How to compute the CTFT using matlab? - matlab

I'm trying to find a factor using matlab that requires me to compute the Fourier transform of an input signal. The problem was stated to me this way:
fbin = 50HZ
0 <= n <= 1999
alpha = F {Blackman[2000] . cos[-2pi . fbin . n/2000]} (f)
where F is the Continous Time Fourier Transform operator.
My matlab code looks like this:
blackman_v = blackman(2000);
signal_x = cos(-2 * pi() .* fbin * (0:(1999)) ./ 2000) .* blackman_v';
fft_real = abs(fft(signal_x, 2000));
alpha = fft_real(51); %51 is the bin for 50hz => or {(f * N/Fs)+1}==51
My problem is that I'm supposed to get a value of around 412 for 49hz but I get about 250 (I'm actually verifying some previous results). Did I wrongly translate the problem? I've been battling for quite a while and I really don't see anything wrong here. Thought the value a 50Hz (430) is ok.
Would really appreciate any hint!
EDIT
blackman_v = blackman(2000);
signal_x = cos(-2 * pi() .* fbin * (0:(1999)) ./ 2000) .* blackman_v';
alpha = abs(freqz(signal_x , 1, 2*pi*50/10000))
Do you know what the freqz is? I read matlab doc and it is still not to clear in my head.

Maybe I misinterpreted your question but Matlab is not for continuous time analysis. It's for numerical analysis only, with discrete values. You can however calculate the discrete time fourier transform (DFT) of your signal, the resolution of which will depend on the length of your signal. Are you using a Blackmann window because your signal is non-periodic?
How to calculate the FFT (DFT) in Matlab: http://www.mathworks.se/help/matlab/ref/fft.html
Any discrete Fourier transform will assume that your signal is periodic. If it isn't you will obtain spectral leakage where certain frequency peaks "leak" their energy to the sides resulting in less defined peak with smeared out frequency values. Thus, the time-domain signal is preferably made periodic before calculting the DFT - periodic to the extent that a general pattern is repeated, values does not have to exact between periods since noise can/will be inherent in the signal. Applying a window function to the time-domain signal before calculating the DFT will make the signal periodic but you will have change amplitude values and introduced a low frequency component.

Related

Changing the inverse fast Fourier transform (ifft) to use an arbitrary waveform instead of sine waves to create a new 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).

How to find the period of a periodic function using FFT?

Assume I have a smooth function (represented as a vector):
x=0:0.1:1000;
y=sin(2*x);
and I want to find its periodicity - pi (or even its frequency -2 ) .
I have tried the following:
nfft=1024;
Y=fft(y,nfft);
Y=abs(Y(1:nfft/2));
plot(Y);
but obviously it doesn't work (the plot does not give me a peak at "2" ).
Will you please help me find a way to find the value "2"?
Thanks in advance
You have several issues here:
You are computing the fft of x when your actual signal is y
x should be in radians
You need to define a sampling rate and use that to determine the frequency values along the x axis
So once we correct all of these things, we get:
samplingRate = 1000; % Samples per period
nPeriods = 10;
nSamples = samplingRate * nPeriods;
x = linspace(0, 2*pi*nPeriods, nSamples);
y = sin(2*x);
F = fft(y);
amplitude = abs(F / nSamples);
f = samplingRate / nSamples*[0:(nSamples/2-1),-nSamples/2:-1];
plot(f, amplitude)
In general, you can't use an FFT alone to find the period of a periodic signal. That's because an FFT does sinusoidal basis decomposition (or basis transform), and lots of non-sinusoidal waveforms (signals that look absolutely nothing like a sinewave or single sinusoidal basis vector) can be repeated to form a periodic function, waveform, or signal. Thus, it's quite possible for the frequency of a periodic function or waveform to not show up at all in an FFT result (it's called the missing fundamental problem).
Only in the case of a close or near sinusoidal signal will an FFT reliably report the reciprocal of the period of that periodic function.
There are lots of pitch detection/estimation algorithms. You can use an FFT as a sub-component of some composite methods, including cepstrums or cepstral analysis, and Harmonic Product Spectrum pitch detection methods.

Matlab fft on one period of sinewave returns phase of -pi/2. Why?

