快速傅立叶变换推导

mac2026-01-07  5

离散信号傅立叶变换

X ( k ) = ∑ n = 0 N x ( n ) W N n k X(k)=\sum_{n=0}^Nx(n)W_N^{nk} X(k)=n=0Nx(n)WNnk

其中

W N = e − j 2 π N W_N=e^{-j\frac{2\pi}{N}} WN=ejN2π

k = 0 , 1 , . . . , N − 1 k=0,1,...,N-1 k=0,1,...,N1

基2时域抽取FFT

离散傅立叶变换为

X ( k ) = ∑ n = 0 N x ( n ) W N n k X(k)=\sum_{n=0}^Nx(n)W_N^{nk} X(k)=n=0Nx(n)WNnk

可分解为

X ( k ) = ∑ n = 0 N 2 − 1 ( x ( 2 n ) W N 2 n k + x ( 2 n + 1 ) W N ( 2 n + 1 ) k ) X(k)=\sum_{n=0}^{\frac{N}{2}-1}(x(2n)W_N^{2nk}+x(2n+1)W_N^{(2n+1)k}) X(k)=n=02N1(x(2n)WN2nk+x(2n+1)WN(2n+1)k)

= ∑ n = 0 N 2 − 1 x ( 2 n ) W N 2 n k + ∑ n = 0 N 2 − 1 x ( 2 n + 1 ) W N ( 2 n + 1 ) k \quad = \sum_{n=0}^{\frac{N}{2}-1}x(2n)W_N^{2nk}+\sum_{n=0}^{\frac{N}{2}-1}x(2n+1)W_N^{(2n+1)k} =n=02N1x(2n)WN2nk+n=02N1x(2n+1)WN(2n+1)k

= ∑ n = 0 N 2 − 1 x ( 2 n ) W N 2 n k + W N k ∑ n = 0 N 2 − 1 x ( 2 n + 1 ) W N ( 2 n ) k ( E Q . 1 ) \quad = \sum_{n=0}^{\frac{N}{2}-1}x(2n)W_N^{2nk}+W_N^{k}\sum_{n=0}^{\frac{N}{2}-1}x(2n+1)W_N^{(2n)k}\quad(EQ.1) =n=02N1x(2n)WN2nk+WNkn=02N1x(2n+1)WN(2n)k(EQ.1)

序列x(n)分解

偶 数 项 x 1 ( n ) = x ( 2 n ) , 其 中 n = 0 , 1 , . . . , N 2 − 1 偶数项x1(n)=x(2n),其中n=0,1,...,\frac{N}{2}-1 x1(n)=x(2n),n=0,1,...,2N1

奇 数 项 x 2 ( n ) = x ( 2 n + 1 ) , 其 中 n = 0 , 1 , . . . , N 2 − 1 奇数项x2(n)=x(2n+1),其中n=0,1,...,\frac{N}{2}-1 x2(n)=x(2n+1),n=0,1,...,2N1

则相应DFT

X 1 ( k ) = ∑ n = 0 N 2 − 1 x 1 ( n ) W N 2 n k , 其 中 k = 0 , 1 , . . . , N 2 − 1 X_1(k)=\sum_{n=0}^{\frac{N}{2}-1}x1(n)W_{\frac{N}{2}}^{nk},其中k=0,1,...,\frac{N}{2}-1 X1(k)=n=02N1x1(n)W2Nnk,k=0,1,...,2N1

X 2 ( k ) = ∑ n = 0 N 2 − 1 x 2 ( n ) W N 2 n k , 其 中 k = 0 , 1 , . . . , N 2 − 1 X_2(k)=\sum_{n=0}^{\frac{N}{2}-1}x2(n)W_{\frac{N}{2}}^{nk},其中k=0,1,...,\frac{N}{2}-1 X2(k)=n=02N1x2(n)W2Nnk,k=0,1,...,2N1

其中

W N 2 n k = e − j 2 π n k N 2 W_{\frac{N}{2}}^{nk} = e^{-j\frac{2\pi nk}{\frac{N}{2}}} W2Nnk=ej2N2πnk

= e − j 2 π 2 n k N \quad = e^{-j\frac{2\pi 2nk}{N}} =ejN2π2nk

= W N 2 n k \quad = W_{N}^{2nk} =WN2nk

= W N 2 n ( k + N 2 ) \quad = W_{N}^{2n(k+\frac{N}{2})} =WN2n(k+2N)

