In [19]:
# Graphing helper function
def setup_graph(title='', x_label='', y_label='', fig_size=None):
    fig = plt.figure()
    if fig_size != None:
        fig.set_size_inches(fig_size[0], fig_size[1])
    ax = fig.add_subplot(111)

Fourier Transform

Time to Frequency Domain

The Fourier Transform is like a prism (not the NSA one)


Fourier Transform Definition

$$G(f) = \int_{-\infty}^\infty g(t) e^{-i 2 \pi f t} dt$$

For our purposes, we will just be using the discrete version...

Discrete Fourier Transform (DFT) Definition

$$G(\frac{n}{N}) = \sum_{k=0}^{N-1} g(k) e^{-i 2 \pi k \frac{n}{N} }$$


  • $N$ is the total number of samples
  • $g(k)$ is the kth sample for the time-domain function (i.e. the DFT input)
  • $G(\frac{n}{N})$ is the output of the DFT for the frequency that is $\frac{n}{N}$ cycles per sample; so to get the frequency, you have to multiply $n/N$ by the sample rate.

How to represent waves

In [20]:
%matplotlib inline
import matplotlib.pyplot as plt
import numpy as np
import scipy

freq = 1 #hz - cycles per second
amplitude = 3
time_to_plot = 2 # second
sample_rate = 100 # samples per second
num_samples = sample_rate * time_to_plot

t = np.linspace(0, time_to_plot, num_samples)
signal = [amplitude * np.sin(freq * i * 2*np.pi) for i in t] # Explain the 2*pi

Why the 2*pi?

  • If we want a wave which completes 1 cycle per second, so sine must come back to the same position on a circle as the starting point
  • So one full rotation about a circle - $2 \pi$ (in radians)


Plot the wave

In [21]:
setup_graph(x_label='time (in seconds)', y_label='amplitude', title='time domain')
plt.plot(t, signal)
[<matplotlib.lines.Line2D at 0x10f277748>]

Convert to the Frequency Domain

In [22]:
fft_output = np.fft.rfft(signal)
magnitude_only = [np.sqrt(i.real**2 + i.imag**2)/len(fft_output) for i in fft_output]
frequencies = [(i*1.0/num_samples)*sample_rate for i in range(num_samples//2+1)]
In [23]:
setup_graph(x_label='frequency (in Hz)', y_label='amplitude', title='frequency domain')
plt.plot(frequencies, magnitude_only, 'r')
[<matplotlib.lines.Line2D at 0x10eec6160>]

Question: So what does the Fourier Transform give us?

  • The amplitudes of simple sine waves
  • Their starting position - phase (we won't get into this part much)

Question: what sine wave frequencies are used?

  • Answer: This is determined by how many samples are provided to the Fourier Transform
  • Frequencies range from 0 to (number of samples) / 2
  • Example: If your sample rate is 100Hz, and you give the FFT 100 samples, the FFT will return the amplitude of the components with frequencies 0 to 50Hz.
In [ ]: