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[SOUND]

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Hi and welcome to module 4.5 of digital
signal processing.

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In this module we will continue the
exploration of the DTFT.

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And we will consider, in particular,
conditions related

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to its existence, its properties, and how
we

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can look at it as a special type

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of basis expansion in the space of
infinite sequences.

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So existance means simply

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that the sum that defines the DTFT does
not blow up.

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This is easy to prove for absolutely
summable sequences, if

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you take the magnitude of the DTFT at any
point omega.

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This is equal to the sum for N that goes
from minus infinity to plus

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infinity of X of N times e to the minus J
omega N in magnitude.

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Now every time you have absolute value of
the

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sum, you know that this is maximized by
the sum

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of the absolute values of the elements of
the sum.

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So we do this, and because the magnitude
of the complex exponential is 1,

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this is actually equal to the sum of the
absolute values of the sequence.

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Since our initial hypothesis was that the
sequence

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was absolutely summable, this is less than
infinity.

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And therefore, the DTFT exists for all
values of omega.

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Similarly, we can invert the DTFT very
easily

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if we assume absolute summability of the
underlying sequence.

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As we showed in the previous module, the
inversion

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formula is 1 over 2 pi times the integral

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between minus pi and pi of the DTFT times
e to the J omega n in the omega.

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So we replace x of e to the j omega by the
definition of the

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DTFT in here, and because of the absolute
summability of

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the sequence we can invert the summation
and the integral.

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When we do that we have the sum for k that
goes from

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minus infinity to plus infinity of x of k
time this integral here.

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So each element of the sequence in the sum

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is multiplied by this integral, which
depends on k.

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But now look at the numerator of this

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fraction, here.

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This is a complex exponential, and if n is
different than k, this will span an

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integer number of periods in the minus pi,

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pi integral, and therefore the integral
will be 0.

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So what that means is that integral is 0
unless

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n is equal to k, at which point all the

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elements in the sum will be killed except
for x of n, and so in the end, we have the

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result we're looking for.

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The DTFT looks exactly like an inner
product in the space C infinity.

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If you take this inner product here
between an

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infinite sequence and the sequence e to
the j

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omega n, and you write the definition of
the

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inner product, you get exactly the
formulation for the DTFT.

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The problem here is that C infnity is not
really a well definied vector space.

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There are sequences that do not converge
in C infinity.

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Nonetheless, if we manage to establish a
formal parallel between a change of basis

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and the DTFT, it will mean that everything
that we discovered about a

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DFT which is a well defined entity, will
apply to the DTFT as

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well and all our intuition about the

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frequency domain will translate to the
DTFT.

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Now, the basis here that we're

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talking about is not really a basis,
because it's an infinite

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and uncountable set of vectors, indexed by
a real value variable omega.

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So something breaks down, really.

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We start with sequences, but we end up
landing in the space of functions.

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On top of it all, although we just proved
existence

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and invertability for absolutely summable
sequences, in reality the DTFT exists,

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for all square summable sequences, which
is a larger set of sequences.

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But in that case the proofs we just gave,
become

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much more technical, and so we will skip
them here.

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Let's sum up the situation so far.

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For finite length signals, we start in CN,
and via a change of

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basis, we compute their representation,
the frequency domain,

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which as well, lives in CN.

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We can go back to the original sequence
via the inversion formula.

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And the basis that allows us to go from
the

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time domain to the frequency domain is the
DFT basis.

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The Fourier basis for the DFT, which is a
countable set of N Fourier basis vectors.

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The DFS is exactly the same.
The expansion and reconstruction

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formulas are the same, except that in this

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case, we assume that everything is
periodic underneath.

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And now we have the DTFT.

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We start from the space of a square
summable

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sequences, and via a formal change of
basis, so basis

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here is in quote, we end up in the space

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of square integrable functions, on the
integral minus 5 pi.

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By looking at the DTFT as a formal

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basis of expansion the linearity property
follows

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easily from the linearity of the inner
product.

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So, the DTFT of a linear combination of
two

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sequences will be the linear combination
of the DTFTs.

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A second property that is easy to prove
from

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the definition of the DTFT is the time
shift property.

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So if we take a sequence and we shift it
in time by big M samples,

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the DTFT of this shifted sequence is equal
of the DTFT of

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the original sequence, times a delay
factor e to the minus J omega

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big M, which is very similar to what we
obtained in the

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case of the DFS, when we took the shift of
a periodic sequence.

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To dual of this property is the modulation
property of the

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DTFT, so if we take a sequence and we
multiply this by

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a complex exponential at frequency omega
0, what happens in frequency

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is that we have a shift of the spectrum by
omega 0.

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The time reversal property tells us that
the

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Fourier transform of a time reverse
sequence, a sequence

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where we flip the values across the origin

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will be equal to a frequency reversed
Fourier transform.

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And the conjugation property says

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that if you conjugate every value of the
sequence

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the Fourier transform will be both
conjugated and frequency reversed.

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Now, some particular cases that are very

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useful to remember because they appear
often.

