My problem is to obtain original signal from amplitude spectrum (fft) based on inverse fft but only for some frequency range ex. 8-12 Hz. Could anyone help me? I try to used:
xdft=fft(x);
ixdft=ifft(xdft(a:b)), %where xdft(a:b) is |Y(f)| for freq 8-12 Hz.
But it doesn't want to work.
You can set all the values of xdft to zero except those you want, i.e.,
xdft = fft(x);
xdft = xdft(1:ceil(length(xdft) / 2));
xdft(1:a) = 0;
xdft(b+1:end) = 0;
ixdft = ifft(xdft, 'symmetric');
The reason I have taken only half of the original FFT'd data is that your result will be symmetric about Fs / 2 (where Fs is the sample rate), and if you don't do the same thing to the frequencies either side of the centre, you will get a complex signal out. Instead of doing the same thing to both sides manually, I've just taken one side, modified it, and told ifft that it has to reconstruct the data for the full frequency range by appending a mirror image of what you pass it; this by done by calling it with the 'symmetric' option.
If you need to figure out what a and b should be for some frequency, you can first create a vector of the frequencies at which you've performed the FFT, then find those frequencies that are within your range, like so:
xdft = fft(x);
xdft = xdft(1:ceil(length(xdft) / 2));
f = linspace(0, Fs / 2, length(xdft));
keepInd = f >= 8 & f <= 12; % Keep frequencies between 8 and 12 Hz
xdft(~keepInd) = 0;
Note that I've actually omitted the use of the two variables a and b altogether in this example and opted for logical indexing, and that Fs is the sample rate.
Related
I have a question about the zero-padding for the fft. I ran fft with zero-padding & without zero-padding and compared.
sf = 100; %sampling frequency
dt=1/sf; %time sampling interval
L = 10; %Length of signal
t = linspace(0,L,L/dt+1);
%zero-padding
nfft = 2^nextpow2(length(t)); %expansion of the data length for fft
t(length(t)+1:nfft) = 0; L = dt*nfft; t = linspace(0,L,L/dt+1);
t(end)=[];
fr = 4; %frequency
data = cos(2*pi*fr1*t);
df = sf/length(data); %frequency increment
f = (0:length(data)/2)*df;
fft_result =fft(data)/length(data);
spec_fft = 2*abs(fft_result); %spectrum
pha_fft = angle(fft_result); %phase
pha_fft = rad2deg(pha_fft);
subplot(2,1,1);
stem(f,spec_fft(1:length(f)));
subplot(2,1,2);
stem(f,pha_fft(1:length(f)));
And I could see the difference between the two result images.
When I did fft without zero-padding, the amplitude was displayed clear, and the phase also clear (I think other frequencies' phase is due to a very small amplitude value not zero). But When I used zero-padding, I could see amplitudes of nearby frequency that I input(4Hz) show different aspects and the result of the phase is strange in my opinion. Is there some problem in my code when I used zero-padding?
*Additional question for comments of Cris Luengo
I tried to pad zeros to the data by the extended length.
nfft = 2^nextpow2(length(t)); %expansion of the data length for fft
data(length(t)+1:nfft) = 0;
When I plot the data, I got
As you can see, values over 10 are zeros.
And I got this result.
I wonder whether my results are okay or not.
If the FFT magnitude result is close to zero, it might just be numerical noise (random quantization and rounding errors). The phase of this numerical noise is nonsense. I usually set the phase to zero unless the corresponding magnitude is above some threshold for actual non-zero spectrum.
I created a 6-bit quantizer and passed a signal through it, but when I plot the DFT, it peaks at 200 MHz and then stops; I'm not seeing the whole spectrum. What's preventing me in my code from getting the rest of the points at the higher frequencies?
