I have a audio signal sample at the rate of 10Khz, I need to find fourier coefficients of my signal. I saw one example in mathwork's website where they are using following code to do the fft decomposition of a signal y:
NFFT = 2^nextpow2(L);
Y = fft(y,NFFT)/L;
f = Fs/2*linspace(0,1,NFFT/2+1);
where L is the length of the signal, I don't really understand why its defining the variable NFFT the way shown in the code above? Can't I just chose any value for NFFT? Also why are we taking Fs/2 in third line of the code above?
NFFT can be any positive value, but FFT computations are typically much more efficient when the number of samples can be factored into small primes. Quoting from Matlab documentation:
The execution time for fft depends on the length of the transform. It is fastest for powers of two. It is almost as fast for lengths that have only small prime factors. It is typically several times slower for lengths that are prime or which have large prime factors.
It is thus common to compute the FFT for the power of 2 which is greater or equal to the number of samples of the signal y. This is what NFFT = 2^nextpow2(L) does (in the Example from Matlab documentation y is constructed to have a length L).
When NFFT > L the signal is zero padded to the NFFT length.
As far as fs/2 goes, it is simply because the frequency spectrum of a real-valued signal has Hermitian symmetry (which means that the values spectrum above fs/2 can be obtained from the complex-conjugate of the values below fs/2), and as such is completely specifies from the first NFFT/2+1 values (with the index NFFT/2+1 corresponding to fs/2). So, instead of showing the redundant information above fs/2, the example chose to illustrate only the spectrum up to fs/2.
Output of FFT is complex for real valued input. That means for a signal sampled at Fs Hz, The fourier transform of this signal will have frequency components from -Fs/2 to Fs/2 and is symmetric at zero Hz. (Nyquist criterion states that if you have a signal with maxium frequency component at f Hz, you need to sample it with atleast 2f Hz .
You may wonder what does negative frequency mean here. If you are a mathematician you may care about the negative frequency but if you are an engineer, you may choose to ignore the notion of negative frequency and focus only on frequencies from 0 to Fs/2. (Max freq component for a signal sampled at Fs Hz is Fs/2)
Using FFT to learn more about frequency components present in your signal is cumbsrsome. You can use the function pwelch function in MATLAB to learn more frequencies present in your signal and also the power of these signals. MATLAB will automatically compute the NFFT required and return the frequencies present in your signal along with the power at each frequency. Use this syntax:
[p,f] = pwelch(x,[],[],[],Fs)
Look at the documentation of pwelch for more information.
Related
I am new to Matlab and performing signal processing. I am trying to understand what this code is doing? How and why are we determining the indexNyquist and spectrum?
spectrum = fft(Signal,k); %generate spetrum of signal with FFT to k points
indexNyquist = round(k/2+1); %vicinity of nyquist frequency
spectrum = spectrum(1:indexNyquist); %truncate spectrum to Nyquist frequency
spectrum = spectrum/(length(Signal)); %scale spectrum by number of points
spectrum(2:end) = 2 * spectrum3(2:end); %compensate for truncating negative frequencies, but not DC component
For a purely real input signal the corresponding FFT will be complex conjugate symmetric about the Nyquist frequency, so there is no useful additional information in the top N/2 bins. We can therefore just take the bottom N/2 bins and multiply their magnitude by 2 to get a (complex) spectrum with no redundancy. This spectrum represents frequencies from 0 to Nyquist (and their aliased equivalent frequencies).
Note that bin 0 (0 Hz aka DC) is purely real and does not need to be doubled, hence the comment in your Matlab code.
I'm trying to find the maximum frequency of a periodic signal in Matlab and as i know when you convert a periodic signal to the frequency spectrum you get only delta functions however i get a few curves between the produced delta functions. Here is the code :
t=[-0.02:10^-3:0.02];
s=5.*(1+cos(2*pi*10*t)).*cos(2*pi*100*t);
figure, subplot(211), plot(t,s);
y=fft(s);
subplot(212), plot(t,y);
Here is a code-snippet to help you understand how to get the frequency-spectrum using fft in matlab.
