Simulate Fourier Analysis with Python - python

I'm trying to make a program that shows together the plot of my data and the plot of the simulated data. My data are from an RC circuit with square wave in input, shark fin waveform in output. The problem is that the simulated one is a little bit messy. I can't figure where is the error, I guess some is wrong on the frequency, but I don't know. Thanks to anybody who will help me.
Link to the data https://drive.google.com/open?id=1d8p9sIsNoVuXTsjHga0bXmgrbmUIb-LX
My code
import numpy as np
import matplotlib.pyplot as plt
import pylab
x, y = pylab.loadtxt('dati06_04.txt', unpack=True) # $\mu s$; digits
off = (y.max() + y.min()) / 2 # digits, offset
Amp = y.max()-y.min() # digits, amplitude
f_T = 24 # Hz, cut frequency
w_T = 2 * np.pi * f_T # rad / s
def A_k(k, w):
global w_T
return 1 / (1 + k * w / w_T) ** 0.5
def Phi(k, w):
global w_T
return np.arctan(- w * k / w_T)
def c_k(k):
global Amp
c = 0
if k % 2 == 0:
c = 0
if k % 2 == 1:
c = 2 * Amp / (k * np.pi)
return c
def w_res(tt, f, k):
global off
w = 2 * np.pi * f
ww = 0
for i in range(k+1):
ww = ww + c_k(i) * A_k(i, w) * np.sin(w * i * tt + Phi(i, w))
return ww + off
plt.plot(x/1000, y, color='blue')
plt.plot(x/1000, w_res(x, 111, 1000), color='orange')
plt.show()

You probably confuse period and frequency somewhere, that causes your issue. I'm not sure where, because I'm not perfectly familiar with the theory, and I don't fully understand your logic there. The solution is changing the following line:
plt.plot(x/1000, w_res(x, 111, 1000), color='orange')
to
plt.plot(x/1000, w_res(x, 1/111, 1000), color='orange')
You got a straight line before, because the frequency was too low and you saw the lower edge of a square signal. Also, you can delete the global definitions, they are useless in this situation.

Related

How to scale and crop a sine wave in python and numpy

I'm trying to generate a sine wave that matches my requirements for amplitude, number of phases and start and end values.
I can accurately control amplitude and number of phases, but I don't know how to set the start and end values accurately. I believe there is a mathematical approach to this, but I don't know where to start.
I also tried actually "cropping" the wave by cutting elements of y before start and after end, but beside being not very elegant, I encountered issues with accuracy.
Thanks for any help!
import numpy as np
import math
import matplotlib.pylab as plt
min=0
max=180
f = 2
start = 45
stop = 60
t = np.linspace(0, 2*np.pi, 1000)
y = ((max+min)/2) + (((max-min)/2) * np.sin(f*t + 100)) # "100" set manually by experimenting
actual_min, actual_max = np.min(y), np.max(y)
actual_start, actual_stop = y[0], y[-1]
print(f"min: {actual_min}, max: {actual_max}")
print(f"start: {actual_start}, stop: {actual_stop}")
plt.plot(t, y)
min: 0.00019246157938823671, max: 179.99994783571566
start: 44.42709230012171, stop: 44.42709230012167
You need arcsin to get the t for a given y:
import numpy as np
import matplotlib.pylab as plt
min = 0
max = 180
f = 2
start = 45
stop = 60
a = (max + min) / 2
b = (max - min) / 2
t0 = np.arcsin((start - a) / b) / f
t1 = np.arcsin((stop - a) / b) / f + 2 * np.pi
t = np.linspace(t0, t1, 1000)
y = a + b * np.sin(f * t)
assert np.allclose([start, stop], [y[0], y[-1]])

Why does my windowed-sinc function have non-linear phase?

