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.
Related
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
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.
Today I have stumbled upon a strange outcome in matlab. Lets say I have a sine wave such that
f = 1;
Fs = 2*f;
t = linspace(0,1,Fs);
x = sin(2*pi*f*t);
plot(x)
and the outcome is in the figure.
when I set,
f = 100
outcome is in the figure below,
What is the exact reason of this? It is the Nyquist sampling theorem, thus it should have generated the sine properly. Of course when I take Fs >> f I get better results and a very good sine shape. My explenation to myself is that Matlab was having hardtime with floating numbers but I am not so sure if this is true at all. Anyone have any suggestions?
In the first case you only generate 2 samples (the third input of linspace is number of samples), so it's hard to see anything.
In the second case you generate 200 samples from time 0 to 1 (including those two values). So the sampling period is 1/199, and the sampling frequency is 199, which is slightly below the Nyquist rate. So there is aliasing: you see the original signal of frequency 100 plus its alias at frequency 99.
In other words: the following code reproduces your second figure:
t = linspace(0,1,200);
x = .5*sin(2*pi*99*t) -.5*sin(2*pi*100*t);
plot(x)
The .5 and -.5 above stem from the fact that a sine wave can be decomposed as the sum of two spectral deltas at positive and negative frequencies, and the coefficients of those deltas have opposite signs.
The sum of those two sinusoids is equivalent to amplitude modulation, namely a sine of frequency 99.5 modulated by a sine of frequency 1/2. Since time spans from 0 to 1, the modulator signal (whose frequency is 1/2) only completes half a period. That's what you see in your second figure.
To avoid aliasing you need to increase sample rate above the Nyquist rate. Then, to recover the original signal from its samples you can use an ideal low pass filter with cutoff frequency Fs/2. In your case, however, since you are sampling below the Nyquist rate, you would not recover the signal at frequency 100, but rather its alias at frequency 99.
Had you sampled above the Nyquist rate, for example Fs = 201, the orignal signal could ideally be recovered from the samples.† But that would require an almost ideal low pass filter, with a very sharp transition between passband and stopband. Namely, the alias would now be at frequency 101 and should be rejected, whereas the desired signal would be at frequency 100 and should be passed.
To relax the filter requirements you need can sample well above the Nyquist rate. That way the aliases are further appart from the signal and the filter has an easier job separating signal from aliases.
† That doesn't mean the graph looks like your original signal (see SergV's answer); it only means that after ideal lowpass filtering it will.
Your problem is not related to the Nyquist theorem and aliasing. It is simple problem of graphic representation. You can change your code that frequency of sine will be lower Nyquist limit, but graph will be as strange as before:
t = linspace(0,1,Fs+2);
plot(sin(2*pi*f*t));
Result:
To explain problem I modify your code:
Fs=100;
f=12; %f << Fs
t=0:1/Fs:0.5; % step =1/Fs
t1=0:1/(10*Fs):0.5; % step=1/(10*Fs) for precise graphic representation
subplot (2, 1, 1);
plot(t,sin(2*pi*f*t),"-b",t,sin(2*pi*f*t),"*r");
subplot (2, 1, 2);
plot(t1,sin(2*pi*f*t1),"g",t,sin(2*pi*f*t),"r*");
See result:
Red star - values of sin(2*pi*f) with sampling rate of Fs.
Blue line - lines which connect red stars. It is usual data representation of function plot() - line interpolation between data points
Green curve - sin(2*pi*f)
Your eyes and brain can easily understand that these graphs represent the sine
Change frequency to more high:
f=48; % 2*f < Fs !!!
See on blue lines and red stars. Your eyes and brain do not understand now that these graphs represent the same sine. But your "red stars" are actually valid value of sine. See on bottom graph.
Finally, there is the same graphics for sine with frequency f=50 (2*f = Fs):
P.S.
Nyquist-Shannon sampling theorem states for your case that if:
f < 2*Fs
You have infinite number of samples (red stars on our plots)
then you can reproduce values of function in any time (green curve on our plots). You must use sinc interpolation to do it.
copied from Matlab Help:
linspace
Generate linearly spaced vectors
Syntax
y = linspace(a,b)
y = linspace(a,b,n)
Description
The linspace function generates linearly spaced vectors. It is similar to the colon operator ":", but gives direct control over the number of points.
y = linspace(a,b) generates a row vector y of 100 points linearly spaced between and including a and b.
y = linspace(a,b,n) generates a row vector y of n points linearly spaced between and including a and b. For n < 2, linspace returns b.
Examples
Create a vector of 100 linearly spaced numbers from 1 to 500:
A = linspace(1,500);
Create a vector of 12 linearly spaced numbers from 1 to 36:
A = linspace(1,36,12);
linspace is not apparent for Nyquist interval, so you can use the common form:
t = 0:Ts:1;
or
t = 0:1/Fs:1;
and change the Fs values.
The first Figure is due to the approximation of '0': sin(0) and sin(2*pi). We can notice the range is in 10^(-16) level.
I wrote the function reconstruct_FFT that can recover critically sampled data even for short observation intervals if the input sequence of samples is periodic. It performs lowpass filtering in the frequency domain.
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.
Assuming I have a signal x(t), would it be possible for me to detect the peak in the frequency spectrum (that is, the frequency with the highest energy content) without using FFTs ?
*PS - I saw something in Wavelet Decomposition called scale2freq(). I looked over that in the MATLAB help page and it ended up confusing me. Does the function have anything to do with frequency representations? If yes, how do I find peak frequencies using it?
What you probably want is called a pitch detection algorithm and there is a variety of them in time-domain or frequency-domain (or both of them). Please search google for "pitch detection algorithms" for further reference or check selected links for a quick overview:
http://en.wikipedia.org/wiki/Pitch_detection_algorithm
http://sound.eti.pg.gda.pl/student/eim/synteza/leszczyna/index_ang.htm
In time-domain some simple approach is to locate peaks of autocorrelation function. Indeed autocorrelation is maximal at t=0 and then next peaks gives an estimation of the main period:
ncount = 10000;
Ts = 0.0001; % Sampling period
t = (1:ncount) * Ts; % Sampling times
f = sin(2*pi*60*t) + 0.1*sin(2*pi*200*t) + 0.01 * randn(1, length(t)); % Signal
R = xcorr(f);
[~, locs] = findpeaks(R);
meanLag = Ts * mean(diff(locs));
pitch = 1 / meanLag; ===> Will be around 60 Hz
This approach is ok for very basic signals, you'll probably have to refine it upon you situation (noise level, periodicity, multi-tone, etc...). See above references for more refined algorithms.