Phase Shift between two noisy signals of Stochastic Resonance - python

for task 3 I wanna try to calculate phase shift between my noisy signal and Periodic forcing, I used Cross correlation method but phase shift becomes very small and does not make sense, I filtered my noisy signal or different methods but did not work , do you have any Idea how I should calculate exactly phase shift ?
At first I plotted Noisy signal and than Calculated phase shift between noisy signal(x) and periodic forcing (x2)
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
import matplotlib.pyplot as plt
import scipy.signal as signal
simulation_time = 100.0
sigma = 0.3
A =10
T=100
omega = 0.1
dt = 0.001
sqdt = np.sqrt(dt) #Precompute
time = np.arange(0, simulation_time, dt)
x = np.empty(len(time))
x2 = np.empty(len(time))
#Initial conditions
x[0] = 1.0
i = 1
for t in time[1:]:
fx = x[i-1] - x[i-1]*x[i-1]*x[i-1] + A*np.cos(omega*t)
x2[i]=A*np.cos(omega*t)
gx = sigma
x[i] = x[i-1] + dt*fx + sqdt*gx*np.random.standard_normal()
i += 1
plt.figure()
plt.plot(time, x)
plt.plot(time, x2)
plt.xlabel('time')
plt.ylabel('signal')
plt.show()
#cross corelation method
output = np.correlate(x,x2*0.15,mode='same')
lags = time-50
plt.plot(lags,output)
maximum = np.max(output)
phase_shift = lags[output==maximum][0]
phase_shift
0.05799999999999983

When in doubt, verify against an FFT. This is not as efficient, but is more intuitive to interpret:
import numpy as np
import matplotlib.pyplot as plt
simulation_time = 100.0
sigma = 0.3
A = 10
T = 100
omega = 0.1
dt = 0.001
sqdt = np.sqrt(dt) # Precompute
time = np.arange(0, simulation_time, dt)
x = np.empty(len(time))
x2 = np.empty(len(time))
# Initial conditions
x[0] = 1.0
i = 1
for t in time[1:]:
fx = x[i-1] - x[i-1]*x[i-1]*x[i-1] + A*np.cos(omega*t)
x2[i] = A*np.cos(omega*t)
gx = sigma
x[i] = x[i-1] + dt*fx + sqdt*gx*np.random.standard_normal()
i += 1
spectrum = np.fft.rfft(x)
freqs = np.fft.rfftfreq(len(x), d=dt)
i_peak = np.argmax(spectrum)
phase = np.angle(spectrum[i_peak])
shift = phase+np.pi/2
print(f'Peak frequency: {freqs[i_peak]} Hz - should be close to {omega/2/np.pi:.6}')
print(f'Peak phase: {phase:.6} rad')
print(f'Phase shift from cosine: {shift:.3} rad, or {shift/2/np.pi:.1%}')
plt.figure()
plt.plot(time, x)
plt.plot(time, x2)
plt.xlabel('time')
plt.ylabel('signal')
plt.show()
Peak frequency: 0.02 Hz - should be close to 0.0159155
Peak phase: -1.4046 rad
Phase shift from cosine: 0.166 rad, or 2.6%