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First of all, if the sequence is

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symmetric, then the DTFT is symmetric as
well.

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If the sequence is real, then the DTFT is
Hermitian-symmetric.

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The reality of the sequence can be
expressed mathematically by saying that

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x of n is equal to the conjugate of x of
n.

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This infrequency implies that the Fourier
transform of the sequence is equal to

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the conjugate and Frequency reversed
version of the Fourier transform.

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A simple corollary of this property is the
fact that if

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x of n is real then the magnitude of the
DTFT

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is symmetric.

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You can verify this simply by taking the
magnitude of both terms of this equation.

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And an even more special case states that
if x of n is

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real and symmetric then x of j omega is
also real and symmetric.

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So this all looks nice and fine.

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It looks like we have a full fletched
basis expansion,

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and that the DTFT is just another version
of the DFT.

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And indeed,

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some things would lead us to believe so.

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For instance, if you take the DFT of the

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delta function, you remember you have the
constant 1.

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And similarly, the DTFT of the delta
function expressed as the inner

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product between the pseudo basis function
and the delta function is again 1.

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However, some things are not okay at all.

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The DFT of the constant 1 is very well
defined, and it's equal to

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n times the delta function in frequency.

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But the DTFT of 1 is, by definition, the
sum from n that goes

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from minus infinity to plus infinity of e
to the minus j omega n.

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Now to see that there is a problem with
this sum, just

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put omega equal to 0, and you see that the
sum diverges.

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The problem is that there are too

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many interesting sequences that are not
square summable.

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And of course the constant

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1 is one of them.

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So, in order to be able to keep

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using the change of basis paradigm, even
for sequences

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that are not square summable, we have to
introduce

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a little mathematically trick called the
direct delta function.

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This little animal here, which is usually

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indicated by the symbol delta, but now
delta

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of the real variable t, not the

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delta sequence, is defined by the sifting
property,

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that looks like this.
If we take a delta function.

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We center it in s, where s is a variable
in r.

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And then we multiply this delta functional
by any function of a real variable t.

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And then we take the integral from minus
infinity to plus infinity.

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Then what we get is the value of f in the
point s.

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Graphically, we usually represent delta
functional as an upwards pointing arrow,

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we centered this in s, we multiply this by
any function of

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a real variable t and then we integrate
from minus infinity to

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plus infinity and we get the value of the
function in s.

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In order to develop some intuitions for
the properties of the

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direct delta functional, let's consider a
family of so called localizing

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functions, r k of t.

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Where k is an interger index, and t is a
real valued variable.

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The properties of this family of functions
are two.

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The support of each function is inversely
proportional to the index k.

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But regardless of an index k, the area of
each function, the

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integral from minus infinity to plus
infinity of each function, is constant.

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As an example,

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take direct function.
Direct function is a classic indicator

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function that is equal to 1 from minus one
half to one half, and 0 everywhere else.

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So this function has a support of 1, and
an area of 1.

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We can use this function to build a family
of localizing functions like so.

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We multiply the rect by a factor k,

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and we shrink the support of the rect by a
factor k.

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So r k of t in this case will have a
support that goes from

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minus 1 over 2k to 1 over 2k, so the
support is 1 over k.

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And the area is 1.

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If we plot some functions in this family,
this is what we get for k equal to 1.

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The value here is 1.

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For k equal to 5, the support has shrunk
to 1 over 5.

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And the area is still 1 because the value
here is 5.

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We go to 15, it will look like this.

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And to 40 it will go like this, and we
could on to infinity.

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Now, consider the integral between minus
infinity and plus infinity of the product

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between rk of t, and any function f of a
real variable t.

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Rk of t is non-zero only between minus 1
over 2k and

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1 over 2k.

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So these are the new integration image of
this product.

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The value of rk of t over the integration
interval is k.

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So we can bring this outside of the
interval.

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And inside we have simply the integral of
the function over this interval.

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Now we invoke the mean value theorem.

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You can go back to your calculus textbook
to revise its proof,

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and the mean value theorem says that the
value of this integral here will be

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equal to f of gamma for some point gamma
within the integration integral.

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Now, we don't know where gamma is inside

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this integral, but we do know that it
exists.

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Now as k goes to infinity, the support of
the indicator function becomes smaller and

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smaller and so gamma which is somewhere in
the integration interval,

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will be sandwiched between interval limits
that grow closer and closer.

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And in the limit, f of gamma will be f of
0,

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because the width of the interval has
shrunk down to an infinitesimal width.

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So the delta functional is really a
shorthand for this limiting operation.

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Instead of writing the limit of the
inegral for a family

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of localizing functions, We just use the
delta notation, and what is

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interesting is that the shape of the base
function that we use

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to build the family of a localizing
function, is not really critical.

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We can use pretty much any shape, and as
long

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as two properties of shrinking support and
constant area are satisfied,

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the limit will converge to the point-wise
value of the function.

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Okay, so now a last technicality before we
understand why we're doing all this.

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We will be using the direct delta
functional in the frequency domain.

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Now we know that all DTFT spectra are 2 pi
periodic.

