Symmetry and periodicity of frequency-shifted discrete Fourier transform












2












$begingroup$


The unitary discrete Fourier transform (DFT) of a sequence of numbers $x_n$ to $X_k,$ with integer $0 le n < N$ and $0 le k < N,$ can be defined as:



$$X_k = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_n e^{-2pi ikn/N}tag{1}$$



and the inverse discrete Fourier transform (IDFT) as:



$$x_n = frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k e^{2pi ikn/N}tag{2}$$



If $x_n$ is modulated (multiplied) by a unit-magnitude zero-phase complex sinusoid $e^{-2pi ibn/N}$ before DFT, and the IDFT output is demodulated (divided) by the same, then we get another transform pair from the family of generalized discrete Fourier transforms, parameterized by the constant $b:$



$$X_k(b) = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_ne^{-2pi ikn/N}e^{-2pi ibn/N} = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_ne^{-2pi i(k+b)n/N}tag{3}$$
$$x_n = e^{2pi ibn/N}frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k(b)cdot e^{2pi ikn/N} = frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k(b)cdot e^{2pi i(k+b)n/N}tag{4}$$



Whereas DFT samples frequencies $2pi k/N,$ the frequency-shifted transform samples frequencies $2pi (k+b)/N.$ This can be visualized on the Z-plane:



enter image description here
Figure 1. Z-plane representation, showing the unit circle, of the frequencies sampled by A) DFT and B) the frequency-shifted DFT, with $N = 12$ and $b = 1/3.$ The shift $2pi b/N$ appears as the angle between the real axis and the vector from origin to one of the sampled frequencies.



Question: What are the time-domain symmetry and periodicity properties of such frequency-shifted Fourier transforms when extending $n$ beyond $0le n<N$ in the inverse transform, and how does this depend on the parameter $b?$



For DFT (or with $b = 0$) the time-domain extension has period $N$ with no time-domain symmetry imposed by the transform.










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  • 1




    $begingroup$
    i just saw this question now. something about this smells like a variant of the Discrete Cosine Transform. at least if $b=frac12$ as alluded by @Hilmar.
    $endgroup$
    – robert bristow-johnson
    Dec 19 '18 at 20:31










  • $begingroup$
    @robertbristow-johnson there is a smell, but it's not the same. It's more like going from DCT-I or II to DCT-III or IV. Values other than $b = 0$ and $b=1/2$ don't seem to make much sense for real signals, because the extensions will be complex.
    $endgroup$
    – Olli Niemitalo
    Dec 19 '18 at 20:45
















2












$begingroup$


The unitary discrete Fourier transform (DFT) of a sequence of numbers $x_n$ to $X_k,$ with integer $0 le n < N$ and $0 le k < N,$ can be defined as:



$$X_k = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_n e^{-2pi ikn/N}tag{1}$$



and the inverse discrete Fourier transform (IDFT) as:



$$x_n = frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k e^{2pi ikn/N}tag{2}$$



If $x_n$ is modulated (multiplied) by a unit-magnitude zero-phase complex sinusoid $e^{-2pi ibn/N}$ before DFT, and the IDFT output is demodulated (divided) by the same, then we get another transform pair from the family of generalized discrete Fourier transforms, parameterized by the constant $b:$



$$X_k(b) = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_ne^{-2pi ikn/N}e^{-2pi ibn/N} = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_ne^{-2pi i(k+b)n/N}tag{3}$$
$$x_n = e^{2pi ibn/N}frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k(b)cdot e^{2pi ikn/N} = frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k(b)cdot e^{2pi i(k+b)n/N}tag{4}$$



Whereas DFT samples frequencies $2pi k/N,$ the frequency-shifted transform samples frequencies $2pi (k+b)/N.$ This can be visualized on the Z-plane:



enter image description here
Figure 1. Z-plane representation, showing the unit circle, of the frequencies sampled by A) DFT and B) the frequency-shifted DFT, with $N = 12$ and $b = 1/3.$ The shift $2pi b/N$ appears as the angle between the real axis and the vector from origin to one of the sampled frequencies.



