Digital Signal Processing Reference
In-Depth Information
with j
1. All x ( n )and y ( k ) can be concatenated in the form of
two N
×
1 vectors. Let us also define
e −j 2 N
W N
(2.10)
such that equations (2.8) and (2.9) can be written in the matrix form
y = W 1 x ,
x = Wy
(2.11)
with
11
1
···
1
W N−1
N
W N
1
W N
···
W =
(2.12)
.
.
.
.
.
W 2(N−1)
N
W (N−1)(N−1)
N
W N−1
N
1
···
where W is an unitary and symmetric matrix.
Let us choose as an example the case N =2.
Example 2.2:
We then obtain for N =2
W = 11
1
1
We see that the columns of W correspond to the basis vectors
w 0 =[1 , 1] T
1] T
w 1 =[1 ,
and, based on them, we can reconstruct the original signal:
1
y ( i ) w i
x =
i=0
Unfortunately, the DFT has the same drawbacks as the continuous-time
Fourier transform when it comes to nonstationary signals: (a) the be-
havior of a signal within a given window is analyzed; (b) accurate repre-
sentation is possible only for signals stationary within a window; and (c)
good time and frequency resolution cannot be achieved simultaneously,
as illustrated by table 2.1.
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