Continuous and Discrete Fourier Transform at the Nyquist frequency

In summary, the conversation discusses the use of FFT (Fast Fourier Transform) to calculate the values of a 2D function in the time domain. The user is unsure of what frequency values to use for the Nyquist frequencies (±1/(2Δj)) and how it affects the realness of the function. The conversation also mentions the wrap-around of negative frequencies in the result of the FFT. A reference to the FFT and its properties is provided.
  • #1
CharlesMareau
3
0
Hi there,

A quick question concerning the FFT. Let's say I explicitly know a 2D function [tex]\tilde{f}\left(\xi_1,\xi_2 \right)[/tex] in the frequency domain.

If I want to know the values of [tex]f\left(x_1,x_2 \right)[/tex] in the time domain at some specific times, I can calculate [tex]\tilde{f}[/tex] at [tex]N_j[/tex]discrete frequencies (i.e. [tex]\xi_j=0, \xi_j=1/(N_j \Delta_j),...,\xi_j=\pm 1/(2 \Delta_j),...,\xi_j=-1/(N_j \Delta_j)[/tex]) and then use the inverse DFT.

My problem is the following, at the Nyquist frequencies (if [tex] \xi_1=\pm 1/(2 \Delta_j)[/tex] and/or [tex] \xi_2=\pm 1/(2 \Delta_j)[/tex]), what frequency values do I have to use to calculate [tex]\tilde{f}[/tex] ? [tex] +1/(2 \Delta_j)[/tex] or [tex] -1/(2 \Delta_j)[/tex] ?

This choice matters since they are not the same... For instance, if the frequency is not correctly chosen, then [tex]f[/tex] is not real though [tex]\tilde{f}\left(\xi_1,\xi_2 \right)=\tilde{f}\left(-\xi_1,-\xi_2 \right)[/tex]
 
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  • #2
Maybe this helps:
The same wrap-around occurs for negative frequencies. When the real-valued time series contains a component sine wave with a frequency of 100 Hz, it implicitly also contains a frequency of -100Hz. This -100Hz component also appears in the result of the FFT, but instead of mapping to a negative bin, it wraps around and appears in the second half the the spectrum. Hence, the result of FFT can be divided into a first half and a second half. For a band-limited signal with all frequencies below the Nyquist frequency, the first half of the spectrum corresponds to positive frequencies, the second half of the spectrum is the negative frequencies.
http://wiki.analytica.com/FFT
 

What is the Nyquist frequency and how does it relate to the Fourier Transform?

The Nyquist frequency, also known as the Nyquist rate, is the highest frequency that can be accurately sampled in a discrete signal without losing information. It is equal to half of the sampling frequency and is an important concept in digital signal processing, particularly in the context of the Fourier Transform. The Nyquist frequency determines the highest frequency component that can be represented in the Fourier Transform, which is why it is also known as the folding frequency.

What is the difference between Continuous and Discrete Fourier Transform?

The Continuous Fourier Transform (CFT) is used to analyze continuous signals, while the Discrete Fourier Transform (DFT) is used to analyze discrete signals. The CFT is a mathematical operation that converts a signal from the time domain to the frequency domain, providing information about the frequency components present in the signal. The DFT, on the other hand, is a discrete version of the CFT and is used to analyze signals that have been sampled at discrete points in time.

How does the Nyquist frequency affect signal processing?

The Nyquist frequency plays a crucial role in signal processing as it determines the highest frequency that can be accurately represented in a discrete signal. If a signal is sampled at a rate lower than the Nyquist rate, aliasing can occur, where higher frequency components are misrepresented as lower frequency components. This can result in distortion and loss of information in the signal. Therefore, it is important to ensure that the sampling rate is at least twice the Nyquist rate to avoid aliasing.

Can the Nyquist frequency be exceeded in signal processing?

In theory, the Nyquist frequency cannot be exceeded without causing aliasing. However, in practice, there are techniques such as oversampling and filtering that can allow for a higher frequency range to be represented in a discrete signal. These techniques are often used in applications such as audio and image processing to capture and represent higher frequency components.

How is the Nyquist frequency related to the sampling rate?

The Nyquist frequency is equal to half of the sampling rate. This means that the sampling rate must be at least twice the highest frequency in the signal in order to accurately represent it without aliasing. For example, if a signal has a highest frequency component of 100 Hz, the sampling rate must be at least 200 Hz in order to avoid aliasing. If the sampling rate is too low, the Nyquist frequency will be exceeded and aliasing will occur.

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