Spectral Analysis

Spectral analysis is concerned with the

determination of the energy or power
spectrum of a continuous-time signal
g a (t )

It is assumed that g a (t ) is sufficiently

bandlimited so that its spectral
characteristics are reasonably estimated
from those of its of its discrete-time
equivalent g[n]
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Professor A G Constantinides

Spectral Analysis
To ensure bandlimited nature g a (t ) is
initially filtered using an analogue antialiasing filter the output of which is
sampled to provide g[n]
Assumptions:
(1) Effect of aliasing can be ignored
(2) A/D conversion noise can be neglected

Professor A G Constantinides

Spectral Analysis
Three typical areas of spectral analysis are:
1) Spectral analysis of stationary sinusoidal
signals
2) Spectral analysis of of nonstationary
signals
3) Spectral analysis of random signals
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Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
Assumption - Parameters characterising
sinusoidal signals, such as amplitude,
frequency, and phase, do not change with
time
For such a signal g[n], the Fourier analysis
can be carried out by computing the DTFT

G (e j ) g[n] e j n
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Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
Initially the infinite-length sequence g[n] is
windowed by a length-N window w[n] to
yield [n]
DTFT (e j ) of [n] then is assumed to
provide a reasonable estimate of G (e j )
(e j ) is evaluated at a set of R ( R N )
discrete angular frequencies using an Rpoint FFT
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Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
Note that

[k ] (e j )

2 k / R

, 0 k R 1

The normalised discrete-time angular

frequency corresponding to DFT bin k is

k
k
R

while the equivalent continuous-time

angular frequency is
k 2 k
RT Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
Consider g[n] cos(o n ), n
expressed as
g[n] 12 e j (o n ) e j (o n )

Its DTFT is given by

j

G (e ) e

e
7

( o 2)

( o 2)

Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
G (e j ) is a periodic function of with a period
2 containing two impulses in each period
In the range , there is an impulse at
o of complex amplitude e j and an
impulse at o of complex amplitude e j
To analyse g[n] using DFT, we employ a finitelength version of the sequence given by

[n] cos(o n ), 0 n N 1
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Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
Example - Determine the 32-point DFT of a
length-32 sequence g[n] obtained by
sampling at a rate of 64 Hz a sinusoidal
signal g (t ) of frequency 10 Hz
a
Since
Hz the DFT bins will be
FT 64
located in Hz at ( k/NT)=2k, k=0,1,2,..,63
One of these points is at given signal
frwquency of 10Hz
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Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
DFT magnitude plot

|[k]|

15
10
5
0

10

20

30

10

Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
Example - Determine the 32-point DFT of a
length-32 sequence [n] obtained by sampling at a
rate of 64 Hz a sinusoid of frequency 11 Hz
Since
f R 11 32

FT

64

5.5

the impulse at f = 11 Hz of the DTFT appear

between the DFT bin locations k = 5 and k = 6
the impulse at f= -11 Hz appears between the DFT
bin locations k = 26 and k = 27
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Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
DFT magnitude plot

|[k]|

15
10
5
0

10

20

30

Note: Spectrum contains frequency

components at all bins, with two strong
components at k = 5 and k = 6, and two
strong components at k = 26 and k = 27
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Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
The phenomenon of the spread of energy from a
single frequency to many DFT frequency locations
is called leakage
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|[k]|

|(ej)|
10
5
0

10

20

30

13

Problem gets more complicated if the signal

contains more than one sinusoid
Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
Example x[n] 1 sin( 2 f n) sin( 2 f n), 0 n N 1
1
2
2

0.34
N - 16, f1 0.22, f2N= 16,
R = 16
6

|X[k]|

4
2
0

10

15

14

From plot it is difficult to determine if there is one

or more sinusoids in x[n] and the exact locations of
the sinusoids
Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
N = 16, R = 128

|X[k]|

6
4
2
0

50

100

k
An increase in resolution
and accuracy of
the peak locations is obtained by increasing
DFT length to R = 128 with peaks occurring
at k = 27 and k =45