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So if we want to use this tool in the
frequency domain, we have to periodize it.

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The periodic version of Dirac delta
functional is

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called the pulse train and it is built by
placing copies of the

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delta function every 2 pi and by scaling
the whole signal by 2 pi.

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So if you w to represent that in the
frequency domain, with the usual

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upward arrow notation, we see that there
will be a pulse every 2 pi.

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Okay, now we can let the show begin.

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Let's consider the inverse DTFT of the
pulse train.

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Well, we apply the definition, and we have
1 over 2 pi times the integral between

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minus pi and pi, of the pulse train times
e to the j omega n into omega.

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So, the first thing to remark is that
since the periodized delta is scaled by

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a factor of 2 pi, this cancels

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the normalization factor in front of the
integral.

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Then, we are integrating only between
minus pi and pi,

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in this interval we only have one

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pulse, so we can remove the implicit
periodization.

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And then, because of the sifting property
of the

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delta functional, this integral will be
just the value

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of this function of the real valued
variable omega

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in 0, because this delta is centered in 0.

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00:14:36,400 --> 00:14:41,700
And so the value of e to the j omega n for
omega equal to 0 is equal to 1.

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00:14:41,700 --> 00:14:47,140
This is formally similar to the fact that
the inverse DFT

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00:14:47,140 --> 00:14:51,660
of N delta of k is

233
00:14:51,660 --> 00:14:55,710
actually equal to 1.
So, by using the delta functional, we have

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00:14:55,710 --> 00:15:01,670
established another formal parallel
between the DFT and DTFT.

235
00:15:01,670 --> 00:15:06,840
So if the inverse DTFT of the delta
functional is 1,

236
00:15:06,840 --> 00:15:11,530
then it means that the direct DTFT, the
forward Fourier transform

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00:15:11,530 --> 00:15:15,060
of the constant 1 is formally equal to the
pulse train.

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00:15:17,590 --> 00:15:19,060
Does this make sense?

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00:15:19,060 --> 00:15:22,450
Well, we could try to compute numerically
the partial sums that

240
00:15:22,450 --> 00:15:26,890
are involved in the computation of the
DTFT of the constant 1.

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00:15:26,890 --> 00:15:30,770
So define Sk of omega as the sum that goes
from

242
00:15:30,770 --> 00:15:35,580
minus k to k of e to the minus j omega n.

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00:15:35,580 --> 00:15:38,240
As k goes to infinity as k of omega,

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00:15:38,240 --> 00:15:41,540
should converge to the DTFT of the
constant one.

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00:15:41,540 --> 00:15:42,950
So if we plot these partial

246
00:15:42,950 --> 00:15:47,010
sums in magnitude for increasing values of
k, we have something

247
00:15:47,010 --> 00:15:49,960
like this for k equal to 5 we have this
shape.

248
00:15:49,960 --> 00:15:53,820
And as we increase, the index, we see that
this

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00:15:53,820 --> 00:15:58,665
family of partial sums looks like a family
of localizing functions.

250
00:15:58,665 --> 00:16:06,420
So, the support gets narrow and the area
stays constant.

251
00:16:06,420 --> 00:16:08,040
So, it really makes sense to

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00:16:08,040 --> 00:16:10,490
say that in the limit, this partial

253
00:16:10,490 --> 00:16:14,010
sums will converge to the direct delta
function.

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00:16:14,010 --> 00:16:16,860
With this fundamental result in our
pocket, we can now proceed

255
00:16:16,860 --> 00:16:22,500
to derive some other interesting DTFT
pairs for non-square summable sequences.

256
00:16:22,500 --> 00:16:27,420
With the same technique we used before, we
can show that the inverse DTFT

257
00:16:27,420 --> 00:16:32,640
of a shifted pulse train a pulse train
shifted by a frequency omega 0.

258
00:16:32,640 --> 00:16:33,540
Gives a

259
00:16:33,540 --> 00:16:38,360
complex exponential of frequency omega 0
in the time domain.

260
00:16:38,360 --> 00:16:42,370
So if the DTFT of 1 is the pulse train
centered in 0.

261
00:16:42,370 --> 00:16:46,878
The DTFT of an arbitrary complex
exponential of frequency

262
00:16:46,878 --> 00:16:51,650
omega 0, is the pulse train shifted by
omega 0.

263
00:16:51,650 --> 00:16:55,290
By using Euler's relation and the
linearity of the

264
00:16:55,290 --> 00:16:59,030
DTFT, we can derive the DTFT of the cosine

265
00:16:59,030 --> 00:17:03,772
of omega 0 n which is just one half times
the sum of 2

266
00:17:03,772 --> 00:17:08,842
pulse trains, one centered in omega 0 and
the other one centered in minus

267
00:17:08,842 --> 00:17:14,110
omega 0.
And the DTFT of the sine of omega 0 n,

268
00:17:14,110 --> 00:17:19,610
which is minus j over 2, times a pulse
train centered in the omega 0, and another

269
00:17:19,610 --> 00:17:25,387
pulse train centered in minus omega 0.