Question: What are the time-domain symmetry and periodicity properties of such frequency-shifted Fourier transforms when extending $n$ beyond $0le n<N$ in the inverse transform, and how does this depend on the parameter $b?$



For DFT (or with $b = 0$) the time-domain extension has period $N$ with no time-domain symmetry imposed by the transform.










share|improve this question











$endgroup$








  • 1




    $begingroup$
    i just saw this question now. something about this smells like a variant of the Discrete Cosine Transform. at least if $b=frac12$ as alluded by @Hilmar.
    $endgroup$
    – robert bristow-johnson
    Dec 19 '18 at 20:31










  • $begingroup$
    @robertbristow-johnson there is a smell, but it's not the same. It's more like going from DCT-I or II to DCT-III or IV. Values other than $b = 0$ and $b=1/2$ don't seem to make much sense for real signals, because the extensions will be complex.
    $endgroup$
    – Olli Niemitalo
    Dec 19 '18 at 20:45














2












2








2


2



$begingroup$


The unitary discrete Fourier transform (DFT) of a sequence of numbers $x_n$ to $X_k,$ with integer $0 le n < N$ and $0 le k < N,$ can be defined as:



$$X_k = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_n e^{-2pi ikn/N}tag{1}$$



and the inverse discrete Fourier transform (IDFT) as:



$$x_n = frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k e^{2pi ikn/N}tag{2}$$



If $x_n$ is modulated (multiplied) by a unit-magnitude zero-phase complex sinusoid $e^{-2pi ibn/N}$ before DFT, and the IDFT output is demodulated (divided) by the same, then we get another transform pair from the family of generalized discrete Fourier transforms, parameterized by the constant $b:$



$$X_k(b) = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_ne^{-2pi ikn/N}e^{-2pi ibn/N} = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_ne^{-2pi i(k+b)n/N}tag{3}$$
$$x_n = e^{2pi ibn/N}frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k(b)cdot e^{2pi ikn/N} = frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k(b)cdot e^{2pi i(k+b)n/N}tag{4}$$



Whereas DFT samples frequencies $2pi k/N,$ the frequency-shifted transform samples frequencies $2pi (k+b)/N.$ This can be visualized on the Z-plane:



enter image description here
Figure 1. Z-plane representation, showing the unit circle, of the frequencies sampled by A) DFT and B) the frequency-shifted DFT, with $N = 12$ and $b = 1/3.$ The shift $2pi b/N$ appears as the angle between the real axis and the vector from origin to one of the sampled frequencies.



Question: What are the time-domain symmetry and periodicity properties of such frequency-shifted Fourier transforms when extending $n$ beyond $0le n<N$ in the inverse transform, and how does this depend on the parameter $b?$



For DFT (or with $b = 0$) the time-domain extension has period $N$ with no time-domain symmetry imposed by the transform.










share|improve this question











$endgroup$




The unitary discrete Fourier transform (DFT) of a sequence of numbers $x_n$ to $X_k,$ with integer $0 le n < N$ and $0 le k < N,$ can be defined as:



$$X_k = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_n e^{-2pi ikn/N}tag{1}$$



and the inverse discrete Fourier transform (IDFT) as:



$$x_n = frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k e^{2pi ikn/N}tag{2}$$



If $x_n$ is modulated (multiplied) by a unit-magnitude zero-phase complex sinusoid $e^{-2pi ibn/N}$ before DFT, and the IDFT output is demodulated (divided) by the same, then we get another transform pair from the family of generalized discrete Fourier transforms, parameterized by the constant $b:$



$$X_k(b) = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_ne^{-2pi ikn/N}e^{-2pi ibn/N} = frac{1}{sqrt{N}} sum_{n=0}^{N-1} x_ne^{-2pi i(k+b)n/N}tag{3}$$
$$x_n = e^{2pi ibn/N}frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k(b)cdot e^{2pi ikn/N} = frac{1}{sqrt{N}} sum_{k=0}^{N-1} X_k(b)cdot e^{2pi i(k+b)n/N}tag{4}$$



Whereas DFT samples frequencies $2pi k/N,$ the frequency-shifted transform samples frequencies $2pi (k+b)/N.$ This can be visualized on the Z-plane:



enter image description here
Figure 1. Z-plane representation, showing the unit circle, of the frequencies sampled by A) DFT and B) the frequency-shifted DFT, with $N = 12$ and $b = 1/3.$ The shift $2pi b/N$ appears as the angle between the real axis and the vector from origin to one of the sampled frequencies.



