Fast Fourier Transform.ppt

常用的Fourier变换 Requires N2 complex multiplies and N(N-1) complex additions Cross feed of G[k] and H[k] in flow diagram is called a “butterfly”, due to the shape * * Fast Fourier Transform 向 华 武汉大学数学与统计学院 Fast Fourier Transform The Fast Fourier Transform (FFT) is a very efficient algorithm for performing a discrete Fourier transform A.C.Clairaut,cosine-only finite Fourier series(1754),J.L.Lagrange,sine-only series(1762),Bernoulli,a series of sine and cosine.FFT principle first used by Gauss in 1805? FFT algorithm published by Cooley Tukey in 1965 In 1969, the 2048 point analysis of a seismic trace took 13 ? hours. Using the FFT, the same task on the same machine took 2.4 seconds! Fourier 变换: 存在的条件: 反变换: Jean Baptiste Joseph Fourier (1768 - 1830) 注意不同文献中的定义，特别是系数 ,exp(-i2πkx)… 当 g(x) 为实函数 delta 函数 t d(t) w 1 TopHat 函数 +w0 0 -w0 w cos(w0t) t 0 cosine 函数 sine 函数 位移性质: 相似性质: a -a energy theorem, Rayleigh’s theorem The zero frequency point 反变换: 代入 连续傅立叶变换 (Continuous Fourier Transform) 离散傅立叶变换 (Discrete Fourier Transform) where For u=0,1,2,…,N-1 For x=0,1,2,…,N-1 连续傅立叶变换(Continuous Fourier Transform) 离散傅立叶变换(Discrete Fourier Transform) 常用的其他定义 连续Fourier变换(Continuous Fourier Transform) 反变换 DFT: IDFT: 矩阵形式的DFT omega = exp(-2*pi*i/n); j = 0:n-1; k = j; F = omega.^(k*j); % an easier,and quicker, way to generate F is F = fft(eye(n)); 离散Fourier变换(DFT) (此处定义与教材和MATLAB保持一致) 对称性: 周期性: WN=e-i 2π/N 两个长度为N/2的DFT之和 -1 or simplify: X[0…7] x[0,2,4,6] x[1,3,5,7] N/2 DFT N/2 DFT 对N=8， 7 111 111 7 3 011 110 6 5 101 101 5 1 001 100 4 6 110 011 3 2 010 010 2 4 100 001 1 0 000 000 0 Decimal Binary Binary Decimal bit reversal (0, 1, 2, 3, 4, 5, 6, 7 is reordered to 0, 4, 2, 6, 1, 5, 3, 7) 因为WN/2 = -1, Ｘk0 和 Ｘk1 具有周期 N/2, There are N/2 butterflies for this stage of the FFT, and each butterfly requires one multiplication Diagrammatically (butterfly), The splitting of {Xk} into two half-size DFTs can be repeated on Ｘk0 and Ｘk1 themselves, The FFT for eight