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一天征服傅里叶变换 - 图文 

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What you see here is our original signal, and how it can be approximated by a mixture of sines (we will call them partials) that are mixed together in a certain relationship (a ‘recipe’). We will talk about that recipe shortly. As you can see, the more sines we use the more accurately does the result resemble our original waveform. In the ‘real’ world, where signals are continuous, ie. you can measure them in infinitely small intervals at an accuracy that is only limited by your measurement equipment, you would need infinitely many sines to perfectly build any given signal. Fortunately, as DSPers we’re not living in such a world. Rather, we are dealing with samples of such ‘realworld’ signals that are measured at regular intervals and only with finite precision. Thus, we don’t need infinitely many sines, we just need a lot. We will also talk about that ‘how much is a lot’ later on. For the moment, it is important that you can imagine that every signal you have on your computer can be put together from simple sine waves, after some cooking recipe.

Step 3: How much is ?a lot?

As we have seen, complex shaped waveforms can be built from a mixture of sine waves. We might ask how many of them are needed to build any given signal on our computer. Well, of course, this may be as few as one single sine wave, provided we know how the signal we are dealing with is made up. In most cases, we are dealing with realworld signals that might have a very complex structure, so we do not know in advance how many ‘partial’ waves there are actually present. In this case, it is very reassuring to know that if we don’t know how many sine waves constitute the original signal there is an upper limit to how many we will need. Still, this leaves us with the question of how many there actually are. Let’s try to approach this intuitively: assume we have 1000 samples of a signal. The sine wave with the shortest period (ie. the most peaks and valleys in it) that can be present has alternating peaks and valleys for every sample. So, the sine wave with the highest frequency has 500 peaks and 500 valleys in our 1000 samples, with every other sample being a peak. The black dots in the following diagram denote our samples, so the sine wave with the highest frequency looks like this:

Now let’s look how low the lowest frequency sine wave can be. If we are given only one single sample point, how would we be able to measure peaks and valleys of a sine wave that goes through this point? We can’t, as there are many sine waves of different periods that go through this point.

So, a single data point is not enough to tell us anything about frequency. Now, if we were given two samples, what would be the lowest frequency sine wave that goes through these two points? In this case, it is much simpler. There is one very low frequency sine wave that goes through the two points. It looks like this:

Imagine the two leftmost points being two nails with a string spanned between them (the diagram depicts three data points as the sine wave is periodic, but we really only need the leftmost two to tell its frequency). The lowest frequency we can see is the string swinging back and forth between the two nails, like our sine wave does in the diagram between the two points to the left. If we have 1000 samples, the two ‘nails’ would be the first and the last sample, ie. sample number 1 and sample

number 1000. We know from our experience with musical instruments that the frequency of a string goes down when its length increases. So we would expect that our lowest sine wave gets lower in frequency when we move our nails farther away from each other. If we choose 2000 samples, for instance, the lowest sine wave will be much lower since our ‘nails’ are now sample number 1 and sample number 2000. In fact, it will be twice as low, since our nails are now twice as far away as in the 1000 samples. Thus, if we have more samples, we can discern sine waves of a lower frequency since their zero crossings (our ‘nails’) will move farther away. This is very important to understand for the following explanations.

As we can also see, after two ‘nails’ our wave starts to repeat with the ascending slope (the first and the third nail are identical). This means that any two adjacent nails embrace exactly one half of the complete sine wave, or in other words either one peak or one valley, or 1/2 period.

Summarizing what we have just learned, we see that the upper frequency of a sampled sine wave is every other sample being a peak and a valley and the lower frequency bound is half a period of the sine wave which is just fitting in the number of samples we are looking at. But wait – wouldn’t this mean that while the upper frequency remains fixed, the lowest frequency would drop when we have more samples? Exactly! The result of this is that we will need more sine waves when we want to put together longer signals of unknown content, since we start out at a lower frequency.