Question: What are the time-domain symmetry and periodicity properties of such frequency-shifted Fourier transforms when extending $n$ beyond $0le n<N$ in the inverse transform, and how does this depend on the parameter $b?$



For DFT (or with $b = 0$) the time-domain extension has period $N$ with no time-domain symmetry imposed by the transform.







dft






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edited Dec 19 '18 at 20:12







Olli Niemitalo

















asked Dec 17 '18 at 10:48









Olli NiemitaloOlli Niemitalo

8,2271236




8,2271236








  • 1




    $begingroup$
    i just saw this question now. something about this smells like a variant of the Discrete Cosine Transform. at least if $b=frac12$ as alluded by @Hilmar.
    $endgroup$
    – robert bristow-johnson
    Dec 19 '18 at 20:31










  • $begingroup$
    @robertbristow-johnson there is a smell, but it's not the same. It's more like going from DCT-I or II to DCT-III or IV. Values other than $b = 0$ and $b=1/2$ don't seem to make much sense for real signals, because the extensions will be complex.
    $endgroup$
    – Olli Niemitalo
    Dec 19 '18 at 20:45














  • 1




    $begingroup$
    i just saw this question now. something about this smells like a variant of the Discrete Cosine Transform. at least if $b=frac12$ as alluded by @Hilmar.
    $endgroup$
    – robert bristow-johnson
    Dec 19 '18 at 20:31










  • $begingroup$
    @robertbristow-johnson there is a smell, but it's not the same. It's more like going from DCT-I or II to DCT-III or IV. Values other than $b = 0$ and $b=1/2$ don't seem to make much sense for real signals, because the extensions will be complex.
    $endgroup$
    – Olli Niemitalo
    Dec 19 '18 at 20:45








1




1




$begingroup$
i just saw this question now. something about this smells like a variant of the Discrete Cosine Transform. at least if $b=frac12$ as alluded by @Hilmar.
$endgroup$
– robert bristow-johnson
Dec 19 '18 at 20:31




$begingroup$
i just saw this question now. something about this smells like a variant of the Discrete Cosine Transform. at least if $b=frac12$ as alluded by @Hilmar.
$endgroup$
– robert bristow-johnson
Dec 19 '18 at 20:31












$begingroup$
@robertbristow-johnson there is a smell, but it's not the same. It's more like going from DCT-I or II to DCT-III or IV. Values other than $b = 0$ and $b=1/2$ don't seem to make much sense for real signals, because the extensions will be complex.
$endgroup$
– Olli Niemitalo
Dec 19 '18 at 20:45




$begingroup$
@robertbristow-johnson there is a smell, but it's not the same. It's more like going from DCT-I or II to DCT-III or IV. Values other than $b = 0$ and $b=1/2$ don't seem to make much sense for real signals, because the extensions will be complex.
$endgroup$
– Olli Niemitalo
Dec 19 '18 at 20:45










2 Answers
2






active

oldest

votes


















2












$begingroup$

One version that's useful is $b=frac{1}{2}$



If you have an input sequence of N real numbers, the output sequence can also be represented as N real numbers: Two for DC and Nyquist and 2*(N/2-1) for N/2-1 complex values. Mixing real and complex numbers makes real time processing a bit more awkward.