Here is my code:
bits = 6; %6-bit
fs = 400e6; %sampling frequency
amp = 1; %amplitude
f = 200e6; %actual frequency
vpp = 2; peak-to-peak voltage
LSB = vpp/(2^bits); %least-significant bit
cycles = 1000;
duration = cycles/f;
values = 0:1/fs:duration;
party = LSB:LSB:(vpp-LSB); %partition
blocker = 0:1:(2^bits - 1); %codebook
biblocker = fliplr(decimaltobinary(blocker)); %I created a function that converts decimal to binary
qtone = amp + amp*sin(2*pi*f*values); %tone
[index, q] = quantization(qtone,party,blocker); %I created a quantizing function
ftq = fft(q)/length(q); % Fourier Transform (Scaled)
qf = linspace(0, 1, fix(length(q))/2+1)*(fs/2); % Frequency Vector
qi = 1:length(qf); % Index Vector
qa = abs(ftq(qi))*2/.7562;
figure
plot(qf/1e6, qa) % One-Sided Amplitude Plot
xlim([100 500]);
xlabel('Frequency [MHz]')
ylabel('Amplitude')
Here is what I get:
Since you selected your sampling frequency, fs = 400e6 i.e. 400 MHz, you can only observe the spectrum up to 200e6, half of the sampling frequency. You can read the theory behind it using Nyquist Sampling Theorem.
As a solution you need to set your twice the frequency you want to observe on the spectrum. It is impossible to observe whole frequency, you need to set a finite frequency limit.
For base-band sampled data, everything in the spectrum above half the sample rate is redundant, just aliases for the spectrum below half the sample rate. So there's no need to display the same spectrum repeated.
When sampling for a finite length of time (less than the age of the Earth, etc.), you have to sample at a rate higher than twice the highest frequency in the signal. 2X (400Msps for a 200MHz signal) often won't work.
qf = linspace(0, 1, fix(length(q)))*(fs);
I know I can change frequency by whole numbers by changing the variable shift but how can I change the frequency using numbers with decimal places like .754 or 1.2345 or 67.456. If I change the variable 'shift' to a non-whole like number like 5.1 I get an error subscript indices must be either positive integers less than 2^31 or logicals from line mag2s = [mag2(shift+1:end), zeros(1,shift)];
Example Code below from question increase / decrease the frequency of a signal using fft and ifft in matlab / octave works with changing the variable shift (but it only works with whole numbers, I need it to work with decimals numbers also).
PS: I'm using octave 3.8.1 which is like matlab and I know I could change the frequency by adjusting the formula in the variable ya but ya will be a signal taken from an audio source (human speech) so it won't be an equation. The equation is just used to keep the example simple. And yes Fs is large due to the fact that signal files used are around 45 seconds long which is why I can't use resample because I get a out of memory error when used.
Here's a animated youtube video example of what I'm trying to get when I use the test equation ya= .5*sin(2*pi*1*t)+.2*cos(2*pi*3*t) and what I'm trying to get happen if I varied the variable shift from (0:0.1:5) youtu.be/pf25Gw6iS1U please keep in mind that ya will be an imported audio signal so I won't have an equation to easily adjust
clear all,clf
Fs = 2000000;% Sampling frequency
t=linspace(0,1,Fs);
%1a create signal
ya = .5*sin(2*pi*2*t);
%2a create frequency domain
ya_fft = fft(ya);
mag = abs(ya_fft);
phase = unwrap(angle(ya_fft));
ya_newifft=ifft(mag.*exp(i*phase));
% ----- changes start here ----- %
shift = 5; % shift amount
N = length(ya_fft); % number of points in the fft
mag1 = mag(2:N/2+1); % get positive freq. magnitude
phase1 = phase(2:N/2+1); % get positive freq. phases
mag2 = mag(N/2+2:end); % get negative freq. magnitude
phase2 = phase(N/2+2:end); % get negative freq. phases
% pad the positive frequency signals with 'shift' zeros on the left
% remove 'shift' components on the right
mag1s = [zeros(1,shift) , mag1(1:end-shift)];
phase1s = [zeros(1,shift) , phase1(1:end-shift)];
% pad the negative frequency signals with 'shift' zeros on the right
% remove 'shift' components on the left
mag2s = [mag2(shift+1:end), zeros(1,shift)];
phase2s = [phase2(shift+1:end), zeros(1,shift) ];
% recreate the frequency spectrum after the shift
% DC +ve freq. -ve freq.
magS = [mag(1) , mag1s , mag2s];
phaseS = [phase(1) , phase1s , phase2s];
x = magS.*cos(phaseS); % change from polar to rectangular
y = magS.*sin(phaseS);
yafft2 = x + i*y; % store signal as complex numbers
yaifft2 = real(ifft(yafft2)); % take inverse fft
plot(t,ya,'-r',t,yaifft2,'-b'); % time signal with increased frequency
legend('Original signal (ya) ','New frequency signal (yaifft2) ')
You can do this using a fractional delay filter.
