We had a long discussion about time-limited functions, spectral representation, etc. I came away convinced in principle that treating a time-limited function as a periodic function was OK because it appears that no information is lost. Now I've been thinking about it and want to get more clarity / detail. I'm going to do this as much as possible without using sampled data. So, if continuous Fourier Transforms seem odd, that's the basis for discussion nonetheless. I'm *not* talking about DFT /IDFT pairs here. I'm talking about CFT / ICFT (C=continous) even if a domain has a discrete representation and can be reduced to a discrete sum. We start with an arbitrary continuous function of time f(t) that is time limited. f(t)=0 for t<0 and t>T. The Fourier transform of f(t), F(w) is continuous and of infinite extent. f(t) is expressed as an infinite sum of sines and cosines (the inverse transform expression). F(w) can be expressed as an infinite sum of sines and cosines or equivalently as a sum of sincs that are spaced by T and have zero crossings spaced by T - the latter form is a direct result of f(t) being time limited. Now, what if we decide that it's more convenient to consider f(t) to be a periodic waveform g(t) with period T? We can generate g(t) by convolving f(t) with a dirac sequence with spacing T. This has the effect of multiplying F(w) by a dirac sequence with spacing 1/T - yielding a discrete spectrum. In effect, this is sampling in the frequency domain. The sampling described barely meets the Nyquist criterion for sampling because the sampling period is T - which matches the time-limitation of f(t). Doing this introduces a question: is this adequate sampling or not? I think the answer is: "usually yes". But if f(t) is a pair of diracs at t=0 and t=T, then not. If f(t) is zero at the end points assures that this is not the case. .. just like lowpass filtering a function before sampling in time. So far so good. Now we have a general case where it's OK to create g(t) without apparent loss of information and G(w) is discrete / sampled at frequency intervals of 1/T. If this is truly OK, then why bother with expressions of F(w) as sums of continuous sincs? How do we know where the edges of f(t) are? Is that information lost in creating g(t)? I guess not if we adopt a convention (and perhaps there is one without focusing on it) by saying: "all periodic waveforms can be represented as time-limited waveforms that start at t=0 and end at t=T" Why is this useful? Because in PAM, there really are essentially time-limited pulses. And, rather than simply repeating in time, each temporal epoch contains a pulse with a different amplitude. So, treating superposition of time-shifted, amplitude variable, pulses is a common thing to do and it's handy to treat each pulse separately. The spectra aren't discrete in this case because the composite waveform isn't periodic - although the constituent parts are time-limited. I like Rune's comment about the discrete spectrum (being directly related to the resolution of the temporal window) also being related to an uncertainly principle. It's like Nyquist saying: well, the time span won't allow us to resolve in frequency any better than this so it must be OK to lump the spectral energy into samples. That's equivalent to the (normal time) sampling theorem saying: well, we cant resolve in time any better than the bandwidth will allow so it's OK to sample in time. So, we can use this duality as a "test" of the question above about where are the edges of f(t). If we start with a bandlimited function with bandwidth B and band extent 2B, if we sample in time at rate 1/(2*B), then we make the spectrum periodic. How do we know where the edges of the spectrum are? Answer: the edges of the spectrum are located at +/-(2B/2)=+/-B. Also, because normally f(t) is real, then Re[F(w)] is symmetric about B and Im[F(w)] is antisymmetric about B. So if we redefine f(t) to be zero for -T/2<=t<=T/2, and make it periodic, then the edges are easily located at -T/2 and T/2 if g(t), the periodic version of f(t) is formed. And if the convention is changed, it's no doubt just as tractable but perhaps less convenient. We also realize that we normally don't want to sample a function in time that has finite energy at fs/2=B. So, similarly, we should not want to sample a function in frequency that has finite energy at -T/2 and T/2. Unlike F(w) symmetry at -B and +B, g(t) has no such symmetry in general because an arbitrary f(t) may generate a discontinuous g(t) at -T/2 and T/2. Only if f(-T/2) = f(T/2) and f'(-T/2)=f'(T/2) will there not be a discontinuity. It's always seemed funny to me that we care a lot about lowpass filtering and often not at all about shorttime liftering(?) - which would bring f(t) to zero at the edges before making the periodic assumption wouldn't it? That's a lot like what Glen Hermansfeldt said. Similarly we seem to focus a lot about not aliasing in frequency and often not as much about aliasing in time - even thought the concepts are the same. Hmmmmm. if we turn it around then can we say: for every periodic waveform with discrete spectrum there is a time-limited waveform with continuous spectrum with no loss of information? I guess so .... that's just reconstruction of the spectrum isn't it? Fred
Time-Limited Functions Represented as Periodic
Started by ●July 10, 2003
Reply by ●July 10, 20032003-07-10
"Fred Marshall" <fmarshallx@remove_the_x.acm.org> wrote in message news:JBjPa.2522$Jk5.1647120@feed2.centurytel.net...> We had a long discussion about time-limited functions, spectral > representation, etc. > > I came away convinced in principle that treating a time-limited functionas> a periodic function was OK because it appears that no information is lost. > Now I've been thinking about it and want to get more clarity / detail. > > I'm going to do this as much as possible without using sampled data. So,if> continuous Fourier Transforms seem odd, that's the basis for discussion > nonetheless. I'm *not* talking about DFT /IDFT pairs here. I'm talking > about CFT / ICFT (C=continous) even if a domain has a discrete > representation and can be reduced to a discrete sum. > > We start with an arbitrary continuous function of time f(t) that is time > limited. > f(t)=0 for t<0 and t>T. > The Fourier transform of f(t), F(w) is continuous and of infinite extent. > f(t) is expressed as an infinite sum of sines and cosines (the inverse > transform expression). > F(w) can be expressed as an infinite sum of sines and cosines or > equivalently as a sum of sincs that are spaced by T and have zerocrossings> spaced by T - the latter form is a direct result of f(t) being timelimited.