Using the transform you suggest with $b=frac{1}{2}$ results in exactly N/2 complex numbers which allows for more efficient code on SIMD real time processors. $b=frac{1}{2}$ maintains complex conjugate symmetry. Instead of, say, sampling -10,0,10,20,30, .. you sample at -150,50,50,150,250,... avoiding DC and Nyquist.






share|improve this answer









$endgroup$









  • 1




    $begingroup$
    Thanks, these are some things I didn't notice to ask about.
    $endgroup$
    – Olli Niemitalo
    Dec 17 '18 at 12:45










  • $begingroup$
    For completeness: with $b = 1/2,$ for odd $N,$ Nyquist frequency will be included.
    $endgroup$
    – Olli Niemitalo
    Dec 19 '18 at 20:51



















1












$begingroup$

Symmetry and periodicity



In standard DFT, each extended $k$th basis function $e^{2pi ikn/N}$ is periodic with a period $N,$ shown by:



$$e^{2pi ik(n+N)/N} = e^{2pi ikn/N}e^{2 pi ik} = e^{2pi ikn/N}1^k = e^{2pi ikn/N} quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{1}$$



The IDFT output $x_n$ (Eq. 2 of the question) extended to $ninmathbb{Z},$ is a weighted sum of the extended DFT basis functions and must thus also have the property that:



$$x_{n+N} = x_nquadtext{for all }ninmathbb{Z}tag{2}$$



The extended frequency-shifted DFT basis functions $e^{2pi i(k+b)n/N}$ are not in general periodic, particularly not with period $N.$ However, they have the property:



$$e^{2 pi i(k+b)(n+N)/N} = e^{2pi i(k+b)n/N}e^{2pi i(k+b)} = e^{2pi i(k+b)n/N}e^{2pi ib}quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{3}$$



The extended output of frequency-shifted IDFT has the same property:



$$x_{n+N} = e^{2pi ib}x_nquadtext{for all }ninmathbb{Z}tag{4}$$



This seems to be called Bloch-periodicity: Each replicate equals the previous one multiplied by $e^{2pi ib}.$ For $0 le b < 1,$ the coefficient is complex-valued except for $b = 0$ for which it equals $1$ (regular periodity) and $b = 1/2$ for which it equals $-1$ (antiperiodicity).



There is no reversal of the replicates, unlike there is with a discrete cosine transform (DCT).



Convolution



With frequency-shifted DFT, multiplication in the frequency domain results in Bloch-periodic convolution in time domain. For example with $b = 1/4,$ which gives the coefficient $i:$



N = 8;
b = 0.25;
x = [1 1 1 1 1 0 0 0];
m = exp(j*2*pi*b*[0:N-1]/N)
x = x./m;
fx = fft(x);
fx = fx.*fx;
x = ifft(fx);
x = x.*m


Convolving the sequence x by itself results in:



                         [1-i 2   3   4   5   4   3   2]


This can be understood as representing linear convolution of sequences:



[... -i -i -i -i -i 0 0 0 1   1   1   1   1   0   0   0 i i i i i 0 0 0 ...]
[1 1 1 1 1 0 0 0]


There is literature about symmetric convolution using variants of DCT and discrete sine transform:




  • S. A. Martucci, "Symmetric convolution and the discrete sine and cosine transforms," in IEEE Transactions on Signal Processing, vol. 42, no. 5, pp. 1038-1051, May 1994. doi: 10.1109/78.295213


Also of interest: Marios Athineos's The DTT and GDFT in MATLAB






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    2 Answers
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    2 Answers
    2






    active

    oldest

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    active

    oldest

    votes






    active

    oldest

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    2












    $begingroup$

    One version that's useful is $b=frac{1}{2}$



    If you have an input sequence of N real numbers, the output sequence can also be represented as N real numbers: Two for DC and Nyquist and 2*(N/2-1) for N/2-1 complex values. Mixing real and complex numbers makes real time processing a bit more awkward.



