FFT Averaging
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From: kyle on 20 Oct 2005 08:00 Hi. I am implementing some FFT software and I'm pondering different ways of averaging FFTs.. Normally most people average the amplitude of each FFT to reduce the variance of the noise. It so happens that in my application we are sampling synchronously with the signal we are interested in (and it's centre-cell) so the phase of the desired signal between each FFT should be the same - this led me to conclude that perhaps more can be gained from averaging the original complex-number FFTs. Presumably the noise suffers from random phase and this will help reduce the noise further, whereas the signal we're interested in has constant (and hence reinforcing) phase. Performing the averaging in this fashoin does indeed show the noise floor falling. Is this be a genuine way to reduce the noise floor further? Even if the signals were not synchronous you might imagine advancing the phase of each FFT bin to ensure the phases line up - so is the reason this method is not always used due to the cost of this phase shifting? Cheers! This message was sent using the Comp.DSP web interface on www.DSPRelated.com
From: john on 20 Oct 2005 10:14 kyle wrote: > Hi. > > I am implementing some FFT software and I'm pondering different ways of > averaging FFTs.. > > Normally most people average the amplitude of each FFT to reduce the > variance of the noise. > > It so happens that in my application we are sampling synchronously with > the signal we are interested in (and it's centre-cell) so the phase of the > desired signal between each FFT should be the same - this led me to > conclude that perhaps more can be gained from averaging the original > complex-number FFTs. Presumably the noise suffers from random phase and > this will help reduce the noise further, whereas the signal we're > interested in has constant (and hence reinforcing) phase. Performing the > averaging in this fashoin does indeed show the noise floor falling. > > Is this be a genuine way to reduce the noise floor further? This is called coherent averaging. It is legitimate. Radars do this all the time. > > Even if the signals were not synchronous you might imagine advancing the > phase of each FFT bin to ensure the phases line up - so is the reason this > method is not always used due to the cost of this phase shifting? > > Cheers! > In other words if you synchronize the signals then you can use coherent averaging? Certainly true, but if synchronization is lost then results can be disastrous -- you could get perfect cancellation! John
From: DigitalSignal on 21 Oct 2005 14:57 In rotating machine analysis this technology has been used for more than 30 years and it is widely accepted. It is just called time-synchronize averaging. You can search the Internet with these key words and hundreds of companies will pop up.
From: dbell on 21 Oct 2005 17:21 If sequential FFT complex value averages do not depend on previous data segments (used for last FFT average), it would be a lot more efficient to average the data segments and do a single FFT than to FFT each data segment and average the FFT complex values. Windowing, if desired could be done on the average of the data segments, once per FFT. If the data segments are used in more then 1 FFT average (some data overlap), you may still be able to come up with something in a similar manner that is more efficient . Dirk
From: John Herman on 23 Oct 2005 19:02
You do understand you are doing a portion of a zoom FFT when you add the complex values together. You run the risk that your signal will not be in the exact center of the bin so it may not be seen by the FFT. In article <XoednZD-d4pwG8reRVn-uQ(a)giganews.com>, "kyle" <kyleblay(a)blerk.org> wrote: >Hi. > >I am implementing some FFT software and I'm pondering different ways of >averaging FFTs.. > >Normally most people average the amplitude of each FFT to reduce the >variance of the noise. > >It so happens that in my application we are sampling synchronously with >the signal we are interested in (and it's centre-cell) so the phase of the >desired signal between each FFT should be the same - this led me to >conclude that perhaps more can be gained from averaging the original >complex-number FFTs. Presumably the noise suffers from random phase and >this will help reduce the noise further, whereas the signal we're >interested in has constant (and hence reinforcing) phase. Performing the >averaging in this fashoin does indeed show the noise floor falling. > >Is this be a genuine way to reduce the noise floor further? > >Even if the signals were not synchronous you might imagine advancing the >phase of each FFT bin to ensure the phases line up - so is the reason this >method is not always used due to the cost of this phase shifting? > >Cheers! > > > >This message was sent using the Comp.DSP web interface on >www.DSPRelated.com |