File:Comparison of symmetric and periodic Gaussian windows.svg
Original file (SVG file, nominally 652 × 743 pixels, file size: 108 KB)
Captions
Summary[edit]
DescriptionComparison of symmetric and periodic Gaussian windows.svg |
English: These figures compare two 8-length Gauss window functions and their spectral leakage (discrete-time Fourier transform) characteristics. The function labeled DFT-even is a truncated version of a 9-length symmetric window, whose DTFT is also shown (in green). All three DTFTs have been sampled at the same frequency interval (by an 8-length DFT). In the case of the 9-length window, that is done by combining its first and last coefficients by addition (called periodic summation, with period 8). Because of symmetry, those coefficients are equal. So in a spectral analysis (of data) application, an equivalent operation is to add the 9th data sample to the 1st one, and apply the same 8-length DFT-even window function seen in the top figure. |
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Date | ||||
Source | Own work | |||
Author | Bob K | |||
Permission (Reusing this file) |
I, the copyright holder of this work, hereby publish it under the following license:
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Other versions |
Also see File:Sampling_the_Discrete-time_Fourier_transform.svg. |
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SVG development InfoField | This W3C-invalid vector image was created with LibreOffice. |
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Usage InfoField | Additional information and an external link to this image can be found at Window_function#DFT-even. | |||
Octave/gnuplot source InfoField | click to expand
This graphic was created with the help of the following Octave script: function out=gauss(M,sigma)
out = exp(-.5*(((0:M)-M/2)/(sigma*M/2)).^2);
endfunction
% Options
frame_background_gray = true;
if frame_background_gray
graphics_toolkit("qt") % has "insert text" option
% graphics_toolkit("fltk") % has cursor coordinate readout
frame_background = .94*[1 1 1];
d = 4; % amount to add to text sizes
dl = 16; % amount to large marker size
else
graphics_toolkit("gnuplot") % background will be white regardless of value below
frame_background = .94*[1 1 1];
d=0; ds = 0; dl = 0;
endif
% (https://octave.org/doc/v4.2.1/Graphics-Object-Properties.html#Graphics-Object-Properties)
% Speed things up when using Gnuplot
set(0, "DefaultAxesFontsize",10+d) % size of numeric tick labels
set(0, "DefaultLineLinewidth",1)
set(0, "DefaultLineMarkersize",14+dl)
set(0, "DefaultTextFontsize",12+d)
set(0, "DefaultFigureColor",frame_background)
darkgreen = [33 150 33]/256;
M=7*8*100; % big number, divisible by 7 and 8
% Generate M+1 samples of a Gaussian window
window = gauss(M, 0.4);
N=8; % actual window size, in "hops"
% Sample the window.
% Scale the abscissa. 0:M samples --> 0:7 "hops", and take 8 symmetrical hops, from 0 to 7
sam_per_hop_7 = M/7;
% symmetric8 = window(1+(0:7)*sam_per_hop_7);
symmetric8 = gauss(7,0.4);
% Scale the abscissa. 0:M samples --> 0:8 "hops", and take 9 symmetrical hops, from 0 to 8
sam_per_hop_8 = M/8;
% symmetric9 = window(1+(0:8)*sam_per_hop_8);
symmetric9 = gauss(8,0.4);
periodic8 = symmetric9(1:8);
periodic_summation = [symmetric9(1)+symmetric9(N+1) symmetric9(2:N)];
% Compare windows based on their processing gain (PG) (Harris,1978,p 56,eq 15), because the ENBW
% formula allows values less than one "bin" (for some windows) when used with a 9-point periodic
% summation and an 8-point DFT. That actually makes sense, because a bandwidth of 1.1 (for instance)
% measured in 1/9-width bins is only 0.98 measured in 1/8-width bins. But values less than one
% are not customary, which could cause distrust.