> > Now, what if we decide that it's more convenient to consider f(t) to be a > periodic waveform g(t) with period T? > We can generate g(t) by convolving f(t) with a dirac sequence with spacing > T. This has the effect of multiplying F(w) by a dirac sequence withspacing> 1/T - yielding a discrete spectrum. In effect, this is sampling in the > frequency domain. The sampling described barely meets the Nyquistcriterion> for sampling because the sampling period is T - which matches the > time-limitation of f(t). > > Doing this introduces a question: is this adequate sampling or not? Ithink> the answer is: "usually yes". But if f(t) is a pair of diracs at t=0 and > t=T, then not. If f(t) is zero at the end points assures that this is not > the case. .. just like lowpass filtering a function before sampling intime. Periodic with period T means f(0)=f(T), and that the period of interest is [0,T), including f(0) but not f(T). If you want [0,T] it might be that Fourier doesn't help much. If you make the period tau, and limit tau --> T+ it might still be that it doesn't work. There was a discussion before about the Nyquist limit, if it is inclusive or not. My answer was that in most cases T Fn was not integer and should be rounded up. If it is, then it should be considered strictly less than Fn. For functions with finite (no dirac functions) discontinuities it is well known that the Fourier/inverse Fourier gives the average of the two sides of the discontinuity. Though such functions are not band limited, and neither are dirac functions.> So far so good. Now we have a general case where it's OK to create g(t) > without apparent loss of information and G(w) is discrete / sampled at > frequency intervals of 1/T. > > If this is truly OK, then why bother with expressions of F(w) as sums of > continuous sincs?For non time limited, or T >> 1/Fs, the sincs are a nice way to look at the result. If you take a dirac function and band limit it with a perfect low pass filter, you will get a sinc(). Also, the limit of a sinc() getting narrower with unit area will be a dirac function. sinc() is the Fourier transform of rect(). sinc() also comes out in optics problems when imaging through a finite aperature, or finite diameter lens, though in radial form. (snip)> It's always seemed funny to me that we care a lot about lowpass filtering > and often not at all about shorttime liftering(?) - which would bring f(t) > to zero at the edges before making the periodic assumption wouldn't it? > That's a lot like what Glen Hermansfeldt said. Similarly we seem to focusa> lot about not aliasing in frequency and often not as much about aliasingin> time - even thought the concepts are the same.If you bring f(0) and f(T) both to a non-zero value you can just add a constant to the whole transform. Otherwise, you can just add one sample point on either end. Increase T by 1/Fs or 2/Fs. If T >> 1/Fs that doesn't change much. People who record CDs like to have a silent period at the beginning and end, probably thousands of samples long.> Hmmmmm. if we turn it around then can we say: for every periodic waveform > with discrete spectrum there is a time-limited waveform with continuous > spectrum with no loss of information? I guess so .... that's just > reconstruction of the spectrum isn't it?-- glen
Reply by ●July 10, 20032003-07-10
Fred Marshall wrote:> We had a long discussion about time-limited functions, spectral > representation, etc. > > I came away convinced in principle that treating a time-limited function as > a periodic function was OK because it appears that no information is lost. > Now I've been thinking about it and want to get more clarity / detail.Lets say that your time limited function is a "chunk" of a much longer duration waveform. Lets us further say that that the much longer waveform was chopped up in a bunch of contiguous chunks. Given the linearity and time invariance of the Fourier Transform, I can construct the Fourier transform of the much longer waveform from the transforms of the chunks. This is why the overlap add technique works. The chunks don't have even have to be the same duration. Considering each time limited chunk as a periodic extension is not compatible with the linearity I like in the continuous Fourier transform. I'll use an argument that Jerry used a while back. Lets say I have two chucks of data of equal length N. Lets say we peridiodicly extend each . Each will have a DFT with N frequencies. Lets say we concatenate the original time waveforms so now there are 2N frequencies. Are we to assume the concatenation of time series is a nonlinear operation because we "created" N frequencies?> > I'm going to do this as much as possible without using sampled data. So, if > continuous Fourier Transforms seem odd, that's the basis for discussion > nonetheless. I'm *not* talking about DFT /IDFT pairs here. I'm talking > about CFT / ICFT (C=continuous) even if a domain has a discrete > representation and can be reduced to a discrete sum. > > We start with an arbitrary continuous function of time f(t) that is time > limited. > f(t)=0 for t<0 and t>T. > The Fourier transform of f(t), F(w) is continuous and of infinite extent. > f(t) is expressed as an infinite sum of sines and cosines (the inverse > transform expression). > F(w) can be expressed as an infinite sum of sines and cosines or > equivalently as a sum of sincs that are spaced by T and have zero crossings > spaced by T - the latter form is a direct result of f(t) being time limited. > > Now, what if we decide that it's more convenient to consider f(t) to be a > periodic waveform g(t) with period T? > We can generate g(t) by convolving f(t) with a dirac sequence with spacing > T. This has the effect of multiplying F(w) by a dirac sequence with spacing > 1/T - yielding a discrete spectrum. In effect, this is sampling in the > frequency domain. The sampling described barely meets the Nyquist criterion > for sampling because the sampling period is T - which matches the > time-limitation of f(t). > > Doing this introduces a question: is this adequate sampling or not? I think > the answer is: "usually yes". But if f(t) is a pair of diracs at t=0 and > t=T, then not. If f(t) is zero at the end points assures that this is not > the case. .. just like lowpass filtering a function before sampling in time. > > So far so good. Now we have a general case where it's OK to