    Using the transform you suggest with $b=frac{1}{2}$ results in exactly N/2 complex numbers which allows for more efficient code on SIMD real time processors. $b=frac{1}{2}$ maintains complex conjugate symmetry. Instead of, say, sampling -10,0,10,20,30, .. you sample at -150,50,50,150,250,... avoiding DC and Nyquist.






    share|improve this answer









    $endgroup$









    • 1




      $begingroup$
      Thanks, these are some things I didn't notice to ask about.
      $endgroup$
      – Olli Niemitalo
      Dec 17 '18 at 12:45










    • $begingroup$
      For completeness: with $b = 1/2,$ for odd $N,$ Nyquist frequency will be included.
      $endgroup$
      – Olli Niemitalo
      Dec 19 '18 at 20:51
















    2












    $begingroup$

    One version that's useful is $b=frac{1}{2}$



    If you have an input sequence of N real numbers, the output sequence can also be represented as N real numbers: Two for DC and Nyquist and 2*(N/2-1) for N/2-1 complex values. Mixing real and complex numbers makes real time processing a bit more awkward.



    Using the transform you suggest with $b=frac{1}{2}$ results in exactly N/2 complex numbers which allows for more efficient code on SIMD real time processors. $b=frac{1}{2}$ maintains complex conjugate symmetry. Instead of, say, sampling -10,0,10,20,30, .. you sample at -150,50,50,150,250,... avoiding DC and Nyquist.






    share|improve this answer









    $endgroup$









    • 1




      $begingroup$
      Thanks, these are some things I didn't notice to ask about.
      $endgroup$
      – Olli Niemitalo
      Dec 17 '18 at 12:45










    • $begingroup$
      For completeness: with $b = 1/2,$ for odd $N,$ Nyquist frequency will be included.
      $endgroup$
      – Olli Niemitalo
      Dec 19 '18 at 20:51














    2












    2








    2





    $begingroup$

    One version that's useful is $b=frac{1}{2}$



    If you have an input sequence of N real numbers, the output sequence can also be represented as N real numbers: Two for DC and Nyquist and 2*(N/2-1) for N/2-1 complex values. Mixing real and complex numbers makes real time processing a bit more awkward.



    Using the transform you suggest with $b=frac{1}{2}$ results in exactly N/2 complex numbers which allows for more efficient code on SIMD real time processors. $b=frac{1}{2}$ maintains complex conjugate symmetry. Instead of, say, sampling -10,0,10,20,30, .. you sample at -150,50,50,150,250,... avoiding DC and Nyquist.






    share|improve this answer









    $endgroup$



    One version that's useful is $b=frac{1}{2}$



    If you have an input sequence of N real numbers, the output sequence can also be represented as N real numbers: Two for DC and Nyquist and 2*(N/2-1) for N/2-1 complex values. Mixing real and complex numbers makes real time processing a bit more awkward.



    Using the transform you suggest with $b=frac{1}{2}$ results in exactly N/2 complex numbers which allows for more efficient code on SIMD real time processors. $b=frac{1}{2}$ maintains complex conjugate symmetry. Instead of, say, sampling -10,0,10,20,30, .. you sample at -150,50,50,150,250,... avoiding DC and Nyquist.







    share|improve this answer












    share|improve this answer



    share|improve this answer










    answered Dec 17 '18 at 12:13









    HilmarHilmar

    10.2k1218




    10.2k1218








    • 1




      $begingroup$
      Thanks, these are some things I didn't notice to ask about.
      $endgroup$
      – Olli Niemitalo
      Dec 17 '18 at 12:45










    • $begingroup$
      For completeness: with $b = 1/2,$ for odd $N,$ Nyquist frequency will be included.
      $endgroup$
      – Olli Niemitalo
      Dec 19 '18 at 20:51














    • 1




      $begingroup$
      Thanks, these are some things I didn't notice to ask about.
      $endgroup$
      – Olli Niemitalo
      Dec 17 '18 at 12:45










    • $begingroup$
      For completeness: with $b = 1/2,$ for odd $N,$ Nyquist frequency will be included.
      $endgroup$
      – Olli Niemitalo
      Dec 19 '18 at 20:51








    1




    1




    $begingroup$
    Thanks, these are some things I didn't notice to ask about.
    $endgroup$
    – Olli Niemitalo
    Dec 17 '18 at 12:45




    $begingroup$
    Thanks, these are some things I didn't notice to ask about.
    $endgroup$
    – Olli Niemitalo
    Dec 17 '18 at 12:45