While trying to understand Fast Fourier Transform I encountered a problem with the phase. I have broken it down to the simple code below. Calculating one period of a 50Hz sinewave, and applying an fft algorithm:
fs = 1600;
dt = 1/fs;
L = 32;
t=(0:L-1)*dt;
signal = sin(t/0.02*2*pi);
Y = fft(signal);
myAmplitude = abs(Y)/L *2 ;
myAngle = angle(Y);
Amplitude_at_50Hz = myAmplitude(2);
Phase_at_50Hz = myAngle(2);
While the amplitude is ok, I don't understand the phase result. Why do I get -pi/2 ? As there is only one pure sinewave, I expected the phase to be 0. Either my math is wrong, or my use of Matlab, or both of them... (A homemade fft gives me the same result. So I guess I am stumbling over my math.)
There is a similar post here: MATLAB FFT Phase plot. However, the suggested 'unwrap' command doesn't solve my problem.
Thanks and best regards,
DanK
The default waveform for an FFT phase angle of zero is a cosine wave which starts and ends in the FFT window at 1.0 (not a sinewave which starts and ends in the FFT window at 0.0, or at its zero crossings.) This is because the common nomenclature is to call the cosine function components of the FFT basis vectors (the complex exponentials) the "real" components. The sine function basis components are called "imaginary", and thus infer a non-zero complex phase.
That is what it should be. If you used cosine, you would have found a phase of zero.
Ignoring numerical Fourier transforms for a moment and taking a good old Fourier transform of sin(x), which I am too lazy to walk through, we get a pair of purely imaginary deltas.
As for an intuitive reason, recall that a discrete Fourier transform is averaging a bunch of points along a curve in the complex plane while turning at the angular frequency of the bin you're computing and using the amplitude corresponding to the sample. If you sample a sine curve while turning at its own frequency, the shape you get is a circle centered on the imaginary axis (see below). The average of that is of course going to be right on the imaginary axis.
Plot made with wolfram alpha.
Fourier transform of a sine function such as A*sin((2*pi*f)*t) where f is the frequency will yield 2 impulses of magnitude A/2 in the frequency domain at +f and -f where the associated phases are -pi/2 and pi/2 respectively.
You can take a look at its proof here:
http://mathworld.wolfram.com/FourierTransformSine.html
So the code is working fine.

extracting frequency of signal from FFT

I am new to Matlab and FFT.
I need to extract the dominant frequency from a signal which is varying in magnitude and frequency. I tried to perform a detrend and then an FFT to obtain the frequency but couldn't get rid of the large peak at 0Hz (DC component?). I used diff function on the signal and the resulting signal was processed through FFT. In this case, the FFT output didn't have the peak at zero. I compared the two FFT curves and it seems that except the peak at zero, the two show similar (not same) spectrum. I am wondering if diff function is a valid (and very effective) detrending method or am I losing some information here? In other words, does differentiating a signal have any effect on its frequency: [diff(sin(omega.t))= cos(omega.t) - no change in frequency]?
Thanks a lot!
By differentiating the signal you actually apply a a type of a highpass filter, a not so smart highpass which corrupts your signal. Instead you could try some other filter such as the following:
b=fir1(32,2*0.01/fs,'high');
a=1;
FilteredX=filtfilt(x,a,b)
where:
x is your original signal,
FilteredX is the filtered signal.
fs - your sample frequency.
This way you will filter out any frequencies lower then 0.01 and will almost not hurt the rest of the spectrum allowing you to detect peaks as you wished.
The discrete fourier transform X of a signal x is defined (up to scaling) by
X(k) = Sum[ exp(2*pi*i*k*n/N) * x(n) ]
If we take first differences of the signal you get
Sum[ exp(2*pi*i*k*n/N) * (x(n) - x(n-1)) ]
which you can rearrange to give
(1 - exp(2*pi*i*k/N)) * Sum[ exp(2*pi*i*k*n/N) * x(n) ]
i.e. it is a multiple of the original fourier transform. In the k = 0 case (i.e. the zero frequency component) the multiplier is zero, which explains why this removes the spike at k = 0.
Note however that the multiplier depends on the value of k, so you won't get the same signal out - you can't just take first differences to remove a spike. There is a comparison to be made with the continuous fourier transform, where if g = F(f) and h = F(df/dx) then
h(k) = i * k * g(k)
i.e. the fourier transform of the derivative is the fourier transform of the original function, multiplied by ik.

Add harmonic to a signal

How can I add a harmonic of the input signal ?
without making frequency estimations ( frequency is provided )
by making frequency estimations
input : vectorized form of signal
output : same format as input
NOTE : If you know answer, can you give me algorithm or link which will help me to solve this problem.
If the frequency is known, then you can presumably add a harmonic just by adding a sine wave of the appropriate frequency (i.e. double the known frequency) to the signal. Something like:
result = signal .* sin((0:(1/sample_rate):length_of_signal) * freq));
When the frequency is unknown you could use an FFT (#L7ColWinters linked to the docs for that) to find the frequencies. Since you can convert a signal from the frequency domain back to the time domain (ifft for the inverse), it might be easier to do the FFT, add the harmonic and then do an inverse FFT, or once you know the frequency from the FFT you could add the sine wave to the original input as in the first case.
Suppose your input is the time domain signal with amplitude array A with interval [0, t0]. Then loop over i with
A[i] = A[i] + A0 * sin (2 pi f dt)
where dt is the time difference between each array element, i.e. dt = N/t0.
If you do the Fourier transform first, you just need to add the A0 at the location corresponding to frequency f, and then do inverse Fourier transform, following link by #L7ColWinters
If you look through the trig identities, you will see that
cos(2x) = 2 * (cos(x))^2 -1
Since the first harmonic is double the fundamental frequency, you can simply square your input, scale as needed and remove DC offset. Frequency doen't need to be known or estimated.
Keep in mind that Nyquist still applies, so you may have to low-pass your input to prevent aliasing.