create g(t) > without apparent loss of information and G(w) is discrete / sampled at > frequency intervals of 1/T. > > If this is truly OK, then why bother with expressions of F(w) as sums of > continuous sincs? > > How do we know where the edges of f(t) are? Is that information lost in > creating g(t)? > I guess not if we adopt a convention (and perhaps there is one without > focusing on it) by saying: "all periodic waveforms can be represented as > time-limited waveforms that start at t=0 and end at t=T" > > Why is this useful? Because in PAM, there really are essentially > time-limited pulses. And, rather than simply repeating in time, each > temporal epoch contains a pulse with a different amplitude. So, treating > superposition of time-shifted, amplitude variable, pulses is a common thing > to do and it's handy to treat each pulse separately. The spectra aren't > discrete in this case because the composite waveform isn't periodic - > although the constituent parts are time-limited. > > I like Rune's comment about the discrete spectrum (being directly related to > the resolution of the temporal window) also being related to an uncertainly > principle. It's like Nyquist saying: well, the time span won't allow us to > resolve in frequency any better than this so it must be OK to lump the > spectral energy into samples. That's equivalent to the (normal time) > sampling theorem saying: well, we cant resolve in time any better than the > bandwidth will allow so it's OK to sample in time. > > So, we can use this duality as a "test" of the question above about where > are the edges of f(t). > > If we start with a bandlimited function with bandwidth B and band extent 2B, > if we sample in time at rate 1/(2*B), then we make the spectrum periodic. > How do we know where the edges of the spectrum are? Answer: the edges of > the spectrum are located at +/-(2B/2)=+/-B. > Also, because normally f(t) is real, then Re[F(w)] is symmetric about B and > Im[F(w)] is antisymmetric about B. > > So if we redefine f(t) to be zero for -T/2<=t<=T/2, and make it periodic, > then the edges are easily located at -T/2 and T/2 if g(t), the periodic > version of f(t) is formed. And if the convention is changed, it's no doubt > just as tractable but perhaps less convenient. > > We also realize that we normally don't want to sample a function in time > that has finite energy at fs/2=B. So, similarly, we should not want to > sample a function in frequency that has finite energy at -T/2 and T/2. > Unlike F(w) symmetry at -B and +B, g(t) has no such symmetry in general > because an arbitrary f(t) may generate a discontinuous g(t) at -T/2 and > T/2. Only if f(-T/2) = f(T/2) and f'(-T/2)=f'(T/2) will there not be a > discontinuity. > > It's always seemed funny to me that we care a lot about lowpass filtering > and often not at all about shorttime liftering(?) - which would bring f(t) > to zero at the edges before making the periodic assumption wouldn't it? > That's a lot like what Glen Hermansfeldt said. Similarly we seem to focus a > lot about not aliasing in frequency and often not as much about aliasing in > time - even thought the concepts are the same. > > Hmmmmm. if we turn it around then can we say: for every periodic waveform > with discrete spectrum there is a time-limited waveform with continuous > spectrum with no loss of information? I guess so .... that's just > reconstruction of the spectrum isn't it? > > Fred > > > > > > > > > > > > > > > > > > >
Reply by ●July 10, 20032003-07-10
"Glen Herrmannsfeldt" <gah@ugcs.caltech.edu> wrote in message news:inkPa.29849$H17.8847@sccrnsc02...>.....................> > Periodic with period T means f(0)=f(T), and that the period of interest is > [0,T), including f(0) but not f(T). >Yep. About [0,T), I'm often sloppy about that because it's hard to visualize and visualized math is the best kind - even if the "image" is an abstraction. Jerry would probably agree with the approach. :-) The convolution with a Dirac sequence to get g(t) should have been clear enough. In general there will be a discontinuity. Better said: f(0)=f(T) and f(0) is not equal to f(T-e) for e>0. So, g(t) is periodic with a discontinuity. ..........................>> So far so good. Now we have a general case where it's OK to create g(t) >> without apparent loss of information and G(w) is discrete / sampled at >> frequency intervals of 1/T. >> >> If this is truly OK, then why bother with expressions of F(w) as sums of >> continuous sincs?>For non time limited, or T >> 1/Fs, the sincs are a nice way to look at the >result. If you take a dirac function and band limit it with a perfect low >pass filter, you will get a sinc(). Also, the limit of a sinc() getting >narrower with unit area will be a dirac function.>sinc() is the Fourier transform of rect().>sinc() also comes out in optics problems when imaging through a finite >aperature, or finite diameter lens, though in radial form.Well, right. But I was saying that F(w) is made up of sincs, not f(t) - by virtue of the time-limitation. So, I would have to translate what you said to: "For non band limited, or fs >> 1/T (meaning that N is large), the sincs are a nice way to look at the result. If you take a dirac function in frequency and time limit it with a perfect short time lifter, you will get a sinc() in frequency. Also, the limit of a sinc() getting narrower with unit area will be a dirac function." My philosophical question was: if the discrete spectral representation (for a time-limited function made periodic) was OK, then why do we bother with *continuous* frequency sincs for such things?? Isn't it easier to deal with a discrete spectrum? Is that a discrepancy or an oversight in practice? Or, is there an example in practice that I've overlooked. I'm not asking the trivial question: "couldn't one express the frequency sinc sequence in a discrete form?" That's already evident. I'm asking "why don't we jump to the discrete form more often, more readily, etc.?" Fred
Reply by ●July 10, 20032003-07-10