所以EQ.1可以转换为,而且 X 1 ( k ) 及 X 2 ( k ) X_1(k)及X_2(k) X1(k)X2(k)都是以 N 2 \frac{N}{2} 2N为周期的

X ( k ) = X 1 ( k ) + W N k X 2 ( k ) X(k)=X_1(k)+W_{N}^{k}X_2(k) X(k)=X1(k)+WNkX2(k)

W N k = − W N ( k + N 2 ) W_{N}^{k}=-W_{N}^{(k+\frac{N}{2})} WNk=WN(k+2N)

X ( k + N 2 ) = X 1 ( k + N 2 ) + W N k + N 2 X 2 ( k + N 2 ) X(k+\frac{N}{2})=X_1(k+\frac{N}{2})+W_{N}^{k+\frac{N}{2}}X_2(k+\frac{N}{2}) X(k+2N)=X1(k+2N)+WNk+2NX2(k+2N)

= X 1 ( k + N 2 ) − W N k X 2 ( k + N 2 ) \quad =X_1(k+\frac{N}{2})-W_{N}^{k}X_2(k+\frac{N}{2}) =X1(k+2N)WNkX2(k+2N)

X 1 ( k ) 及 X 2 ( k ) X_1(k)及X_2(k) X1(k)X2(k)周期性得:

X ( k + N 2 ) = X 1 ( k ) − W N k X 2 ( k ) X(k+\frac{N}{2})=X_1(k)-W_{N}^{k}X_2(k) X(k+2N)=X1(k)WNkX2(k)

最终基2-FFT使用的公式

X ( k ) = X 1 ( k ) + W N k X 2 ( k ) X(k)=X_1(k)+W_{N}^{k}X_2(k) X(k)=X1(k)+WNkX2(k)

X ( k + N 2 ) = X 1 ( k ) − W N k X 2 ( k ) X(k+\frac{N}{2})=X_1(k)-W_{N}^{k}X_2(k) X(k+2N)=X1(k)WNkX2(k)

基2频率抽取FFT

离散傅立叶变换为

X ( k ) = ∑ n = 0 N x ( n ) W N n k X(k)=\sum_{n=0}^Nx(n)W_N^{nk} X(k)=n=0Nx(n)WNnk

X(k)亦可分解为奇数项和偶数项的和

X ( k ) = X ( 2 r ) + X ( 2 r + 1 ) , 其 中 r = 0 , 1 , . . . . , N 2 X(k)=X(2r)+X(2r+1),其中 r=0,1,....,\frac{N}{2} X(k)=X(2r)+X(2r+1),r=0,1,....,2N

X ( 2 r ) = ∑ n = 0 N − 1 x [ n ] W N 2 n r X(2r)=\sum_{n=0}^{{N}-1}x[n]W_N^{2nr} X(2r)=n=0N1x[n]WN2nr

= ∑ n = 0 N 2 − 1 x [ n ] W N 2 n r + ∑ N 2 N − 1 x [ n ] W N 2 n r \quad =\sum_{n=0}^{\frac{N}{2}-1}x[n]W_N^{2nr} + \sum_{\frac{N}{2}}^{N-1}x[n]W_N^{2nr} =n=02N1x[n]WN2nr+2NN1x[n]WN2nr

= ∑ n = 0 N 2 − 1 x [ n ] W N 2 n r + ∑ N N 2 − 1 x [ n + N 2 ] W N 2 ( n + N 2 ) r \quad =\sum_{n=0}^{\frac{N}{2}-1}x[n]W_N^{2nr} + \sum_{N}^{\frac{N}{2}-1}x[n+\frac{N}{2}]W_N^{2(n+\frac{N}{2})r} =n=02N1x[n]WN2nr+N2N1x[n+2N]WN2(n+2N)r

= ∑ n = 0 N 2 − 1 x [ n ] W N 2 n r + ∑ N N 2 − 1 x [ n + N 2 ] W N 2 n r \quad =\sum_{n=0}^{\frac{N}{2}-1}x[n]W_N^{2nr} + \sum_{N}^{\frac{N}{2}-1}x[n+\frac{N}{2}]W_N^{2nr} =n=02N1x[n]WN2nr+N2N1x[n+2N]WN2nr

r = 0 , 1 , 2 , . . . , N 2 \quad r=0,1,2,...,\frac{N}{2} r=0,1,2,...,2N

同样

X ( 2 r + 1 ) = ∑ n = 0 N − 1 x ( n ) W N n ( 2 r + 1 ) X(2r+1)=\sum_{n=0}^{{N}-1}x(n)W_N^{n(2r+1)} X(2r+1)=n=0N1x(n)WNn(2r+1)

