C#实现FFT（递归法）

C#实现FFT（递归法）

1. C#实现复数类

我们在进行信号分析的时候，难免会使用到复数。但是遗憾的是，C#没有自带的复数类，以下提供了一种复数类的构建方法。

复数相比于实数，可以理解为一个二维数，构建复数类，我们需要实现以下这些内容：

1. 复数实部与虚部的属性
2. 复数与复数的加减乘除运算
3. 复数与实数的加减乘除运算
4. 复数取模
5. 复数取相位角
6. 欧拉公式（即\(e^{ix+y}\)）

C#实现的代码如下：

 public class Complex    {        double real;        double imag;        public Complex(double x, double y)   //构造函数        {            this.real = x;            this.imag = y;        }        //通过属性实现对复数实部与虚部的单独查看和设置        public double Real        {            set { this.real = value; }            get { return this.real; }        }        public double Imag        {            set { this.imag = value; }            get { return this.imag; }        }        //重载加法        public static Complex operator +(Complex c1, Complex c2)        {            return new Complex(c1.real + c2.real, c1.imag + c2.imag);        }        public static Complex operator +(double c1, Complex c2)        {            return new Complex(c1 + c2.real, c2.imag);        }        public static Complex operator +(Complex c1, double c2)        {            return new Complex(c1.Real + c2, c1.imag);        }        //重载减法        public static Complex operator -(Complex c1, Complex c2)        {            return new Complex(c1.real - c2.real, c1.imag - c2.imag);        }        public static Complex operator -(double c1, Complex c2)        {            return new Complex(c1 - c2.real, -c2.imag);        }        public static Complex operator -(Complex c1, double c2)        {            return new Complex(c1.real - c2, c1.imag);        }        //重载乘法        public static Complex operator *(Complex c1, Complex c2)        {            double cr = c1.real * c2.real - c1.imag * c2.imag;            double ci = c1.imag * c2.real + c2.imag * c1.real;            return new Complex(Math.Round(cr, 4), Math.Round(ci, 4));        }        public static Complex operator *(double c1, Complex c2)        {            double cr = c1 * c2.real;            double ci = c1 * c2.imag;            return new Complex(Math.Round(cr, 4), Math.Round(ci, 4));        }        public static Complex operator *(Complex c1, double c2)        {            double cr = c1.Real * c2;            double ci = c1.Imag * c2;            return new Complex(Math.Round(cr, 4), Math.Round(ci, 4));        }        //重载除法        public static Complex operator /(Complex c1, Complex c2)        {            if (c2.real == 0 && c2.imag == 0)            {                return new Complex(double.NaN, double.NaN);            }            else            {                double cr = (c1.imag * c2.imag + c2.real * c1.real) / (c2.imag * c2.imag + c2.real * c2.real);                double ci = (c1.imag * c2.real - c2.imag * c1.real) / (c2.imag * c2.imag + c2.real * c2.real);                return new Complex(Math.Round(cr, 4), Math.Round(ci, 4));           //保留四位小数后输出            }        }              public static Complex operator /(double c1, Complex c2)        {            if (c2.real == 0 && c2.imag == 0)            {                return new Complex(double.NaN, double.NaN);            }            else            {                double cr = c1 * c2.Real / (c2.imag * c2.imag + c2.real * c2.real);                double ci = -c1 * c2.imag / (c2.imag * c2.imag + c2.real * c2.real);                return new Complex(Math.Round(cr, 4), Math.Round(ci, 4));           //保留四位小数后输出            }        }              public static Complex operator /(Complex c1, double c2)        {            if (c2 == 0)            {                return new Complex(double.NaN, double.NaN);            }            else            {                double cr = c1.Real / c2;                double ci = c1.imag / c2;                return new Complex(Math.Round(cr, 4), Math.Round(ci, 4));           //保留四位小数后输出            }        }        //创建一个取模的方法        public static double Abs(Complex c)        {            return Math.Sqrt(c.imag * c.imag + c.real * c.real);        }        //创建一个取相位角的方法        public static double Angle(Complex c)        {            return Math.Round(Math.Atan2(c.real, c.imag), 6);//保留6位小数输出        }        //重载字符串转换方法,便于显示复数        public override string ToString()        {            if (imag >= 0)                return string.Format("{0}+i{1}", real, imag);            else                return string.Format("{0}-i{1}", real, -imag);        }        //欧拉公式        public static Complex Exp(Complex c)        {            double amplitude = Math.Exp(c.real);            double cr = amplitude * Math.Cos(c.imag);            double ci = amplitude * Math.Sin(c.imag);            return new Complex(Math.Round(cr, 4), Math.Round(ci, 4));//保留四位小数输出        }    }