"Fred Marshall" <fmarshallx@remove_the_x.acm.org> wrote in message news:ljlPa.2524$Jk5.1651670@feed2.centurytel.net...>(snip)> Well, right. But I was saying that F(w) is made up of sincs, not f(t) -by> virtue of the time-limitation. So, I would have to translate what yousaid> to:The symmetry of the Fourier transform.> "For non band limited, or fs >> 1/T (meaning that N is large), the sincsare> a nice way to look at the result. If you take a dirac function infrequency> and time limit it with a perfect short time lifter, you will get a sinc()in> frequency. Also, the limit of a sinc() getting narrower with unit area > will be a dirac function." > > My philosophical question was: if the discrete spectral representation(for> a time-limited function made periodic) was OK, then why do we bother with > *continuous* frequency sincs for such things?? Isn't it easier to dealwith> a discrete spectrum? Is that a discrepancy or an oversight in practice? > Or, is there an example in practice that I've overlooked. > > I'm not asking the trivial question: "couldn't one express the frequency > sinc sequence in a discrete form?" That's already evident. I'm asking"why> don't we jump to the discrete form more often, more readily, etc.?"If one low pass filters the dirac function, one will get the sinc()s. So if one claims to be reconstructing the original, band limited, function one should express it in sinc() form, instead of dirac form. Otherwise, it doesn't make much difference to me. It could be, though, that people are used to thinking of the world in continuous terms, instead of discete terms. Note that quantum mechanics considers the world in discrete terms, but we tend to average over that and pretend it is continuous. One of my favorite quantum mechanics problems: How many different speeds can a baseball pitcher pitch inside a baseball stadium? (Pick your favorite values for the mass of a baseball and the diameter of the stadium.) So we are actually discretizing a continuous model of a discrete world. -- glen
Reply by ●July 11, 20032003-07-11
"Glen Herrmannsfeldt" <gah@ugcs.caltech.edu> wrote in message news:TzmPa.30683$H17.9354@sccrnsc02...> Note that quantum mechanics considers the world in discrete terms, but we > tend to average over that and pretend it is continuous. One of my > favorite quantum mechanics problems: How many different speeds can a > baseball pitcher pitch inside a baseball stadium? (Pick your favorite > values for the mass of a baseball and the diameter of the stadium.) > > So we are actually discretizing a continuous model of a discrete world.Glen, We don't always do this. When one looks ot the allowed energy states for a simple case such as hydrogen, we always appeal to the discrete bound states, but there are also continuum states which are continuous in the energy domain. The baseball problem becomes discrete due to the implication that the ball is bound to stay within the ballpark. If you remove this constraint, then the energy becomes continuous again. Notice how there is no quantization with Planc's law for photons. The unbound particles can have any energy you want. Even when they are produced by bound particles (electrons in atoms) a simple doppler shift can move the energy level to any arbitrary point.> > -- glen > >
Reply by ●July 11, 20032003-07-11
"Fred Marshall" <fmarshallx@remove_the_x.acm.org> wrote in message news:JBjPa.2522$Jk5.1647120@feed2.centurytel.net...> We had a long discussion about time-limited functions, spectral > representation, etc. > > I came away convinced in principle that treating a time-limited functionas> a periodic function was OK because it appears that no information is lost. > Now I've been thinking about it and want to get more clarity / detail.Hello Fred, Here is a little food for thought. Imagine we are letting some light diffract through an aperture. The far field distribution is given by the Fourier transform of the near field distribution. Now there is a neat property known as Babinet's Principle that says if the the aperture is complemented, the far field radiation pattern stays the same other than a phase/polarization shift. It is possible to set up light distributions such the distribution is not periodic relative to the width of one of the aperatures. So in this case the effect of zeroing out portions of the function outside of some boundary doesn't have to assume periodicity. But basically there is a relationship between an original function, a windowed version of the function, and the complementary windowed version of the function. And Babinet's principle is a statement of this. But I think when you are talking about the FT of a windowed function, you can represent it in a continuous way so the reconstruction outside of the window is zero, or you can make the windowed portion periodic, and get a Fourier series, but you can also do all kinds of extensions outside of the interval of interest and these will each result in a different FT. What you do just depends on what you want the function outside of the interval to look like after reconstruction. Often we don't care, and we can then pick a simple periodic extension. Earlier you had asked about why all of the sines/cosines (with continuous frequency) when analysing a windowed function. This allows the reconstruction outside of the interval to be nonperiodic (uusally it makes it all zero). If the reconstruction is periodic, then most of the sines/cosines cancel out leaving us with a discrete sprectrum. Another way of looking at it is to take the periodic representation (discrete spectrum) and convolve it with the spectrum of the window. This can be seen as smearing the discrete spectral lines about and making the FT a nonline spectrum. I hope this helps Clay
Reply by ●July 11, 20032003-07-11
"Clay S. Turner" <physicsNOOOOSPPPPAMMMM@bellsouth.net> wrote in message news:srzPa.2$Y_1.1@fe04.atl2.webusenet.com...> > "Fred Marshall" <fmarshallx@remove_the_x.acm.org> wrote in message > news:JBjPa.2522$Jk5.1647120@feed2.centurytel.net... > > We had a long discussion about time-limited functions, spectral > > representation, etc. > > > > I came away convinced in principle that treating a time-limited function > as > > a periodic function was OK because it appears that no information islost.