Signals & Noise

Lecture 2: The Fourier Transform

Dr. Daniel Creedon

daniel.creedon@uwa.edu.au
Signals & Noise
Lecture 2: The Fourier Transform

Dr. Daniel Creedon

daniel.creedon@uwa.edu.au
Lecture Outline

Review of Fourier series

The Fourier Transform & what its good for
Discrete & Fast Fourier Transforms
The Lock-In Amplifier
Review of Fourier Series

Recall that any periodic function can be decomposed

into an (infinite) sum of sinusoidal functions
1
If h(t) is a periodic function with period T0 =
f0

1
X 1
X
a0
h(t) = + an cos(n2f0 t) + bn sin(n2f0 t)
2 n=1 n=1
The Classic Example
Fourier series decomposition of a square wave

Mathematica demo
The spectrum of h(t)
Because the time series h(t) is periodic, it can be
represented as a sum of waves at discrete frequencies
Non-periodic functions?
What about non-periodic functions?
Non periodic is really like having infinite period!
!

!
T0 ! 1 f0 ! 0 f !0
So a random, non periodic signal h(t) could be
represented by an integral
Instead of a discrete sum every f in frequency,
perform a continuous integral i.e. f ! df
The Fourier Transform
Time to get a bit formal
Lets take our time series/frequency spectrum
definitions as before ( i.e. h(t) and H(f) )
Fourier Transform Theorem:
For any function h(t), there exists a corresponding
function H(f) such that
Z +1
j2f t
h(t) = H(f )e df
1
The Fourier Transform
Now, knowing that
Z +1
j2f t
h(t) = H(f )e df
1
Theorem also gives us a recipe for finding H(f)

Z +1
j2f t
H(f ) = h(t)e df
1
The Fourier Transform
These two functions are a Fourier Transform Pair

h(t) () H(f )
Each contains all the information of the other: different
representations of the same data
Lets add some units to make this physical:
Say h(t) is voltage data (units: V) over time (units: s)
Then H(f) has units V.s or V/Hz
 Recapping those definitions

h(t) H(f )
Time series Fourier Transform Pair
! !
Series of data points of Spectral density of that
something as a something as a
function of time ( t ) function of frequency ( f )
Just time and frequency?

Mathematically, this pair of functions can represent

anything
In experimental physics were commonly concerned
with time & frequency - so well just consider those
So h(t) is a time series, and H(f) is a frequency
spectrum
Fourier Transforms of some
Common Functions
See the notes
Useful properties/relations
The Fourier Transform has some useful properties:

Note: H(f) can be complex! We can interpret this

physically as containing both magnitude and phase
information
Practically...
In practice, we would typically employ a Discrete
Fourier Transform
This is the equivalent of the Fourier Transform when the
input h(t) is a set of discrete data - i.e. a set of N
samples taken at time intervals T
Example: Audio recording on a CD - discrete data
sampled at 44.1 kHz (why?)
Discrete Fourier Transform usually implemented by a
Fast Fourier Transform algorithm
Some examples!

Audio: WavePad voice analysis

(demo)
Video: 2D fourier transform
http://www.youtube.com/watch?v=Cq1ILta2AaM
Video: Ion Cyclotron Mass Spec Resonance
http://www.youtube.com/watch?v=7EHngA4S3Ws
More examples

Low frequency periodic noise cancelling

Engines, propellors, rotors
Noise cancelling headphones
The Lock-In Amplifier
The Lock-In Amplifier
A lock-in amplifier is a device used to extract a signal
with a known carrier frequency from an extremely
noisy environment
SNR ~ -60 dB (more than 1,000,000x !)
!

Relies on the orthogonality of sinusoidal functions

!

Recall that any signal can be decomposed into

sinusoidal functions at different frequencies (Fourier
theory)
How it works:
Take the noisy input signal
Multiply by a reference signal at the same frequency
Integrate for some time (a few milliseconds -- seconds)
Low-pass filter the output. What do you get?
Essentially a DC signal with all other frequency
components attenuated to zero
Also the out-of-phase component with the reference
signal attenuated
Example:
Lock-in amplifier AM radio

SR844 Lock-in $8450

SR560 Low Noise Pre-amp $2595

Video:
http://www.youtube.com/watch?v=8R9bbdAdUHg
Typical Lock-In Application
Another application