Similar to many tutorials on the web, I've tried implementing a windowed-sinc lowpass filter using the following python functions:
def black_wind(w):
''' blackman window of width w'''
samps = np.arange(w)
return (0.42 - 0.5 * np.cos(2 * np.pi * samps/ (w-1)) + 0.08 * np.cos(4 * np.pi * samps/ (w-1)))
def lp_win_sinc(tw, fc, n):
''' lowpass sinc impulse response
Parameters:
tw = approximate transition width [fraction of nyquist freq]
fc = cutoff freq [fraction of nyquest freq]
n = length of output.
Returns:
s = impulse response of windowed-sinc filter appended zero-padding
to make len(s) = n
'''
m = int(np.ceil( 4./tw / 2) * 2)
samps = np.arange(m+1)
shift = samps - m/2
shift[m/2] = 1
h = np.sin(2 * np.pi * fc * shift)/shift
h[m/2] = 2 * np.pi * fc
h = h * black_wind(m+1)
h = h / h.sum()
s = np.zeros(n)
s[:len(h)] = h
return s
For input: 'tw = 0.05', 'fc = 0.2', 'n = 6000', the magnitude of the fft seems reasonable.
tw = 0.05
fc = 0.2
n = 6000
lp = lp_win_sinc(tw, fc, n)
f_lp = np.fft.rfft(lp)
plt.figure()
x = np.linspace(0, 0.5, len(f_lp))
plt.plot(x, np.abs(f_lp))
magnitude of lowpass filter response
however, the phase is non-linear above ~fc.
plt.figure()
x = np.linspace(0, 0.5, len(f_lp))
plt.plot(x, np.unwrap(np.angle(f_lp)))
phase of lowpass filter response
Given the symmetry of the non-zero-padded portion of the impulse response, I would expect the resulting phase to be linear. Can someone explain what is going on? Perhaps I'm using a numpy function incorrectly, or maybe my expectations are incorrect. I'm very grateful for any help.
***********************EDIT***********************
based on some of the helpful comments to this question and some more work, I wrote a function that produces zero phase delay and is therefore a bit easier to interpret the np.angle() results.
def lp_win_sinc(tw, fc, n):
m = int(np.ceil( 2./tw) * 2)
samps = np.arange(m+1)
shift = samps - m/2
shift[m/2] = 1
h = np.sin(2 * np.pi * fc * shift)/shift
h[m/2] = 2 * np.pi * fc
h = h * np.blackman(m+1)
h = h / h.sum()
s = np.zeros(n)
s[:len(h)] = h
return np.roll(s, -m/2)
The main change here is using np.roll() to place the line of symmetry at t=0.
The magnitudes in the stop band are crossing zero. The phase of the coefficient after a zero crossing will jump by 180 degrees, which is confusing np.angle()/np.unwrap(). -1*180° = 1*0°
The phase as shown in your graph is in fact linear. It's a constant slope in the passband, corresponding to a constant delay in the time domain. It's a much steeper slope, which renders as wrapping around at 2pi boundaries, in the stopband. But the value of the phase in the stopband is not particularly important since those frequencies aren't going to come through the filter anyway.

