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File:Spectral leakage caused by "windowing".svg

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Summary

Description
English: The purpose of this image is to show that windowing a sinusoid causes spectral leakage, even if the sinusoid has an integer number of cycles within a rectangular window. The leakage is evident in the 2nd row, blue trace. It is the same amount as the red trace, which represents a slightly higher frequency that does not have an integer number of cycles. When the sinusoid is sampled and windowed, its discrete-time Fourier transform also suffers from the same leakage pattern. But when the DTFT is only sampled, at a certain interval, it is possible (depending on your point of view) to: (1) avoid the leakage, or (2) create the illusion of no leakage. For the case of the blue sinusoid (3rd row of plots, right-hand side), those samples are the outputs of the discrete Fourier transform (DFT). The red sinusoid DTFT (4th row) has the same interval of zero-crossings, but the DFT samples fall in-between them, and the leakage is revealed.
Date
Source Own work
Author Bob K
Permission
(Reusing this file)
I, the copyright holder of this work, hereby publish it under the following license:
Creative Commons CC-Zero This file is made available under the Creative Commons CC0 1.0 Universal Public Domain Dedication.
The person who associated a work with this deed has dedicated the work to the public domain by waiving all of their rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission.

Other versions File:Spectral_leakage_from_a_sinusoid_and_rectangular_window.png
SVG development
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The source code of this SVG is invalid due to 5 errors.
 
This W3C-invalid vector image was created with LibreOffice.
Octave/gnuplot source
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click to expand

This graphic was created with the help of the following Octave script:

pkg load signal
% Options
  frame_background_gray = true;

  if frame_background_gray
   graphics_toolkit("qt")         % or graphics_toolkit("fltk")
   frame_background = .94*[1 1 1];
   d = 4;                         % amount to add to text sizes
   ds = 8;                        % amount to small marker size
   dl = 12;                       % amount to large marker size
  else
   graphics_toolkit("gnuplot")    % background will be white regardless of value below
   frame_background = .94*[1 1 1];
   d=0; ds = 0;; dl = 0
  endif

% (https://octave.org/doc/v4.2.1/Graphics-Object-Properties.html#Graphics-Object-Properties)
% Speed things up when using Gnuplot
  set(0, "DefaultAxesFontsize",10+d)
  set(0, "DefaultTextFontsize",12+d)
  set(0, "DefaultAxesYlim",[-2 2])
  set(0, "DefaultAxesYtick",[])
  set(0, "DefaultAxesXtick",[])
  set(0, "DefaultFigureColor",frame_background)
  set(0, "DefaultAxesColor","white")

%=======================================================
samples_per_DFT  = 64;
DFT_display_bins = samples_per_DFT/2;
samples_per_DTFT = 1024;
Hz_per_bin = 1;                                 % Set the DFT bin spacing to 1 Hz
samples_per_sec = Hz_per_bin*samples_per_DFT;   % corresponding sample rate
I = 8;                                          % over-sample the display version of sinusoids

cycles_per_DFT = 13;
cycles_per_sample = cycles_per_DFT/(I*samples_per_DFT);
signal1I = sin(2*pi*cycles_per_sample*(-32*I:96*I));    % pad the [0,64] window with ±32
window1 = signal1I(32*I + (1:samples_per_DFT*I+1));     % extract the window
signal1 = window1(1:I:samples_per_DFT*I);               % decimate the over-sample rate

cycles_per_DFT = 13.50;                                 % repeat steps for higher frequency
cycles_per_sample = cycles_per_DFT/(I*samples_per_DFT);
signal2I = sin(2*pi*cycles_per_sample*(-32*I:96*I));
window2 = signal2I(32*I + (1:samples_per_DFT*I+1)); 
signal2 = window2(1:I:samples_per_DFT*I);

filter = zeros(1,length(signal1I));             % depict a rectangular window
skirt = 10;
filter(32*I + (-skirt+1:samples_per_DFT*I+skirt)) = 1.2;

%=======================================================
hfig = figure("position",[1 -89 1200 800], "color",frame_background);

x1 = .08;               % left margin for annotation
x2 = .02;               % right margin
ws = .05;               % whitespace between plots
y1 = .08                % bottom margin
y2 = .08                % top margin
dy = .08;               % vertical space between rows
height = (1-y1-y2-3*dy)/4;    % space allocated for each of 4 rows

% Compute width of sinusoid plots
xwhite = x1 + ws + ws + x2;     % total whitespace in row containing 3 plots
width1 = (1-xwhite)/3;          % width of all sinusoid plots

y_origin = 1;           % start at top of graph area
%=======================================================
% Plot the unwindowed sinusoid

x_origin = x1;
y_origin = y_origin -y2 -height;        % position of top row
subplot("position",[x_origin y_origin width1 height])

plot((-32*I:96*I), signal1I, "color","black")
xlim([-32 96]*I)   %ylim([-2 2])
set(gca, "xaxislocation","origin")
xlabel("unwindowed")

%=======================================================
% Plot the 13-cycle sinusoid & rectangular window

x_origin = x_origin + width1 + ws;
subplot("position",[x_origin y_origin width1 height])

plot(0:length(window1)-1, window1, "color","blue")
xlim([-32 96]*I)    %ylim([-2 2])
set(gca, "xaxislocation","origin")
hold on
plot((-32*I:96*I), filter, "color","black", "linewidth",2)
xlabel("13 cycles")

