MAE 3340 Lecture 14

• C
Continuous
ti Fourier
F i Series
S i
• Discrete Fourier Transform (DFT)
• Fast
F F Fourier
i T Transform
f (FFT) S
Software
f
• Matlab
• LabView
LabVie

MAE 3340 INSTRUMENTATION SYSTEMS

 Time Varying Measurements
Not all measurands are constant in time.
Repetitive
Time History
Pulse/Transient
1 Time History
1
0.8
0.9
0.6
0.8

0.4
0.7

0.2 0.6
easurand

easurand
0 0.5
Me

Me
-0.2 0.4

-0.4 0.3

-0.6 0.2

-0.8 0.1

-1 0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
Time (sec) Time (sec)

Continuing Time History Continuing Time History

0.3
0.8
0.25
0.6
0.2
0.4
0.15
0.2
Measurand

0.1
Measurand

0
0.05

-0.2
0

-0.05 -0.4

-0.1 -0.6

-0.15 -0.8
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
Time (sec) Time (sec)

MAE 3340 INSTRUMENTATION SYSTEMS 2

 Fourier Series: For 0 < t < T

MAE 3340 INSTRUMENTATION SYSTEMS 3

 If you know An and Bn, then the coefficients of the other Fourier
representations can be determined.

MAE 3340 INSTRUMENTATION SYSTEMS 4

 O h
Orthonormal
l Functions
i

MAE 3340 INSTRUMENTATION SYSTEMS 5

 Example:

Determine the Fourier Representation of a square wave:

MAE 3340 INSTRUMENTATION SYSTEMS 6

 Fourier Series Example: T = 1 sec, A = 1

A 1

0.8

0.6
Y(t)

0.4

0.2
T/2 T

0 0.5 1 1.5 2 2.5 3 3.5 4

Time (sec)

MAE 3340 INSTRUMENTATION SYSTEMS 7

 First, finding the A0 term

MAE 3340 INSTRUMENTATION SYSTEMS 8

 The Am coefficients are found to all be zero

MAE 3340 INSTRUMENTATION SYSTEMS 9

 The Bm coefficients are found:

MAE 3340 INSTRUMENTATION SYSTEMS 10

 Solution:

A 2A 2A 2A
y (t )   sin(t )  sin(3t )  sin(5t )  
2  3 5
MAE 3340 INSTRUMENTATION SYSTEMS 11
 S l i
Solution:

A 2A 2A 2A
y (t )   sin(t )  sin(3t )  sin(5t )  
2  3 5
A  2A
y (t )    sin((2k  1)t )
2 k 1 (2k  1)

Infinite Series has practical problems with computation.

How accurate is the solution if we truncate the series?

MAE 3340 INSTRUMENTATION SYSTEMS 12

 Fourier Series Approximation
2
n=1
n=3

n=5

1.5

True solution

1
Y (t)

0.5

Fourier Representation
True
-0.5
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Time (sec)

MAE 3340 INSTRUMENTATION SYSTEMS 13

 Fourier Series Approximation
2

1
Y(t)

0
Fourier Representation
True
-1
0 0 05
0.05 01
0.1 0 15
0.15 02
0.2 0.25
0 25 03
0.3 0 35
0.35 04
0.4 0 45
0.45 05
0.5
Time (sec)
Fourier Series Approximation Error N=5
1

0.5
Error(t)

-0.5

-1
0
0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
MAE 3340 INSTRUMENTATION SYSTEMS
Time (sec)
14
 Fourier Series Approximation
2

1
Y(t)

0
Fourier Representation
True
-1
0 0 05
0.05 01
0.1 0 15
0.15 02
0.2 0.25
0 25 03
0.3 0 35
0.35 04
0.4 0 45
0.45 05
0.5
Time (sec)
Fourier Series Approximation Error N = 10
1

0.5
Error(t)

-0.5

-1
0
0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
MAE 3340 INSTRUMENTATION SYSTEMS
Time (sec)
15
 Fourier Series Approximation
2

1
Y(t)

0
Fourier Representation
True
-1
0 0 05
0.05 01
0.1 0 15
0.15 02
0.2 0.25
0 25 03
0.3 0 35
0.35 04
0.4 0 45
0.45 05
0.5
Time (sec)
Fourier Series Approximation Error
N = 50
1

0.5 Gibbs Phenomenon

Errorr(t)

-0.5

-1
00.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
MAE 3340 INSTRUMENTATION SYSTEMS
Time (sec)
16
 Fourier Series Approximation
2

1
Y(t)

0
Fourier Representation
True
-1
0 0 05
0.05 01
0.1 0 15
0.15 02
0.2 0.25
0 25 03
0.3 0 35
0.35 04
0.4 0 45
0.45 05
0.5
Time (sec)
Fourier Series Approximation Error N = 500
1

0.5
Error(t)

-0.5

-1
0
0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
MAE 3340 INSTRUMENTATION SYSTEMS
Time (sec)
17
 An and Bn Coefficients for Square Wave

MAE 3340 INSTRUMENTATION SYSTEMS 18

 Plotting Magnitude/Phase Representation
(data not from example!)
Cn Magnitude Coefficients
2
10