> > Now I've been thinking about it and want to get more clarity / detail. > > Hello Fred, > Here is a little food for thought. > > Imagine we are letting some light diffract through an aperture. The far > field distribution is given by the Fourier transform of the near field > distribution. Now there is a neat property known as Babinet's Principlethat> says if the the aperture is complemented, the far field radiation pattern > stays the same other than a phase/polarization shift. It is possible toset> up light distributions such the distribution is not periodic relative tothe> width of one of the aperatures. So in this case the effect of zeroing out > portions of the function outside of some boundary doesn't have to assume > periodicity. But basically there is a relationship between an original > function, a windowed version of the function, and the complementarywindowed> version of the function. And Babinet's principle is a statement of this.But> I think when you are talking about the FT of a windowed function, you can > represent it in a continuous way so the reconstruction outside of thewindow> is zero, or you can make the windowed portion periodic, and get a Fourier > series, but you can also do all kinds of extensions outside of theinterval> of interest and these will each result in a different FT. What you do just > depends on what you want the function outside of the interval to look like > after reconstruction. Often we don't care, and we can then pick a simple > periodic extension. > > Earlier you had asked about why all of the sines/cosines (with continuous > frequency) when analysing a windowed function. This allows the > reconstruction outside of the interval to be nonperiodic (uusally it makes > it all zero). If the reconstruction is periodic, then most of the > sines/cosines cancel out leaving us with a discrete sprectrum. Another way > of looking at it is to take the periodic representation (discretespectrum)> and convolve it with the spectrum of the window. This can be seen as > smearing the discrete spectral lines about and making the FT a nonline > spectrum. > > I hope this helps > > ClayClay, Yes - thanks. Babinet's principle is simply about aperture illumination phase isn't it? Also, it sounds like we're talking about looking at an aperture space factor (beam pattern) in either polar coordinates (sin theta) or in angular coordinates (theta) where the former is circular like the z transform and the latter includes functional description "outside the visible region". Well, maybe that's an example of what you're talking about - I get the idea. I don't know that I was asking "why all the sines cosines". I knew that much. I was taking off from Glen's observation that the periodic version could be used instead of the continuous with no loss of information. I initially thought that's the same as saying we're only going to look in "the visible region" of a space factor. But, I had to think about it and the question I had was: why don't we do this more often then? As an aside: I hadn't thought about it before but we *can* design filters that are "supergained"? I see the term coming up in image processing now - and it was used much longer ago in continuous array design. Generally this meant that the edges of the array would be "hot" (large amplitude) and the rest of the array weighting would be small in comparison. It put "sidelobes" outside the visible region. I think the answer is yes - after all, it wasn't generally what you wanted to do! Continuing the array analogy, are we saying this: "If I have a continuous array of finite aperture, then I can view the aperture as infinite / periodic and then I can view the broadside space factor as discrete"? Well, why not? As you point out, the real space factor would then have to be reconstructed with a sinc related to re-limiting the aperture to being non-periodic."? Now, of course we're very used to having arrays of discrete elements. We're not so used to looking at the space factor / beam pattern as a discrete function of infinitely narrow beams! (Which I must hasten to add that folks *do* create narrow beams with long discrete, perhaps "periodic" arrays). What this all boils down to is flipping the Fourier Transform domains around and making "normal" observations in the opposite domain. Doing this isn't so "normal" and causes us to think - even though there's duality in the FT. So, in some sense I've launched a trivial discussion. On the other hand, there are elements that it seems to me the DSP community doesn't think about very often. For example: we very often talk about Nyquist and the adequacy of a sample rate in the time domain. How often do folks worry about the adequacy of a sample rate in the frequency domain? The answer, I believe, is that *sometimes* we do worry about temporal aliasing - such as assuring M+N-1 array lengths for circular convolution. But putting this in terms of the Nyquist criterion in frequency is an unusual perspective - er... I think it's unusual. The most common example I can think of is this: Someone decides to take a time signal, generate discrete samples (presumably meeting the Nyquist criterion (if not perfectly at least adequately), take an epoch or chunk of these samples and compute the Discrete Fourier Transform. The length of the chunk determines the *spectral* sample rate. Is this sample rate adequate to avoid temporal aliasing - would Mr. Myquist approve? Why? Why do we often not care? I think this is the answer: If our objective is to recreate an entire continuous temporal function then the answer is *no* because, presumably, f(t) continues in some unique way beyond the epoch of length T. The Nyquist sampling crieterion (applied in frequency) isn't met. So, it's convenient to view f(n) or f(t) over epoch length T as the *only* representation of interest. In that case, it's OK to view f(n) as either time-limited or periodic Then we can get fancier and do saves & overlaps, etc..... with due caution of course! Fred
Reply by ●July 11, 20032003-07-11
"Fred Marshall" <fmarshallx@remove_the_x.acm.org> wrote in message news:<JBjPa.2522$Jk5.1647120@feed2.centurytel.net>...> We had a long discussion about time-limited functions, spectral > representation, etc.Sure. Now, I've read this post a couple of times and I think there is something hidden inside here, that I may learn something from. Being who I am, I'll try to bring whatever this is out by playing one of my favourite games -- "The Devil's Advocate". You are warned...> I came away convinced in principle that treating a time-limited function as > a periodic function was OK because it appears that no information is lost. > Now I've been thinking about it and want to get more clarity / detail. > > I'm going to do this as much as possible without using sampled data. So, if > continuous Fourier Transforms seem odd, that's the basis for discussion > nonetheless. I'm *not* talking about DFT /IDFT pairs here. I'm talking > about CFT / ICFT (C=continous) even if a domain has a discrete > representation and can be reduced to a discrete sum. > > We start with an arbitrary continuous function of time f(t) that is time > limited. > f(t)=0 for t<0 and t>T.OK...