= ∑ n = 0 N 2 − 1 ( x [ n ] − x [ n + N 2 ] ) W N n ( 2 r + 1 ) \quad =\sum_{n=0}^{\frac{N}{2}-1}(x[n] - x[n+\frac{N}{2}])W_N^{n(2r+1)} =n=02N1(x[n]x[n+2N])WNn(2r+1)

r = 0 , 1 , 2 , . . . , N 2 \quad r=0,1,2,...,\frac{N}{2} r=0,1,2,...,2N

基4频域抽取FFT

X ( k ) = ∑ n = 0 N − 1 x ( n ) W N n k X(k)=\sum_{n=0}^{N-1}x(n)W_N^{nk} X(k)=n=0N1x(n)WNnk

= ∑ n = 0 N 4 − 1 ( x ( n ) W N n k + x ( n + N 4 ) W N ( n + N 4 ) k + x ( n + N 2 ) W N ( n + N 2 ) k + x ( n + 3 N 4 ) W N ( n + 3 N 4 ) k ) \quad = \sum_{n=0}^{\frac{N}{4}-1}(x(n)W_N^{nk}+x(n+\frac{N}{4})W_N^{(n+\frac{N}{4})k}+x(n+\frac{N}{2})W_N^{(n+\frac{N}{2})k}+x(n+\frac{3N}{4})W_N^{(n+\frac{3N}{4})k}) =n=04N1(x(n)WNnk+x(n+4N)WN(n+4N)k+x(n+2N)WN(n+2N)k+x(n+43N)WN(n+43N)k)

= ∑ n = 0 N 4 − 1 ( x ( n ) + x ( n + N 4 ) W N ( N 4 ) k + x ( n + N 2 ) W N ( N 2 ) k + x ( n + 3 N 4 ) W N ( 3 N 4 ) k ) W N n k ( E Q . 2 ) \quad = \sum_{n=0}^{\frac{N}{4}-1}(x(n)+x(n+\frac{N}{4})W_N^{(\frac{N}{4})k}+x(n+\frac{N}{2})W_N^{(\frac{N}{2})k}+x(n+\frac{3N}{4})W_N^{(\frac{3N}{4})k})W_N^{nk}\quad (EQ.2) =n=04N1(x(n)+x(n+4N)WN(4N)k+x(n+2N)WN(2N)k+x(n+43N)WN(43N)k)WNnk(EQ.2)

其中:

W N N 4 = − j W_N^{\frac{N}{4}}=-j WN4N=j

W N N 2 = − 1 W_N^{\frac{N}{2}}=-1 WN2N=1

W N N 3 = j W_N^{\frac{N}{3}}=j WN3N=j

所以EQ.2可以改写为

X ( k ) = ∑ n = 0 N 4 − 1 [ x ( n ) + x ( n + N 4 ) ( − j ) k + x ( n + N 2 ) ( − 1 ) k + x ( n + 3 N 4 ) ( j ) k ] W N n k ( E Q . 3 ) X(k) = \sum_{n=0}^{\frac{N}{4}-1}[x(n)+x(n+\frac{N}{4}){(-j)^k}+x(n+\frac{N}{2}){(-1)^k}+x(n+\frac{3N}{4}){(j)^k}]W_N^{nk}\quad (EQ.3) X(k)=n=04N1[x(n)+x(n+4N)(j)k+x(n+2N)(1)k+x(n+43N)(j)k]WNnk(EQ.3)

X ( 4 k ) = ∑ n = 0 N 4 − 1 [ x ( n ) + x ( n + N 4 ) + x ( n + N 2 ) + x ( n + 3 N 4 ) ] W N 4 n k X(4k) = \sum_{n=0}^{\frac{N}{4}-1}[x(n)+x(n+\frac{N}{4})+x(n+\frac{N}{2})+x(n+\frac{3N}{4})]W_N^{4nk} X(4k)=n=04N1[x(n)+x(n+4N)+x(n+2N)+x(n+43N)]WN4nk