Log10 Magnitude
0 vs. log10 frequency
Cn

10

-2
10
-1 0 1
10 10 10
 (rad/sec)
Phase (deg)
Phase Coefficients
0 vs. log10 frequency
-50
c0 
y (t )    cn cos((nt   n )
2 n 1
n

-100

-150 
cn  an2  bn2 
1/ 2

-200
200
-1 0 1
 n  tan 1
(bn / an )
10 10 10
 (rad/sec)
MAE 3340 INSTRUMENTATION SYSTEMS 19
 P
Power S
Spectrum
t
C2n Power
2
10
Standard Definition: Power at
a given frequency: 1
10
P2 = Cn2 (ωn)= An2+Bn2
0
10

Some users define power -1

10
slightly different
(always check!) C 2n -2
10
P2 = Cn2 (ωn)/2= (An2+Bn2)/2
-3
10

-4
10
-1 0 1
10 10 10
 (rad/sec)

MAE 3340 INSTRUMENTATION SYSTEMS 20

 Frequencies:

A0/2 ω =0 DC Frequency
C1 ω0= 2π/T Fundamental Frequency
C2 ω = 2ω0 Second Harmonic
C3 ω = 3ω0 Third Harmonic

MAE 3340 INSTRUMENTATION SYSTEMS 21

 Discrete Time Fourier Series

MAE 3340 INSTRUMENTATION SYSTEMS 22

 Discrete Time Definitions
(common use only)
Δt Sampling period, time step (assumed uniform)
fs =1/ Δt Sampling frequency, sampling rate (Hz)
N Number of samples
T =N Δt Total sampled period (etc)
y(t=k Δt) =yk kth sample
ω0 Fundamental angular frequency

Typically, two of these terms are selected

(e.g., sampling rate and number of samples)

MAE 3340 INSTRUMENTATION SYSTEMS 23

 Continuous vs
vs. Discrete Samples
Fourier Series has an infinite number of points, hence an infinite
series, while the a discrete set of sampled points has a finite number
of points, resulting in a finite series.

MAE 3340 INSTRUMENTATION SYSTEMS 24

 Truncated Fourier Series
Ao N / 2
y (t r )    An cos(nt r )  Bn sin( nt r ) r  0, 1,  N  1
2 n 1
2
 T  Nt t r  rt
T
 2  2nr
n t r  n  r t  
 Nt  N
Ao N / 2  2nr 2nr 
yr     An cos( )  Bn sin( )
2 n 1  N N 

Look at last term in the sum n = N/2

Ao  N / 2 1  2nr 2nr  2Nr 2Nr

yr     An cos( )  Bn sin( )  An cos( )  Bn sin( )
2 n 1  N N  2N 2N

Equation 4.17 pg 126 Always ±1 Always 0

MAE 3340 INSTRUMENTATION SYSTEMS 25
 Limited Frequency
q y Range
g
Ao N / 2
y (t r )    An cos(nt r )  Bn sin( nt r ) r  0, 1,  N  1
2 n 1
2
0  T  Nt t r  rt
T
n ω f
0 0 0 DC
1 ω0 f0=1/T Fundamental Frequency
2 2ω0 2f0 Second Harmonic

N/2 Nω0/2 N/2T Highest Frequency

Δf = kf0– (k-1) f0 = f0 Frequency resolution

fmax = N/2T =N/(2NΔt)= fsampling/2

MAE 3340 INSTRUMENTATION SYSTEMS
 Exponential Form of Discrete Fourier Series
(often the exponents trade sign! )

1 N
 2i  
yr   Dn exp  (r  1)(n  1) r  1,  N
N n 1  N  

N
 2i  
Dk   yn exp   (k  1)(n  1) k  1,  N
n 1  N  

MAE 3340 INSTRUMENTATION SYSTEMS 27

 Example 1:
y = 0.3*sin(25*2*pi*t)+sin(10*2*pi*t)+0.5*cos(5*2*pi*t)
( p ) ( p ) ( p )
N = 100 Number of samples
dt = 0.01 sec Sampling period
f = 1/T = 1 sec Fundamental frequency
fs = 1/dt = 100 Hz Sampling frequency
fr = f = 1 Hz Frequency resolution
T = N dt = 1.0 sec Total sampling period
fmax = fs/2 = 50 Hz Maximum frequency

f1 = 5 Hz ω 1 = 31.41 rad/s A1 = 0.5

f2 = 10 Hz ω 2 = 62.83 rad/s B2 = 1.0
f3 = 25 Hz ω 3 = 157.07 rad/s B3 = 0.3
MAE 3340 INSTRUMENTATION SYSTEMS 28
 Example: Exponential Discrete Fourier Transform
1.5

0.5

0
Response

-0.5

-1

-1.5
Sampled Data
Reconstructed Data
-2
0 01
0.1 02
0.2 03
0.3 04
0.4 0.5
0 5 06
0.6 07
0.7 08
0.8 09
0.9 1
Time (sec)

MAE 3340 INSTRUMENTATION SYSTEMS 29

 Matlab Code: Easily written in Fortran, C, etc

MAE 3340 INSTRUMENTATION SYSTEMS 30

 The Dk coefficients are complex!

