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]
1 Professor A G Constantinides
 Spectral Analysis
• To ensure bandlimited nature g a (t ) is
initially filtered using an analogue anti-
aliasing 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

2 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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 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
n  
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 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 R-
point FFT

5 Professor A G Constantinides
 Spectral Analysis of
Sinusoidal Signals
Note that
[k ]  (e j ) , 0  k  R 1
  2 k / R
• The normalised discrete-time angular
frequency corresponding to DFT bin k is

k  2 k
R
• while the equivalent continuous-time
angular frequency is 2 k
k 
6
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 j
G (e )  e   (  o  2)
 

 j
 e   (  o  2)
 
7 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 finite-
length version of the sequence given by
 [n]  cos(o n   ), 0  n  N  1

8 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

9 Professor A G Constantinides
 Spectral Analysis of
Sinusoidal Signals
• DFT magnitude plot

15

10
|G [k]|

0
0 10 20 30
k

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
  5.5
FT 64
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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 Spectral Analysis of
Sinusoidal Signals
• DFT magnitude plot
15

|G[k]| 10

0
0 10 20 30
k

• 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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 Spectral Analysis of
Sinusoidal Signals
• The phenomenon of the spread of energy from a
single frequency to many DFT frequency locations
is called leakage
15
|G (ejw )|
10
|G[k]|

0
0 10 20 30
k
• Problem gets more complicated if the signal
contains more than one sinusoid
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 Spectral Analysis of
Sinusoidal Signals
• Example x[n]  1 sin(2 f1n)  sin(2 f2 n), 0  n  N 1
2

• N - 16, f1  0.22, f2  0.34

N = 16, R = 16
6

4
|X[k]|

0
0 5 10 15
k
• From plot it is difficult to determine if there is one or
more sinusoids in x[n] and the exact locations of the
sinusoids
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 Spectral Analysis of
Sinusoidal Signals
N = 16, R = 128
8

6
|X[k]|
4

0
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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 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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 Spectral Analysis of
Nonstationary Signals
• An example of a time-varying signal is the
2
chirp signal x[ n ]  A cos( o ) and shown
n
5
below for  o  10  10
1

0.5
Amplitude

-0.5

-1
0 100 200 300 400 500 600 700 800
Time index n

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

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

Amplitude
0 0

-1 -1
0 50 100 150 200 100 150 200 250 300
Time index n Time index n
1 1
Amplitude

Amplitude

0 0

-1 -1
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Professor 500
Constantinides
Time index n Time index n
 Short-Time Fourier Transform
• Short-time Fourier transform (STFT),
also known as time-dependent Fourier
transform of a signal x[n] is defined by

j  j m
X STFT (e , n)   x[n  m] w[m] e
m  
where w[n] is a suitably chosen window
sequence
• If w[n] = 1, definition of STFT reduces to
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that of DTFT of x[n] 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 STFT ( e , n) is a periodic function of 
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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 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  105
for a length of 20,000 samples computed
using a Hamming window of length 200
shown next

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 Short-Time Fourier Transform
0.5

0.4

Frequency 0.3

0.2

0.1

0
0 5000 10000 15000
Time

• STFT for a given value of n is essentially

the DFT of a segment of an almost
sinusoidal sequence
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 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
20

15
Magnitude

10

0
25 0 0.5p p 1.5p 2p
Professor A G Constantinides
w
 STFT on Speech
• An example of a narrowband
spectrogram of a segment of speech signal

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 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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