∑ n = 0 N 4 − 1 [ x ( n ) + x ( n + N 4 ) + x ( n + N 2 ) + x ( n + 3 N 4 ) ] W N 4 n k \quad \sum_{n=0}^{\frac{N}{4}-1}[x(n)+x(n+\frac{N}{4})+x(n+\frac{N}{2})+x(n+\frac{3N}{4})]W_{\frac{N}{4}}^{nk} n=04N1[x(n)+x(n+4N)+x(n+2N)+x(n+43N)]W4Nnk

X ( 4 k + 1 ) = ∑ n = 0 N 4 − 1 [ x ( n ) − j x ( n + N 4 ) − x ( n + N 2 ) + j x ( n + 3 N 4 ) ] W N n ( 4 k + 1 ) X(4k+1) = \sum_{n=0}^{\frac{N}{4}-1}[x(n)-jx(n+\frac{N}{4})-x(n+\frac{N}{2})+jx(n+\frac{3N}{4})]W_N^{n(4k+1)} X(4k+1)=n=04N1[x(n)jx(n+4N)x(n+2N)+jx(n+43N)]WNn(4k+1)

= ∑ n = 0 N 4 − 1 [ x ( n ) − j x ( n + N 4 ) − x ( n + N 2 ) + j x ( n + 3 N 4 ) ] W N 4 n k W N n \quad = \sum_{n=0}^{\frac{N}{4}-1}[x(n)-jx(n+\frac{N}{4})-x(n+\frac{N}{2})+jx(n+\frac{3N}{4})]W_{\frac{N}{4}}^{nk}W_N^{n} =n=04N1[x(n)jx(n+4N)x(n+2N)+jx(n+43N)]W4NnkWNn

X ( 4 k + 2 ) = ∑ n = 0 N 4 − 1 [ x ( n ) − x ( n + N 4 ) + x ( n + N 2 ) − x ( n + 3 N 4 ) ] W N n ( 4 k + 2 ) X(4k+2) = \sum_{n=0}^{\frac{N}{4}-1}[x(n)-x(n+\frac{N}{4})+x(n+\frac{N}{2})-x(n+\frac{3N}{4})]W_N^{n(4k+2)} X(4k+2)=n=04N1[x(n)x(n+4N)+x(n+2N)x(n+43N)]WNn(4k+2)

= ∑ n = 0 N 4 − 1 [ x ( n ) − x ( n + N 4 ) + x ( n + N 2 ) − x ( n + 3 N 4 ) ] W N 4 n k W N 2 n \quad = \sum_{n=0}^{\frac{N}{4}-1}[x(n)-x(n+\frac{N}{4})+x(n+\frac{N}{2})-x(n+\frac{3N}{4})]W_{\frac{N}{4}}^{nk}W_N^{2n} =n=04N1[x(n)x(n+4N)+x(n+2N)x(n+43N)]W4NnkWN2n

X ( 4 k + 3 ) = ∑ n = 0 N 4 − 1 [ x ( n ) + j x ( n + N 4 ) − x ( n + N 2 ) − j ( n + 3 N 4 ) ] W N n ( 4 k + 3 ) X(4k+3) = \sum_{n=0}^{\frac{N}{4}-1}[x(n)+jx(n+\frac{N}{4})-x(n+\frac{N}{2})-j(n+\frac{3N}{4})]W_N^{n(4k+3)} X(4k+3)=n=04N1[x(n)+jx(n+4N)x(n+2N)j(n+43N)]WNn(4k+3)

= ∑ n = 0 N 4 − 1 [ x ( n ) + j x ( n + N 4 ) − x ( n + N 2 ) − j ( n + 3 N 4 ) ] W N 4 n k W N 3 n \quad = \sum_{n=0}^{\frac{N}{4}-1}[x(n)+jx(n+\frac{N}{4})-x(n+\frac{N}{2})-j(n+\frac{3N}{4})]W_{\frac{N}{4}}^{nk}W_N^{3n} =n=04N1[x(n)+jx(n+4N)x(n+2N)j(n+43N)]W4NnkWN3n

其 中 k = 0 , 1 , . . . , N 4 − 1 其中 k=0,1,...,\frac{N}{4}-1 k=0,1,...,4N1

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