### Discrete Fourier Transform

The Discrete Fourier Transform (DFT) transforms a data sequence--representing motion that presumably includes periodic components, and sampled at uniform intervals--into a sequence of cyclical functions. Specifically, given a sequence of samples, g

where the upper limit [N/2] refers to the largest integer in

if

if

Note that the a-coefficients include an a

The balance of the coefficients are computed by taking one of two paths, depending upon whether

i)

ii)

Instead,

and

When N is even, the value for a

The Sample Data

The sample data used on the akiti.ca web page comes from elliptical motion: eccentricity,

Note from the example that the a

Consider another data sequence. Again, sin(E) values over one complete period are used, but this time the motion is divided into twenty intervals, giving twenty-one data points (i.e., N = 21.)

The sin(E) values:

Some notes:

i) The two endpoints are 0, as they should be:

sin(E) = 0 at t = 0 and t = T.

ii) sin(E) = 0 at the mid-point (t = T/2), as it should be.

iii) t

Performing a DFT on this sequence yields the following results:

This time, since

Complex Variable Form

The results of Fourier Transforms are often stated in complex variable form: z = u +

The G

The G, a, and b values are related as follows:

G

G

G

For [N/2] < k < N, the G

Using data from the example above:

Comparing Results Between Various Programs

Different programs scale the Fourier coefficients differently, so results will differ. For example, Mathcad and Mathematica use a definition of the transform such that the coefficients are computed as follows:

Note that the c

In fact, the b

In this example, the two definitions of the transform are known; the differences in scaling can be taken into account, and the results are seen to verify each other. However, the definition of the transform used internally by some programs may not be known, so it may not be straightforward to corroborate results among different programs. In such cases, the coefficient values must be plugged back into the original definition of the transform to confirm that the original data points are returned. In fact, this is the

_{0}, g_{1}, g_{2}, g_{3}, . . . g_{N - 1}, taken at uniform time intervals, t_{0}, t_{1}, t_{2}, t_{3}, . . . t_{N - 1}, the DFT computes coefficients a_{0}, a_{1}, a_{2}, a_{3}, . . . a_{[N/2]}and b_{1}, b_{2}, b_{3}, . . . b_{[N/2]}that best satisfy the following equation:
for j = 0, 1, 2, 3, ... N - 1

where the upper limit [N/2] refers to the largest integer in

**N**:if

**N**is even, [N/2] refers to N/2;if

**N**is odd, [N/2] refers to (N - 1)/2.Note that the a-coefficients include an a

_{0}term; the b-coefficients do not. The a_{0}term is simply the average value of the data points, and is called the DC component:The balance of the coefficients are computed by taking one of two paths, depending upon whether

**N**is odd or even:i)

**N**is odd. The next two equations apply for 1 ≤ k ≤ [N/2]:ii)

**N**is even. The preceding two equations apply for 1 ≤ k < N/2. The coefficients for k = N/2 are*not*included.Instead,

and

b

_{N/2}= 0When N is even, the value for a

_{N/2}is computed via a simpler expression and the computation for b_{N/2}is eliminated altogether, being replaced by a simple assignment.The Sample Data

The sample data used on the akiti.ca web page comes from elliptical motion: eccentricity,

*e*= 0.7861513777574233 and T = 1. Elliptical motion is a fundamental motion of nature, it is periodic, and it is sine-like, so it should serve as an informative example. The motion is divided into a specified number of intervals, and the sample data represents values of sin(E) at the interval endpoints.Note from the example that the a

_{0}term is zero, as expected--elliptical motion does not have a DC component.Consider another data sequence. Again, sin(E) values over one complete period are used, but this time the motion is divided into twenty intervals, giving twenty-one data points (i.e., N = 21.)