> The Fourier transform of f(t), F(w) is continuous and of infinite extent. > f(t) is expressed as an infinite sum of sines and cosines (the inverse > transform expression).These appear to be contradictory statements according to the "usual" definitions of the FT. The spectrum is *either* continuous (f(t) is an integral over w) *or* the signal is a sum of sine/cosines.> F(w) can be expressed as an infinite sum of sines and cosines or > equivalently as a sum of sincs that are spaced by T and have zero crossings > spaced by T - the latter form is a direct result of f(t) being time limited.I don't see this equivalence. Could you elaborate, please?> Now, what if we decide that it's more convenient to consider f(t) to be a > periodic waveform g(t) with period T? > We can generate g(t) by convolving f(t) with a dirac sequence with spacing > T. This has the effect of multiplying F(w) by a dirac sequence with spacing > 1/T - yielding a discrete spectrum. In effect, this is sampling in the > frequency domain. The sampling described barely meets the Nyquist criterion > for sampling because the sampling period is T - which matches the > time-limitation of f(t).I see what you mean, but I have a hard time following your line of thought. You stated before that you consider continuous functions - why introduce sampling? I see it as somewhat unmotivated...> Doing this introduces a question: is this adequate sampling or not? I think > the answer is: "usually yes". But if f(t) is a pair of diracs at t=0 and > t=T, then not. If f(t) is zero at the end points assures that this is not > the case. .. just like lowpass filtering a function before sampling in time.I'm lost.> So far so good. Now we have a general case where it's OK to create g(t) > without apparent loss of information and G(w) is discrete / sampled at > frequency intervals of 1/T. > > If this is truly OK, then why bother with expressions of F(w) as sums of > continuous sincs? > > How do we know where the edges of f(t) are? Is that information lost in > creating g(t)? > I guess not if we adopt a convention (and perhaps there is one without > focusing on it) by saying: "all periodic waveforms can be represented as > time-limited waveforms that start at t=0 and end at t=T"This creates a formal problem. If you do that, you loose periodicity by making the interval closed. What you need for your ilne of argument to work, is a half-open interval and some convention to define g(T)=g(0). Otherwise, your g(t) will not be periodic with period T. Which leaves one end point in the "modified" f(t) undefined. I don't like that.> Why is this useful? Because in PAM, there really are essentially > time-limited pulses. And, rather than simply repeating in time, each > temporal epoch contains a pulse with a different amplitude. So, treating > superposition of time-shifted, amplitude variable, pulses is a common thing > to do and it's handy to treat each pulse separately. The spectra aren't > discrete in this case because the composite waveform isn't periodic - > although the constituent parts are time-limited.What's important is not the temporal behaviour of the signal, even inside the observation window, it's the observation length T. Finite or infinite, that's all that matters.> I like Rune's comment about the discrete spectrum (being directly related to > the resolution of the temporal window) also being related to an uncertainly > principle. It's like Nyquist saying: well, the time span won't allow us to > resolve in frequency any better than this so it must be OK to lump the > spectral energy into samples.I wouldn't say Nyquist, rather Heissenberg. Apart from that, I think pursuing the effects of finite T is the way to go, and leave any assumed periodic bahaviour of f(t) or g(t) on the side. Somebody said in a recent thread that finite-T signals, discrete or contiuous, contained finite information and thus needed only a "reduced", i.e. discrete, spectrum. Signals of infinite duration, on the other hand, contain infinite information and need to be represented by contiuous spectra. Although my phrasing of this particular line of thought leaves a bit to be desired, this mental model does somehow appeal to me.> That's equivalent to the (normal time) > sampling theorem saying: well, we cant resolve in time any better than the > bandwidth will allow so it's OK to sample in time.Again, why bring in temporal sampling? You *did* specify f(t) continuous?> So, we can use this duality as a "test" of the question above about where > are the edges of f(t). > > If we start with a bandlimited function with bandwidth B and band extent 2B, > if we sample in time at rate 1/(2*B), then we make the spectrum periodic. > How do we know where the edges of the spectrum are? Answer: the edges of > the spectrum are located at +/-(2B/2)=+/-B. > Also, because normally f(t) is real, then Re[F(w)] is symmetric about B and > Im[F(w)] is antisymmetric about B. > > So if we redefine f(t) to be zero for -T/2<=t<=T/2, and make it periodic, > then the edges are easily located at -T/2 and T/2 if g(t), the periodic > version of f(t) is formed. And if the convention is changed, it's no doubt > just as tractable but perhaps less convenient. > > We also realize that we normally don't want to sample a function in time > that has finite energy at fs/2=B. So, similarly, we should not want to > sample a function in frequency that has finite energy at -T/2 and T/2. > Unlike F(w) symmetry at -B and +B, g(t) has no such symmetry in general > because an arbitrary f(t) may generate a discontinuous g(t) at -T/2 and > T/2. Only if f(-T/2) = f(T/2) and f'(-T/2)=f'(T/2) will there not be a > discontinuity.Doesn't this impose severe restrictions on f(t)? Sure, there is such a thing as Gibbs' phenomenon, but does it appear on the end points of the continuous f(t)? As far as I know, Gibbs' phenomenon only appears with dicontiuities *internal* to the interval [0,T]? You need to explain this anomality in the dicontinuities.> It's always seemed funny to me that we care a lot about lowpass filtering > and often not at all about shorttime liftering(?) - which would bring f(t) > to zero at the edges before making the periodic assumption wouldn't it? > That's a lot like what Glen Hermansfeldt said. Similarly we seem to focus a > lot about not aliasing in frequency and often not as much about aliasing in > time - even thought the concepts are the same.Yes? I think it's common knowledge to choose frame length long enough to avoid the effects of circular convolution.> Hmmmmm. if we turn it around then can we say: for every periodic waveform > with discrete spectrum there is a time-limited waveform with continuous > spectrum with no loss of information? I guess so .... that's just > reconstruction of the spectrum isn't it?Glen keeps coming back to the example with the CD that's played through analog speakers... Now, I think there are a couple of flaws in the basis for your line of thoughts. I have pointed out those I have found. I have an opinion what the flaw is on some points, on others I don't understand how you think. Rune