    $begingroup$
    For completeness: with $b = 1/2,$ for odd $N,$ Nyquist frequency will be included.
    $endgroup$
    – Olli Niemitalo
    Dec 19 '18 at 20:51




    $begingroup$
    For completeness: with $b = 1/2,$ for odd $N,$ Nyquist frequency will be included.
    $endgroup$
    – Olli Niemitalo
    Dec 19 '18 at 20:51











    1












    $begingroup$

    Symmetry and periodicity



    In standard DFT, each extended $k$th basis function $e^{2pi ikn/N}$ is periodic with a period $N,$ shown by:



    $$e^{2pi ik(n+N)/N} = e^{2pi ikn/N}e^{2 pi ik} = e^{2pi ikn/N}1^k = e^{2pi ikn/N} quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{1}$$



    The IDFT output $x_n$ (Eq. 2 of the question) extended to $ninmathbb{Z},$ is a weighted sum of the extended DFT basis functions and must thus also have the property that:



    $$x_{n+N} = x_nquadtext{for all }ninmathbb{Z}tag{2}$$



    The extended frequency-shifted DFT basis functions $e^{2pi i(k+b)n/N}$ are not in general periodic, particularly not with period $N.$ However, they have the property:



    $$e^{2 pi i(k+b)(n+N)/N} = e^{2pi i(k+b)n/N}e^{2pi i(k+b)} = e^{2pi i(k+b)n/N}e^{2pi ib}quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{3}$$



    The extended output of frequency-shifted IDFT has the same property:



    $$x_{n+N} = e^{2pi ib}x_nquadtext{for all }ninmathbb{Z}tag{4}$$



    This seems to be called Bloch-periodicity: Each replicate equals the previous one multiplied by $e^{2pi ib}.$ For $0 le b < 1,$ the coefficient is complex-valued except for $b = 0$ for which it equals $1$ (regular periodity) and $b = 1/2$ for which it equals $-1$ (antiperiodicity).



    There is no reversal of the replicates, unlike there is with a discrete cosine transform (DCT).



    Convolution



    With frequency-shifted DFT, multiplication in the frequency domain results in Bloch-periodic convolution in time domain. For example with $b = 1/4,$ which gives the coefficient $i:$



    N = 8;
    b = 0.25;
    x = [1 1 1 1 1 0 0 0];
    m = exp(j*2*pi*b*[0:N-1]/N)
    x = x./m;
    fx = fft(x);
    fx = fx.*fx;
    x = ifft(fx);
    x = x.*m


    Convolving the sequence x by itself results in:



                             [1-i 2   3   4   5   4   3   2]


    This can be understood as representing linear convolution of sequences:



    [... -i -i -i -i -i 0 0 0 1   1   1   1   1   0   0   0 i i i i i 0 0 0 ...]
    [1 1 1 1 1 0 0 0]


    There is literature about symmetric convolution using variants of DCT and discrete sine transform:




    • S. A. Martucci, "Symmetric convolution and the discrete sine and cosine transforms," in IEEE Transactions on Signal Processing, vol. 42, no. 5, pp. 1038-1051, May 1994. doi: 10.1109/78.295213


    Also of interest: Marios Athineos's The DTT and GDFT in MATLAB






    share|improve this answer











    $endgroup$


















      1












      $begingroup$

      Symmetry and periodicity



      In standard DFT, each extended $k$th basis function $e^{2pi ikn/N}$ is periodic with a period $N,$ shown by:



      $$e^{2pi ik(n+N)/N} = e^{2pi ikn/N}e^{2 pi ik} = e^{2pi ikn/N}1^k = e^{2pi ikn/N} quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{1}$$



      The IDFT output $x_n$ (Eq. 2 of the question) extended to $ninmathbb{Z},$ is a weighted sum of the extended DFT basis functions and must thus also have the property that:



      $$x_{n+N} = x_nquadtext{for all }ninmathbb{Z}tag{2}$$



      The extended frequency-shifted DFT basis functions $e^{2pi i(k+b)n/N}$ are not in general periodic, particularly not with period $N.$ However, they have the property:



      $$e^{2 pi i(k+b)(n+N)/N} = e^{2pi i(k+b)n/N}e^{2pi i(k+b)} = e^{2pi i(k+b)n/N}e^{2pi ib}quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{3}$$



