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Fourier Analysis

Fourier analysis expands signals or functions in terms

of sinusoids (or complex exponentials).

It reveals all frequency components present in a signal.

where:

(inverse DFT)

(forward DFT)

Examples

) 5 2 cos( ) (

1

t t f = t

) 25 2 cos( ) (

2

t t f = t

) 50 2 cos( ) (

3

t t f = t

Examples (contd)

F

1

(u)

F

2

(u)

F

3

(u)

Fourier Analysis Examples (contd)

) 50 2 cos(

) 25 2 cos(

) 5 2 cos( ) (

4

t

t

t t f

+

+

=

t

t

t

F

4

(u)

Limitations of Fourier Analysis (contd)

1. Cannot not provide simultaneous time and frequency

localization.

2. Not useful for analyzing time-variant, non-stationary

signals.

3. Not appropriate for representing discontinuities or

sharp corners (i.e., requires a large number of Fourier

components to represent discontinuities).

Fourier Analysis Examples (contd)

) 50 2 cos(

) 25 2 cos(

) 5 2 cos( ) (

4

t

t

t t f

+

+

=

t

t

t

F

4

(u)

Provides excellent

localization in the

frequency domain

but poor localization

in the time domain.

Limitations of Fourier Analysis (contd)

1. Cannot not provide simultaneous time and frequency

localization.

2. Not useful for analyzing time-variant, non-stationary

signals.

3. Not appropriate for representing discontinuities or

sharp corners (i.e., requires a large number of Fourier

components to represent discontinuities).

Stationary vs non-stationary signals

Stationary signals:

time-invariant spectra

Non-stationary

signals: time-varying

spectra.

) (

4

t f

) (

5

t f

Stationary vs non-stationary signals

) (

4

t f

F

4

(u)

Stationary signal:

Three frequency

components,

present at all

times!

Stationary vs non-stationary signals (contd)

Perfect knowledge of what

frequencies exist, but no

Information about where

these frequencies are

located in time!

F

5

(u)

) (

5

t f

Non-stationary signal:

Limitations of Fourier Analysis (contd)

1. Cannot not provide simultaneous time and frequency

localization.

2. Not useful for analyzing time-variant, non-stationary

signals.

3. Not appropriate for representing discontinuities or

sharp corners (i.e., requires a large number of Fourier

components to represent discontinuities).

Representing discontinuities or sharp corners

Representing discontinuities or sharp corners

(contd)

FT

Representing discontinuities or sharp corners

(contd)

Reconstructed

Representing discontinuities or sharp corners

(contd)

Reconstructed

Representing discontinuities or sharp corners

(contd)

Reconstructed

Representing discontinuities or sharp corners

(contd)

Reconstructed

Representing discontinuities or sharp corners

(contd)

Reconstructed

Representing discontinuities or sharp corners

(contd)

Reconstructed

Representing discontinuities or sharp corners

(contd)

Reconstructed

Representing discontinuities or sharp corners

(contd)

Reconstructed

Original

Short Time Fourier Transform (STFT)

Need a local analysis scheme for a time-frequency

representation (TFR).

Windowed F.T. or Short Time F.T. (STFT)

Segmenting the signal into narrow time intervals (i.e.,

narrow enough to be considered stationary).

Take the Fourier transform of each segment.

Short Time Fourier Transform (STFT)

(contd)

Steps :

(1) Choose a window function of finite length

(2) Place the window on top of the signal at t=0

(3) Truncate the signal using this window

(4) Compute the FT of the truncated signal, save results.

(5) Incrementally slide the window to the right

(6) Go to step 3, until window reaches the end of the signal

Short Time Fourier Transform (STFT)

For each time location where the window is centered,

we obtain a different FT

Each FT provides the spectral information of a separate

time-slice of the signal, providing simultaneous time and

frequency information

Short Time Fourier Transform (STFT)

(contd)

| |

2

( , ) ( ) ( )

u j ut

f

t

STFT t u f t W t t e dt

t

' '

=

}

STFT of f(t):

computed for each

window centered at t=t

Time

parameter

Frequency

parameter

Signal to

be analyzed

Windowing

function

centered at t=t

Short Time Fourier Transform (STFT)

(contd)

STFT maps 1-D time domain signals to 2-D time-

frequency signals (i.e., in u and t )

| |

2

( , ) ( ) ( )

u j ut

f

t

STFT t u f t W t t e dt

t

' '

=

}

Example

f(t)

[0 300] ms 100 Hz sinusoid

[300 600] ms 50 Hz sinusoid

[600 800] ms 25 Hz sinusoid

[800 1000] ms 10 Hz sinusoid

Example

W(t)

f(t)

( , )

u

f

STFT t u

'

scaled: t/20

Choosing Window W(t)

What shape?

Rectangular, Gaussian, Elliptic?

How wide?

Window should be narrow enough to make sure that the

portion of the signal falling within the window is stationary.

Very narrow windows do not offer good localization in the

frequency domain.

STFT Window Size

W(t) infinitely long: STFT turns into FT,

providing excellent frequency localization, but no time

information.

W(t) infinitely short: gives the time signal

back, with a phase factor, providing excellent time localization but

no frequency information.

1 ) ( = t W

) ( ) ( t t W o =

| |

2

( , ) ( ) ( ) ( )

u j ut jut

f

t

STFT t u f t t t e dt f t e

t

o

'

' ' '

= =

}

| |

2

( , ) ( ) ( )

u j ut

f

t

STFT t u f t W t t e dt

t

' '

=

}

STFT Window Size (contd)

Wide window good frequency resolution, poor

time resolution.

Narrow window good time resolution, poor

frequency resolution.

Example

different size windows

(four frequencies, non-stationary)

Example (contd)

( , )

u

f

STFT t u

'

( , )

u

f

STFT t u

'

scaled: t/20

Example (contd)

( , )

u

f

STFT t u

'

( , )

u

f

STFT t u

'

scaled: t/20

Multiresolution Analysis

The issue of choosing the right window size in

STFT leads to the idea of analyzing a signal using

windows of different size!

This is called multi-scale or multi-resolution

analysis which is the core of wavelets.

Multiresolution Analysis (contd)

Many signals or images contain features at various

levels of detail (i.e., scales).

Small size objects should

be examined at a high

resolution.

Large size objects should

be examined at a low

resolution.

Heisenberg (or Uncertainty) Principle

t 4

1

> A A f t

Time resolution: How well

two spikes in time can be

separated from each other in

the transform domain.

Frequency resolution: How

well two spectral components

can be separated from each

other in the transform domain

! t and f cannot bemadearbitrarily small A A

Heisenberg (or Uncertainty) Principle

(contd)

One cannot know the exact time-frequency

representation of a signal.

We cannot precisely know at what time instance a

frequency component is located.

We can only know what interval of frequencies are

present in which time intervals.

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