Related

scipy Fast fourier transform doesn't recognize the signal

i'm trying to get the frequency of a signal via fourier transform but it's not able to recognize it (sets the peak to f=0). Maybe something is wrong in my code (FULL reprudible code at the end of the page):
PF = fft.fft(Y[0,:])/Npoints #/Npoints to get the true amplitudes
ZF = fft.fft(Y[1,:])/Npoints
freq = fft.fftfreq(Npoints,deltaT)
PF = fft.fftshift(PF) #change of ordering so that the frequencies are increasing
ZF = fft.fftshift(ZF)
freq = fft.fftshift(freq)
plt.plot(freq, np.abs(PF))
plt.show()
plt.plot(T,Y[0,:])
plt.show()
where Npoints is the number of intervals (points) and deltaT is the time spacing of the intervals. You can see that the peak is at f=0
I show also a plot of Y[0,:] (my signal) over time where it's clear that the signal has a characteristic frequency
FULL REPRUDICIBLE CODE
import numpy as np
import matplotlib.pyplot as plt
#numerical integration
from scipy.integrate import solve_ivp
import scipy.fft as fft
r=0.5
g=0.4
e=0.6
H=0.6
m=0.15
#define a vector of K between 0 and 4 with 50 componets
K=np.arange(0.1,4,0.4)
tsteps=np.arange(7200,10000,5)
Npoints=len(tsteps)
deltaT=2800/Npoints #sample spacing
for k in K :
i=0
def RmAmodel(t,y):
return [r*y[0]*(1-y[0]/k)-g*y[0]/(y[0]+H)*y[1], e*g*y[0]/(y[1]+H)*y[1]-m*y[1]]
sol = solve_ivp(RmAmodel, [0,10000], [3,3], t_eval=tsteps) #t_eval specify the points where the solution is desired
T=sol.t
Y=sol.y
vk=[]
for i in range(Npoints):
vk.append(k)
XYZ=[vk,Y[0,:],Y[1,:]]
#check periodicity over P and Z with fourier transform
#try Fourier analysis just for the last value of K
PF = fft.fft(Y[0,:])/Npoints #/Npoints to get the true amplitudes
ZF = fft.fft(Y[1,:])/Npoints
freq = fft.fftfreq(Npoints,deltaT)
PF = fft.fftshift(PF) #change of ordering so that the frequencies are increasing
ZF = fft.fftshift(ZF)
freq = fft.fftshift(freq)
plt.plot(T,Y[0,:])
plt.show()
plt.plot(freq, np.abs(PF))
plt.show()
I can't pinpoint where the problem is. It looks like there is some problem in the fft code. Anyway, I have little time so I will just put a sample code I made before. You can use it as reference or copy-paste it. It should work.
import numpy as np
import matplotlib.pyplot as plt
from scipy.fft import fft, fftfreq
fs = 1000 #sampling frequency
T = 1/fs #sampling period
N = int((1 / T) + 1) #number of sample points for 1 second
t = np.linspace(0, 1, N) #time array
pi = np.pi
sig1 = 1 * np.sin(2*pi*10*t)
sig2 = 2 * np.sin(2*pi*30*t)
sig3 = 3 * np.sin(2*pi*50*t)
#generate signal
signal = sig1 + sig2 + sig3
#plot signal
plt.plot(t, signal)
plt.show()
signal_fft = fft(signal) #getting fft
f2 = np.abs(signal_fft / N) #full spectrum
f1 = f2[:N//2] #half spectrum
f1[1:] = 2*f1[1:] #actual amplitude
freq = fs * np.linspace(0,N/2,int(N/2)) / N #frequency array
#plot fft result
plt.plot(freq, f1)
plt.xlim(0,100)
plt.show()

Reading the data from file and plotting fft

I want to read data from the file and plot the fft of it.
I have used the scipy's fft function to plot the fft of the synthetically generated signal data however while I am trying to save the generated signal data and plot the fft I am getting the peaks as I was getting but the value of the amplitude and frequency is off as compared to the Original plotting.I found problem with the second fft function. Can anyone help me with the same.
import numpy as np
import pandas as pd
import scipy
from scipy.fftpack import fft,fftfreq
import matplotlib.pyplot as plt
import csv
#Function to plot the raw data
def raw_plot(signals,time):
'''Plot the raw values in the time domain '''
plt.figure(0)
plt.plot(time,signals)
plt.xlabel("Time(s)")
plt.ylabel("Amplitude(g)")
plt.show()
#Function to plot the fft of the data
def fft_signal(signal, sampling_frequency, timestart, timeend):
T = 1 / sampling_frequency
N = (timeend - timestart) * sampling_frequency
x = np.linspace(0.0, 1.0 / (2.0 * T), int(N / 2))
# print("Values of X are :",x)
# print(len(x))
yr2 = fft(signal)
y2 = 2 / N * np.abs(yr2[0:int(N / 2)])
# amp_spec = abs(fft(signal))/N
# freq = np.linspace(0,2,num=N)
plt.figure(2)
plt.plot(x, y2)
plt.xlabel("Frequency")
plt.ylabel("Amplitude")
plt.show()
def fftsignal2(data, sampling_freq = 100, timestep = 1 ):
N = len(data)
FS = 1000
T= 1/FS
timestep = timestep
yr2 = fft(data)
y2 = 2 / N * np.abs(yr2[0:int(N / 2)])
# f= np.arange(0,N)*FS/N
# f= np.linspace(0,1.0/T,N)
frq = np.fft.fftfreq(N,d=timestep)
# f= np.linspace(0.0,int(N/2)*sampling_freq)
frq= frq[0:len(frq)//2]
print("Frequencies Length :",len(frq))
print("DATA LENGTH :",len(y2))
plt.figure(3)
plt.plot(frq,y2)
plt.xlabel("Frequency")
plt.ylabel("Amplitude")
plt.show()
Mag1_Hz = 70
Mag1_AMP = 10
Mag4_AMP = 60
Mag4_Hz= 50
Mag2_Hz = 20
Mag2_AMP = 8
time_start = 0
time_end = 4
Sampling_frequency = 100
No_of_samples = (time_end-time_start) * Sampling_frequency
time = np.linspace(time_start,time_end,No_of_samples)
#Generate the signals values
data_signal = Mag1_AMP * np.sin(2* np.pi * Mag1_Hz * time ) + Mag2_AMP * np.cos(2* np.pi * Mag2_Hz * time)
raw_plot(signals=data_signal[:800],time=time[:800])
fft_signal(data_signal,sampling_frequency=Sampling_frequency,timestart=time_start,timeend=time_end)
# for (time, datavalues) in zip(time,data_signal):
# with open("data_signals_27.csv","a",newline="") as file:
# writefile = csv.writer(file)
# print("Time%f,Data %f"%(time,datavalues))
# print(time,datavalues)
# writefile.writerow([time,datavalues])
fftsignal2(data= data_signal, sampling_freq= Sampling_frequency,timestep=2)
The peaks are coming right in the fft_signal function no 1 while I am trying to construct the fftsignal2 to plot the fft of the data so the peaks which I am getting is correct but the magnitude and frequency is off.I don't understand why ? Can anyone help me with that.

