omega})');
max(abs(y - y_hat)) % ~1e-16: identical
Warning — bug fixed from the original script
注意 —— 已修正原始程式中的一個錯誤
注意 — 元のスクリプトにあったバグを修正した
The original DSP_HW4_tony.m evaluated the IDTFT integral with
trapz(omega, ...) over $0\le\omega\le 6\pi$ — that is three periods, so
dividing by $2\pi$ gives $3\,y[n]$, three times too large (and it also used
$x[n]=\delta[n]-\tfrac12\delta[n-1]$ instead of the assigned input). The IDTFT must integrate over
exactly one period, e.g. $-\pi\le\omega\le\pi$ as in the formula. The script above fixes both.原始的 DSP_HW4_tony.m 用 trapz(omega, ...) 在 $0\le\omega\le 6\pi$ 上計算反 DTFT 積分 —— 那是三個週期,所以除以 $2\pi$ 之後得到的是 $3\,y[n]$,大了三倍(而且它用的輸入是 $x[n]=\delta[n]-\tfrac12\delta[n-1]$,不是題目指定的)。反 DTFT 必須恰好積一個週期,例如公式裡的 $-\pi\le\omega\le\pi$。上面的程式把這兩個問題都修好了。元の DSP_HW4_tony.m は逆 DTFT の積分を trapz(omega, ...) で $0\le\omega\le 6\pi$ にわたって評価していた——これは三周期分なので、$2\pi$ で割ると $3\,y[n]$ となり、三倍大きくなってしまう(しかも課題で指定された入力ではなく $x[n]=\delta[n]-\tfrac12\delta[n-1]$ を使っていた)。逆 DTFT はちょうど一周期、たとえば公式どおり $-\pi\le\omega\le\pi$ にわたって積分しなければならない。上のスクリプトはその両方を直してある。
(a) $x[n]$ has only two nonzero samples ($x[0]=2$, $x[1]=-\tfrac23$);
$h[n]$ decays geometrically and is visually zero after $n\approx 10$:
(b), (c) The spectra over $0\le\omega\le 6\pi$ show three identical periods —
the implicit $2\pi$-periodicity of §4.2.2 made visible. $|H|$ peaks at $\omega=0,2\pi,4\pi,6\pi$
(value $\tfrac{1}{1-1/3}=1.5$): a lowpass response. The phase plots use the principal value, hence
the sawtooth-like behavior:
Fig. 4-14 — Exercise 3(c): magnitude (left column) and phase
(right column) of $X(e^{j\omega})$, $H(e^{j\omega})$, $Y(e^{j\omega})=XH$ over
$\omega = 0:\pi/100:6\pi$. Three identical periods confirm DTFT periodicity.
Note $|Y| = 2$ exactly, and $\arg Y$ is pure
numerical noise at the $10^{-17}$ level — see part (d): $Y(e^{j\omega})\equiv 2$.
(d) Convolution in time vs multiplication in frequency followed by the
numerical IDTFT — the two stem plots are indistinguishable
($\max_n|y[n]-\hat{y}[n]|\approx 2.9\times10^{-16}$, machine precision), a numerical proof of the
convolution theorem:
Fig. 4-15 — Exercise 3(d): $y[n]$ by time-domain convolution
(top) and $\hat{y}[n]$ by numerical IDTFT of $Y(e^{j\omega})$ (bottom). Identical to machine
precision.
Analytically: $y[n]=2(\tfrac13)^n\mu[n]-\tfrac23(\tfrac13)^{n-1}\mu[n-1]$, i.e.
$y[0]=2$ and $y[n]=0$ for $n\ge1$... check: for $n\ge 1$,
$y[n]=2(\tfrac13)^n-\tfrac23(\tfrac13)^{n-1}=2(\tfrac13)^n-2(\tfrac13)^n=0$. Indeed
$Y(e^{j\omega})=\frac{2(1-\frac13 e^{-j\omega})}{1-\frac13 e^{-j\omega}}=2$, so $y[n]=2\delta[n]$ —
$x[n]$ is (twice) the inverse system of $h[n]$, exactly the structure of Example 4-C. The stem
plots confirm it: a single spike of height 2 at $n=0$.