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Goals For This Class

Quickly review of the main results from last class


Convolution and Cross-correlation
Discrete Fourier Analysis: Important Considerations
Some examples: How to do Fourier Analysis (IDL, MATLAB)
Windowed Fourier Transforms and Wavelets
Tapering
Coherency

From Last Class..


Fourier Transform (Spectral Analysis)
Time (Space) Domain

Frequency Domain

Fourier Transform:

Inverse Fourier Transform:

The Fourier transform decomposes a function into a continuous spectrum of


its frequency components (using sine and cosine functions), and the inverse
transform synthesizes a function from its spectrum of frequency components

Frequency Vs Time (Space Domain)


A time domain graph shows how a signal changes over time.
A frequency domain graph shows how much of the signal lies within each
given frequency band over a range of frequencies.
A frequency domain representation can also include information on the
phase shift that must be applied to each sinusoid in order to be able to
recombine the frequency components to recover the original time signal.

Important Properties to remember


Fourier Transform is a special case of Integral Transforms

Kernel Function
An integral transform "maps" an equation from its
original "domain" to a different one.

Parsevals Theorem
Fourier Transform conserves variance!!
Spectral Estimation

Complex
Conjugate

Convolution

The convolution of two functions

is defined as

Books also use

Convolution: expresses the amount of overlap of one function as it is shifted


over another function.
A convolution is a kind of very general moving average (weighted).

Convolution: Properties

Derivation:

Cross-Correlation

The cross-correlation of two functions

is defined as

Relationship Between Convolution


And Cross-Correlation

In General

if

Spectral density

Discrete Fourier Transform


In this case we do not have a continuous function but a time series.
Time series: Sequence of data points, measured typically at successive times,
separated by time intervals (often uniform).

Sampling Interval

DFT

IDFT

Discrete Fourier Transform: Properties


Fourier Transform of a real sequence of numbers results in a sequence of
complex numbers of the same length.
If

is real

and

is real

Parsevals Theorem
Nyquist Frequency:
In order to recover all Fourier components of a periodic waveform (bandlimited), it is necessary to use a sampling rate at least twice the highest
waveform frequency. This implies that the Nyquist frequency is the highest
frequency that can be resolved at a given sampling rate in a DFT
Sampling rate
Similarly Lowest Frequency?

Nyquist Freq.

Aliasing
Aliasing is an effect that causes different continuous signals to become
indistinguishable when sampled.

Classic Example:
Wagon wheels in old
western movies

Good example
to do in
MatLab or
IDL!!

Leakage
Allow frequency components that are not present in the original waveform
to leak into the DFT.
Spectral leakage appears due to the
finite length of the time series (non
integer number of periods,
discontinuities, sampling is not and
integer multiple of the period).

How to handle this? Tapering

How-To (see the code)

Matlab?
IDL?

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