      The extended output of frequency-shifted IDFT has the same property:



      $$x_{n+N} = e^{2pi ib}x_nquadtext{for all }ninmathbb{Z}tag{4}$$



      This seems to be called Bloch-periodicity: Each replicate equals the previous one multiplied by $e^{2pi ib}.$ For $0 le b < 1,$ the coefficient is complex-valued except for $b = 0$ for which it equals $1$ (regular periodity) and $b = 1/2$ for which it equals $-1$ (antiperiodicity).



      There is no reversal of the replicates, unlike there is with a discrete cosine transform (DCT).



      Convolution



      With frequency-shifted DFT, multiplication in the frequency domain results in Bloch-periodic convolution in time domain. For example with $b = 1/4,$ which gives the coefficient $i:$



      N = 8;
      b = 0.25;
      x = [1 1 1 1 1 0 0 0];
      m = exp(j*2*pi*b*[0:N-1]/N)
      x = x./m;
      fx = fft(x);
      fx = fx.*fx;
      x = ifft(fx);
      x = x.*m


      Convolving the sequence x by itself results in:



                               [1-i 2   3   4   5   4   3   2]


      This can be understood as representing linear convolution of sequences:



      [... -i -i -i -i -i 0 0 0 1   1   1   1   1   0   0   0 i i i i i 0 0 0 ...]
      [1 1 1 1 1 0 0 0]


      There is literature about symmetric convolution using variants of DCT and discrete sine transform:




      • S. A. Martucci, "Symmetric convolution and the discrete sine and cosine transforms," in IEEE Transactions on Signal Processing, vol. 42, no. 5, pp. 1038-1051, May 1994. doi: 10.1109/78.295213


      Also of interest: Marios Athineos's The DTT and GDFT in MATLAB






      share|improve this answer











      $endgroup$
















        1












        1








        1





        $begingroup$

        Symmetry and periodicity



        In standard DFT, each extended $k$th basis function $e^{2pi ikn/N}$ is periodic with a period $N,$ shown by:



        $$e^{2pi ik(n+N)/N} = e^{2pi ikn/N}e^{2 pi ik} = e^{2pi ikn/N}1^k = e^{2pi ikn/N} quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{1}$$



        The IDFT output $x_n$ (Eq. 2 of the question) extended to $ninmathbb{Z},$ is a weighted sum of the extended DFT basis functions and must thus also have the property that:



        $$x_{n+N} = x_nquadtext{for all }ninmathbb{Z}tag{2}$$



        The extended frequency-shifted DFT basis functions $e^{2pi i(k+b)n/N}$ are not in general periodic, particularly not with period $N.$ However, they have the property:



        $$e^{2 pi i(k+b)(n+N)/N} = e^{2pi i(k+b)n/N}e^{2pi i(k+b)} = e^{2pi i(k+b)n/N}e^{2pi ib}quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{3}$$



        The extended output of frequency-shifted IDFT has the same property:



        $$x_{n+N} = e^{2pi ib}x_nquadtext{for all }ninmathbb{Z}tag{4}$$



        This seems to be called Bloch-periodicity: Each replicate equals the previous one multiplied by $e^{2pi ib}.$ For $0 le b < 1,$ the coefficient is complex-valued except for $b = 0$ for which it equals $1$ (regular periodity) and $b = 1/2$ for which it equals $-1$ (antiperiodicity).



        There is no reversal of the replicates, unlike there is with a discrete cosine transform (DCT).