Things to remember are:
You need to decide on a sampling frequency, which should be high enough, as per the Nyquist Criterion (You need the number of samples, at least more than twice the highest frequency or else we will have aliasing). That means, fs in this example cannot be below 2 * 110. Better to have it even higher to see a have a better appearance of the signal.
For a real signal, what you want is the power-spectrum obtained as the square of the absolute of the output of the fft() function. The imaginary part, which contains the phase should contain nothing but noise. (I didn't plot the phase here, but you can do this to check for yourself.)
Finally, we need to use fftshift to shift the signal such that we get the mirrored spectrum around the zero-frequency.
The peaks would be at the correct frequencies. Now considering only the positive frequencies, as you can see, we have the largest peak at 100Hz and two further lobs around 100Hz +- 10Hz i.e. 90Hz and 110Hz.
Apparently, 110Hz is the highest frequency, in your example.
The code:
fs = 500; % sampling frequency - Should be high enough! Remember Nyquist!
t=[-.2:1/fs:.2];
s= 5.*(1+cos(2*pi*10*t)).*cos(2*pi*100*t);
figure, subplot(311), plot(t,s);
n = length(s);
y=fft(s);
f = (0:n-1)*(fs/n); % frequency range
power = abs(y).^2/n;
subplot(312), plot(f, power);
Y = fftshift(y);
fshift = (-n/2:n/2-1)*(fs/n); % zero-centered frequency range
powershift = abs(Y).^2/n;
subplot(313), plot(fshift, powershift);
The output plots:
The first plot is the signal in the time domain
The signal in the frequency domain
The shifted fft signal
I know that an inverse fast Fourier transform (ifft) sums multiple sine waves together from data obtain from doing an fft on a signal. Is there a way to create a signal using a new type of inverse fast Fourier transform (ifft) using an arbitrary waveform instead of just using sine waves?
I'm not trying to re-create the original signal. I'm trying to create a new signal using a new type of inverse fast Fourier transform (ifft) using a given arbitrary waveform based on the (frequency, amplitude, phase) data calculated from the fft from the source signal.
The arbitrary waveform is a sampled signal that will replace one period of the sine wave used in the fft. That is, the signal is to be scaled, repeated, and shifted according to the values given by the fft.
See simple example below: the signals I will be applying FFT to are human audio signals about 60 seconds long at 44100 samples (large arrays) so I'm trying to see if I can use / alter the ifft command in some way to create a new signal using / based on an arbitrary waveform.
PS: I'm using Octave 4.0 which is similar to Matlab and the arbitrary waveform signal used to create a new signal will be changed to create different signals.
clear all,clf reset, clc,tic
fs=44100 % Sampling frequency
len_of_sig=2; %length of signal in seconds
t=linspace(0,2*pi*len_of_sig,fs*len_of_sig);
afp=[.5,2.43,pi/9;.3,3,pi/2;.3,4.3,pi/3]; %represents Amplitude,frequency,phase data array
%1 create source signal
ya=0;
for zz=1:size(afp,1)
ya = ya+afp(zz,1)*sin(afp(zz,2)*t+afp(zz,3));
end
%2 create source frequency domain data
ya_fft = fft(ya);
%3 rebuild original source signal
mag = abs(ya_fft);
phase = unwrap(angle(ya_fft));
ya_newifft=ifft(mag.*exp(i*phase));
ifft_sig_combined_L1=ifft(mag.*exp(i*phase),length(ya_newifft));
%4 %%%-----begin create arbitrary waveform to use ----
gauss = #(t, t0, g) exp(-((t-t0)/g).^2); % a simple gaussian
t_arbitrary=0:1:44100; % sampling
t_arbitrary_1 = 10000; % pulses peak positions (s)
t_arbitrary_2 = 30000; % pulses peak positions (s)
g = 2000; % pulses width (at 1/e^2) (s)
lilly = gauss(t_arbitrary, t_arbitrary_1, g) - (.57*gauss(t_arbitrary, t_arbitrary_2, g)); %different amplitude peaks
%%%%-----End arbitrary waveform to use----
%5 plot
t_sec=t./(2*pi); %converts time in radians to seconds
t_arbitrary_sec=t_arbitrary./length(lilly); %converts time in radians to seconds
subplot(4,1,1);
plot(t_sec,ya,'r')
title('1) source signal')
subplot(4,1,2);
plot(t_sec,ifft_sig_combined_L1)
title('2) rebuilt source signal using ifft')
subplot(4,1,3);
plot(t_arbitrary_sec,lilly,'r')
title('3) arbitrary waveform used to create new signal')
Added a work-flow chart below with simple signals to see if that explains it better:
Section 1) The audio signal is read into an array
Section 2) FFT is done on the signal
Section 3 Red) Normally Inverse FFT uses sin waves to rebuild the signal see signal in red
Section 3 Blue) I want to use an arbitrary signal wave instead to rebuild the signal using the FFT data calculated in (Section 2)
Section 4) New signals created using a new type of Inverse FFT (Section 3).
