Fast Fourier Transform - FFT

This post is about a good subject in many areas of engineering and informatics: the Fourier Transform. The continuous Fourier Transform is defined as:


f(t) is a continuous function and F(w) is the Fourier Transform of f(t).

But, the computers don't work with continuous functions, so we should use the discrete form of the Fourier Transform:


f[n] is a discrete function of N elements, F[p] is a discrete and periodic function of period N, so we calculate just N (0 to N - 1) elements for F[p].

Who studies digital signal processing or instrumentation and control knows the utilities of this equation.

Now, how to use the Fourier Transform in Scilab?

If we are using large signals, like audio files, the discrete Fourier Transform is not a good idea, then we can use the fast Fourier Transform (used with discrete signals), look the script:

-->N = 100; // number of elements of the signal

-->n = 0:N - 1;

-->w1 = %pi/5; // 1st frequency

-->w2 = %pi/10; // 2nd frequency

-->s1 = cos(w1*n); // 1st component of the signal

-->s2 = cos(w2*n); // 2nd component of the signal

-->f = s1 + s2; // signal

-->plot(n, f);


The result is:



Now, let's study the Fourier Transform of our signal.

-->F = fft(f); // it calculates the Fourier Transform

-->F_abs = abs(F); // F_abs is the absolute value of each element of F

-->plot(n, F_abs);


The result is:

Look at the two graph's peaks, one for the component s1 and the other for the component s2.

The Fourier Transform is a linear transformation, thus it has a inverse transformation: the Inverse Fourier Transform.

Scilab has the function ifft(.) for obtain the original signal from it Fourier Transform.

If anyone wants to know, I can make a new post about how to identify the frequencies of the original signal in the Fourier Transform.