Reply by ●July 11, 20032003-07-11
Rune, Comments interspersed below: "Rune Allnor" <allnor@tele.ntnu.no> wrote in message news:f56893ae.0307111004.7388305a@posting.google.com...> "Fred Marshall" <fmarshallx@remove_the_x.acm.org> wrote in messagenews:<JBjPa.2522$Jk5.1647120@feed2.centurytel.net>...> > We had a long discussion about time-limited functions, spectral > > representation, etc. > > Sure. Now, I've read this post a couple of times and I think there is > something hidden inside here, that I may learn something from. Being > who I am, I'll try to bring whatever this is out by playing one of my > favourite games -- "The Devil's Advocate". You are warned... > > > I came away convinced in principle that treating a time-limited functionas> > a periodic function was OK because it appears that no information islost.> > Now I've been thinking about it and want to get more clarity / detail. > > > > I'm going to do this as much as possible without using sampled data.So, if> > continuous Fourier Transforms seem odd, that's the basis for discussion > > nonetheless. I'm *not* talking about DFT /IDFT pairs here. I'm talking > > about CFT / ICFT (C=continous) even if a domain has a discrete > > representation and can be reduced to a discrete sum. > > > > We start with an arbitrary continuous function of time f(t) that is time > > limited. > > f(t)=0 for t<0 and t>T. > > OK... > > > The Fourier transform of f(t), F(w) is continuous and of infiniteextent.> > f(t) is expressed as an infinite sum of sines and cosines (the inverse > > transform expression). > > These appear to be contradictory statements according to the "usual" > definitions of the FT. The spectrum is *either* continuous (f(t) is an > integral over w) *or* the signal is a sum of sine/cosines.***I probably should have said infinite *integral* rather than *sum* - that's what I meant.> > > F(w) can be expressed as an infinite sum of sines and cosines or > > equivalently as a sum of sincs that are spaced by T and have zerocrossings> > spaced by T - the latter form is a direct result of f(t) being timelimited.> > I don't see this equivalence. Could you elaborate, please?***Again "infinite integral". If f(t) is time limited then F(w) can be expressed as an integral of sincs or as an integral of sines and cosines. It can be shown that the sinc is an infinite sum of sines and cosines - so a sum of sincs is a linear combination of those same sines and cosines. That's what I meant.... I hope this clarifies enough.> > > Now, what if we decide that it's more convenient to consider f(t) to bea> > periodic waveform g(t) with period T? > > We can generate g(t) by convolving f(t) with a dirac sequence withspacing> > T. This has the effect of multiplying F(w) by a dirac sequence withspacing> > 1/T - yielding a discrete spectrum. In effect, this is sampling in the > > frequency domain. The sampling described barely meets the Nyquistcriterion> > for sampling because the sampling period is T - which matches the > > time-limitation of f(t). > > I see what you mean, but I have a hard time following your line ofthought.> You stated before that you consider continuous functions - why introduce > sampling? I see it as somewhat unmotivated...*** I said I was going to avoid sampling as much as possible. But the discrete spectrum was part of the question I was asking in the first place. Periodic time <-> Discrete spectrum.> > > Doing this introduces a question: is this adequate sampling or not? Ithink> > the answer is: "usually yes". But if f(t) is a pair of diracs at t=0 and > > t=T, then not. If f(t) is zero at the end points assures that this isnot> > the case. .. just like lowpass filtering a function before sampling intime.> > I'm lost.***If we take a time-limited function of length T and make it periodic with period T then we are making the spectrum discrete. This corresponds with sampling in the frequency domain. Is the sample rate in frequency adequate? That's the question.> > > So far so good. Now we have a general case where it's OK to create g(t) > > without apparent loss of information and G(w) is discrete / sampled at > > frequency intervals of 1/T. > > > > If this is truly OK, then why bother with expressions of F(w) as sums of > > continuous sincs? > > > > How do we know where the edges of f(t) are? Is that information lost in > > creating g(t)? > > I guess not if we adopt a convention (and perhaps there is one without > > focusing on it) by saying: "all periodic waveforms can be represented as > > time-limited waveforms that start at t=0 and end at t=T" > > This creates a formal problem. If you do that, you loose periodicity > by making the interval closed. What you need for your ilne of argument > to work, is a half-open interval and some convention to define g(T)=g(0). > Otherwise, your g(t) will not be periodic with period T. Which leaves > one end point in the "modified" f(t) undefined. I don't like that.Well, I guess the interval for the period has to be [0,T). Whatever works. What I'm trying to convey is a function g(t) that makes time-limited f(t) into a periodic function with a periodic unit step discontinuity if necessary.> > > Why is this useful? Because in PAM, there really are essentially > > time-limited pulses. And, rather than simply repeating in time, each > > temporal epoch contains a pulse with a different amplitude. So,treating> > superposition of time-shifted, amplitude variable, pulses is a commonthing> > to do and it's handy to treat each pulse separately. The spectra aren't > > discrete in this case because the composite waveform isn't periodic - > > although the constituent parts are time-limited. > > What's important is not the temporal behaviour of the signal, even inside > the observation window, it's the observation length T. Finite or infinite, > that's all that matters.***I'm saying there are examples when treating time-limited functions is useful - that's all. As compared to changing them to periodic infinite extent functions.