PG_symmetric8 = sum(symmetric8)^2/sum(symmetric8.^2) % 4.9281
PG_periodic8 = sum(periodic8)^2 /sum(periodic8.^2) % 5.5046
PG_symmetric9 = sum(symmetric9)^2/sum(symmetric9.^2) % 5.6239
% Also note that the correct incoherent "power" measurement for the
% periodic_summation window is sum(symmetric9.^2),
% not sum(periodic_summation.^2), because
% E{(h(1)·X(1) + h(9)·X(9))^2} = (h(1)^2 + h(9)^2)·E{X^2},
% not (h(1)^2 + 2·h(1)·h(9) + h(9)^2)·E{X^2}.
%------------------------------------------------------------------
% Plot the points
figure("position", [100 100 700 400], "color",frame_background)
#{
x1 = .06; % left margin
x2 = .02; % right margin
y1 = .10; % bottom margin for annotation
y2 = .08; % top margin for title
width = 1-x1-x2;
height= 1-y1-y2;
x_origin = x1;
y_origin = 1; % start at top of graph area
%=======================================================
y_origin = y_origin -y2 -height; % position of top row
subplot("position",[x_origin y_origin width height])
#}
% These unusual looking coordinates are default values assigned by gnuplot.
% In order to force qt to do the same, I measured them and put them here.
original = [.077 .1275 .970-.077 .865-.1275];
subplot("position", original)
plot(0:7, symmetric8, "color","red", ".")
hold on
plot(8, symmetric9(9), "color","green", ".")
plot(0:7, periodic8, "color","blue", ".")
% Connect the dots
hops = (0:M)/sam_per_hop_8;
plot(hops , window, "color","blue") % periodic
hops = (0:M)/sam_per_hop_7;
plot(hops, window, "color","red") % symmetric
xlim([0 8])
grid on
set(gca, "xgrid","on")
set(gca, "ygrid","on")
set(gca, "ytick",[0:.25:1])
set(gca, "xtick",[0:8])
title("8-point Gaussian window functions", "fontsize",14+d, "fontweight","normal");
xlabel('\leftarrow n \rightarrow', "fontsize",14+d, "fontweight","bold")
text(3.74, .56, 'symmetric \rightarrow', 'color', 'red')
str = {'\leftarrow periodic',' ("DFT-even")'};
text(5.1, .813, str, 'color', 'blue')
if frame_background_gray
annotation("textarrow", [.737 .954], [.233 .158], "color",darkgreen,...
"string",{"discarded OR added to value at n=0";...
" (periodic summation)"}, "fontsize",10+d,...
"linewidth",1.5, "headstyle","vback1", "headlength",5, "headwidth",5)
else
% After this call, the gnuplot cursor units change to a normalized ([0,1]) coordinate system
annotation("textarrow", [.737 .954], [.233 .158], "color",darkgreen,...
"string",{"discarded OR added to value at n=0 ";...
" (periodic summation)"}, "fontsize",10+d,...
"linewidth",1.5, "headstyle","vback1", "headlength",5, "headwidth",5)
endif
%==================================================================
% Now compute and plot the DTFTs and DFTs
M = 64*N; % DTFT size
dr = 80; % dynamic range (decibels)
%------------------------------------------------------------------
figure("position", [100 200 700 400], "color",frame_background)
subplot("position", original)
% Do the DFT plots first, followed by legend(), because we want legend() to display only 3 dots.
% The gnuplot version can suppress the other 3 lines (by specifying just "" for text),
% but the qt version is not that good.
% Compute an 8-sample DFT of the symmetric window DTFT
H = abs(fft(symmetric8));
H = fftshift(H);
H = H/max(H);
H = 20*log10(H);
H = max(-dr,H);
plot(-N/2:(N/2-1), H, "color","red", ".")
hold on
%------------------------------------------------------------------
% Compute an 8-sample DFT of the periodic window DTFT
H = abs(real(fft(periodic8))); % real() is redundant... just to illustrate a point
H = fftshift(H);
H = H/max(H);
H = 20*log10(H);
H = max(-dr,H);
plot(-N/2:(N/2-1), H, "color","blue", ".")
%------------------------------------------------------------------
% Compute an 8-sample DFT of the 9-sample symmetric window DTFT
% real() is redundant... just to show that it doesn't mess anything up
H = abs(real(fft(periodic_summation)));
H = fftshift(H);
H = H/max(H);
H = 20*log10(H);
H = max(-dr,H);
plot(-N/2:(N/2-1), H, "color","green", ".")