First, lets make the code ore workable by letting Matlab handle the conjugate symmetry of the FFT. Just make mag1 and phase1 go to the end . . .
mag1 = mag(2:end);
phase1 = phase(2:end);
Get rid of mag2s and phase2s completely. This simplifies lines 37 and 38 to . .
magS = [mag(1) , mag1s ];
phaseS = [phase(1) , phase1s ];
Use the symmetric option of ifft to get Matlb to handle the symmetry for you. You can then drop the forced real, too.
yaifft2 = ifft(yafft2, 'symmetric'); % take inverse fft
With that cleaned up, we can now think of the delay as a filter, e.g.
% ----- changes start here ----- %
shift = 5;
shift_b = [zeros(1, shift) 1]; % shift amount
shift_a = 1;
which can be applied as so . . .
mag1s = filter(shift_b, shift_a, mag1);
phase1s = filter(shift_b, shift_a, phase1);
In this mindset, we can use an allpass filter to make a very simple fractional delay filter
The code above gives the 'M Samples Delay' part of the circuit. You can then add on the fraction using a second cascaded allpass filter . .
shift = 5.5;
Nw = floor(shift);
shift_b = [zeros(1, Nw) 1];
shift_a = 1;
Nf = mod(shift,1);
alpha = -(Nf-1)/(Nf+1);
fract_b = [alpha 1];
fract_a = [1 alpha];
%// now filter as a cascade . . .
mag1s = filter(shift_b, shift_a, mag1);
mag1s = filter(fract_b, fract_a, mag1s);
Ok so the question as I understand it is "how do I shift my signal by a specific frequency?"
First let's define Fs which is our sample rate (ie samples per second). We collect a signal which is N samples long. Then the frequency change between samples in the Fourier domain is Fs/N. So taking your example code Fs is 2,000,000 and N is 2,000,000 so the space between each sample is 1Hz and shifting your signal 5 samples shifts it 5Hz.
Now say we want to shift our signal by 5.25Hz instead. Well if our signal was 8,000,000 samples then the spacing would be Fs/N = 0.25Hz and we would shift our signal 11 samples. So how do we get an 8,000,000 sample signal from a 2,000,000 sample signal? Just zero pad it! literally append zeros until it is 8,000,000 samples long. Why does this work? Because you are in essence multiplying your signal by a rectangular window which is equivalent to sinc function convolution in the frequency domain. This is an important point. By appending zeros you are interpolating in the frequency domain (you don't have any more frequency information about the signal you are just interpolating between the previous DTFT points).
We can do this down to any resolution you want, but eventually you'll have to deal with the fact that numbers in digital systems aren't continuous so I recommend just choosing an acceptable tolerance. Lets say we want to be within 0.01 of our desired frequency.
So lets get to actual code. Most of it doesn't change luckily.
clear all,clf
Fs = 44100; % lets pick actual audio sampling rate
tolerance = 0.01; % our frequency bin tolerance
minSignalLen = Fs / tolerance; %minimum number of samples for our tolerance
%your code does not like odd length signals so lets make sure we have an
%even signal length
if(mod(minSignalLen,2) ~=0 )
minSignalLen = minSignalLen + 1;
end
t=linspace(0,1,Fs); %our input signal is 1s long
%1a create 2Hz signal
ya = .5*sin(2*pi*2*t);
if (length(ya) < minSignalLen)
ya = [ya, zeros(1, minSignalLen - length(ya))];
end
df = Fs / length(ya); %actual frequency domain spacing;
targetFreqShift = 2.32; %lets shift it 2.32Hz
nSamplesShift = round(targetFreqShift / df);
%2a create frequency domain
ya_fft = fft(ya);
mag = abs(ya_fft);
phase = unwrap(angle(ya_fft));
ya_newifft=ifft(mag.*exp(i*phase));
% ----- changes start here ----- %
shift = nSamplesShift; % shift amount
N = length(ya_fft); % number of points in the fft
mag1 = mag(2:N/2+1); % get positive freq. magnitude
phase1 = phase(2:N/2+1); % get positive freq. phases
mag2 = mag(N/2+2:end); % get negative freq. magnitude
phase2 = phase(N/2+2:end); % get negative freq. phases
% pad the positive frequency signals with 'shift' zeros on the left
% remove 'shift' components on the right
mag1s = [zeros(1,shift) , mag1(1:end-shift)];
phase1s = [zeros(1,shift) , phase1(1:end-shift)];
% pad the negative frequency signals with 'shift' zeros on the right
% remove 'shift' components on the left
mag2s = [mag2(shift+1:end), zeros(1,shift)];
phase2s = [phase2(shift+1:end), zeros(1,shift) ];
% recreate the frequency spectrum after the shift
% DC +ve freq. -ve freq.