Smoothing signal - convolution

I have an iterative model in Python which generates at signal using a function which contains a derivative. As the model iterates the signal becomes noisy - I suspect it may be an issue with computing the numerical derivative. I've tried to smooth this by applying a low-pass filter, convolving the noisy signal with a Gaussian kernel. I use the code snippet:
nw = 256
std = 40
window = gaussian(nw, std, sym=True)
filtered = convolve(current, window, mode='same') / np.sum(window)
where current is my signal, and gaussian and convolve have been imported from scipy. This seems to give a slight improvement, and the first 2 or 3 iterations appear very smooth. However, after that the signal becomes extremely noisy again, despite the fact that the low-pass filter is positioned inside the iterative loop.
Can anyone suggest where I might be going wrong or how I could better tackle this problem? Thanks.
EDIT: As suggested I've included the code I'm using below. At 5 iterations the noise on the signal is clearly apparent.
import numpy as np
from scipy import special
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.signal import convolve
from scipy.signal import gaussian
# Constants
B = 426400E-9 # tesla
R = 71723E3
Rkm = R / 1000.
Omega = 1.75e-4 #8.913E-4 # rads/s
period = (2. * np.pi / Omega) / 3600. # Gets period in hours
Bj = 2.0 * B
mdot = 1000.
sigmapstar = 0.05
# Create rhoe array
rho0 = 5.* R
rho1 = 100. * R
rhoe = np.linspace(rho0, rho1, 2.E5)
# Define flux function and z component of equatorial field strength
Fe = B * R**3 / rhoe
Bze = B * (R/rhoe)**3
def derivs(u, rhoe, p):
"""Computes the derivative"""
wOmegaJ = u
Bj, sigmapstar, mdot, B, R = p
# Compute the derivative of w/omegaJ wrt rhoe (**Fe and Bjz have been subbed)
dwOmegaJ = (((8.0*np.pi*sigmapstar*B**2 * (R**6)) / (mdot * rhoe**5)) \
*(1.0-wOmegaJ) - (2.*wOmegaJ/rhoe))
res = dwOmegaJ
return res
its = 5 # number of iterations to perform
i = 0
# Loop to iterate
while i < its:
# Define the initial condition of rigid corotation
wOmegaJ_0 = 1
params = [Bj, sigmapstar, mdot, B, R]
init = wOmegaJ_0
# Compute numerical solution to Hill eqn
u = odeint(derivs, init, rhoe, args=(params,))
wOmega = u[:,0]
# Calculate I_rho
i_rho = 8. * np.pi * sigmapstar * Omega * Fe * ( 1. - wOmega)
dx = rhoe[1] - rhoe[0]
differential = np.gradient(i_rho, dx)
jpara = 1. * differential / (4 * np.pi * rhoe * Bze )
jpari = 2. * B * para
# Remove infinity and NaN values)
jpari[~np.isfinite(jpari)] = 0.0
# Convolve to smooth curve
nw = 256
std = 40
window = gaussian(nw, std, sym=True)
filtered = convolve(jpari, window, mode='same') /np.sum(window)
jpari = filtered
# Pedersen conductivity as function of jpari
sigmapstar0 = 0.05
jstar = 0.01e-6
jstarstar = 0.25e-6
s1 = 0.1e6#0.1e6 # (Am^-2)^-1
s2 = 9.9e6 # (Am^-2)^-1
n = 8.
# Calculate news sigmapstar. Realistic conductivity
sigmapstarNew = sigmapstar0 + 0.5 * (s1 + s2/(1 + (jpari/jstarstar)**n)**(1./n)) * (np.sqrt(jpari**2 + jstar**2) + jpari)
sigmapstarNew = sigmapstarNew
diff = np.abs(sigmapstar - sigmapstarNew) / sigmapstar * 100
diff = max(diff)
sigmapstar = 0.5* sigmapstar + 0.5* sigmapstarNew # Weighted averaging
i += 1
print diff
# Plot jpari
ax = plt.subplot(111)
ax.plot(rhoe/R, jpari * 1e6)
ax.axhline(0, ls=':')
ax.set_xlabel(r'$\rho_e / R_{UCD}$')
ax.set_ylabel(r'$j_{\parallel i} $ / $ \mu$ A m$^{-2}$')
ax.set_xlim([0,80])
ax.set_ylim(-0.01,0.01)
plt.locator_params(nbins=5)
plt.draw()
plt.show()

Approximation by sin waves using DFT on python. What's wrong?

