Plotting FFT on octave
Frequency relationship (x-axis scaling)
Up to the Nyquist frequency (half the sampling rate), the frequency of each values produced by the FFT is linearly related to the index of the output value through:
f(i) = (i-1)*sampling_frequency/N
Where N is the number of FFT points (ie. N=length(y)
). In your case, N=2001
. Above the Nyquist frequency, the spectrum shows wrapped around negative frequency components (from a periodic extension of the frequency spectrum).
One can deduct the sampling frequency from your definition of t
as 1/T where T is the sampling time interval (T=0.001 in your case).
So the sampling frequency is 1000Hz.
Note that since the value of t(i)
is also linearly related to the index i
, through
t(i) = (i-1)*0.001
it is possible (though not necessarilly advised, as this would just obscure your code) to define f = 1000*t*sampling_frequency/N
.
Note that you were missing the sampling_frequency/N
term which correspondingly resulted in tones being shown at the wrong frequency
(from the definition of x
there should be peaks at 10Hz and 50Hz and the corresponding aliases at -10Hz and -50Hz, which after the wrapping around shows up at 990Hz and 950Hz).
Amplitude relationship (y-axis scaling)
Note that the observed relationship is only approximate, so the following is not a mathematical proof, but merely a intuitive way to visualize the relationship between the time-domain tone amplitudes and the frequency-domain peak values.
Simplifying the problem to a single tone:
x = A*sin(2*pi*f*t)
The approximate amplitude of the corresponding peak could be derived using Parseval's theorem:
In the time domain (the left side of the equation), the expression is approximately equal to 0.5*N*(A^2)
.
In the frequency domain (the right side of the equation), making the following assumptions:
- spectral leakage effects are negligible
- spectral content of the tone is contained in only 2 bins (at frequency
f
and the corresponding aliased frequency-f
) account for the summation (all other bins being ~0). Note that this typically only holds if the tone frequency is an exact (or near exact) multiple ofsampling_frequency/N
.
the expression on the right side is approximately equal to 2*(1/N)*abs(X(k))^2
for some value of k
corresponding to the peak at frequency f
.
Putting the two together yields abs(X(k)) ~ 0.5*A*N
. In other words the output amplitude shows a scaling factor of 0.5*N
(or approximately 1000 in your case) with respect to the time-domain amplitude, as you had observed.
The idea still applies with more than one tone (although the negligible spectral leakage assumption eventually breaks down).
It has been suggested by the other answers that there are frequency responses in this example at 950Hz and 990Hz. This is a misunderstanding about how the FFT code uses indices. Those "high frequency" spikes are actually -50Hz and -10Hz.
The frequency domain extends from -N/2*sampling_frequency/N to + N/2*sampling_frequency/N. But for historic reasons, the convention is that the first N/2 pieces of information are the positive frequencies, the midpoint is the zero frequency, and the last N/2 pieces of information are the negative frequencies in reverse order. For a power spectrum, there is no need to show more than the first 1+N/2 pieces of information.
This convention is extremely confusing, as I had to puzzle it out from Press et al. Numerical Recipes and by coding the Fast Hartley Transform by hand, many years ago when I first used the FFT, predating the beta test edition of Matlab 1.0 that Cleve Moler passed out to some lucky doctoral students :-)