一维复数序列的快速傅里叶变换(FFT) 傅里叶(FFT、DFT、傅立叶、Fourier)傅里叶变换的...

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设x(N)为N点有限长离散序列,代入式(8-3)、式(8-4),并令 其傅里叶变换(DFT)为

地球物理数据处理基础

反变换(IDFT)为

地球物理数据处理基础

两者的差异只在于W的指数符号不同,以及差一个常数1/N,因此下面我们只讨论DFT正变换式(8-5)的运算量,其反变换式(8-6)的运算是完全相同的。

一般来说,W是复数,因此,X(j)也是复数,对于式(8-5)的傅里叶变换(DFT),计算一个X(j)值需要N次复数乘法和N-1次复数加法。而X(j)一共有N个值(j=0,1,…,N-1),所以完成整个DFT运算总共需要N2次复数乘法和N(N-1)次复数加法。

直接计算DFT,乘法次数和加法次数都是与N2成正比的,当N很大时,运算量会很大,例如,当N=8时,DFT需64次复数乘法;而当N=1024时,DFT所需乘法为1048576次,即一百多万次的复数乘法运算,对运算速度要求高。所以需要改进DFT的计算方法,以减少运算次数。

分析Wjk,表面上有N2个数值,由于其周期性,实际上仅有N个不同的值W0,W1,…,WN-1。对于N=2m时,由于其对称性,只有N/2个不同的值W0,W1,…,

地球物理数据处理基础

因此可以把长序列的DFT分解为短序列DFT,而前面已经分析DFT与N2成正比,所以N越小越有利。同时,利用ab+ac=a(b+c)结合律法则,可以将同一个Wr对应的系数x(k)相加后再乘以Wr,就能大大减少运算次数。这就是快速傅里叶变换(FFT)的算法思路。

下面,我们来分析N=2m情况下的FFT算法。

1.N=4的FFT算法

对于m=2,N=4,式(8-5)傅里叶变换为

地球物理数据处理基础

将式(8-7)写成矩阵形式

地球物理数据处理基础

为了便于分析,将上式中的j,k写成二进制形式,即

地球物理数据处理基础

代入式(8-7),得

地球物理数据处理基础

分析Wjk的周期性来减少乘法次数

地球物理数据处理基础

则 代回式(8-9),整理得

地球物理数据处理基础

上式可分层计算,先计算内层,再计算外层时就利用内层计算的结果,可避免重复计算。写成分层形式

地球物理数据处理基础

则X(j1 j0)=X2(j1 j0)。

上式表明对于N=4的FFT,利用Wr的周期关系可分为m=2步计算。实际上,利用Wr的对称性,仍可以对式(8-11)进行简化计算。考虑到

地球物理数据处理基础

式(8-11)可以简化为

地球物理数据处理基础

令j=j0;k=k0,并把上式表示为十进制,得

地球物理数据处理基础

可以看到,完成上式N=4的FFT计算(表8-1)需要N·(m-1)/2=2次复数乘法和N·m=8次复数加法,比N=4的DFT算法的N2=16次复数乘法和N·(N-1)=12次复数加法要少得多。

表8-1 N=4的FFT算法计算过程

注:W0=1;W1=-i。

[例1]求N=4样本序列1,3,3,1的频谱(表8-2)。

表8-2 N=4样本序列

2.N=8的FFT算法

类似N=4的情况,用二进制形式表示,有

地球物理数据处理基础

写成分层计算的形式:

地球物理数据处理基础

则X(j2 j1 j0)=X3(j2 j1 j0)。

对式(8-14)的X1(k1 k0 j0)进行展开,有

地球物理数据处理基础

还原成十进制,并令k=2k1+k0,即k=0,1,2,3,有

地球物理数据处理基础

用类似的方法对式(8-14)的X2(k0 j1 j0),X3(j2 j1 j0)进行展开,整理得

地球物理数据处理基础

用式(8-16)、式(8-17)逐次计算到X3(j)=X(j)(j=0,1,…,7),即完成N=23=8的FFT计算,其详细过程见表8-3。

表8-3 N=8的FFT算法计算过程

注:对于正变换 对于反变换 所

[例2]求N=8样本序列(表8-4)x(k)=1,2,1,1,3,2,1,2的频谱。

表8-4 N=8样本序列

3.任意N=2m的FFT算法

列出N=4,N=8的FFT计算公式,进行对比

地球物理数据处理基础

观察式(8-18)、式(8-19),不难看出,遵循如下规律:

(1)等式左边的下标由1递增到m,可用q=1,2,…,m代替,则等式右边为q-1;

(2)k的上限为奇数且随q的增大而减小,至q=m时为0,所以其取值范围为k=0,1,2,…,(2m-q-1);

(3)j的上限为奇数且随q的增大而增大,且q=1时为0,其取值范围为j=0,1,2,…,(2q-1-1);

(4)k的系数,在等式左边为2q,等式右边为2q-1(包括W的幂指数);

(5)等式左边序号中的常数是2的乘方形式,且幂指数比下标q小1,即2q-1;等式右边m对式子序号中的常数都是定值2m-1

归纳上述规则,写出对于任意正整数m,N=2m的FFT算法如下:

由X0(p)=x(p)(p=0,1,…,N-1)开始:

(1)对q=1,2,…,m,执行(2)~(3)步;

(2)对k=0,1,2,…,(2m-q-1)及j=0,1,2,…,(2q-1-1),执行

地球物理数据处理基础

(3)j,k循环结束;

(4)q循环结束;由Xm(p)(p=0,1,…,N-1)输出原始序列x(p)的频谱X(p)。

在计算机上很容易实现上述FFT算法程序,仅需要三个复数数组,编程步骤如下:

(1)设置复数数组X1(N-1),X2(N-1)和 (数组下界都从0开始);

(2)把样本序列x赋给X1,即X1(k)=x(k)(k=0,1,…,N-1);

(3)计算W,即正变换 反变换

(4)q=1,2,…,m,若q为偶数,执行(6),否则执行第(5)步;

(5)k=0,1,2,…,(2m-q-1)和j=0,1,2,…,(2q-1-1)循环,作

X2(2qk+j)=X1(2q-1k+j)+X1(2q-1k+j+2m-1

X2(2qk+j+2q-1)=[X1(2q-1k+j)-X1(2q-1k+j+2m-1)]W(2q-1k)

至k,j循环结束;

(6)k=0,1,2,…,(2m-q-1)和j=0,1,2,…,(2q-1-1)循环,作

X1(2qk+j)=X2(2q-1k+j)+X2(2q-1k+j+2m-1

X1(2qk+j+2q-1)=[X2(2q-1k+j)-X2(2q-1k+j+2m-1)]W(2q-1k)

至k,j循环结束;

(7)q循环结束,若m为偶数,输出X1(j),否则输出X2(j)(j=0,1,…,N-1),即为所求。



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