Discrete Fourier transform - Spectra

by Marco Taboga, PhD

The Discrete Fourier Transform of a vector (or signal) can be used to compute the so-called spectra, which help us to visualize the frequency components of the signal.

In this lecture we define and explain the amplitude, power and phase spectra.

The transform

Let

Remember that the Discrete Fourier Transform (DFT) of an vector is another vector whose entries satisfywhere is the imaginary unit.

We can use the DFT to write the vector as a linear combination of samples of periodic functions having different frequencies:

The coefficients of the linear combination are the entries of the DFT divided by .

The linear combination is called the frequency-domain representation of .

Amplitude spectrum

The amplitude spectrum is a simple transformation of the DFT.

It is an vector whose entries are calculated as

In other words, the amplitude spectrum is the vector that contains the absolute values (or moduli) of the coefficients of the frequency-domain representation of .

It shows which frequencies contribute more to the magnitude of .

As explained in the lecture on the DFT or real signals, if is real, then the amplitude spectrum is symmetric around the Nyquist frequency .

Example of amplitude spectrum

Here is an example of an amplitude spectrum.

Let and the entries of the vector be defined by

As it is customary for spectra, we display the amplitude spectrum of as a stem plot.

As you can see, the spectrum is equal to zero everywhere, except at the frequencies:

• , corresponding to the constant ();

• , corresponding to the term ;

• , corresponding to the term ;

• and , which are symmetric to and .

The amplitudes are the absolute values of the coefficients of the frequency components (, , -), but the latter two are halved because of the symmetry.

Power spectrum

The power spectrum is another vector obtained from the DFT.

Its entries are equal to the squares of the entries of the amplitude spectrum:

Phase spectrum

The phase spectrum shows the phases of the frequency components of .

It is an vector whose entries are calculated aswhere and are the real and imaginary parts of .

The function is the 2-argument arctangent, which returns a value between and .

It is the same as the argument of a complex number, that is,

Remember thatprovided that and .

When and are both equal to zero (or, equivalently, ), the value of (equivalently, of ) is undefined. It can be set equal to , as we will do below, to make the phase spectrum easier to read.

Why is the phase spectrum defined in this way?

To understand why the phase spectrum is defined in this manner, consider a cosine wave:where:

• ;

• is the phase;

• the number of cycles per samples (the frequency) is a positive integer smaller than .

We assume that .

The Discrete Fourier Transform of is

This implies that the phase spectrum is

Example of phase spectrum

Here is an example of a phase spectrum.

Let and the entries of the vector be defined by

The phase spectrum is zero everywhere, except at the following frequencies:

• , where it is equal to because ;

• , where it is equal to ;

• and , which are anti-symmetric to and .

How to cite

Please cite as:

Taboga, Marco (2021). "Discrete Fourier transform - Spectra", Lectures on matrix algebra. https://www.statlect.com/matrix-algebra/discrete-Fourier-transform-amplitude-power-phase-spectrum.