basic FFT normalization questions - matlab

I'm using Matlab to take FFTs of signals, and I'm getting stuck on the normalization. Specifically, how to normalize the spectrum into units of dBm. I know that 0.316228 is the correct normalization factor, but my questions are related to how to normalize the bins correctly.
I created the following program to raise my questions. Just cut and paste it into Matlab and it'll run itself. See questions in-line.
In particular, I'm confused how to normalize the bins. For example, if the FFT has indices 1:end, where end is even, when I calculate the FFT magnitude spectrum, should I multiply by (2/N) for indices 2:(end/2)? Similarly, does the bin at the Nyquist frequency (located at index end/2+1) get normalized to (1/N)? I know there's a bunch of ways to normalize depending on one's interest. Let's say the signal I'm using (St below) are voltages captured from an ADC.
Any feedback is greatly appreciated. Thanks in advance!
%% 1. Create an Example Signal
N = 2^21 ; % N = number of points in time-domain signal (St)
St = 1 + rand(N,1,'single'); % St = example broadband signal (e.g. random noise)
% take FFT
Sf = fft(St, N);
Sf_mag = (2/N)*abs(Sf(1: N/2 + 1));
Sf_dBm = 20*log10(Sf_mag / 0.316228); % 0.316338 is peak voltage of 1 mW into 50 Ohms
% Q: Are Sf_mag and Sf_dBm normalized correctly? (assume 0.316338 is correct
% peak voltage to get 1mW in 50 Ohms)
% Q: Should Sf_mag(fftpoints/2 + 1) = (1/N)*abs(Sf(fftpoints/2 + 1) for correct normalization
% of Nyquist frequency? (since Nyquist frequency is not folded in frequency
% like the others are)
%% 2. Plot Result
% create FFT spectrum x-axis
samplerate = 20e9; % 20 Gsamples/sec
fft_xaxis = single(0 : 1 : N/2)';
fft_xaxis = fft_xaxis * single(samplerate/N);
semilogx(fft_xaxis, Sf_dBm, 'b-')
xlabel('Frequency (Hz)');
ylabel('FFT Magnitude (dBm)');
title('Spectrum of Signal (Blue) vs Frequency (Hz)');
xlim([1e4 1e10]);
grid on;

I am not totally clear about what you are trying to accomplish, but here are some tips that will let you debug your own program.
Do fft([1 1 1 1]). Do fft([1 1 1 1 1 1 1 1]). In particular, observe the output magnitude. Is it what you expect?
Then do fft([1 -1 1 -1]). Do fft([1 -1 1 -1 1 -1 1 -1]). Repeat for various signal lengths and frequencies. That should allow you to normalize your signals accordingly.
Also, do the same thing for ifft instead of fft. These are good sanity checks for various FFT implementations, because while most implementations may put the 1/N in front of the inverse transform, others may put 1/sqrt(N) in front of both forward and inverse transforms.

See this for an answer:
FFT normalization
Some software packages and references get sloppy on the normalization of the Fourier coefficients.
Assuming a real signal, then the normalization steps are:
1) The power in the frequency domain must equal the power in the time domain.
2) The magnitude of the Fourier coefficients are duplicated (x2) except for DC term and Nyquist term. DC and Nyquist terms appear only once. Depending on how your array indexing starts/stop, you need to be careful. Simply doubling the power to get a one sided spectrum is wrong.
3) To get power density (dBm/Hz) you need to normalize to the individual frequency bin size.

Related

Matlab question. What is this fft code doing?

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.

How can i use fft to find the maximum frequency of a periodic signal?

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

PERFORMING FFT on EEG SIGNAL USING MATLAB

i have acquired a 5 minutes raw eeg from NEXUS 10 mark 2 equipment and it is giving me output in the matlab as 1 x 76800 row vector. as i understand , the sampling frequency choosen is 256 hz , hence it is giving me total 76800 sampling points. no wat i m perfoming N point FFT on this raw eeg signal. since N can only be power of 2 i am EXTRACTING 65536(2 ^16) SAMPLING POINTS FROM RAW EGG i.e. from 76800 points i have taken 65536. now i am not able to perform fft on the this vector (65536 sampling points)
please anybody can guide..as i am a beginner..
i have tried dis so far
x=raw(1,1:65536); %raw eeg contain 76800 points , 65536 points are taken
from this
N=length(x);
fs=256;
ts=1/fs;
tmax=(N-1)*ts;
t=0:ts:tmax;
plot(t,x); % plot time domain
f=-fs/2:fs/(N-1):fs/2;
fftval=fft(x);
plot(f,ffval); % plot freq domain
i do not know whether the steps followed are right or not.....m not able to understand from many post in stackoverflow i have gone through..please help..I DONT WANT TO USE EEGLAB AS GIVEN IN MANY POSTS.PLEASE HELP
I think the code could be like this:
load('eeg_4m.mat')
fs=2048;
x=val(1,:);
N=length(x);
ts=1/fs;
tmax=(N-1)*ts;
t=0:ts:tmax;
plot(t,x); % plot time domain
nfft = 2^( nextpow2(length(x)) );
df = fs/nfft;
f = 0:df:fs/2;
X = fft(x,nfft);
X = X(1:nfft/2+1);
figure; plot(f,abs(X)); axis([0,50,0,10e6]); % plot freq domain
768000 is a perfectly good FFT size. It factorizes over small primes: 2^11 * 3 * 5^3
On my laptop this takes about 15ms.
It is a somewhat common misconception that FFTs can only be powers of 2. This is not true of a mixed radix FFT.