magS = [mag(1) , mag1s , mag2s];
phaseS = [phase(1) , phase1s , phase2s];
x = magS.*cos(phaseS); % change from polar to rectangular
y = magS.*sin(phaseS);
yafft2 = x + i*y; % store signal as complex numbers
yaifft2 = real(ifft(yafft2)); % take inverse fft
%pull out the original 1s of signal
plot(t,ya(1:length(t)),'-r',t,yaifft2(1:length(t)),'-b');
legend('Original signal (ya) ','New frequency signal (yaifft2) ')
The final signal is a little over 4Hz which is what we expect. There is some distortion visible from the interpolation, but that should be minimized with a longer signal with a smother frequency domain representation.
Now that I've gone through all of that you may be wondering if there is an easier way. Fortunately for us, there is. We can take advantage of the hilbert transform and fourier transform properties to achieve a frequency shift without ever worrying about Fs or tolerance levels or bin spacing. Namely we know that a time shift leads to a phase shift in the Fourier domain. Well time and frequency are duals so a frequency shift leads to a complex exponential multiplication in the time domain. We don't want to just do a bulk shift of all frequencies because that that will ruin our symmetry in Fourier space leading to a complex time series. So we use the hilbert transform to get the analytic signal which is composed of only the positive frequencies, shift that, and then reconstruct our time series assuming a symmetric Fourier representation.
Fs = 44100;
t=linspace(0,1,Fs);
FShift = 2.3 %shift our frequency up by 2.3Hz
%1a create signal
ya = .5*sin(2*pi*2*t);
yaHil = hilbert(ya); %get the hilbert transform
yaShiftedHil = yaHil.*exp(1i*2*pi*FShift*t);
yaShifted = real(yaShiftedHil);
figure
plot(t,ya,'-r',t,yaShifted,'-b')
legend('Original signal (ya) ','New frequency signal (yaifft2) ')
Band-limited interpolation using a windowed-Sinc interpolation kernel can be used to change sample rate by arbitrary ratios. Changing the sample rate changes the frequency content of the signal, relative to the sample rate, by the inverse ratio.
I have generated three identical waves with a phase shift in each. For example:
t = 1:10800; % generate time vector
fs = 1; % sampling frequency (seconds)
A = 2; % amplitude
P = 1000; % period (seconds), the time it takes for the signal to repeat itself
f1 = 1/P; % number of cycles per second (i.e. how often the signal repeats itself every second).
y1 = A*sin(2*pi*f1*t); % signal 1
phi = 10; % phase shift
y2 = A*sin(2*pi*f1*t + phi); % signal 2
phi = 15; % phase shift
y3 = A*sin(2*pi*f1*t + phi); % signal 3
YY = [y1',y2',y3'];
plot(t,YY)
I would now like to use a method for detecting this phase shift between the waves. The point of doing this is so that I can eventually apply the method to real data and identify phase shifts between signals.
So far I have been thinking of computing the cross spectra between each wave and the first wave (i.e. without the phase shift):
for i = 1:3;
[Pxy,Freq] = cpsd(YY(:,1),YY(:,i));
coP = real(Pxy);
quadP = imag(Pxy);
phase(:,i) = atan2(coP,quadP);
end
but I'm not sure if this makes any sense.
Has anyone else done something similar to this? The desired outcome should show a phase shift at 10 and 15 for waves 2 and 3 respectively.
Any advice would be appreciated.
There are several ways that you can measure the phase shift between signals. Between your response, the comments below your response, and the other answers, you've gotten most of the options. The specific choice of technique is usually based on issues such as:
Noisy or Clean: Is there noise in your signal?
