1.4 Fast Fourier transform (FFT)

The Fast Fourier Transform (FFT) revolutionized signal processing by drastically reducing computation time for frequency analysis. It's a game-changer, transforming the Discrete Fourier Transform from a slow, impractical method to an efficient algorithm used in countless applications.

FFT's efficiency comes from clever math tricks that exploit symmetry in calculations. By recursively breaking down the problem, it achieves O(N log N) complexity, making it feasible to analyze large datasets in real-time for things like audio processing and spectrum analysis.

Overview of FFT algorithm

• The Fast Fourier Transform (FFT) is an efficient algorithm for computing the Discrete Fourier Transform (DFT) of a sequence
• FFT reduces the computational complexity of the DFT from $O(N^2)$ to $O(N \log N)$, making it practical for large signal lengths
• FFT is widely used in various applications of digital signal processing, such as spectrum analysis, filtering, and audio processing

Comparison of DFT vs FFT

• The DFT computes the frequency domain representation of a discrete-time signal by evaluating the DFT equation directly
• FFT achieves the same result as the DFT but with significantly reduced computational complexity by exploiting the symmetry and periodicity properties of the DFT
• FFT algorithms, such as the Cooley-Tukey algorithm, recursively divide the DFT computation into smaller sub-problems, leading to a more efficient implementation

Computational complexity of FFT

Big O notation for FFT

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• The computational complexity of the FFT is $O(N \log N)$, where $N$ is the length of the input sequence
• This means that the number of operations required by the FFT grows proportionally to $N \log N$ as the input size increases
• The $\log N$ factor arises from the recursive division of the DFT computation into smaller sub-problems

Comparison to DFT complexity

• The computational complexity of the DFT is $O(N^2)$, where $N$ is the length of the input sequence
• This quadratic complexity makes the DFT impractical for large signal lengths, as the number of operations grows rapidly with increasing $N$
• The FFT provides a significant reduction in computational complexity compared to the DFT, enabling efficient processing of large datasets

Radix-2 FFT algorithm

Decimation in time (DIT) approach

• The radix-2 FFT algorithm is based on the decimation-in-time (DIT) approach
• In DIT, the input sequence is recursively divided into even-indexed and odd-indexed subsequences
• The DFT of the original sequence is then computed by combining the DFTs of the even and odd subsequences with appropriate twiddle factors

Butterfly diagram for DIT FFT

• The computation in each stage of the radix-2 DIT FFT can be represented using a butterfly diagram
• The butterfly diagram shows the flow of data and the operations performed on the input samples
• Each butterfly operation involves a multiplication by a twiddle factor and a combination of addition and subtraction operations

Bit reversal in DIT FFT

• In the DIT FFT algorithm, the input sequence needs to be rearranged in bit-reversed order
• Bit reversal is the process of reversing the binary representation of the index of each input sample
• This reordering is necessary to ensure the correct combination of the DFTs of the even and odd subsequences in the butterfly operations

Radix-2 FFT implementation

Recursive FFT implementation

• The radix-2 FFT algorithm can be implemented recursively by dividing the input sequence into smaller subsequences until the base case of a 2-point DFT is reached
• The recursive implementation follows the divide-and-conquer approach, where the FFT of the entire sequence is computed by recursively computing the FFTs of the smaller subsequences
• The recursive implementation is straightforward but may have higher overhead due to function calls and memory usage

In-place computation of FFT

• In-place computation refers to the ability to compute the FFT without requiring additional memory for intermediate results
• The radix-2 FFT algorithm can be implemented in-place by overwriting the input sequence with the intermediate results during the computation
• In-place computation is memory-efficient and is particularly useful when dealing with large datasets or memory-constrained systems

Overflow and scaling in FFT

• During the FFT computation, the intermediate results may grow in magnitude, potentially leading to overflow in fixed-point implementations
• Scaling the input sequence or the intermediate results is often necessary to prevent overflow and maintain numerical stability
• Common scaling techniques include normalization of the input sequence, scaling by a factor of $1/N$, or using a fixed scaling factor at each stage of the FFT

FFT for real-valued signals

Real FFT algorithm

• The FFT algorithm can be optimized for real-valued input signals by exploiting the symmetry properties of the DFT
• For real-valued signals, the DFT exhibits conjugate symmetry, where the negative frequency components are the complex conjugates of the corresponding positive frequency components
• The real FFT algorithm takes advantage of this symmetry to reduce the computational complexity and memory requirements compared to the complex FFT

