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I am trying to make sense of FFTs and binary data.

Say I have a series of random binary data, which is measured with a repetition rate of 400Hz (interval time of 0.0025s). I have a total of 12489 points, which corresponds to a total measurement time of about 31 seconds.

I would like to be able to learn more about what I would expect an FFT of this data to look like.

Some things I would like to understand the significance of:

  • What should be the average amplitude of the data, post-FFT?
  • what is the significance of the maximum amplitude of binary data that is not random, but consists of 1,0,1,0,1,0 data (12489 points). How can this help me find my y-scale?
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Thank you. Although y.size may be answered by some users here (I hope!) – ElizabethPor Mar 25 at 0:13

migrated from physics.stackexchange.com Mar 25 at 10:57

2 Answers

The output will depend on the exact type of random law that creates the binary points.

For the mean and maximum amplitude of you sample signal, you can apply Parseval's identity that states that the energy of the input signal is preserved (up to a $2 \pi$ constant factor in 1D). The maximum peak is obtained in the case where there is only one non-null frequency in the analysis.

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First: don't say FFT when you actually mean DFT (Discrete Fourier Transform) (FFT is just an algorithm that computes efficiently the DFT).

Second: the Fourier transform of random data (stochastic process) is rather tricky to work with/interpret. You should first try to understand the DFT for deterministic data.

Third: in most typical applications, you don't take the Fourier transform of the "full signal" (12489 samples=31 seconds), but rather segment it in short "frames" and take the DTF of each frame.

What should be the average amplitude of the data, post-FFT?

You must remember that the DFT is not real but a complex signal. If you are insterested only in magnitudes, of course you can take the (squared) absolute value of it. Now, if the signal is random, this is equivalent of getting a Periodogram, which is an estimate of the Spectral density of the signal. The "spectrum" (not random) of a random signal is the fourier transform, not of the signal itself, but of the autocorrelation function. Informally, it measures how much "energy" the signal has in each frequency band.

So, the answer of your question is not simple. The only simple property that could help is is the Parseval theorem: this says that the mean squared value of the spectogram equals the mean squared value of the signal ("total energy"), properly normalized.

Another property (for deterministic signals) is that the zero frequency value of the DFT is the mean value of the signal, properly normalized.

what is the significance of the maximum amplitude of binary data that is not random, but consists of 1,0,1,0,1,0 data (12489 points).

Such a signal has almost all its enery at the highest frequency (plus a zero-frequency component, given by its mean value =1/2. Hence, its DFT will be practically zero everywhere except at frequency zero, and at k=N/2 (wchich corresponds to maximum frequency).

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+1 especially for that first sentence but, alas, you are fighting a battle that was lost a long time ago in the signal processing community. – Dilip Sarwate Mar 25 at 19:41

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