Assume that fk and gm are related by the above equations parts (a) and (b) below. (a) Show that N-I - IMP Σ Clfkl², k=0 N-1 Σ19m² = m=0 which is a version of Parseval's Theorem for the DFT. (b) If fk = fk-n, where n is any integer, show that the DFT of f is given by 9m = exp(2πi nm/N)gm- Note that if the index of fk, fk, 9m, or gm is outside of the range 0, 1, 2, ..., N- 1 it is understood to be brought back into this range by adding or sub- tracting the necessary integer multiple of N (equivalent to assuming they are periodic with a period of N). This result shows that shifting fe by a constant offset multiplies gm by a linearly-varying phase.

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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### The Discrete Fourier Transform (DFT)

#### Definition:
The Discrete Fourier Transform (DFT) is defined for a discrete set of equally spaced values as follows:

\[ 
g_m = \frac{1}{\sqrt{N}} \sum_{k=0}^{N-1} f_k \exp(2\pi i km/N) \quad m = 0, 1, 2, \ldots, N-1 
\]

where the function \( f(x) \) is used only for discrete equally-spaced \( x \) values:

\[ 
f_k = f(x_k) 
\]

\[ 
x_k = \frac{2\pi k}{N} \quad k = 0, 1, 2, \ldots, N-1 
\]

#### Orthogonality Relation:
In class, an orthogonality relation was derived:

\[ 
\sum_{k=0}^{N-1} \exp(-2\pi i kn/N) \exp(2\pi i kn/N) = N \delta_{m,n} 
\]

by recognizing that the sum is a geometric series. Note that \( n = 0, 1, 2, \ldots, N-1 \) as well.

#### Inverse Transform:
The inverse transform is determined by:

\[ 
f_k = \frac{1}{\sqrt{N}} \sum_{m=0}^{N-1} g_m \exp(-2\pi i mk/N) \quad m = 0, 1, 2, \ldots, N-1 
\]

#### Relations and Theorems:
Assume that \( f_k \) and \( g_m \) are related by the equations derived above. Then:

**(a)** Show that:

\[ 
\sum_{m=0}^{N-1} |g_m|^2 = \sum_{k=0}^{N-1} |f_k|^2 
\]

which is a version of Parseval's Theorem for the DFT.

**(b)** If \( \tilde{f}_k = f_{k-n} \), where \( n \) is any integer, show that the DFT of \( \tilde{f}_k \) is given by:

\[ 
\tilde{g}_m = \exp(2\pi i nm
Transcribed Image Text:### The Discrete Fourier Transform (DFT) #### Definition: The Discrete Fourier Transform (DFT) is defined for a discrete set of equally spaced values as follows: \[ g_m = \frac{1}{\sqrt{N}} \sum_{k=0}^{N-1} f_k \exp(2\pi i km/N) \quad m = 0, 1, 2, \ldots, N-1 \] where the function \( f(x) \) is used only for discrete equally-spaced \( x \) values: \[ f_k = f(x_k) \] \[ x_k = \frac{2\pi k}{N} \quad k = 0, 1, 2, \ldots, N-1 \] #### Orthogonality Relation: In class, an orthogonality relation was derived: \[ \sum_{k=0}^{N-1} \exp(-2\pi i kn/N) \exp(2\pi i kn/N) = N \delta_{m,n} \] by recognizing that the sum is a geometric series. Note that \( n = 0, 1, 2, \ldots, N-1 \) as well. #### Inverse Transform: The inverse transform is determined by: \[ f_k = \frac{1}{\sqrt{N}} \sum_{m=0}^{N-1} g_m \exp(-2\pi i mk/N) \quad m = 0, 1, 2, \ldots, N-1 \] #### Relations and Theorems: Assume that \( f_k \) and \( g_m \) are related by the equations derived above. Then: **(a)** Show that: \[ \sum_{m=0}^{N-1} |g_m|^2 = \sum_{k=0}^{N-1} |f_k|^2 \] which is a version of Parseval's Theorem for the DFT. **(b)** If \( \tilde{f}_k = f_{k-n} \), where \( n \) is any integer, show that the DFT of \( \tilde{f}_k \) is given by: \[ \tilde{g}_m = \exp(2\pi i nm
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