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Lecture 12
• Complex numbers – an alternate view
• The Fourier transform
• Convolution, correlation, filtering.
NASSP Masters 5003F - Computational Astronomy - 2009
Complex numbers
1−=i
iIRz +=
NASSP Masters 5003F - Computational Astronomy - 2009
REAL IMAGINARY
1−=i
Complex numbers
1−=i
iIRz +=
NASSP Masters 5003F - Computational Astronomy - 2009
REAL IMAGINARY
1−=i
There IS no √-1.
Let’s ‘forget’ about complex numbers for a bit...
...and talk about 2-component vectors instead.
y
vy
=
=
θθ
sin
cosv
y
xv
NASSP Masters 5003F - Computational Astronomy - 2009
xx
θ
What can we do if we have two of them?
y
v1
v2
There are lots of operations one could define, but only a few of themturn out to be interesting.
vsum
NASSP Masters 5003F - Computational Astronomy - 2009
x
+
+=⊕
21
21
21yy
xxvv
We could define something like addition:
I use a funny symbol to remind us that this is NOTaddition (which is an operationon scalars); it is just analogous to it.:
The following operation has interesting properties:
y
v1
+
−=⊗=
1221
2121
21prodyxyx
yyxxvvv
v2
But it isn’t very like scalarmultiplication except whenall ys are zero.
vprodθ2
θ
θprod=θ1+θ2
NASSP Masters 5003F - Computational Astronomy - 2009
x
[ ][ ]
+
+=
21
21
21prodsin
cos
θθθθ
vvv
It’s fairly easy to show that:
θ1
Vectors? These are just complex numbers!
vv
⊗
=
∂∂
1
0
θ
Note that:
This, plus the angle-summing properties of theproduct, leads to the following typographicalshorthand:
( )θiv exp=v
NASSP Masters 5003F - Computational Astronomy - 2009
Instead of the mysterious
1−=iwe should just note the simple identity .
0
1
1
0
1
0
−=
⊗
Notation:
iIRz +=
=I
Rz
NASSP Masters 5003F - Computational Astronomy - 2009
( )φizz exp=( )RIarctan=φ
( )φφ sincos izz +=
where
These are all just different ways of saying the same thing.
Some important reals:• Phase
• Power
( )RIarctan=φ =atan2(I,R)
22 IRzzzzP +=== ∗∗
• Amplitude, magnitude or intensity
NASSP Masters 5003F - Computational Astronomy - 2009
22 IRzzzzP +=== ∗∗
PzA ==
The lessons to learn:
• Complex numbers are just 2-vectors.• The ‘imaginary’ part is just as real as the
‘real’ part.• Don’t be fooled by the fact that the same
symbols ‘+’ and ‘x’ are used both for scalar addition/multiplication and for what turn
NASSP Masters 5003F - Computational Astronomy - 2009
addition/multiplication and for what turn out to be vector operations. This is a historical typographical laziness.– Be aware however that the notation I have
used here, although (IMO) more sensible, is not standard.
– So better go with the flow until you get to be a big shot, and stick with the silly x+iy notation.
The Fourier transform• Analyses a signal into sine and cosines:
• The result is called the spectrum of the signal.NASSP Masters 5003F - Computational Astronomy - 2009
The Fourier transform
• G in general is complex-valued.• ω is an angular frequency (units: radians per unit t).
• the transform is almost self-inverse:
{ } ( ) ( ) ( )∫∞
∞−
−== titgdtGg ωω expF
• the transform is almost self-inverse:
• But remember, these integrals are not guaranteed to converge. (This is not a problem when we ‘compute’ the FT, as will be seen.)
NASSP Masters 5003F - Computational Astronomy - 2009
{ } ( ) ( ) ( )∫∞
∞−
== tiGdtgG ωωω exp1-F
Typical transform pairs
point (delta function) � fringes.
