Wednesday, 23 December 2015

Understanding where the constant 2/N comes from in Fourier transformation



I'm implementing Fourier transformation in my analysis and I wanted dig a bit deeper on the reasons why the absolute value of Fourier transformation is usually multiplied by the constant 2/N to get the peak amplitude value of a sinewave with certain frequency.


In the book Understanding Digital Signal Processing by Lyons, the author states the following relationship between the peak amplitude A of a sinewave and the output magnitude Mr of the discrete Fourier transformation (DFT) for that particular sinewave is:


Mr=AN/2,


where the r stands for real input values to DFT and N is the number of input values to DFT. From this relationship, I trivially get the amplitude I want to as A=2Mr/N, which I see is many times done in many fft-examples in Matlab found throughout the web.


Now my big question was, why is the relationship in (1) true? I started to read more from the book Fourier Analysis and Its Applications by Folland and I found the following in his book (in section about DFT):


ˆf(2πmΩ)ΩNˆam,m=0,1,...,N1


where ˆf is the amplitude function, ˆam is the mth output of DFT, N is again the number of inputs and Ω is the length of the time interval [0,Ω]:


ˆf(2πmΩ)=Ω0e2πimt/Ωf(t)dt,


where f is the wave function. Now when I look at (1) and (2), there seems to be a connection between them:


ˆamNΩˆf(2πmΩ),Mr=N2A.



These two results are almost satisfying but I wondered why it seems to be the case that Ω=2?


My questions: Where does this 2 come from? Why in Lyons's book there is 2 instead of Ω?


I thought could it be somehow related to the symmetry of the DFT output? One time unit to left and right: [1,1] so the length of the interval would be Ω=2? A bit vague this last part but could I be onto something here?


UPDATE:


The definition for DFT in book Understanding Digital Signal Processing is given as:


X(m)=N1n=0x(n)e2πinm/N,


where x(n) is some continuous time-domain signal. In the book Fourier Analysis and Its Applications the corresponding definition is:


$$\widehat{a}_m = \sum_{n=0}^{N-1}a_n e^{-2\pi i mn/N}\;\;\;(0\leq m

where an=f(nΩN).




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