Inaccurate phase portrait result with matplotlib

I am trying to plot the phase potrait for the equation as defined in my sh2 function in the code below. I know the expected phase plot should be [[expected phase plot][1]][1] [1]: https://i.stack.imgur.com/y1T9Y.png.
However this is my result: [[result][1]: https://i.stack.imgur.com/EuSOm.png.
I am using integrate.odeint can anyone suggest what I could change in the could below or if there would be best to use another algorithm that would give me a closer result to th expected.
Please find my code :
import matplotlib.pyplot as plt
import numpy as np
from numpy import sin
import scipy.integrate as integrate
from math import *
g = 9.81
l = 1.6
l_big = 2.0
l_small = 1.6
m = 0.01
alpha = l_big-l_small
k = 10*(10**40)
def sh2(r1,t):
theta1,omega1 = r1
sh2_theta1 = omega1
sh2_omega1 = -g*(l + ((1/2)*alpha*(1-np.tanh(theta1*omega1*k))))*sin(theta1)
return np.array([sh2_theta1, sh2_omega1],float)
init_state = np.radians([30.0,0])
dt = 1/10.0
time = np.arange(0,10.0,dt)
timexo = np.arange(0,10.0,dt)
state2 = integrate.odeint(sh2,init_state,time)
print(len(state2),len(timexo))
state2_plot = np.transpose(state2[0:2500])
plt.plot(timexo[0:2500],state2_plot[1], '--m', label = r'$\theta = \frac{\pi}{6}$')
plt.xlabel('Time t (s) ')
plt.ylabel('Angular Velocity' ' ' r'$\dot{\theta}$')
plt.show()
#code for phase plot
# initial values
x_0 = 0.0 # intial angular position
v_0 = 1.0 # initial angular momentum
t_0 = 0 # initial time
# initial y-vector from initial position and momentum
y0 = np.array([x_0,v_0])
# max value of time and points in time to integrate to
t_max = 10
N_spacing_in_t = 10000
# create vector of time points you want to evaluate
t = np.linspace(t_0,t_max,N_spacing_in_t)
# create vector of positions for those times
y_result = integrate.odeint(sh2, init_state, t)
# get angle and angular momentum
angle = y_result[:,0]
angular_velocity = y_result[:,1]
# plot result
fig = plt.figure()
plt.plot(angle, angular_velocity,'--k',lw=1)
plt.xlabel('Angle' ' ' r'$\theta$')
plt.ylabel(r'Angular Velocity' r' $\dot{\theta}$')
plt.gcf().savefig('pumping.png',dpi=300)
plt.show()
Thank you for tour time