All well and good, but still we don’t know how many of these sine waves we finally need. As we now know the lower and upper frequency any partial sine wave can have, we can calculate how many of them fit in between these two limits. Since we have nailed our lowest partial sine wave down to the leftmost and rightmost samples, we require that all other sine waves use these nails as well (why should we treat them differently? All sine waves are created equal!). Just imagine the sine waves were strings on a guitar attached to two fixed points. They can only swing between the two nails (unless they break), just like our sine waves below. This leads to the relationship that our lowest partial (1) fits in with 1/2 period, the second partial (2) fits in with 1 period, the third partial (3) fits in with 1 1/2 period asf. into the 1000 samples we are looking at.

Graphically, this looks like this:

Now if we count how many sine waves fit in our 1000 samples that way, we will find that we need exactly 1000 sine waves added together to represent the 1000 samples. In fact, we will always find that we need as many sine waves as we had samples.

Step 4: About cooking recipes

In the previous paragraph we have seen that any given signal on a computer can be built from a mixture of sine waves. We have considered their frequency and what frequency the lowest and highest sine waves need to have to perfectly reconstruct any signal we analyze. We have seen that the number of samples we are looking at is important for determining the lowest partial sine wave that is needed, but we have not yet discussed how the actual sine waves have to be mixed to yield a certain result. To make up any given signal by adding sine waves, we need to measure one additional aspect of them. As a matter of fact, frequency is not the only thing we need to know. We also need to know the amplitude of the sine waves, ie. how much of each sine wave we need to mix together to reproduce our input signal. The amplitude is the height of the peaks of a sine wave, ie. the distance between the peak and our zero line. The higher the amplitude, the louder it will sound when we listen to it. So, if you have a signal that has lots of bass in it you will no doubt expect that there must be a greater portion of lower frequency sine waves in the mix than there are higher frequency sine waves. So, generally, the low frequency sine waves in a bassy sound will have a higher amplitude than the high frequency sine waves. In our analysis, we will need to determine the amplitude of each partial sine wave to complete our recipe.

Step 5: About apples and oranges

If you are still with me, we have almost completed our journey towards the Fourier transform. We have learned how many sine waves we need, that this number depends on the number of samples we are looking at, that there is a lower and upper frequency boundary and that we somehow need to determine the amplitude of the individual partial waves to complete our recipe. We’re still not clear, however, on how we can determine the actual recipe from our samples. Intuitively, we would say that we could

find the amplitudes of the sine waves somehow by comparing a sine wave of known frequency to the samples we have measured and find out how ‘equal’ they are. If they are exactly equal, we know that the sine wave must be present at the same amplitude, if we find our signal to not match our reference sine wave at all we would expect this frequency not to be present. Still, how could we effectively compare a known sine wave with our sampled signal? Fortunately, DSPers have already figured out how to do this for you. In fact, this is as easy as multipling and adding numbers – we take the ‘reference’ sine wave of known frequency and unit amplitude (this just means that it has an amplitude of 1, which is exactly what we get back from the sin() function on our pocket calculator or our computer) and multiply it with our signal samples. After adding the result of the multiplication together, we will obtain the amplitude of the partial sine wave at the frequency we are looking at.

To illustrate this, here’s a simple C code fragment that does this:

This code segment transforms our measured sample points that are stored in inputData[0...transformLength-1] into an array of amplitudes of its partial sine waves transformData[0...transformLength-1]. According to common terminology, we call the frequency steps of our reference sine wave bins, which means that they can be thought of as being ‘containers’ in which we put the amplitude of any of the partial waves we evaluate. The Discrete Sine Transform (DST) is a generic procedure that assumes we have no idea what our signal looks like, otherwise we could use a more efficient method for determining the amplitudes of the partial sine waves (if we, for example, know beforehand that our signal is a single sine wave of known frequency we could directly check for its amplitude without calculating the whole range of sine waves. An efficient approach for doing

一天征服傅里叶变换 - 图文 

Whatyouseehereisouroriginalsignal,andhowitcanbeapproximatedbyamixtureofsines(wewillcallthempartials)thataremixedtogetherina
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