I have a simple question on using fft in 1D without using fftshift. Say I have a code running the fft of sin(6*2*pi*n):
n=0:1/20:1-1/20;
x=sin(2*pi*n);
X=fft(x);
plot(abs(X));
plot(abs(fftshift(X)));
Without fft shift, I see a peak at 6Hz, and another peak at very very high frequency like 2000Hz. Does this 2000Hz component coresponds to the -6Hz peak?
Yes. Typically the output of the FFT algorithm has the negative frequencies shifted to the second half of the positive frequenies, so if one directly graphs the fft output a negative peak that's very close to zero will appear as a positive peak very close to the right hand edge of a figure. fftshift shifts the negatives to where one would intuitively expect them to be.
Related
I created a sinusoid with frequency 550Hz that goes for 1 second
fs=44100;
Duration=1; %second
Len=Duration * fs; %length of sinusoid
t=(0:Len-1)/fs;
x=sin(2*pi*550*t);
for the purpose of exploring and learning, I have decided to take the short time Fourier transform of this signal. I did it as below:
window_len=0.02*fs; %length of the window
hop=window_len/3; %hop size
nfft=2^nextpow2(window_len);
window=hamming(window_len,'periodic');
[S,f,t]=spectrogram(x,window,hop,nfft,fs);
Now I want to plot the real versus imaginary value of S for the frequency equal to 550 and see what happens. First of all, in the frequency vector I didn’t have the exact 550. There was one 516.5 and 559.6. So, I just looked at the spectrogram and chose whichever that was close to it and picked that. When I tried to plot real vs imaginary of S for the frequency I chose (over all time frames), the values all fall in 3 points as it shows in the attached plot. Why three points?
Each STFT window can have a different complex phase depending on how the start (or middle) of the window is synchronized (or not) with the sinusoids period. So the real-complex IQ plot for the peak magnitude DFT result bin can be a circular scatter plot, depending on the number of DFT windows and the ratio between the stepping distance (or length - overlap) and the period of the sinusoid.
The phase of the STFT coefficients for the different windows depends on which data exactly the window "sees". So for your particular choice of window length and hop, it so happens that as you slide through your single-frequency sinusoid, there only three different data chunks that you window "sees". To see what I mean, just plot:
plot(x(1:window_len),'x')
plot(x(1+hop:window_len+hop),'x')
plot(x(1+2*hop:window_len+2*hop),'x')
plot(x(1+3*hop:window_len+3*hop),'x')
.. and if you continue you will see that the pattern repeats itself, i.e., the first plot for instance is the same as the fourth, the second as the fifth etc. Therefore you only have three different real-imaginary part combinations.
Of course, this will change if you change the window length and the hopsize, and you will get more points. For instance, try
window_len =nfft;
hop=ceil(window_len/4)
I hope that helps.
I try to find the strongest frequency component with Matlab. It works, but if the datapoints and periods are not nicely aligned, I need to zero-pad my data to increase the FFT resolution. So far so good.
The problem is that, when I zero-pad too much, the frequency with the maximal power changes, even if everything is aligned nicely and I would expect a clear result.
This is my MWE:
Tmax = 1024;
resolution = 1024;
period = 512;
X = linspace(0,Tmax,resolution);
Y = sin(2*pi*X/period);
% N_fft = 2^12; % still fine, max_period is 512
N_fft = 2^13; % now max_period is 546.1333
F = fft(Y,N_fft);
power = abs(F(1:N_fft/2)).^2;
dt = Tmax/resolution;
freq = (0:N_fft/2-1)/N_fft/dt;
[~, ind] = max(power);
max_period = 1/freq(ind)
With zero-padding up to 2^12 everything works fine, but when I zero-pad to 2^13, I get a wrong result. It seems like too much zero-padding shifts the spectrum, but I doubt it. I rather expect a bug in my code, but I cannot find it. What am I doing wrong?
