I am puzzled by a filtering problem using fft(). I don't blame R. I have a waveform y consisting of the sum of 2 sinewaves having freqs f1 and f2. I do s = fft() of y. Remove s's spike at freq=f2 Do inverse fft on s. The resulting waveform still has a lot of f2 in it! But the filtering should have removed it all. What is going on, and how to fix??
Thanks very much for any help. Bill Below is code illustrating the problem. n<-1024 #f1=2, f2=7 y<- 9*cos(2*pi*2.0*(1:n)/n) + 3*cos(2*pi*7.0*(1:n)/n) plot(y,type='l') s<-2*Re(fft(y))/n plot(s[1:20], type='l') #note freq[i] is s[i+1]; e.g. f=7.0 peak is at s[8] coef<- 1-(((1:n)>8-1) & ((1:n)<8+1)) s2<- fft(y)*coef # I have now removed f2 plot(2*Re(s2[1:20])/n, type='l') #f2 is removed from spectrum y2<-Re(fft(s2,inverse=TRUE)/n) #now get back to time domain plot(y,type='l') #original waveform f1+f2 lines(y2,type='l',col='blue' ) #filtered waveform lines(9*cos(2*pi*2.0*(1:n)/n), type='l',col='red' ) #what it should look like -- f2 removed ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