2. 递归法实现FFT

以下的递归法是基于奇偶分解实现的。

奇偶分解的原理推导如下：

\[\begin{split}X(k)=DFT[x(n)]&=\sum_{n=0}^{N-1}x(n)W_N^{nk}\\&=\sum_{r=0}^{N/2-1}x(2r)W_N^{2rk}+\sum_{r=0}^{N/2-1}x(2r+1)W_N^{(2r+1)k}，将x(n)按奇偶分解\\&=\sum_{r=0}^{N/2-1}x(2r)(W_N^{2})^{rk}+W_N^k\sum_{r=0}^{N/2-1}x(2r+1)(W_N^2)^{rk}\end{split}\]

\(x(2r)\)和\(x(2r+1)\)都是长度为\(N/2-1\)的数据序列，不妨令

\[x_1(n)=x(2r)\\x_2(n)=x(2r+1)\]

则原来的DFT就变成了：

\[\begin{split}X(k)&=\sum_{n=0}^{N/2-1}x_1(n)(W_N^{2})^{nk}+W_N^k\sum_{n=0}^{N/2-1}x_2(n)(W_N^2)^{nk}\\&=F(x_1(n))+W_N^kF(x_2(n))\\&=X_1(k)+W_N^kX_2(k)\end{split}\]

于是，将原来的N点傅里叶变换变成了两个N/2点傅里叶变换的线性组合。

但是，N/2点傅里叶变换只能确定N/2个频域数据，另外N/2个数据怎么确定呢？

因为\(X_1(k)\)和\(X_2(k)\)周期都是\(N/2\)，所以有

\[X_1(k+N/2)=X_1(k),X_2(k+N/2)=X_2(k)\\W_N^{k+N/2}=-W_N^k\\\]

从而得到：

\[\begin{split}X(k+N/2)&=X_1(k+N/2)+W_N^{k+N/2}X_2(k+N/2)\\&=X_1(k)-W_n^kX_2(k)\end{split}\]

综上，我们就可以得到递归法实现FFT的流程：

1. 对于每组数据，按奇偶分解成两组数据

2. 两组数据分别进行傅里叶变换，得到\(X_1(k)\)和\(X_2(k)\)

3. 总体数据的\(X(k)\)由下式确定：

   \[X(k)==X_1(k)+W_N^kX_2(k)\\X(k+N/2)=X_1(k)-W_n^kX_2(k)\\0\le k \le N/2 -1\]

4. 对上述过程进行递归

具体代码实现如下：

public Complex[] FFTre(Complex[] c){    int n = c.Length;    Complex[] cout = new Complex[n];    if (n == 1)    {        cout[0] = c[0];        return cout;    }    else    {        double n_2_f = n / 2;        int n_2 = (int)Math.Floor(n_2_f);        Complex[] c1 = new Complex[n / 2];        Complex[] c2 = new Complex[n / 2];        for (int i = 0; i < n_2; i++)        {            c1[i] = c[2 * i];            c2[i] = c[2 * i + 1];        }        Complex[] c1out = FFTre(c1);        Complex[] c2out = FFTre(c2);        Complex[] c3 = new Complex[n / 2];        for (int i = 0; i < n / 2; i++)        {            c3[i] = new Complex(0, -2 * Math.PI * i / n);        }        for (int i = 0; i < n / 2; i++)        {            c2out[i] = c2out[i] * Complex.Exp(c3[i]);        }        for (int i = 0; i < n / 2; i++)        {            cout[i] = c1out[i] + c2out[i];            cout[i + n / 2] = c1out[i] - c2out[i];        }        return cout;    }}

3. 补充：窗函数

顺便提供几个常用的窗函数：

• Rectangle
• Bartlett
• Hamming
• Hanning
• Blackman

    public class WDSLib    {        //以下窗函数均为periodic        public double[] Rectangle(int len)        {            double[] win = new double[len];            for (int i = 0; i < len; i++)            {                win[i] = 1;            }            return win;        }        public double[] Bartlett(int len)        {            double length = (double)len - 1;            double[] win = new double[len];            for (int i = 0; i < len; i++)            {                if (i < len / 2) { win[i] = 2 * i / length; }                else { win[i] = 2 - 2 * i / length; }            }            return win;        }        public double[] Hamming(int len)        {            double[] win = new double[len];            for (int i = 0; i < len; i++)            {                win[i] = 0.54 - 0.46 * Math.Cos(Math.PI * 2 * i / len);            }            return win;        }        public double[] Hanning(int len)        {            double[] win = new double[len];            for (int i = 0; i < len; i++)            {                win[i] = 0.5 * (1 - Math.Cos(2 * Math.PI * i / len));            }            return win;        }        public double[] Blackman(int len)        {            double[] win = new double[len];            for (int i = 0; i < len; i++)            {                win[i] = 0.42 - 0.5 * Math.Cos(Math.PI * 2 * (double)i / len) + 0.08 * Math.Cos(Math.PI * 4 * (double)i / len);            }            return win;        }    }