EDIT: It seems like the spectrum is skewed towards the low frequencies. Zero-padding just makes this visible:
Why is my spectrum skewed? Shouldn't it be symmetric?
Here is a graphic explanation of what you're doing wrong (which is mostly a resolution problem).
EDIT: this shows the power for each fft data point, mapped to the indices of the 2^14 dataset. That is, the indices for the 2^13 data numbered 1,2,3 map to 1,3,5 on this graph; the indices for 2^12 data numbered 1,2,3 map to 1,5,9; and so on.
.
You can see that the "true" value should in fact not be 512 -- your indexing is off by 1 or a fraction of 1.
Its not a bug in your code. It has to do with the properties of the DFT (and thus the FFT, which is merely a fast version of the DFT).
When you zero-pad, you add frequency resolution, particularly on the lower end.
Here you use a sine wave as test, so you are basically convolving a finite length sine with finite sines and cosines (see here https://en.wikipedia.org/wiki/Fast_Fourier_transform details), which have almost the same or lower frequency.
If you were doing a "proper" fft, i.e. doing integrals from -inf to +inf, even those low frequency components would give you zero coefficients for the FFT, but since you are doing finite sums, the result of those convolutions is not zero and hence the actual computed fourier transform is inaccurate.
TL;DR: Use a better window function!
The long version:
After searching further, I finally found the explanation. Neither is indexing the problem, nor the additional low frequency components added by the zero-padding. The frequency response of the rectangular window, combined with the negative frequency components is the culprit. I found out on this website explaining window functions.
I made more plots to explain:
Top: The frequency response without windowing: two delta peaks, one at the positive and one at the negative frequency. I always plotted the positive part, since I didn't expect to need the negative frequency components. Middle: The frequency response of the rectangular window function. It is relatively broad, but I didn't care, because I thought I'd have only a single peak. Bottom: The frequency response of the zero-padded signal. In time domain, this is the multiplication of window function and sine-wave. In frequency domain, this amounts to the convolution of the frequency response of the window function with the frequency response of the perfect sine. Since there are two peaks, the relatively broad frequency responses of the window overlap significantly, leading to a skewed spectrum and therefore a shifted peak.
The solution: A way to circumvent this is to use a proper window function, like a Hamming window, to have a much smaller frequency response of the window, leading to less overlap.
I'm trying to figure out how MATLAB does the short time Fourier transforms for its spectrogram function (and related functions like specgram, or stft in Octave). What is curious to me is that you can apparently specify the length of the window and the FFT length (number of output frequencies) independently, whereas I would have expected that these two should be equal (since the length of an FFT'd signal is the same as the length of the original signal). To illustrate what I mean, here is the function call:
[S,F,T]=spectrogram(signal,winSize,overlapSize,fftSize,rate);
winSize is the length of subintervals which are to be (individually) FFT'd, and fftSize is the number of frequency components given in the output. When these are not equal, does Matlab do interpolation to produce the required number of frequency bins?
Ultimately the reason I want to know is so that I can determine the proper units and scaling for the frequencies.
Cheers
A windowed segment of a signal can be zero-padded to a longer length vector to use a longer FFT. The frequency scaling will be determined by the length of the FFT (and the signals sample rate). The window size and window formula will determine the effective resolution, in terms of peak separation ability.
Why do this? Some FFT sizes can be computed more efficiently than others (slightly or a lot, depending on the FFT library used). Also, a longer FFT will calculate more points or bins, thus producing a higher density of interpolated points in a potentially smoother spectrum result.
I am having a samll problem while converting a spectrum to a time series. I have read many article sand I htink I am applying the right procedure but I do not get the right results. Could you help to find the error?
