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Signal reconstruction from irregularly sampled data

Now we want to reconstruct the signal p(t) from a collection of samples taken irregularly using the inverse Fourier transform. Let us take into consideration an irregular sampling tex2html_wrap_inline667 of the original signal p(t). The number of samples taken into consideration is the same as in the case of the regular sampling, N=9.

The irregular sampling sequence is tex2html_wrap_inline673, so these are the irregular sampling coordinates that have to be used in the computation of the NDFT. The irregular samples are shown as green circles in Figure 5 a and the corresponding NFT is shown as the green curve in Figure 5 b.

  figure154
Figure 5: Irregularly sampled signal tex2html_wrap_inline675 superimposed on the original signal p(t) (a) and its Nonuniform Discrete Fourier transform (NDFT) tex2html_wrap_inline679 (in green) superimposed to the Fourier transform of the original signal, P(f) (in blue) and the DFT of the regularly sampled signal, tex2html_wrap_inline647 (in magenta) (b).

Now it is possible to calculate the regular inverse DFT of the Fourier transform tex2html_wrap_inline679, which provides a reconstruction tex2html_wrap_inline687 of the original signal p(t). This reconstruction is shown in green in Figure 6, superimposed to the original signal in blue.

  figure171
Figure 6: Reconstructed signal using the inverse Fourier Transform (IDFT) of the NDFT tex2html_wrap_inline679.

The reconstructed signal has the same shape of the original signal and provides a good approximation, however it is not an interpolation of the original signal, as the values of the original signal at the sampling points are not recovered.

Let us make a comparison now between the computation of the DFT and the computation of the NDFT. For the computation of the DFT it is necessary to calculate the matrix:


 equation178
where tex2html_wrap_inline693 is the transpose of vector tex2html_wrap_inline695 which contains the N=9 indices of the Fourier coefficients. The coefficients obtained by the multiplication tex2html_wrap_inline699 are shown in Figure 7 a.

Using a matrix formulation the calculation of the DFT tex2html_wrap_inline701 can be expressed as:


 equation192
In order to compute the NDFT it is necessary to calculate the matrix:


 equation197
where tex2html_wrap_inline703 is the transpose of vector tex2html_wrap_inline705 which contains the N=9 coordinates of the irregular sampling sequence. Once again, we remind that T=17 is the total length of the signal p(t). The coefficients obtained by the multiplication tex2html_wrap_inline713 are shown in Figure 7 b.

Using a matrix formulation the calculation of the NDFT tex2html_wrap_inline715 can be expressed as:


 equation215
Inspection of Figure 7 helps visualize the difference in the two matrices used for the regular and irregular calculation of the Fourier transform. Each line in the diagrams on Figure 7 corresponds to a matrix row. The regular circles in Figure 7 a correspond to the column values as column index assumes the N=9 values from -4 to 4. In Figure 7 b the N=9 cross values are placed irregularly and their position is dependent on the sampling sequence represented by vector tex2html_wrap_inline705.

By using these coefficients as exponents of the exponential Fourier kernel, the complex values shown in Figure 8 are obtained. The values of the Fourier exponential functions in the regular matrix are shown as magenta circles on the complex plane, while the corresponding functions for the irregular matrix are shown as green crosses in the complex plane. Since matrices tex2html_wrap_inline727 and tex2html_wrap_inline729 are square matrices of dimension N, one would expect to see tex2html_wrap_inline733 values. Since the values shown are much fewer, this means that some values are assumed by elements of the matrices more than once.

  figure226
Figure 7: Regular matrix tex2html_wrap_inline727 coefficients obtained from the vector multiplication tex2html_wrap_inline699 (a) and irregular matrix tex2html_wrap_inline729 coefficients obtained from the vector multiplication tex2html_wrap_inline713 (b) as row and colum values of a tex2html_wrap_inline733 matrix.

  figure243
Figure 8: Values assumed by the elements of the regular matrix tex2html_wrap_inline727 in magenta and of the irregular matrix tex2html_wrap_inline729 in green, in the complex plane.


next up previous
Next: Acknowledgements Up: Signal Reconstruction by using Previous: Signal reconstruction from regularly

Bob Fisher
Sun Mar 9 20:42:02 GMT 2003