I'm writing the prorgram on python that can approximate time series by sin waves.
The program uses DFT to find sin waves, after that it chooses sin waves with biggest amplitudes.
Here's my code:
__author__ = 'FATVVS'
import math
# Wave - (amplitude,frequency,phase)
# This class was created to sort sin waves:
# - by anplitude( set freq_sort=False)
# - by frequency (set freq_sort=True)
class Wave:
#flag for choosing sort mode:
# False-sort by amplitude
# True-by frequency
freq_sort = False
def __init__(self, amp, freq, phase):
self.freq = freq #frequency
self.amp = amp #amplitude
self.phase = phase
def __lt__(self, other):
if self.freq_sort:
return self.freq < other.freq
else:
return self.amp < other.amp
def __gt__(self, other):
if self.freq_sort:
return self.freq > other.freq
else:
return self.amp > other.amp
def __le__(self, other):
if self.freq_sort:
return self.freq <= other.freq
else:
return self.amp <= other.amp
def __ge__(self, other):
if self.freq_sort:
return self.freq >= other.freq
else:
return self.amp >= other.amp
def __str__(self):
s = "(amp=" + str(self.amp) + ",frq=" + str(self.freq) + ",phase=" + str(self.phase) + ")"
return s
def __repr__(self):
return self.__str__()
#Discrete Fourier Transform
def dft(series: list):
n = len(series)
m = int(n / 2)
real = [0 for _ in range(n)]
imag = [0 for _ in range(n)]
amplitude = []
phase = []
angle_const = 2 * math.pi / n
for w in range(m):
a = w * angle_const
for t in range(n):
real[w] += series[t] * math.cos(a * t)
imag[w] += series[t] * math.sin(a * t)
amplitude.append(math.sqrt(real[w] * real[w] + imag[w] * imag[w]) / n)
phase.append(math.atan(imag[w] / real[w]))
return amplitude, phase
#extract waves from time series
# series - time series
# num - number of waves
def get_waves(series: list, num):
amp, phase = dft(series)
m = len(amp)
waves = []
for i in range(m):
waves.append(Wave(amp[i], 2 * math.pi * i / m, phase[i]))
waves.sort()
waves.reverse()
waves = waves[0:num]#extract best waves
print("the program found the next %s sin waves:"%(num))
print(waves)#print best waves
return waves
#approximation by sin waves
#series - time series
#num- number of sin waves
def sin_waves_appr(series: list, num):
n = len(series)
freq = get_waves(series, num)
m = len(freq)
model = []
for i in range(n):
summ = 0
for j in range(m): #sum by sin waves
summ += freq[j].amp * math.sin(freq[j].freq * i + freq[j].phase)
model.append(summ)
return model
if __name__ == '__main__':
import matplotlib.pyplot as plt
N = 500 # length of time series
num = 2 # number of sin wawes, that we want to find
#y - generate time series
y = [2 * math.sin(0.05 * t + 0.5) + 0.5 * math.sin(0.2 * t + 1.5) for t in range(N)]
model = sin_waves_appr(y, num) #generate approximation model
## ------------------plotting-----------------
plt.figure(1)
# plotting of time series and his approximation model
plt.subplot(211)
h_signal, = plt.plot(y, label='source timeseries')
h_model, = plt.plot(model, label='model', linestyle='--')
plt.legend(handles=[h_signal, h_model])
plt.grid()
# plotting of spectre
amp, _ = dft(y)
xaxis = [2*math.pi*i / N for i in range(len(amp))]
plt.subplot(212)
h_freq, = plt.plot(xaxis, amp, label='spectre')
plt.legend(handles=[h_freq])
plt.grid()
plt.show()
But I've got a strange result:
In the program I've created a time series from two sin waves:
y = [2 * math.sin(0.05 * t + 0.5) + 0.5 * math.sin(0.2 * t + 1.5) for t in range(N)]
And my program found wrong parameters of the sin waves:
the program found the next 2 sin waves:
[(amp=0.9998029885151699,frq=0.10053096491487339,phase=1.1411803525843616), (amp=0.24800925225626422,frq=0.40212385965949354,phase=0.346757128184013)]
I suppuse, that my problem is wrong scaling of wave parameters, but I'm not sure.
There're two places, where the program does scaling. The first place is creating of waves:
for i in range(m):
waves.append(Wave(amp[i], 2 * math.pi * i / m, phase[i]))
And the second place is sclaling of the x-axis:
xaxis = [2*math.pi*i / N for i in range(len(amp))]
But my suppose may be wrong. I've tried to change scaling many times, and it haven't solved my problem.
What may be wrong with the code?
So, these lines I believe are wrong:
for t in range(n):
real[w] += series[t] * math.cos(a * t)
imag[w] += series[t] * math.sin(a * t)
amplitude.append(math.sqrt(real[w] * real[w] + imag[w] * imag[w]) / n)
phase.append(math.atan(imag[w] / real[w]))
I believe it should be dividing by m instead of n, since you are only working with computing half the points. That will fix the amplitude problem. Also, the computation of imag[w] is missing a negative sign. Taking into account the atan2 fix, it would look like:
for t in range(n):
real[w] += series[t] * math.cos(a * t)
imag[w] += -1 * series[t] * math.sin(a * t)
amplitude.append(math.sqrt(real[w] * real[w] + imag[w] * imag[w]) / m)
phase.append(math.atan2(imag[w], real[w]))
The next one is here:
for i in range(m):
waves.append(Wave(amp[i], 2 * math.pi * i / m, phase[i]))
The divide by m is not right. amp has only half the points it should, so using the length of amp isn't right here. It should be:
for i in range(m):
waves.append(Wave(amp[i], 2 * math.pi * i / (m * 2), phase[i]))
Finally, your model reconstruction has a problem:
for j in range(m): #sum by sin waves
summ += freq[j].amp * math.sin(freq[j].freq * i + freq[j].phase)
It should use cosine instead (sine introduces a phase shift):
for j in range(m): #sum by cos waves
summ += freq[j].amp * math.cos(freq[j].freq * i + freq[j].phase)
When I fix all of that, the model and the DFT both make sense:

Python double integral taking too long to compute

I am trying to compute the fresnel integral over a grid of coordinates using dblquad. But its taking very long and finally it's not giving any result.
Below is my code. In this code I integrated only over a 10 x 10 grid but I need to integrate at least over a 500 x 500 grid.
import time
st = time.time()
import pylab
import scipy.integrate as inte
import numpy as np
print 'imhere 0'
def sinIntegrand(y,x, X , Y):
a = 0.0001
R = 2e-3
z = 10e-3
Lambda = 0.5e-6
alpha = 0.01
k = np.pi * 2 / Lambda
return np.cos(k * (((x-R)**2)*a + (R-(x**2 + y**2)) * np.tan(np.radians(alpha)) + ((x - X)**2 + (y - Y)**2) / (2 * z)))
print 'im here 1'
def cosIntegrand(y,x,X,Y):
a = 0.0001
R = 2e-3
z = 10e-3
Lambda = 0.5e-6
alpha = 0.01
k = np.pi * 2 / Lambda
return np.sin(k * (((x-R)**2)*a + (R-(x**2 + y**2)) * np.tan(np.radians(alpha)) + ((x - X)**2 + (y - Y)**2) / (2 * z)))
def y1(x,R = 2e-3):
return (R**2 - x**2)**0.5
def y2(x, R = 2e-3):
return -1*(R**2 - x**2)**0.5
points = np.linspace(-1e-3,1e-3,10)
points2 = np.linspace(1e-3,-1e-3,10)
yv,xv = np.meshgrid(points , points2)
#def integrate_on_grid(func, lo, hi,y1,y2):
# """Returns a callable that can be evaluated on a grid."""
# return np.vectorize(lambda n,m: dblquad(func, lo, hi,y1,y2,(n,m))[0])
#
#intensity = abs(integrate_on_grid(sinIntegrand,-1e-3 ,1e-3,y1, y2)(yv,xv))**2 + abs(integrate_on_grid(cosIntegrand,-1e-3 ,1e-3,y1, y2)(yv,xv))**2
Intensity = []
print 'im here2'
for i in points:
row = []
for j in points2:
print 'im here'
intensity = abs(inte.dblquad(sinIntegrand,-1e-3 ,1e-3,y1, y2,(i,j))[0])**2 + abs(inte.dblquad(cosIntegrand,-1e-3 ,1e-3,y1, y2,(i,j))[0])**2
row.append(intensity)
Intensity.append(row)
Intensity = np.asarray(Intensity)
pylab.imshow(Intensity,cmap = 'gray')
pylab.show()
print str(time.time() - st)
I would really appreciate if you could tell any better way of doing this.
Using a scipy.integrate.dblquad to calculate every pixel of your image is going to be slow in any case.
You should try rewriting your mathematical problem so you can use some classical function in scipy.special instead. For instance, scipy.special.fresnel might work, although it is 1D and your problem seems to be in 2D. Otherwise, that there is a relationship between the Fresnel integral and the incomplete Gamma function (scipy.special.gammainc), if that helps.
If none of this work, as a last resort you can spend time optimizing your code and adapting it to Cython. This it will probably give a speed up of a factor of 10 to 100 (see this answer). Though this wouldn't be sufficient to go from a grid 10x10 to a grid 500x500.

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