%------------------------------------------------------------------
#{
h = legend(['PG=' num2str(PG_symmetric8,'%5.4f') ', L = 8'],...
['PG=' num2str(PG_periodic8, '%5.4f') ', L=9-1 =8 (truncated)'],...
['PG=' num2str(PG_symmetric9,'%5.4f') ', L=9-1 =8 (added)'],...
"location","south");
set(h, "fontsize",10+d)
% legend boxoff
#}
%------------------------------------------------------------------
% Connect the dots
% DTFT of symmetric window
H = abs(fft([symmetric8 zeros(1,M-N)]));
H = fftshift(H);
H = H/max(H);
H = 20*log10(H);
H = max(-dr,H);
x = N*[-M/2:M/2-1]/M;
plot(x, H, "color","red");
ylim([-dr 0])
% DTFT of periodic window
H = abs(fft([periodic8 zeros(1,M-N)]));
H = fftshift(H);
H = H/max(H);
H = 20*log10(H);
H = max(-dr,H);
plot(x, H, "color","blue");
% DTFT of a 9-sample symmetric window
H = abs(fft([symmetric9 zeros(1,M-N-1)]));
H = fftshift(H);
H = H/max(H);
H = 20*log10(H);
H = max(-dr,H);
plot(x, H, "color","green");
set(gca,"XTick", -N/2:N/2-1)
grid on
ylabel("decibels", "fontsize",12+d)
xlabel("DFT bins", "fontsize",12+d, "fontweight","bold")
title('"Spectral leakage" from three Gaussian windows', "fontsize",14+d, "fontweight","normal")
text(-2.88, -11.66, {" DTFT";'symmetric8 \rightarrow'}, "color","red",...
"fontsize",10+d, "fontweight","bold")
% After this call, the gnuplot cursor units change to a normalized ([0,1]) coordinate system
annotation("textarrow", [.132 .132], [.675 .51],...
"color", "blue", "string", {" DTFT";"periodic8"}, "fontsize",10+d,...
"linewidth",1, "headstyle","vback1", "headlength",5, "headwidth",5)
annotation("textarrow", [.301 .23], [.437 .437],...
"color", darkgreen, "string", "DTFT symmetric9", "fontsize",10+d,...
"linewidth",1, "headstyle","vback1", "headlength",5, "headwidth",5)
annotation("textarrow", [.301 .197], [.357 .357],...
"color",darkgreen, "string", "DFT8 (periodic summation)", "fontsize",10+d,...
"linewidth",1, "headstyle","vback1", "headlength",5, "headwidth",5)
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File history
Click on a date/time to view the file as it appeared at that time.
Date/Time | Thumbnail | Dimensions | User | Comment | |
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current | 20:40, 31 March 2020 | 652 × 743 (108 KB) | Bob K (talk | contribs) | Remove legend from 2nd image, because: The equivalent noise bandwidth formula allows values less than one "bin" (for some windows) when used with a 9-point periodic summation and an 8-point DFT. That actually makes sense, because a bandwidth of 1.1 (for instance) measured in 1/9-width bins is only 0.98 measured in 1/8-width bins. But values less than one are not customary. | |
23:35, 28 January 2020 | 652 × 743 (116 KB) | Bob K (talk | contribs) | update for minor code change | ||
14:31, 28 January 2020 | 652 × 743 (119 KB) | Bob K (talk | contribs) | minor tweaks | ||
03:48, 28 January 2020 | 652 × 743 (118 KB) | Bob K (talk | contribs) | change frame background from white to gray | ||
16:24, 30 September 2019 | 652 × 743 (96 KB) | Bob K (talk | contribs) | change a couple of figure labels | ||
05:58, 29 September 2019 | 652 × 743 (96 KB) | Bob K (talk | contribs) | fixed code error, and updated image | ||
21:38, 27 September 2019 | 652 × 754 (101 KB) | Bob K (talk | contribs) | User created page with UploadWizard |
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