        Convolution



        With frequency-shifted DFT, multiplication in the frequency domain results in Bloch-periodic convolution in time domain. For example with $b = 1/4,$ which gives the coefficient $i:$



        N = 8;
        b = 0.25;
        x = [1 1 1 1 1 0 0 0];
        m = exp(j*2*pi*b*[0:N-1]/N)
        x = x./m;
        fx = fft(x);
        fx = fx.*fx;
        x = ifft(fx);
        x = x.*m


        Convolving the sequence x by itself results in:



                                 [1-i 2   3   4   5   4   3   2]


        This can be understood as representing linear convolution of sequences:



        [... -i -i -i -i -i 0 0 0 1   1   1   1   1   0   0   0 i i i i i 0 0 0 ...]
        [1 1 1 1 1 0 0 0]


        There is literature about symmetric convolution using variants of DCT and discrete sine transform:




        • S. A. Martucci, "Symmetric convolution and the discrete sine and cosine transforms," in IEEE Transactions on Signal Processing, vol. 42, no. 5, pp. 1038-1051, May 1994. doi: 10.1109/78.295213


        Also of interest: Marios Athineos's The DTT and GDFT in MATLAB






        share|improve this answer











        $endgroup$



        Symmetry and periodicity



        In standard DFT, each extended $k$th basis function $e^{2pi ikn/N}$ is periodic with a period $N,$ shown by:



        $$e^{2pi ik(n+N)/N} = e^{2pi ikn/N}e^{2 pi ik} = e^{2pi ikn/N}1^k = e^{2pi ikn/N} quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{1}$$



        The IDFT output $x_n$ (Eq. 2 of the question) extended to $ninmathbb{Z},$ is a weighted sum of the extended DFT basis functions and must thus also have the property that:



        $$x_{n+N} = x_nquadtext{for all }ninmathbb{Z}tag{2}$$



        The extended frequency-shifted DFT basis functions $e^{2pi i(k+b)n/N}$ are not in general periodic, particularly not with period $N.$ However, they have the property:



        $$e^{2 pi i(k+b)(n+N)/N} = e^{2pi i(k+b)n/N}e^{2pi i(k+b)} = e^{2pi i(k+b)n/N}e^{2pi ib}quadtext{for all }ninmathbb{Z},,kinmathbb{Z}tag{3}$$



        The extended output of frequency-shifted IDFT has the same property:



        $$x_{n+N} = e^{2pi ib}x_nquadtext{for all }ninmathbb{Z}tag{4}$$



        This seems to be called Bloch-periodicity: Each replicate equals the previous one multiplied by $e^{2pi ib}.$ For $0 le b < 1,$ the coefficient is complex-valued except for $b = 0$ for which it equals $1$ (regular periodity) and $b = 1/2$ for which it equals $-1$ (antiperiodicity).



        There is no reversal of the replicates, unlike there is with a discrete cosine transform (DCT).



        Convolution



        With frequency-shifted DFT, multiplication in the frequency domain results in Bloch-periodic convolution in time domain. For example with $b = 1/4,$ which gives the coefficient $i:$



        N = 8;
        b = 0.25;
        x = [1 1 1 1 1 0 0 0];
        m = exp(j*2*pi*b*[0:N-1]/N)
        x = x./m;
        fx = fft(x);
        fx = fx.*fx;
        x = ifft(fx);
        x = x.*m


        Convolving the sequence x by itself results in:



                                 [1-i 2   3   4   5   4   3   2]


        This can be understood as representing linear convolution of sequences:



        [... -i -i -i -i -i 0 0 0 1   1   1   1   1   0   0   0 i i i i i 0 0 0 ...]
        [1 1 1 1 1 0 0 0]


        There is literature about symmetric convolution using variants of DCT and discrete sine transform:




        • S. A. Martucci, "Symmetric convolution and the discrete sine and cosine transforms," in IEEE Transactions on Signal Processing, vol. 42, no. 5, pp. 1038-1051, May 1994. doi: 10.1109/78.295213


        Also of interest: Marios Athineos's The DTT and GDFT in MATLAB







        share|improve this answer














        share|improve this answer



        share|improve this answer








        edited Dec 20 '18 at 8:12

























        answered Dec 19 '18 at 20:11









        Olli NiemitaloOlli Niemitalo

        8,2271236




        8,2271236






























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