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Poisson Summation Formula Derivation

First consider the summation of N complex exponentials:

\begin{eqnarray*}
x(n) &\mathrel{\stackrel{\Delta}{=}}& \frac{1}{N} \sum_{k=0}^{N-1}e^{j\omega_kn} \eqsp
\left\{
\begin{array}{ll}
1 & n=0 \quad (\hbox{\sc mod}\ N) \\
0 & \mbox{elsewhere} \\
\end{array} \right. \\ [10pt]
&=& \hbox{\sc IDFT}_{N,n}(1 \cdots 1) \;=\; \delta(n) + \delta(n-N) + \delta(n+N) + \cdots
\end{eqnarray*}

where $ \omega_k \mathrel{\stackrel{\Delta}{=}}2\pi k / N$ .


\begin{psfrags}\psfrag{d(n)}{ $\displaystyle\sum_l\delta(n-lN)$\ }\psfrag{-2N}{\Large $-2N$}\psfrag{-N}{\Large $-N$}\psfrag{0}{\Large $0$}\psfrag{N}{\Large $N$}\psfrag{n}{$n$}\psfrag{2N}{\Large $2N$}\psfrag{1}{$1$}\begin{center}
\epsfig{file=eps/delta.eps,width=5in} \\
\end{center}
\end{psfrags}

Setting $ N=R$ (the FFT hop size) gives

$\displaystyle \zbox{\sum_m \delta(n-mR) = \frac{1}{R} \sum_{k=0}^{R-1}e^{j\omega_kn}}
$

where $ \omega_k \mathrel{\stackrel{\Delta}{=}}2\pi k/R$ (harmonics of the frame rate).

Let us now consider these equivalent signals as inputs to an LTI system, with an impulse response given by $ w(n)$ , and frequency response equal to $ W(\omega)$ .


\begin{psfrags}\psfrag{w(n)}{\large $w(n)$\ }\psfrag{W(w)}{\large $W(\omega)$\ }\psfrag{timesum}{\large $\displaystyle\sum_l\delta(n-lR)$\ }\psfrag{freqsum}{\large ${\frac{1}{R}\displaystyle\sum_k e^{j\omega_kn}}$\ }\psfrag{t}{\large $\displaystyle\sum_l w(n-lR)$\ }\psfrag{f}{\large ${\frac{1}{R}\displaystyle\sum_k W(\omega_k)e^{j\omega_kn}}$\ }\psfrag{time}{\large Time}\psfrag{freq}{\large Frequency}\begin{center}
\epsfig{file=eps/poisson.eps,width=\textwidth } \\
\end{center}
\end{psfrags}

Looking across the top of the above figure, for the case of input signal $ x(n)=\sum_m \delta(n-mR)$ we have:

$\displaystyle y(n) = \sum_m w(n-mR)
$

and looking across the bottom of the above figure, for the case of input signal $ \frac{1}{R} \sum_{k=0}^{R-1}e^{j\omega_kn}$ , we have:

$\displaystyle y(n) = \frac{1}{R} \sum_{k=0}^{R-1} W(\omega_k)e^{j\omega_kn}
$

Since the inputs were equal, the corresponding outputs must be equal too. This derives the Poisson Summation Formula:



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``FFT Signal Processing: The Overlap-Add (OLA) Method for Fourier Analysis, Modification, and Resynthesis'', by Julius O. Smith III, (From Lecture Overheads, Music 421).
Copyright © 2020-06-27 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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