Redundancy in real FFT output

• Due to the conjugate symmetry property, the output of the real FFT contains redundant information
• The real FFT output consists of $N/2+1$ unique complex coefficients, with the remaining coefficients being the complex conjugates of the corresponding positive frequency components
• This redundancy can be exploited to save memory and computation in applications that only require the unique coefficients

Inverse FFT (IFFT)

IFFT definition and properties

• The Inverse Fast Fourier Transform (IFFT) is an algorithm that computes the inverse DFT efficiently
• The IFFT takes the frequency domain representation of a signal and converts it back to the time domain
• The IFFT has similar computational complexity and properties as the FFT, with a scaling factor of $1/N$ applied to the output

Relationship between FFT and IFFT

• The FFT and IFFT are inverse operations of each other
• Computing the FFT of a signal followed by the IFFT (or vice versa) should result in the original signal (within numerical precision)
• The IFFT can be computed using the same FFT algorithm with minor modifications, such as conjugating the input and output and applying a scaling factor of $1/N$

FFT variants and generalizations

Radix-4 and split-radix FFT

• The radix-4 FFT is a variant of the FFT algorithm that divides the input sequence into four subsequences instead of two
• The radix-4 FFT has a lower computational complexity than the radix-2 FFT for certain input lengths, particularly when $N$ is a power of 4
• The split-radix FFT is a combination of the radix-2 and radix-4 algorithms, providing optimal computational complexity for all input lengths

FFT for 2D signals

• The FFT algorithm can be extended to compute the 2D DFT of a 2D signal, such as an image
• The 2D FFT is computed by applying the 1D FFT along each dimension of the 2D signal separately
• The 2D FFT is widely used in image processing applications, such as image compression, filtering, and feature extraction

Goertzel algorithm for single frequency

• The Goertzel algorithm is a specialized technique for computing the DFT coefficient at a single frequency
• It is more efficient than the FFT when only a few specific frequency components are needed
• The Goertzel algorithm is based on a recursive computation and can be implemented using a simple second-order IIR filter structure

Applications of FFT in DSP

Spectrum analysis using FFT

• The FFT is commonly used for spectrum analysis, which involves computing the frequency domain representation of a signal
• Spectrum analysis helps in understanding the frequency content and distribution of a signal
• The FFT allows efficient computation of the magnitude and phase spectra, which provide insights into the signal's characteristics and properties

Efficient FIR filtering with FFT

• The FFT can be used to implement efficient Finite Impulse Response (FIR) filtering in the frequency domain
• FIR filtering in the time domain involves convolution, which can be computationally expensive for long filters
• By transforming both the input signal and the filter coefficients to the frequency domain using the FFT, the convolution can be performed as a simple element-wise multiplication, followed by an IFFT to obtain the filtered signal

FFT in audio and speech processing

• The FFT is extensively used in audio and speech processing applications
• In audio processing, the FFT is used for tasks such as frequency equalization, noise reduction, and audio compression
• In speech processing, the FFT is used for speech enhancement, speech recognition, and speech synthesis
• The FFT allows the analysis and manipulation of audio and speech signals in the frequency domain, enabling various signal processing techniques

Limitations and pitfalls of FFT

Spectral leakage and windowing

• Spectral leakage occurs when the FFT is applied to a signal that is not periodic within the FFT window
• Leakage causes the energy of a frequency component to spread across adjacent frequency bins, leading to a loss of frequency resolution
• Windowing techniques, such as applying a smooth window function to the input signal before the FFT, can help reduce spectral leakage and improve frequency resolution

Aliasing and sampling rate considerations

• Aliasing occurs when the sampling rate of a signal is insufficient to capture the highest frequency components present in the signal
• If the sampling rate is not at least twice the highest frequency component (Nyquist rate), aliasing will occur, causing high-frequency components to be misinterpreted as lower frequencies
• To avoid aliasing, the input signal should be properly bandlimited and sampled at a sufficient rate before applying the FFT

FFT accuracy and numerical stability

• The accuracy of the FFT depends on various factors, such as the input signal characteristics, the FFT size, and the numerical precision of the computations
• Roundoff errors and numerical instability can accumulate during the FFT computation, especially for large FFT sizes and signals with a wide dynamic range
• Techniques such as input scaling, proper data type selection, and the use of floating-point arithmetic can help mitigate numerical issues and improve FFT accuracy