%=======================================================
% Plot the 13½-cycle sinusoid & rectangular window

x_origin = x_origin + width1 + ws;
subplot("position",[x_origin y_origin width1 height])

plot(0:length(window2)-1, window2, "color","red")
xlim([-32 96]*I)    %ylim([-2 2])
set(gca, "xaxislocation","origin")
hold on
plot((-32*I:96*I), filter, "color","black", "linewidth",2)
%xlabel("13½ cycles")    % doesn't work

%=======================================================
% Compute and plot Fourier transforms of the 2 sinusoids

x_origin = x1;
y_origin = y_origin -dy -height;
width2   = 1 -x1 -x2;
subplot("position",[x_origin y_origin width2 height])

N = samples_per_DTFT;
Hz_per_bin = samples_per_sec/N;
S1 = abs(fft(signal1,N));
S1 = 20*log10(S1(1:N/2));
S1 = max(0,S1);

plot((0:length(S1)-1)*Hz_per_bin, S1, "color","blue", "linewidth",1);
ylim([0 max(S1)+6])
xlim([0 samples_per_sec/2])

  set(gca, "xtick",0:DFT_display_bins)
% set(gca, "ytick",0:10:ylim(2))    % no, no, no.  It redefines ylim.
  set(gca, "ytick",0:10:(max(S1)+6))
  hold on

S2 = abs(fft(signal2,N));
S2 = 20*log10(S2(1:N/2));
S2 = max(0,S2);

plot((0:length(S2)-1)*Hz_per_bin, S2, "color","red", "linewidth",1);

% Insert delta function for unwindowed transform
stem(13, 35, "^", "MarkerSize",5+ds, "linewidth",2, "color","black", "markeredgecolor","black", "markerfacecolor","black")

ylabel("decibels")
xlabel('\leftarrow  frequency  \rightarrow')

%=======================================================
% Replot 13-cycle sinusoid

y_origin = y_origin -dy -height;
subplot("position",[x_origin y_origin width1 height])

plot(0:length(window1)-1, window1, "color","blue")
xlim([0 length(window1)-1])    %ylim([-2 2])
set(gca, "xaxislocation","origin")
hold on

% Overlay continuous sinusoid with discrete samples
plot(0:I:samples_per_DFT*I-1, signal1, "color","blue", ".", "MarkerSize",5+ds)
xlabel("discrete-time (sampled)")

%=======================================================
% Re-plot the Fourier transform, but truncate it to fit a smaller space

x_origin = x_origin + width1 + ws;
width3 = 1 - x_origin -x2;
subplot("position",[x_origin y_origin width3 height])

Hz_per_bin = samples_per_sec/samples_per_DTFT;
% DFT_display_bins = 32.  Truncate plot to 22  bins:
N = 22.5/32*length(S1);

plot((0:N-1)*Hz_per_bin, S1(1:N), "color","blue", "linewidth",1);
ylim([0 max(S1)+6])
xlim([0 N-1]*Hz_per_bin);
set(gca, "xtick",0:22)
hold on

% Compute and overlay the discrete DFT values
N = samples_per_DFT;
Hz_per_bin = samples_per_sec/N;
S = abs(fft(signal1,N));
S = 20*log10(S(1:N/2));
S = max(0,S);
N = 23;

plot((0:N-1)*Hz_per_bin, S(1:N), "color","blue", ".", "MarkerSize",10+dl);
set(gca, "xtick",(0:N-1)*Hz_per_bin)

%=======================================================
% Replot 13½-cycle sinusoid

x_origin = x1;
y_origin = y_origin -dy -height;
subplot("position",[x_origin y_origin width1 height])

plot(0:length(window2)-1, window2, "color","red")
xlim([0 length(window2)-1])    %ylim([-2 2])
set(gca, "xaxislocation","origin")
hold on

% Overlay continuous sinusoid with discrete samples
plot(0:I:samples_per_DFT*I-1, signal2, "color","red", ".", "MarkerSize",5+ds)
xlabel("discrete-time (sampled)")

%=======================================================
% Re-plot the Fourier transform, but truncate it to fit a smaller space

x_origin = x_origin + width1 + ws;
subplot("position",[x_origin y_origin width3 height])

Hz_per_bin = samples_per_sec/samples_per_DTFT;
% DFT_display_bins = 32.  Truncate plot to 22  bins:
N = 22.5/32*length(S2);

plot((0:N-1)*Hz_per_bin, S2(1:N), "color","red", "linewidth",1);
ylim([0 max(S2)+6])
xlim([0 (N-1)*Hz_per_bin])
set(gca, "xtick",0:22)
hold on

% Compute and overlay the discrete DFT values
N = samples_per_DFT;
Hz_per_bin = samples_per_sec/N;
S = abs(fft(signal2,N));
S = 20*log10(S(1:N/2));
S = max(0,S);
N = 23;

plot((0:N-1)*Hz_per_bin, S(1:N), "color","red", ".", "MarkerSize",10+dl);
set(gca, "xtick",(0:N-1)*Hz_per_bin)
xlabel("DFT bins")

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Date/TimeThumbnailDimensionsUserComment
current13:05, 26 January 2020Thumbnail for version as of 13:05, 26 January 20201,080 × 664 (170 KB)Bob Kfixed missing yticks (2nd row)
23:49, 25 January 2020Thumbnail for version as of 23:49, 25 January 20201,080 × 664 (166 KB)Bob Kchange frame background to gray using toolkit "qt", instead of gnuplot
22:24, 12 November 2018Thumbnail for version as of 22:24, 12 November 20181,080 × 652 (161 KB)Bob KMove frequency from 13¼ to 13½ cycles (per window width), and denote the subsequent scalloping.
17:35, 11 November 2018Thumbnail for version as of 17:35, 11 November 20181,080 × 652 (157 KB)Bob KUser created page with UploadWizard

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