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Running FFT

Module by: Douglas L. Jones

Summary: The running FFT efficiently computes DFT samples of successive overlapped blocks of data via a recursive filter implementation.

Some applications need DFT frequencies of the most recent NN samples on an ongoing basis. One example is DTMF, or touch-tone telephone dialing, in which a detection circuit must constantly monitor the line for two simultaneous frequencies indicating that a telephone button is depressed. In such cases, most of the data in each successive block of samples is the same, and it is possible to efficiently update the DFT value from the previous sample to compute that of the current sample. Figure 1 illustrates successive length-4 blocks of data for which successive DFT values may be needed. The running FFT algorithm described here can be used to compute successive DFT values at a cost of only two complex multiplies and additions per DFT frequency.
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Figure 1: The running FFT efficiently computes DFT values for successive overlapped blocks of samples.
The running FFT algorithm is derived by expressing each DFT sample, X n + 1 ω k X n + 1 ω k , for the next block at time n+1 n 1 in terms of the previous value, X n ω k X n ω k , at time nn. X n ω k =p=0N-1xn-p- ω k p X n ω k p N 1 0 x n p ω k p X n + 1 ω k =p=0N-1xn+1-p- ω k p X n + 1 ω k p N 1 0 x n 1 p ω k p Let q=p-1 q p 1 : X n + 1 ω k =q=-1N-2xn-q- ω k q-1= ω k q=0N-2xn-q- ω k q+xn+1 X n + 1 ω k q N 2 1 x n q ω k q 1 ω k q N 2 0 x n q ω k q x n 1 Now let's add and subtract - ω k N-2xn-N+1 ω k N 2 x n N 1 :
X n + 1 ω k = ω k q=0N-2xn-q- ω k q+ ω k xn-N-1- ω k N-1-- ω k N-2xn-N+1+xn+1= ω k q=0N-1xn-q- ω k +xn+1-- ω k xn-N+1= ω k X n ω k +xn+1-- ω k N-2xn-N+1 X n + 1 ω k ω k q N 2 0 x n q ω k q ω k x n N 1 ω k N 1 ω k N 2 x n N 1 x n 1 ω k q N 1 0 x n q ω k x n 1 ω k x n N 1 ω k X n ω k x n 1 ω k N 2 x n N 1 (1)
This running FFT algorithm requires only two complex multiplies and adds per update, rather than N if each DFT value were recomputed according to the DFT equation. Another advantage of this algorithm is that it works for any ω k ω k , rather than just the standard DFT frequencies. This can make it advantageous for applications, such as DTMF detection, where only a few arbitrary frequencies are needed.
Successive computation of a specific DFT frequency for overlapped blocks can also be thought of as a length-NN FIR filter. The running FFT is an efficient recursive implementation of this filter for this special case. Figure 2 shows a block diagram of the running FFT algorithm. The running FFT is one way to compute DFT filterbanks. If a window other than rectangular is desired, a running FFT requires either a fast recursive implementation of the corresponding windowed, modulated impulse response, or it must have few non-zero coefficients so that it can be applied after the running FFT update via frequency-domain convolution. DFT-symmmetric raised-cosine windows are an example.
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Figure 2: Block diagram of the running FFT computation, implemented as a recursive filter

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