Time-evolving Fourier transform

In summary, the conversation discusses Fourier Analysis and its application to discrete signals. The main question is whether the set of harmonics of two similar signals will have similar amplitudes or not. The answer is that it should not change significantly due to a one-sample shift, unless there is a sharp transient in the first signal. It is also suggested to perform integrals over a number of harmonics to see the effects on different types of functions.
  • #1
entropy1
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I am a little familiar with Fourier Analysis, but I don't know where to get tools to get the answer to this question:

Consider a discrete signal A[0..N-1], consisting of N samples. Suppose we Fourier transform it and get a series of harmonics.

Now, consider the discrete signal A[1..N], that is equal to signal A[0..N-1] on the corresponding indices [1..N-1], and has the next sample AN added to it, to obtain N indices.

We subject the second signal to Fourier transform too.

Will the set of harmonics of the first signal and the set of harmonics of the second be quite similar (having similar amplitudes), or could they differ considerably?

I relate this to a spectral analyser display of audio signals. If the Fourier transform is done on a fixed interval, each next transform done from one sample further on, the (virtual) frequencies in the audio signal shouldn't jump around too much on that instance, should they? I am not sure about white noise though.

I hope the question is clear. Answers are very welcome!
 
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  • #2
You are right. The idea of the Fourier transform is to decompose a signal from the time domain into its frequency content. That should not change due to a one-sample shift. You would not expect a guitar string to sound different just because you plucked it a fraction of a second later.

EDIT: If the first point of the first series shows a very sharp transient from it to the second point, then there might be more high frequency content in the first series. It takes a lot of high frequency to make a step function. But if there is nothing special about that first point, it should not make much difference.
 
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Hey entropy1.

It might make sense to do the actual integral over a number of harmonics for a number of functions to see the effects itself for a class of functions.

As FactChecker pointed out above - it will depend on the function quite a lot along with the size of the window you have that is different between the two functions.
 
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Related to Time-evolving Fourier transform

1. What is a time-evolving Fourier transform?

A time-evolving Fourier transform is a mathematical representation that allows us to analyze how the frequency content of a signal changes over time. It is an extension of the traditional Fourier transform, which only looks at the frequency content of a signal at a single point in time.

2. How is a time-evolving Fourier transform different from a traditional Fourier transform?

The main difference is that a time-evolving Fourier transform takes into account the time evolution of a signal, while a traditional Fourier transform only looks at the frequency content of a signal at a specific point in time. This makes the time-evolving Fourier transform useful for analyzing signals that change over time, such as audio or video signals.

3. What are some applications of time-evolving Fourier transform?

Time-evolving Fourier transform has a wide range of applications in various fields such as signal processing, image processing, and data analysis. It is commonly used in audio and video processing to analyze changes in frequency content over time, in medical imaging to study changes in brain activity, and in finance to analyze changes in stock prices over time.

4. Are there any limitations to using time-evolving Fourier transform?

Like any mathematical tool, time-evolving Fourier transform has its limitations. It assumes that the signal being analyzed is stationary, meaning that its properties do not change over time. This may not always be the case in real-world signals, which can pose challenges in accurately interpreting the results of the transform.

5. How can one perform a time-evolving Fourier transform?

There are various algorithms and techniques for performing a time-evolving Fourier transform, such as the short-time Fourier transform (STFT) and the wavelet transform. These methods involve breaking down a signal into smaller segments and analyzing the frequency content of each segment over time. Additionally, there are many software packages and programming libraries available that can perform the transform for you.

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