MAE 3340 INSTRUMENTATION SYSTEMS 31

 Power Plot: Linear plots
p
Power2 vs. Frequency
2500

2000

1500
Power C2k
P

1000

500

0
0 5 10 15 20 25 30 35 40 45 50
Frequency (Hz)

MAE 3340 INSTRUMENTATION SYSTEMS 32

 Power Plot: LogLog plots more informative
5
Power2 vs. Frequency
10

0
10

-5
10

-10
10
wer C2k
Pow

-15
10

-20
10

-25
10

-30
10
0 1 2
MAE 3340 INSTRUMENTATION
10 SYSTEMS 10 10 33
Frequency (Hz)
 Power at a frequency
1 N
 2i  
yr   Dn exp  (r  1)(n  1) r  1,  N
N n 1  N  
 A  iBn  An  iBn 
Pn  Dn2  Dn Dn*   n  
 2  2 
 An2  Bn2  Cn2
Pn      Dn2
 4  4

yn 
Cn


4D n
2 1/ 2

N N

MAE 3340 INSTRUMENTATION SYSTEMS 34

 Example 2:

y = sin(33*t)+cos(22*t)+2*t

N = 100 Number of samples

dt = 0.01 sec Sampling period
f = 1/T = 1 sec Fundamental frequency
q y
fs = 1/dt = 100 Hz Sampling frequency
fr = f = 1 Hz Frequency resolution
T = N dt = 1.0
1 0 sec Total sampling period
fmax = fs/2 = 50 Hz Maximum frequency

MAE 3340 INSTRUMENTATION SYSTEMS 35

 Example:
p Exponential
p Discrete Fourier Transform
4

2
Response

-1
1
Sampled Data
Reconstructed Data
-2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Time (sec)

MAE 3340 INSTRUMENTATION SYSTEMS 36

 The Ck coefficients are complex!
f1 = 0 Hz C1 = 102.50          
f2 = 1 Hz C2 = 2.61 + 34.05i
f3  = 2 Hz C3 = 3.00 + 22.26i
f4  = 3 Hz C4 = 3.88 + 37.32i
f5 = 4 Hz
f5  = 4 Hz C5 =
C5 = 6 92 ‐ 31.60i
6.92  31 60i
f6  = 5 Hz C6 = 32.28 ‐ 36.94i
f7  = 6 Hz C7 = ‐10.57 + 08.58i
f8  = 7 Hz C8 = ‐04.47 + 03.65i
f9  = 8 Hz C9 = ‐02.84 + 02.51i
f10  = 9 Hz C10 = ‐02.11 + 02.00i

Note: C1 = real: Useful information onlyy in C1 to C50

C2 = C100*
C3 = C99*
etc
MAE 3340 INSTRUMENTATION SYSTEMS 37
 Power Plot: Linear plots
p
Power2 vs. Frequency
12000

10000

8000
Power C2k

6000
P

4000

2000

0
0 5 10 15 20 25 30 35 40 45 50
Frequency (Hz)
MAE 3340 INSTRUMENTATION SYSTEMS 38
 Power Plot: LogLog plots more informative
4
Power2 vs. Frequency
10

22 rad/sec ~ 3.5 Hz 33 rad/sec ~ 5 Hz

3
10

2
10
Power C2k
P

1
10

0
10

-1
10
0 1 2
10 10 10
Frequency (Hz)

MAE 3340 INSTRUMENTATION SYSTEMS 39

 FFT via LabView: Example
p 1

MAE 3340 INSTRUMENTATION SYSTEMS 40

 LabView FFT

MAE 3340 INSTRUMENTATION SYSTEMS 41

MAE 3340 INSTRUMENTATION SYSTEMS 42
 Hint!:
H l >FFT VI ->
Help->FFT > find
fi d on the
th palette
l tt

Same for Complex to Re/Im

MAE 3340 INSTRUMENTATION SYSTEMS 43

 Most FFT algorithms work
Better using a data set with
2m data points:
256 (m=8)
4096 (m=12)
( 12)
65536 (m=16)

MAE 3340 INSTRUMENTATION SYSTEMS 44

 LabView

MAE 3340 INSTRUMENTATION SYSTEMS 45

MAE 3340 INSTRUMENTATION SYSTEMS 46
 Matlab vs. LabView: exponent sign difference
Output results Dk are complex conjugates of each other

Matlab FFT function:

1 N
 2i  
yr   Dn exp 
 N  ( r  1)( n  1)  r  1,  N
N n 1   
N
 2i  
Dk   yn exp   (k  1)(n  1) k  1,  N
n 1  N  
Labview FFT function:
1 N
 2i  
yr  D exp  
n (r  1)(n  1) r  1,  N
N n 1  N  
N
 2i  
Dk   yn exp  (k  1)(n  1) k  1,  N
n 1  N  

MAE 3340 INSTRUMENTATION SYSTEMS 47