Multi-Component or Single-Component: Are there more than one type of signal within your recording (multiple tones at multiple frequencies moving in different directions)? Or, is there just a single signal, like in your sine-wave example?
Instantaneous or Averaged: Are you looking for the average phase lag across your entire recording, or are you looking to track how the phase changes throughout the recording?
Depending on your answer to these questions, you could consider the following techniques:
Cross-Correlation: Use the a command like [c,lag]=xcorr(y1,y2); to get the cross-correlation between the two signals. This works on the original time-domain signals. You look for the index where c is maximum ([maxC,I]=max(c);) and then you get your lag value in units of samples lag = lag(I);. This approach gives you the average phase lag for the entire recording. It requires that your signal of interest in the recording be stronger than anything else in your recording...in other words, it is sensitive to noise and other interference.
Frequency Domain: Here you convert your signals into the frequency domain (using fft or cpsd or whatever). Then, you'd find the bin that corresponds to the frequency that you care about and get the angle between the two signals. So, for example, if bin #18 corresponds to your signal's frequency, you'd get the phase lag in radians via phase_rad = angle(fft_y1(18)/fft_y2(18));. If your signals have a constant frequency, this is an excellent approach because it naturally rejects all noise and interference at other frequencies. You can have really strong interference at one frequency, but you can still cleanly get your signal at another frequency. This technique is not the best for signals that change frequency during the fft analysis window.
Hilbert Transform: A third technique, often overlooked, is to convert your time-domain signal into an analytic signal via the Hilbert transform: y1_h = hilbert(y1);. Once you do this, your signal is a vector of complex numbers. A vector holding a simple sine wave in the time domain will now be a vector of complex numbers whose magnitude is constant and whose phase is changing in sync with your original sine wave. This technique allows you to get the instantaneous phase lag between two signals...it's powerful: phase_rad = angle(y1_h ./ y2_h); or phase_rad = wrap(angle(y1_h) - angle(y2_h));. The major limitation to this approach is that your signal needs to be mono-component, meaning that your signal of interest must dominate your recording. Therefore, you may have to filter out any substantial interference that might exist.
For two sinusoidal signal the phase of the complex correlation coefficient gives you what you want. I can only give you an python example (using scipy) as I don't have a matlab to test it.
x1 = sin( 0.1*arange(1024) )
x2 = sin( 0.1*arange(1024) + 0.456)
x1h = hilbert(x1)
x2h = hilbert(x2)
c = inner( x1h, conj(x2h) ) / sqrt( inner(x1h,conj(x1h)) * inner(x2h,conj(x2h)) )
phase_diff = angle(c)
There is a function corrcoeff in matlab, that should work, too (The python one discard the imaginary part). I.e. c = corrcoeff(x1h,x2h) should work in matlab.
The Matlab code to find relative phase using cross-correlation:
fr = 20; % input signal freq
timeStep = 1e-4;
t = 0:timeStep:50; % time vector
y1 = sin(2*pi*t); % reference signal
ph = 0.5; % phase difference to be detected in radians
y2 = 0.9 * sin(2*pi*t + ph); % signal, the phase of which, is to be measured relative to the reference signal
[c,lag]=xcorr(y1,y2); % calc. cross-corel-n
[maxC,I]=max(c); % find max
PH = (lag(I) * timeStep) * 2 * pi; % calculated phase in radians
>> PH
PH =
0.4995
With the correct signals:
t = 1:10800; % generate time vector
fs = 1; % sampling frequency (seconds)
A = 2; % amplitude
P = 1000; % period (seconds), the time it takes for the signal to repeat itself
f1 = 1/P; % number of cycles per second (i.e. how often the signal repeats itself every second).
y1 = A*sin(2*pi*f1*t); % signal 1
phi = 10*pi/180; % phase shift in radians
y2 = A*sin(2*pi*f1*t + phi); % signal 2
phi = 15*pi/180; % phase shift in radians
y3 = A*sin(2*pi*f1*t + phi); % signal 3
The following should work:
>> acos(dot(y1,y2)/(norm(y1)*norm(y2)))
>> ans*180/pi
ans = 9.9332
>> acos(dot(y1,y3)/(norm(y1)*norm(y3)))
ans = 0.25980
>> ans*180/pi
ans = 14.885
Whether or not that's good enough for your "real" signals, only you can tell.
