Re: What can we expect by taking Fourier Transform of noise or random samples?
From: Tim Wescott (tim_at_wescottnospamdesign.com)
Date: 11/26/04
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Date: Fri, 26 Nov 2004 15:10:24 -0800
Mike Yarwood wrote:
> "Tim Wescott" <tim@wescottnospamdesign.com> wrote in message
> news:10qetg9453ha3b5@corp.supernews.com...
>
>>lucy wrote:
>>
>>>Hi all,
>>>
>>>I am trying to understand using Fourier Transform to do denoising.
>
> <snip>
>
>>>I did some experiments in Matlab:
>>>
>>>
>>>
>>>>>plot(abs(fftshift(fft(rand(1, 20000)))))
>>>
>>>
>>>gives a huge peak/impulse at DC frequency f=0... what does this mean?
>>
>>It means that rand(1, 20000) returns a (hopefully) white random variable
>>uniformly distributed between 1 and 20000,
>
>
> I think this is matlabese for generate a length 20000 vector of (hopefully)
> randomly uniformly distributed numbers on the interval between 0 and 1
> inclusive Tim.. May change your predictions on the DC component.
>
> <snip>
Could be right. I use "help xxxx" a lot when I use MatLab. At any
rate, the other points (about the FFT of non-zero-mean random data)
should still hold, with appropriate adjustments.
-- Tim Wescott Wescott Design Services http://www.wescottdesign.com
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