I have a time series like:
When I compute the spectrum I do:
%number of points
nPoints=length(timeSeries);
%time interval
dt=time(2)-time(1);
%Fast Fourier transform
p=abs(fft(timeSeries))./(nPoints/2);
%power of positive frequencies
spectrum=p(1:(nPoints/2)).^2;
%frequency
dfFFT=1/tDur;
frequency=(1:nPoints)*dfFFT;
frequency=frequency(1:(nPoints)/2);
%plot spectrum
semilogy(frequency,spectrum); grid on;
xlabel('Frequency [Hz]');
ylabel('Power Spectrum [N*m]^2/[Hz]');
title('SPD load signal');
And I obtain:
I think the spectrum is well computed. However now I need to go back and obtain a time series from this spectrum and I do:
df=frequency(2)-frequency(1);
ap = sqrt(2.*spectrum*df)';
%random number form -pi to pi
epsilon=-pi + 2*pi*rand(1,length(ap));
%transform to time series
randomSeries=length(time).*real(ifft(pad(ap.*exp(epsilon.*i.*2.*pi),length(time))));
%Add the mean value
randomSeries=randomSeries+mean(timeSeries);
However, the plot looks like:
Where it is one order of magnitude lower than the original serie.
Any recommendation?
There are (at least) two things going on here. The first is that you are throwing away information, and then substituting random numbers for that information.
The FFT of a real sequence is a sequence of complex numbers consisting of a real and imaginary part. Converting those numbers to polar form gives you magnitude and phase angle. You are capturing the magnitude part with p=aps(fft(...)), but you are not capturing the phase angle (which would involve atan2(...)). You are then making up random numbers (epsilon=...) and using those to replace the original numbers when you reconstruct your time-series. Also, as the FFT of a real sequence has a particular symmetry, substituting random numbers for the phase angle destroys that symmetry, which means that the IFFT will in general no longer be a real sequence, but a sequence of complex numbers - and again, you're only looking at the real portion of the IFFT, so you're throwing away information again. If this is an audio signal, the results may sound somewhat like the original (or they may be completely different), but the waveform definitely won't match...
The second issue is that in many implementations, ifft(fft(...)) will scale the result by the number of points in the signal. There are several different ways to avoid that, with differing results, but sometimes more attractive in different scenarios, depending on what you are trying to do. You can either scale the fft() result before you do the ifft(), or scale the ifft() result at the end, or in some cases, I've even seen both being scaled by a factor of sqrt(N) - doing it twice has the end result of scaling the final result by N, but it is a bit less efficient since you do the scaling twice...
I'm working on a control system that measures the movement of a vibrating robot arm. Because there is some deadtime, I need to look into the future of the somewhat noisy signal.
My idea was to use the frequencies in the sampled signal and produce a fourier function that could be used for extrapolation.
My question: I already have the FFT of the signal vector (containing 60-100 values e.g.) and can see the main frequencies in the amplitude spectrum. Now I want to have a function f(t) which fits to the signal, removes some noise, and can be used to predict the near future of the signal. How do I calculate the coefficients for the sine/cosine functions out of the complex FFT data?
Thank you so much!
AFAIR FFT essentially produces output as a sum of sine functions with different frequencies. The importance of each frequency is the height of each peak. So what you really want to do here is filter out some frequencies (ie. high frequencies for the arm to move gently) and then come back to the time domain.
In matlab this should be like going through the vector of what you got from fft, setting some values to 0 (or doing something more complex to it) and then use ifft to come back to time domain and make the prediction based on what you get.
There's also one thing you should consider while doing this - Nyquist frequency - this means that the highest frequency that you get on your fft is half of the sampling frequency.
If you use an FFT for data that isn't periodic within the FFT aperture length, then you may need to use a window to reduce spurious frequencies due to "spectral leakage". Frequency estimation techniques to better estimate "between bin" frequency content may also be appropriate. The phase of each cosine sinusoid, relative to the edge of the window, is usually atan2(imag[i], real[i]). The frequency depends on the sample rate and bin number versus the length of the FFT.
You might also want to look into using a Kalman filter instead of an FFT.
Added: If your signal isn't exactly integer periodic in the FFT length, then you may want to do an fftshift before the FFT to move the resulting phase measurement reference point to the center of your data vector, instead of a possibly discontinuous circular edge.