Module 9 : Numerical Relaying II : DSP Perspective

Lecture 33 : Discrete Fourier Transform

33.1

Motivation

 

Consider a finite duration signal of duration sampled at (fig 33.1) a uniform rate such that

 

where is an integer .

  Then the Fourier transform of signal is given by:
 
 

If we now evaluate the above integral by trapezoidal rule of integration after padding two zeros (red dots in fig 33.1) at the extremity on either side [where the signal is zero], we obtain the following expressions.

  (1)
 

The corresponding inverse which is used to reconstruct the signal is given by:

    (2)
 

If from equation (1) we could compute complete frequency spectrum i.e. then (2) would imply that we can obtain . The fallacy in the above statement is quite obvious as we have only finite samples and the curve connecting any 2-samples can be defined plausibly in infinitely many ways (see fig 33.2). This suggests that from (1), we should be able to derive only limited amount of frequency domain information.

   
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