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Professor A G Constantinides

Spectral Analysis of
Sinusoidal Signals
Reduced resolution occurs when the
difference between the two frequencies
becomes less than 0.4
As the difference between the two
frequencies gets smaller, the main lobes of
the individual DTFTs get closer and
eventually overlap
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Professor A G Constantinides

Spectral Analysis of
Nonstationary Signals
An example of a time-varying signal is the
2
x
[
n
]

A
cos(

n
chirp signal
o ) and shown
5
below for o 10 10
Amplitude

1
0.5
0
-0.5
-1
0

100

200

300
400
500
Time index n

600

700

800

The instantaneous frequency of x[n] is 2o n

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Professor A G Constantinides

Spectral Analysis of
Nonstationary Signals

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Other examples of such nonstationary

signals are speech, radar and sonar signals
DFT of the complete signal will provide
misleading results
A practical approach would be to segment
the signal into a set of subsequences of
short length with each subsequence centered
at uniform intervals of time and compute
DFTs of each subsequence
Professor A G Constantinides

Spectral Analysis of
Nonstationary Signals
The frequency-domain description of the
long sequence is then given by a set of
short-length DFTs, i.e. a time-dependent
DFT
To represent a nonstationary x[n] in terms
of a set of short-length subsequences, x[n] is
multiplied by a window w[n] that is
stationary with respect to time and move
x[n] through the window
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Professor A G Constantinides

Spectral Analysis of
Nonstationary Signals
Four segments of the chirp signal as seen
through a stationary length-200 rectangular
window
1

Amplitude

Amplitude

1
0
-1
0

50

100
150
Time index n

200

0
-1
100

20

0
-1
200

200
250
Time index n

300

350

400 A G450
500
Professor
Constantinides
Time index n

Amplitude

Amplitude

150

250

300
350
Time index n

400

0
-1
300

Short-Time Fourier Transform

Short-time Fourier transform (STFT),
also known as time-dependent Fourier
transform of a signal x[n] is defined by

X STFT (e

, n) x[n m] w[m] e

j m

where w[n] is a suitably chosen window

sequence
If w[n] = 1, definition of STFT reduces to
that
of
DTFT
of
x[n]
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Professor A G Constantinides

Short-Time Fourier Transform

j

X STFT (e , n) is a function of 2 variables:

integer time index n and continuous
frequency
j
X
(
e
, n) is a periodic function of

STFT
with a period 2
j
Display of X STFT (e , n) is the
spectrogram
Display of spectrogram requires normally
three dimensions
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Professor A G Constantinides

Short-Time Fourier Transform

Often, STFT magnitude is plotted in two
dimensions with the magnitude represented
by the intensity of the plot
Plot of STFT magnitude of chirp sequence
x[n] A cos(o n 2 ) with o 10 105
for a length of 20,000 samples computed
using a Hamming window of length 200
shown next
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Professor A G Constantinides

Short-Time Fourier Transform

0.5

Frequency

0.4
0.3
0.2
0.1
0

5000

10000
Time

15000

STFT for a given value of n is essentially

the DFT of a segment of an almost
sinusoidal sequence
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Professor A G Constantinides

Short-Time Fourier Transform

Shape of the DFT of such a sequence is
similar to that shown below
Large nonzero-valued DFT samples around
the frequency of the sinusoid
Smaller nonzero-valued DFT samples at
other frequency points
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Magnitude

15

25

10
5
0

0.5

1.5

2
Professor
A G Constantinides

STFT on Speech
An example of a narrowband
spectrogram of a segment of speech signal

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Professor A G Constantinides

STFT on Speech
The wideband spectrogram of the speech signal
is shown below

The frequency and time resolution tradeoff

between the two spectrograms can be seen
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Professor A G Constantinides