Please note the new type of Inverse FFT final signal (in blue ) must use the FFT data taken from the original signal.
The signal Sample rate tested should be 44100 and the length of the signal in seconds should be 57.3 seconds long. I use these numbers to test that the array can handle large amounts and that the code can handle non even numbers in seconds.
Let's start with a function lilly that takes a frequency, an amplitude and a phase (all scalars), as well as a signal length N, and computes a sine wave as expected for the inverse DFT (see note 2 below):
function out = lilly(N,periods,amp,phase)
persistent t
persistent oneperiod
if numel(t)~=N
disp('recomputung "oneperiod"');
t = 0:N-1;
oneperiod = cos(t * 2 * pi / N);
end
p = round(t * periods + phase/(2*pi)*N);
p = mod(p,N) + 1;
out = amp * oneperiod(p);
I have written this function such that it uses a sampled signal representing a single period of the since wave.
The following function uses the lilly function to compute an inverse DFT (see note 1 below):
function out = pseudoifft(ft)
N = length(ft);
half = ceil((N+1)/2);
out = abs(ft(1)) + abs(ft(half)) * ones(1,N);
for k=2:half-1
out = out + lilly(N,k-1,2*abs(ft(k)),angle(ft(k)));
end
out = out/N;
Now I test to verify that it actually computes the inverse DFT:
>> a=randn(1,256);
>> b=fft(a);
>> c=pseudoifft(b);
recomputung "oneperiod"
>> max(abs(a-c))
ans = 0.059656
>> subplot(2,1,1);plot(a)
>> subplot(2,1,2);plot(c)
The error is relatively large, due to the round function: we're subsampling the signal instead of interpolating. If you need more precision (not likely I think) you should use interp1 instead of indexing using round(p).
Next, we replace the sine in the lilly function with your example signal:
function out = lilly(N,periods,amp,phase)
persistent t
persistent oneperiod
if numel(t)~=N
disp('recomputung "oneperiod"');
t = 0:N-1;
%oneperiod = cos(t * 2 * pi / N);
gauss = #(t,t0,g) exp(-((t-t0)/g).^2); % a simple gaussian
t1 = N/4; % pulses peak positions (s)
t2 = 3*N/4; % pulses peak positions (s)
g = N/20; % pulses width (at 1/e^2) (s)
oneperiod = gauss(t,t1,g) - (.57*gauss(t,t2,g)); %different amplitude peaks
oneperiod = circshift(oneperiod,[1,-round(N/4)]); % this will make it look more like cos
end
p = round(t * periods + phase/(2*pi)*N);
p = mod(p,N) + 1;
out = amp * oneperiod(p);
The function pseudoifft now creates a function composed of your basis:
>> c=pseudoifft(b);
recomputung "oneperiod"
>> subplot(2,1,2);plot(c)
Let's look at a simpler input:
>> z=zeros(size(a));
>> z(10)=1;
>> subplot(2,1,1);plot(pseudoifft(z))
>> z(19)=0.2;
>> subplot(2,1,2);plot(pseudoifft(z))
Note 1: In your question you specifically ask to use the FFT. The FFT is simply a every efficient way of computing the forward and inverse DFT. The code above computes the inverse DFT in O(n^2), the FFT would compute the same result in O(n log n). Unfortunately, the FFT is an algorithm built on the properties of the complex exponential used in the DFT, and the same algorithm would not be possible if one were to replace that complex exponential with any other function.