NASSP Masters 5003F - Computational Astronomy - 2009
By the way, ‘the’ reference for the Fourier transform is Bracewell R, “TheFourier Transform and its Applications”, McGraw-Hill
Typical transform pairs
‘top hat’ � sinc function
NASSP Masters 5003F - Computational Astronomy - 2009
Typical transform pairs
wider � narrower
NASSP Masters 5003F - Computational Astronomy - 2009
Typical transform pairs
gaussian � gaussian
NASSP Masters 5003F - Computational Astronomy - 2009
Typical transform pairs
Hermitian � real
NASSP Masters 5003F - Computational Astronomy - 2009
Practical use of the FT:• Periodic signals hidden in noise
• Processing of pure noise:– Correlation
– Convolution
– Filtering
• Interferometry• Interferometry
NASSP Masters 5003F - Computational Astronomy - 2009
Periodic signal hidden in noise
NASSP Masters 5003F - Computational Astronomy - 2009
The eye can’t see it… …but the transform can.
Transforming pure noise
NASSP Masters 5003F - Computational Astronomy - 2009
Uncorrelated noise The transform looks very similar.This sort of noise is called ‘white’. Why?
Power spectrum• Remember the power P of a complex
number z was defined as
• If we apply this to every complex value of a Fourier spectrum, we get the power
22* IRzzP +==
Fourier spectrum, we get the power spectrum or power spectral density.
• This is both real-valued and positive.• Just as white light contains the same amount
of all frequencies, so does white noise.• (For real data, you have to approximate the
PS by averaging.)NASSP Masters 5003F - Computational Astronomy - 2009
Red, brown or 1/f noise
NASSP Masters 5003F - Computational Astronomy - 2009
It’s fractal – looks the sameat all length scales.
Nature…?
NASSP Masters 5003F - Computational Astronomy - 2009
No, it is simulated – 1/f2 noise.
Fourier filtering of noise• Multiply a white spectrum by some band
pass:
• Back-transform:
• The noise is no longer uncorrelated. Now it is correlated noise: ie if the value in one sample is high, this increases the sample is high, this increases the probability that the next sample will also be high.
• I simulated the brown noise in the previous slides via Fourier filtering.
NASSP Masters 5003F - Computational Astronomy - 2009
Another example – bandpass filtering:
NASSP Masters 5003F - Computational Astronomy - 2009
Convolution
( ) ( ) ( )∫∞
∞−
′−′′=∗= ttgtftdgfth
• It is sort of a smearing/smoothing action.
NASSP Masters 5003F - Computational Astronomy - 2009
* =
A very important result:
• This is often a quick way to do a convolution.
{ } { } { }gfgf FFF =∗
• An example of a convolution met already:– Sliding-window linear filters used in source
detection.
NASSP Masters 5003F - Computational Astronomy - 2009
Correlation
• It is related to convolution:
( ) ( ) ( )∫∞
∞−
′+′′== ttgtftdgftR gf ,
{ } { } { }gfgf ∗= FFF
• Auto-correlation is the correlation of a function by itself.
• NOTE! For f=noise, this integral will not converge..NASSP Masters 5003F - Computational Astronomy - 2009
{ } { } { }gfgf = FFF
( ) ( ) ( )∫∞
∞−
′+′′== ttftftdfftR ff ,
How to make the autocorrelation converge for a noise signal?
• First recognize that it is often convenient to normalise by dividing by R(0):
( )( ) ( )
( )[ ]∫∫
′′
′+′′=
2tftd
ttftftdtγ
• It can be proved that γ(0)=1 and γ(>0)<1.• For ‘sensible’ fs, the following is true:
• A practical calculation estimates equation (1) via some non-infinite value of T.
NASSP Masters 5003F - Computational Astronomy - 2009
( )( ) ( )
( )[ ]∫∫
−
−
∞→ ′′
′+′′=
2
2
2
2
2lim
T
T
T
T
Ttftd
ttftftdtγ (1)
Autocorrelation and power spectrum• From slides 9 and 28, it is easy to show
that the Fourier transform of the autocorrelation of a function is the same as its power spectral density.
{ } { } { } { } ( ) 22ωFfffff === ∗
FFFF
• Again, in practice, we normalize the PSD by R(0) and estimate the result over a finite bandwidth.
NASSP Masters 5003F - Computational Astronomy - 2009
{ } { } { } { } ( )ωFfffff === FFFF