Frequency analysis of signal with unknown period

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Discussion Overview

The discussion revolves around the challenges of frequency analysis of a signal with an unknown period, particularly in the context of discrete Fourier transform (DFT) and its limitations. Participants explore methods for identifying frequencies in sampled data when the lowest frequency is not known and may not be fully represented in the sampling timeframe.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant describes a signal composed of multiple sine components with unknown frequencies and phases, questioning how to identify these frequencies given the limitations of DFT.
  • Another participant explains that the dwell time in DFT relates to the Nyquist frequency, which limits the highest frequency that can be accurately represented without aliasing.
  • A participant suggests that the total sampling time affects frequency resolution, impacting the ability to distinguish closely spaced frequencies.
  • Statistical inference is proposed as a method to estimate coefficients of harmonics and make inferences about the signal's frequencies.
  • One participant recommends extending the sampling duration or using model-based approaches if the number of components (N) is known.

Areas of Agreement / Disagreement

Participants express a general understanding of the limitations of DFT in this context, but there is no consensus on the best approach to solve the problem. Multiple strategies, including statistical inference and longer sampling times, are suggested without agreement on a single solution.

Contextual Notes

The discussion does not resolve the assumptions regarding the signal's characteristics or the specific conditions under which the proposed methods would be effective.

Who May Find This Useful

Readers interested in signal processing, particularly those dealing with frequency analysis and the limitations of Fourier transforms, may find this discussion relevant.

petterg
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I was reading up on (discrete) Fourier transform when my mind started to think of an what-if scenario:

Assumed I'm sampling a signal of the form
a1*sin(b1+c1) + a2*sin(b2+c2) + a3*sin(b3+c3) + ... + aN*sin(bN+cN) + some noise
where the a's represents magnitudes, b's represents frequencies and c's represents phases.
Assumed it is not know how low the lowest frequency is. It may not even be a full period within the time frame of sampling. Is there any way to find the frequencies represented in the data set?
(As I understand the DFT requires the sample set to be one repeating period of the signal.)
 
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In the DFT the dwell time (the time between two samples) is 1/bandwidth, so the Nyquist frequency is half of that. That limits the highest frequency which can be faithfully represented without aliasing.

In contrast the total sampling time gives the inverse of the frequency resolution and determines how close two signals may be and still be distinguished. So this would determine how close a frequency could be to DC and still be detected.
 
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Thanks Dale
As expected this was out of range for DFT. What should I look into to solve this kind of problems?
 
Hey petterg.

If you are using statistical inference you could estimate the coefficients of each harmonic and make inferences on those.
 
petterg said:
Thanks Dale
As expected this was out of range for DFT. What should I look into to solve this kind of problems?
I would recommend just sampling longer. You can use model-based approaches if you know N.
 
Thanks
I pick statistical inference as my next reading
 

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