FFT does not return the amplitudes in matlab?

I have generated the following time signal:
Now I want to perform a Discrete Fourier Transform by using the matlab command fft
Here is my code:
function [ xdft, omega ] = FastFourier( t, fs )
%% Inputs from other functions %%
[P_mean, x, u] = MyWay( t ) %From here comes my signal x(t)
%% FFT %%
xdft1 = fft(x); % Perform FFT
xdft2 = abs(xdft1); % Take the absolute value of the fft results
xdft = xdft2(1:length(x)/2+1); % FFT is symmetric, second half is not needed
freq = 0:fs/length(x):fs/2; % frequency axis
plot (freq(1:100),xdft(1:100));
end
And here is the plot that I get:
And what is puzzling to me is the y axis? Shouldn't the y axis represent the amplitudes of the frequency components? Is there a way to get the amplitudes of all the frequency components?
Thanks!
EDIT:
I have found that some people do the following:
n = size(x,2)/2; %The number of components and second half can be neglected again
xdft2 = abs(xdft1)/n;
This way I seem to get the amplitude spectrum, but why do I have to divide the absolute value by n?
FFT gives you a complex pair in each Frequency Bin. The first bin in the FFT is like the DC part of your signal (around 0 Hz), the second bin is Fs / N, where Fs is the sample rate and Nis the windowsize of the FFT, next bin is 2 * Fs / N and so on.
What you calc with the abs() of such a pair is the power contained in a bin.
you might also want to check this out: Understanding Matlab FFT example
Most (not all) FFT libraries preserve total energy (Parseval's theorem), which means that the magnitude has to get bigger for longer FFT windows (longer stationary waveform -> more energy). So you have to divide the result by N to get a more "natural" looking magnitude height of sinewaves in the spectrum.
If you want the amplitudes of the harmonics, then you need to plot real(xdft1) and imag(xdft1). Real(xdft1) gives you coefficients of all the cosine harmonics present in your signal, from -Fs/2 to +Fs/2, (we assume your Fs is large enough to cover all frequencies in the signal) and the imag(xdft) give the amplitudes of the sines.
What you are doing is giving you the magnitude of the signal, which is the RMS value of the total energy at a bin in both the real and imaginary frequency component.
Its often the item of most interest to people looking at a spectrum.
Basics of this: (https://www.youtube.com/watch?v=ZKNzMyS9Z6s&t=1629s)

Finding the phase from FFT on MATLAB

I know the fundamental frequency of my signal and therefore I also know the other frequencies for the harmonics, I have used the FFT command to compute the first 5 harmonics (for which I know their frequencies). Is it possible for me to find the phase with this available information?
Please note I cant be sure my signal is only one period and therefore need to calculate the phase via the known frequency values.
Code seems to be working:
L = length(te(1,:)); % Length of signal
x = te(1,:);
NFFT = 2^nextpow2(L); % Next power of 2 from length of y
Y = fft(x,NFFT)/L;
f = linspace(1,5,5);
Y(1) = []; % First Value is a sum of all harmonics
figure(1);
bar(f,2*abs(Y(1:5)), 'red')
title('Transmission Error Harmonics')
xlabel('Harmonic')
ylabel('|Y(f)|')
figure(2);
bar(f,(angle(Y(1:5))))
title('Transmission Error Phase')
xlabel('Harminic')
ylabel('Angle (radians)')
Note that if your fundamental frequency is not exactly integer periodic in the fft length, then the resulting phase (atan2(xi,xr)) will be flipping signs between adjacent bins due to the discontinuity between the fft ends (or due to the rectangular window convolution), making phase interpolation interesting. So you may want to re-reference the FFT phase estimation to the center of the data window by doing an fftshift (pre, by shift/rotating elements, or post, by flipping signs in the fft result), making phase interpolation look more reasonable.
In general your Fourier transformed is complex. So if you want to know the phase of a certain frequency you calculate it with tan(ImaginaryPart(Sample)/RealPart(Sample)). This can be done by using angle().
In your case you
1- calculate fft()
2- calculate angle() for all samples of the FFT or for the samples you are interested in (i.e. the sample at your fundamental frequency/harmonic)
EDIT: an example would be
t = [0 0 0 1 0 0 0];
f = fft(t);
phase = angle(f);
phase = angle(f(3)); % If you are interested in the phase of only one frequency
EDIT2: You should not mix up a real valued spectrum [which is basically abs(fft())] with a complex fourier transformed [which is only fft()]. But as you wrote that you calculated the fft yourself I guess you have the 'original' FFT with the complex numbers.