The sin(E) values:

0

0.817269695391509

0.986037450748215

0.988903757460498

0.918078911674818

0.805917329559989

0.667985913253395

0.513259356200768

0.34762268970459

0.175375726392183

0

-0.175375726392183

-0.347622689704591

-0.513259356200768

-0.667985913253395

-0.805917329559989

-0.918078911674817

-0.988903757460498

-0.986037450748215

-0.817269695391509

0

0.817269695391509

0.986037450748215

0.988903757460498

0.918078911674818

0.805917329559989

0.667985913253395

0.513259356200768

0.34762268970459

0.175375726392183

0

-0.175375726392183

-0.347622689704591

-0.513259356200768

-0.667985913253395

-0.805917329559989

-0.918078911674817

-0.988903757460498

-0.986037450748215

-0.817269695391509

0

Some notes:

i) The two endpoints are 0, as they should be:

sin(E) = 0 at t = 0 and t = T.

ii) sin(E) = 0 at the mid-point (t = T/2), as it should be.

iii) t

_{5}is T/4 (T/20 * 5 = T/4), so the sixth value in this data set represents sin(E_{T/4}).Performing a DFT on this sequence yields the following results:

The a

a

0.137715757665909

0.0774652995660697

0.0390981194174445

0.0103228847004814

-0.0123006115818896

-0.0301489143722025

-0.0439017247009599

-0.053947159831484

-0.0605247240627844

-0.063778926800584

The b

0.913684352303341

0.251136333078314

0.081188081536064

0.0151408910090107

-0.0132569064357189

-0.0240429569155258

-0.0253466725739878

-0.0211727000178036

-0.0138143733065952

-0.00477956981523944

_{k}values follow:a

_{0}= 00.137715757665909

0.0774652995660697

0.0390981194174445

0.0103228847004814

-0.0123006115818896

-0.0301489143722025

-0.0439017247009599

-0.053947159831484

-0.0605247240627844

-0.063778926800584

The b

_{k}values follow:0.913684352303341

0.251136333078314

0.081188081536064

0.0151408910090107

-0.0132569064357189

-0.0240429569155258

-0.0253466725739878

-0.0211727000178036

-0.0138143733065952

-0.00477956981523944

This time, since

**N**is odd, b_{[N/2]}is non-zero.Complex Variable Form

The results of Fourier Transforms are often stated in complex variable form: z = u +

*i*v, where*i*indicates the imaginary component. This format can be derived if the original transform definition is expressed in complex format:
for j = 0, 1, 2, 3, ... N - 1.

The G

_{k}are computed as
for k = 0, 1, 2, 3, ... N - 1.

The G, a, and b values are related as follows:

G

_{0}= a_{0}.G

_{k}= (a_{k}-*i*b_{k})/ 2 for 1 ≤ k ≤ [N/2]*except*if N is even, in which case,G

_{N/2}= a_{N/2}.For [N/2] < k < N, the G

_{k}are complex conjugates of the first half.Using data from the example above:

G

0.0688578788329544 - 0.45684217615167i

0.0387326497830349 - 0.125568166539157i

0.0195490597087223 - 0.040594040768032i

0.00516144235024068 - 0.00757044550450537i

-0.00615030579094482 + 0.00662845321785944i

-0.0150744571861012 + 0.0120214784577629i

-0.0219508623504799 + 0.0126733362869939i

-0.026973579915742 + 0.0105863500089018i

-0.0302623620313922 + 0.00690718665329759i

-0.031889463400292 + 0.00238978490761972i

-0.031889463400292 - 0.00238978490761972i

-0.0302623620313922 - 0.00690718665329759i

-0.026973579915742 - 0.0105863500089018i

-0.0219508623504799 - 0.0126733362869939i

-0.0150744571861012 - 0.0120214784577629i

-0.00615030579094482 - 0.00662845321785944i

0.00516144235024068 + 0.00757044550450537i

0.0195490597087223 + 0.040594040768032i

0.0387326497830349 + 0.125568166539157i

0.0688578788329544 + 0.45684217615167i

_{0}= 00.0688578788329544 - 0.45684217615167i

0.0387326497830349 - 0.125568166539157i

0.0195490597087223 - 0.040594040768032i

0.00516144235024068 - 0.00757044550450537i

-0.00615030579094482 + 0.00662845321785944i

-0.0150744571861012 + 0.0120214784577629i

-0.0219508623504799 + 0.0126733362869939i

-0.026973579915742 + 0.0105863500089018i

-0.0302623620313922 + 0.00690718665329759i

-0.031889463400292 + 0.00238978490761972i

-0.031889463400292 - 0.00238978490761972i

-0.0302623620313922 - 0.00690718665329759i

-0.026973579915742 - 0.0105863500089018i

-0.0219508623504799 - 0.0126733362869939i

-0.0150744571861012 - 0.0120214784577629i

-0.00615030579094482 - 0.00662845321785944i

0.00516144235024068 + 0.00757044550450537i

0.0195490597087223 + 0.040594040768032i

0.0387326497830349 + 0.125568166539157i

0.0688578788329544 + 0.45684217615167i

Comparing Results Between Various Programs

Different programs scale the Fourier coefficients differently, so results will differ. For example, Mathcad and Mathematica use a definition of the transform such that the coefficients are computed as follows:

for k = 0, 1, 2, 3, ... N - 1.

Note that the c

_{k}coefficients are scaled by a factor of 1/√ N instead of 1/N, so the a_{k}and b_{k}values must be multiplied by a factor of √ N to make the numerical values of the coefficients the same. Furthermore, the definition of the c_{k}coefficients does not include a negative factor in the exponential; multiplying the b_{k}coefficients by -1 corroborates the c_{k}values output by Mathcad for 0 ≤ [N/2] (and the balance are the complex conjugates):
0

0.3155464419461 + 2.0935138528634i

0.177495299497 + 0.5754256280425i

0.0895850458804 + 0.1860252645836i

0.0236527002651 + 0.0346921395689i

-0.0281842418341 - 0.0303753886113i

-0.0690798411157 - 0.055089334998i

-0.1005914882906 - 0.0580765228428i

-0.1236084717278 - 0.0485127502491i

-0.138679564717 - 0.0316527056779i

-0.1461358799034 - 0.0109513702338i

-0.1461358799034 + 0.0109513702338i

-0.138679564717 + 0.0316527056779i

-0.1236084717278 + 0.0485127502491i

-0.1005914882906 + 0.0580765228428i

-0.0690798411157 + 0.055089334998i

-0.0281842418341 + 0.0303753886113i

0.0236527002651 - 0.0346921395689i

0.0895850458804 - 0.1860252645836i

0.177495299497 - 0.5754256280425i

0.3155464419461 - 2.0935138528634i

0.3155464419461 + 2.0935138528634i

0.177495299497 + 0.5754256280425i

0.0895850458804 + 0.1860252645836i

0.0236527002651 + 0.0346921395689i

-0.0281842418341 - 0.0303753886113i

-0.0690798411157 - 0.055089334998i

-0.1005914882906 - 0.0580765228428i

-0.1236084717278 - 0.0485127502491i

-0.138679564717 - 0.0316527056779i

-0.1461358799034 - 0.0109513702338i

-0.1461358799034 + 0.0109513702338i

-0.138679564717 + 0.0316527056779i

-0.1236084717278 + 0.0485127502491i

-0.1005914882906 + 0.0580765228428i

-0.0690798411157 + 0.055089334998i

-0.0281842418341 + 0.0303753886113i

0.0236527002651 - 0.0346921395689i

0.0895850458804 - 0.1860252645836i

0.177495299497 - 0.5754256280425i

0.3155464419461 - 2.0935138528634i

In fact, the b

_{k}coefficients do not have to be multiplied by -1 to yield a valid result; either the first set of coefficients or their complex conjugates are valid results, so the G_{k}values for 0 < k < [N/2] can just as well be compared to the c_{k}values for [N/2] < k < N in the first place (and eliminate the need to multiply by -1.)In this example, the two definitions of the transform are known; the differences in scaling can be taken into account, and the results are seen to verify each other. However, the definition of the transform used internally by some programs may not be known, so it may not be straightforward to corroborate results among different programs. In such cases, the coefficient values must be plugged back into the original definition of the transform to confirm that the original data points are returned. In fact, this is the

*only*way to truly put your mind at ease that a program works. (Always a good idea in any case.)Labels: calculator, DFT, FFT, fourier, fourier analysis, fourier transform, math, mathematics

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