Note 2: I use a cosine function in the inverse DFT. It should of course be a complex exponential. But I'm just taking a shortcut assuming that the data being inverse-transformed is conjugate symmetric. This is always the case if the input to the forward transform is real (the output of the inverse transform must be real too, the complex components of two frequencies cancel out because of the conjugate symmetry).
An IFFT is just a way to implement a IDFT. An IDFT is just a weighted sum of sinusoidal waveforms that are integer periodic in aperture.
If you want, you can take almost any DFT or IDFT algorithm or source code, and replace the sin() function with whatever other function you want for waveform synthesis. You can even use different waveforms for different frequencies, or change the synthesis frequencies to non-integer-periodic-in-aperture, if you wish.
The (inverse) Fast Fourier Transform relies on special properties of sinusoidal functions which allow one to move between the time-domain and frequency domain with a much lower computational cost (O(n.log(n))) than for arbitrary waveforms (O(n^2)). If you change the basis waveforms from sinusoids to something else, in general, you can no longer get the computational advantages of the FFT.
In your case, is sounds like you may want to generate a signal that has the same frequency spectrum as your original signal, but not necessarily the same envelope in the time-domain. As I think you've already implemented in your code, the easiest way to do that is simply to change the phase of each frequency-bin in the output of your FFT, and take the inverse FFT. That will generate a time-domain signal that has quite different appearance from your input signal, but will have the same amount of power in each frequency bin.
One subtlety you may need bear in mind is how to change the phases so that the output signal remains real-valued, rather than involving complex numbers. You can think of the Fourier transform as producing a set of positive and negative frequencies. For a real-valued signal, the corresponding positive and negative frequencies must have amplitudes that are complex conjugates of each other. Assuming that your input signal is real-valued, your FFT will already have this property, but you'll need to arrange that the random phases you apply still preserve this relationship between positive and negative frequencies. In practice, this will mean that you only have about half as many random phases to choose - none for zero-frequency bin, and one each for all the positive frequencies (the first n/2 entries) of your FFT, with the other phases being such that the phase at entry k is -1 times that of the entry at (n-k).
This code takes FFT of a signal and plots it on a new frequency axis.
f=600;
Fs=6000;
t=0:1/Fs:0.3;
n=0:1:length(t);
x=cos(2*pi*(400/Fs)*n)+2*sin(2*pi*(1100/Fs)*n);
y=fft(x,512);
freqaxis=Fs*(linspace(-0.5,0.5, length(y)));
subplot(211)
plot(freqaxis,fftshift(abs(y)));
I understand why we used fftshift because we wanted to see the signal centered at the 0 Hz (DC) value and it is better for observation.
However I seem to be confused about how the frequency axis is defined. Specifically, why did we especially multiply the range of [-0.5 0.5] with Fs and we obtain the [-3000 3000] range? It could be [-0.25 0.25].
The reason why the range is between [-Fs/2,Fs/2] is because Fs/2 is the Nyquist frequency. This is the largest possible frequency that has the ability of being visualized and what is ultimately present in your frequency decomposition. I also disagree with your comment where the range "could be between [-0.25,0.25]". This is contrary to the definition of the Nyquist frequency.
From signal processing theory, we know that we must sample by at least twice the bandwidth of the signal in order to properly reconstruct the signal. The bandwidth is defined as the largest possible frequency component that can be seen in your signal, which is also called the Nyquist Frequency. In other words:
Fs = 2*BW
The upper limit of where we can visualize the spectrum and ultimately the bandwidth / Nyquist frequency is defined as:
BW = Fs / 2;
Therefore because your sampling frequency is 6000 Hz, this means the Nyquist frequency is 3000 Hz, so the range of visualization is [-3000,3000] Hz which is correct in your magnitude graph.