> > > I like Rune's comment about the discrete spectrum (being directlyrelated to> > the resolution of the temporal window) also being related to anuncertainly> > principle. It's like Nyquist saying: well, the time span won't allow usto> > resolve in frequency any better than this so it must be OK to lump the > > spectral energy into samples. > > I wouldn't say Nyquist, rather Heissenberg. Apart from that, I think > pursuing the effects of finite T is the way to go, and leave any assumed > periodic bahaviour of f(t) or g(t) on the side. Somebody said in a recent > thread that finite-T signals, discrete or contiuous, contained finite > information and thus needed only a "reduced", i.e. discrete, spectrum. > Signals of infinite duration, on the other hand, contain infinite > information and need to be represented by contiuous spectra. Although my > phrasing of this particular line of thought leaves a bit to be desired, > this mental model does somehow appeal to me.***Right. Agreed. Unless the infinite duration happens to be periodic.> > > That's equivalent to the (normal time) > > sampling theorem saying: well, we cant resolve in time any better thanthe> > bandwidth will allow so it's OK to sample in time. > > Again, why bring in temporal sampling? You *did* specify f(t) continuous?***Yes indeed. I was mentioning the equivalence here is all - because sampling in time is familiar territory for many.> > > So, we can use this duality as a "test" of the question above aboutwhere> > are the edges of f(t). > > > > If we start with a bandlimited function with bandwidth B and band extent2B,> > if we sample in time at rate 1/(2*B), then we make the spectrumperiodic.> > How do we know where the edges of the spectrum are? Answer: the edgesof> > the spectrum are located at +/-(2B/2)=+/-B. > > Also, because normally f(t) is real, then Re[F(w)] is symmetric about Band> > Im[F(w)] is antisymmetric about B. > > > > So if we redefine f(t) to be zero for -T/2<=t<=T/2, and make itperiodic,> > then the edges are easily located at -T/2 and T/2 if g(t), the periodic > > version of f(t) is formed. And if the convention is changed, it's nodoubt> > just as tractable but perhaps less convenient. > > > > We also realize that we normally don't want to sample a function in time > > that has finite energy at fs/2=B. So, similarly, we should not want to > > sample a function in frequency that has finite energy at -T/2 and T/2. > > Unlike F(w) symmetry at -B and +B, g(t) has no such symmetry in general > > because an arbitrary f(t) may generate a discontinuous g(t) at -T/2 and > > T/2. Only if f(-T/2) = f(T/2) and f'(-T/2)=f'(T/2) will there not be a > > discontinuity. > > Doesn't this impose severe restrictions on f(t)? Sure, there is such a > thing as Gibbs' phenomenon, but does it appear on the end points of the > continuous f(t)? As far as I know, Gibbs' phenomenon only appears with > dicontiuities *internal* to the interval [0,T]? You need to explain this > anomality in the dicontinuities.***Once we've constructed a periodic waveform that allows step jumps then the Gibbs' phenomenon is internal to the periodic, infinite waveform g(t). ***Yes, it would appear to impose restriction on f(t). That was the point I was trying to make - question I was asking. I would add that this restriction is no different than the restrictions we put on H(w) before deciding what temporal sample rate we might use on h(t) - the Nyquist criterion.> > > It's always seemed funny to me that we care a lot about lowpassfiltering> > and often not at all about shorttime liftering(?) - which would bringf(t)> > to zero at the edges before making the periodic assumption wouldn't it? > > That's a lot like what Glen Hermansfeldt said. Similarly we seem tofocus a> > lot about not aliasing in frequency and often not as much about aliasingin> > time - even thought the concepts are the same. > > Yes? I think it's common knowledge to choose frame length long enough > to avoid the effects of circular convolution.***Agreed - that is a clear cut case in practice. However, how often do you hear someone ask the question: Is it OK to consider this temporal sample as periodic (i.e. sample the spectrum)? Is the important temporal extent of the signal less than T? This is just the Nyquist criterion expressed by flipping the domains. If we don't consider it, we could have temporal aliasing by virtue of making the record periodic in time / by virtue of sampling in frequency.> > > Hmmmmm. if we turn it around then can we say: for every periodicwaveform> > with discrete spectrum there is a time-limited waveform with continuous > > spectrum with no loss of information? I guess so .... that's just > > reconstruction of the spectrum isn't it? > > Glen keeps coming back to the example with the CD that's played > through analog speakers...***Right. If we apply his experiment to this statement we get: If we play the same CD tune over and over again, the spectrum is discrete (albeit with very tiny spectral steps). If we play it only once it's the same as reconstructing the spectrum with sincs for just one temporal epoch, then we get back the continuous spectrum. That's dealing with sampling in frequency. ***Rune - you will appreciate this. Once upon a time I was building a ship's acoustic signature simulator. We would start with an actual recording of the ship's radiated noise and attempt to put it on a record that could be played back in an endless loop. At the time, microprocessors and memory chips were just coming into wide use and the memories were fairly small. Our concentration was on propellor beats and such low frequency things and we hypothesized that we could put a few such beats into a small memory and play it repeatedly. The time sample rate was high and was fixed. We built a variable length memory, would fill it with sound samples and, once filled, would switch to repetitively play back out of the memory. The result was a 1-second loop that repeated. It was periodic with period 1 second. We had succeeded in sampling the spectrum at 1/1sec=1Hz steps. Guess what we saw on a spectrum analyzer? Nothing but lines!!! Oooppppss! It sounded great but was clearly sampled in frequency / periodic in time. ***I hope this helps. It's not a very big deal in the math but it does raise a question about how ready we are to do DFTs with arbitrary T. It is *very* much associated with windowing in time to reduce spectral leakage. If we window, we place that "restriction" you mentioned on f(t) and the effects of temporal aliasing are diminished. Spectral leakage is a consequence of temporal aliasing - I think is fair to say..... but now I'm arm-waving a bit. Fred