Here is the little modification of your code: phi = 10 is actually in degree, then in sine function, phase information is mostly expressed in radian,so you need to change deg2rad(phi) as following:
t = 1:10800; % generate time vector
fs = 1; % sampling frequency (seconds)
A = 2; % amplitude
P = 1000; % period (seconds), the time it takes for the signal to repeat itself
f1 = 1/P; % number of cycles per second (i.e. how often the signal repeats itself every second).
y1 = A*sin(2*pi*f1*t); % signal 1
phi = deg2rad(10); % phase shift
y2 = A*sin(2*pi*f1*t + phi); % signal 2
phi = deg2rad(15); % phase shift
y3 = A*sin(2*pi*f1*t + phi); % signal 3
YY = [y1',y2',y3'];
plot(t,YY)
then using frequency domain method as mentioned chipaudette
fft_y1 = fft(y1);
fft_y2 = fft(y2);
phase_rad = angle(fft_y1(1:end/2)/fft_y2(1:end/2));
phase_deg = rad2deg(angle(fft_y1(1:end/2)/fft_y2(1:end/2)));
now this will give you a phase shift estimate with error = +-0.2145
If you know the frequency and just want to find the phase, rather than use a full FFT, you might want to consider the Goertzel algorithm, which is a more efficient way to calculate the DFT for a single frequency (an FFT will calculate it for all frequencies).
For a good implementation, see: https://www.mathworks.com/matlabcentral/fileexchange/35103-generalized-goertzel-algorithm and https://asp-eurasipjournals.springeropen.com/track/pdf/10.1186/1687-6180-2012-56.pdf
If you use an AWGN signal with delay and apply your method it works, but if you are using a single tone frequency estimation will not help you. because there is no energy in any other frequency but the tone. You better use cross-correlation in the time domain for this - it will work better for a fixed delay. If you have a wideband signal you can use subbands domain and estimate the phase from that (it is better than FFT due to low cross-frequency dependencies).
I am trying to compare the FFT of exp(-t^2) to the function's analytical fourier transform, exp(-(w^2)/4)/sqrt(2), over the frequency range -3 to 3.
I have written the following matlab code and have iterated on it MANY times now with no success.
fs = 100; %sampling frequency
dt = 1/fs;
t = 0:dt:10-dt; %time vector
L = length(t); %number of sample points
%N = 2^nextpow2(L); %necessary?
y = exp(-(t.^2));
Y=dt*ifftshift(abs(fft(y)));
freq = (-L/2:L/2-1)*fs/L; %freq vector
F = (exp(-(freq.^2)/4))/sqrt(2); %analytical solution
%Y_valid_pts = Y(W>=-3 & W<=3); %compare for freq = -3 to 3
%npts = length(Y_valid_pts);
% w = linspace(-3,3,npts);
% Fe = (exp(-(w.^2)/4))/sqrt(2);
error = norm(Y - F) %L2 Norm for error
hold on;
plot(freq,Y,'r');
plot(freq,F,'b');
xlabel('Frequency, w');
legend('numerical','analytic');
hold off;
You can see that right now, I am simply trying to get the two plots to look similar. Eventually, I would like to find a way to do two things:
1) find the minimum sampling rate,
2) find the minimum number of samples,
to reach an error (defined as the L2 norm of the difference between the two solutions) of 10^-4.
I feel that this is pretty simple, but I can't seem to even get the two graphs visually agree.
If someone could let me know where I'm going wrong and how I can tackle the two points above (minimum sampling frequency and minimum number of samples) I would be very appreciative.
Thanks
A first thing to note is that the Fourier transform pair for the function exp(-t^2) over the +/- infinity range, as can be derived from tables of Fourier transforms is actually:
Finally, as you are generating the function exp(-t^2), you are limiting the range of t to positive values (instead of taking the whole +/- infinity range).
For the relationship to hold, you would thus have to generate exp(-t^2) with something such as:
t = 0:dt:10-dt; %time vector
t = t - 0.5*max(t); %center around t=0
y = exp(-(t.^2));
Then, the variable w represents angular frequency in radians which is related to the normalized frequency freq through:
w = 2*pi*freq;
Thus,
F = (exp(-((2*pi*freq).^2)/4))*sqrt(pi); %analytical solution