BTW, your bin centres for each of the frequencies is incorrect. You specified the total number of bins in the FFT to be 512, yet the way you are specifying the bins is with respect to the total length of the signal. I'm surprised why you don't get a syntax error because the output of the fft function should give you 512 points yet your frequency axis variable will be an array that is larger than 512. In any case, that is not correct. The frequency at each bin i is supposed to be:
f = i * Fs / N, for i = 0, 1, 2, ..., N-1
N is the total number of points you have in your FFT, which is 512. You originally had it as length(y) and that is not correct... so this is probably why you have a source of confusion when examining the frequency axis. You can read up about why this is the case by referencing user Paul R's wonderful post here: How do I obtain the frequencies of each value in an FFT?
Note that we only specify bins from 0 up to N - 1. To account for this when you specify the bin centres of each frequency, you usually specify an additional point in your linspace command and remove the last point:
freqaxis=Fs*(linspace(-0.5,0.5, 513); %// Change
freqaxis(end) = []; %// Change
BTW, the way you've declared freqaxis is a bit obfuscated to me. This to me is more readable:
freqaxis = linspace(-Fs/2, Fs/2, 513);
freqaxis(end) = [];
I personally hate using length and I favour numel more.
In any case, when I run the corrected code to specify the bin centres, I now get this plot. Take note that I inserted multiple data cursors where the peaks of the spectrum are, which correspond to the frequencies for each of the cosines that you have declared (400 Hz and 1100 Hz):
You see that there are some slight inaccuracies, primarily due to the number of bins you have specified (i.e. 512). If you increased the total number of bins, you will see that the frequencies at each of the peaks will get more accurate.
I have a set of data that is periodic (but not sinusoidal). I have a set of time values in one vector and a set of amplitudes in a second vector. I'd like to quickly approximate the period of the function. Any suggestions?
Specifically, here's my current code. I'd like to approximate the period of the vector x(:,2) against the vector t. Ultimately, I'd like to do this for lots of initial conditions and calculate the period of each and plot the result.
function xdot = f (x,t)
xdot(1) =x(2);
xdot(2) =-sin(x(1));
endfunction
x0=[1;1.75]; #eventually, I'd like to try lots of values for x0(2)
t = linspace (0, 50, 200);
x = lsode ("f", x0, t)
plot(x(:,1),x(:,2));
Thank you!
John
Take a look at the auto correlation function.
From Wikipedia
Autocorrelation is the
cross-correlation of a signal with
itself. Informally, it is the
similarity between observations as a
function of the time separation
between them. It is a mathematical
tool for finding repeating patterns,
such as the presence of a periodic
signal which has been buried under
noise, or identifying the missing
fundamental frequency in a signal
implied by its harmonic frequencies.
It is often used in signal processing
for analyzing functions or series of
values, such as time domain signals.
Paul Bourke has a description of how to calculate the autocorrelation function effectively based on the fast fourier transform (link).
The Discrete Fourier Transform can give you the periodicity. A longer time window gives you more frequency resolution so I changed your t definition to t = linspace(0, 500, 2000).
time domain http://img402.imageshack.us/img402/8775/timedomain.png (here's a link to the plot, it looks better on the hosting site).
You could do:
h = hann(length(x), 'periodic'); %# use a Hann window to reduce leakage
y = fft(x .* [h h]); %# window each time signal and calculate FFT
df = 1/t(end); %# if t is in seconds, df is in Hz
ym = abs(y(1:(length(y)/2), :)); %# we just want amplitude of 0..pi frequency components
semilogy(((1:length(ym))-1)*df, ym);
frequency domain http://img406.imageshack.us/img406/2696/freqdomain.png Plot link.
Looking at the graph, the first peak is at around 0.06 Hz, corresponding to the 16 second period seen in plot(t,x).
This isn't computationally that fast though. The FFT is N*log(N) operations.