### Lecture 18 # --- Examples of norm of FFT (periodogram) # constant ft <- fft(rep(1,8)) # boxcar n <- 64 t <- 0:(n-1) f1 <- fft(y1 <- c(rep(1,n/2),rep(0,n/2))); f1; plot(Mod(f1)) f2 <- fft(y2 <- c(rep(1,n/4),rep(0,n/2),rep(1,n/4)));f2; lines(Mod(f2)) Mod(f1) Mod(f2) Arg(f1) Arg(f2) # sinusoid n <- 64 t <- 0:(n-1) la <- 10/n f1 <- fft(y1 <- sin(2*pi*t*la)); Mod(f1) f1 <- fft(y1 <- sin(2*pi*(t+24)*la)); Mod(f1) plot(Mod(f1)) xi <- la + 1/(5*n) f2 <- fft(sin(2*pi*t*xi)); Mod(f2); lines(Mod(f2), col="lightblue") xi <- la + 1/(3*n) f3 <- fft(sin(2*pi*t*xi)); Mod(f3); lines(Mod(f3), col="pink") xi <- la + 1/(2*n) f4 <- fft(sin(2*pi*t*xi)); Mod(f4); lines(Mod(f4), col="black") # sinusoid + outlier n <- 64 t <- 0:(n-1) la <- 10/n y <- sin(2*pi*t*la) outlier <- rep(0,n); outlier[6] <- 1 plot(y+outlier) f <- fft(y + outlier ); points(Mod(f)) f1 <- fft(y); plot(Mod(f1)) f2 <- fft(outlier); plot(Mod(f2)) # --- Examples of norm of DFT (periodogram)