Filtering signal frequency in Python

I tried to filter some signal with fft.
The signal I am working on is quite complicated and im not really experienced in this topic.
That's why I created a simple sin wave 3Hz and tried to cut off the 3 Hz.
and so far, so good
import numpy as np
import matplotlib.pyplot as plt
from scipy.fftpack import fftfreq, irfft, rfft
t = np.linspace(0, 2*np.pi, 1000, endpoint=True)
f = 3.0 # Frequency in Hz
A = 100.0 # Amplitude in Unit
s = A * np.sin(2*np.pi*f*t) # Signal
dt = t[1] - t[0] # Sample Time
W = fftfreq(s.size, d=dt)
f_signal = rfft(s)
cut_f_signal = f_signal.copy()
cut_f_signal[(np.abs(W)>3)] = 0 # cut signal above 3Hz
cs = irfft(cut_f_signal)
fig = plt.figure(figsize=(10,5))
plt.plot(s)
plt.plot(cs)
What i expected
What i got
I don't really know where the noise is coming from.
I think it is some basic stuff, but i dont get it.
Can someone explain to to me?
Edit
Just further information
Frequency
yf = fft(s)
N = s.size
xf = np.linspace(0, fa/2, N/2, endpoint=True)
fig, ax = plt.subplots()
ax.plot(xf,(2.0/N * np.abs(yf[:N//2])))
plt.xlabel('Frequency ($Hz$)')
plt.ylabel('Amplitude ($Unit$)')
plt.show()
You could change the way you create your signal and use a sample frequency:
fs = 1000
t = np.linspace(0, 1000 / fs, 1000, endpoint=False) # 1000 samples
f = 3.0 # Frequency in Hz
A = 100.0 # Amplitude in Unit
s = A * np.sin(2*np.pi*f*t) # Signal
dt = 1/fs
And here the whole code:
import numpy as np
import matplotlib.pyplot as plt
from scipy.fftpack import fftfreq, irfft, rfft
fs = 1000
t = np.linspace(0, 1000 / fs, 1000, endpoint=False)
f = 3.0 # Frequency in Hz
A = 100.0 # Amplitude in Unit
s = A * np.sin(2*np.pi*f*t) # Signal
dt = 1/fs
W = fftfreq(s.size, d=dt)
f_signal = rfft(s)
cut_f_signal = f_signal.copy()
cut_f_signal[(np.abs(W)>3)] = 0 # cut signal above 3Hz
cs = irfft(cut_f_signal)
fig = plt.figure(figsize=(10,5))
plt.plot(s)
plt.plot(cs)
And with f = 3.0 Hz and (np.abs(W) >= 3):
And with f = 1.0 Hz:
Just some additional information about why A. As solution works better than yours:
A. A's model doesn't include any non-integer frequencies in its Solution and after filtering out the higher frequencies the result looks like:
1.8691714842589136e-12 * exp(2*pi*n*t*0.0)
1.033507502555532e-12 * exp(2*pi*n*t*1.0)
2.439774536202658e-12 * exp(2*pi*n*t*2.0)
-8.346741339115191e-13 * exp(2*pi*n*t*3.0)
-5.817427588021649e-15 * exp(2*pi*n*t*-3.0)
4.476938066992472e-14 * exp(2*pi*n*t*-2.0)
-3.8680170177940454e-13 * exp(2*pi*n*t*-1.0)
while your solution includes components like:
...
177.05936105690256 * exp(2*pi*n*t*1.5899578814880346)
339.28717376420747 * exp(2*pi*n*t*1.7489536696368382)
219.76658524130005 * exp(2*pi*n*t*1.9079494577856417)
352.1094590251063 * exp(2*pi*n*t*2.0669452459344453)
267.23939871205346 * exp(2*pi*n*t*2.2259410340832484)
368.3230130593005 * exp(2*pi*n*t*2.384936822232052)
321.0888818355804 * exp(2*pi*n*t*2.5439326103808555)
...
Please refer to this question regarding possible side effects of zeroing FFT bins out.

1D Finite Difference Wave Equation Modeling

I am attempting to model a 1D wave created by a Gaussian point source using the finite difference approximation method. Below is my code.
import matplotlib.pyplot as plt
import numpy as np
########Pre-Defining Values########
# spacial extent
lox = -1000
upx = 1000
# space sampling interval (km)
dx = 2.0
dx2inv = 1/(dx*dx)
# temporal extent
lot = 0
upt = 60
# time sampling interval (s)
dt = 0.5
dt2 = dt*dt
x = np.arange(lox,upx,dx)
t = np.arange(lot,upt,dt)
# pressure source location
psx = 0
# velocity (km/s)
v = 2.0
v2 = v*v
# density change location
pcl = 500
# density
p1 = 1
p1inv = 1/p1
p2 = 0.2
p2inv = 1/p2
pinv = np.zeros_like(x)
p = np.zeros_like(x)
for i in range(0,(int)((upx+pcl)/dx),1):
pinv[i] = p1inv
p[i] = p1
for i in range((int)((upx+pcl)/dx),len(pinv),1):
pinv[i] = p2inv
p[i] = p2
# waveform
f = np.zeros((len(t),len(x)))
# source
amp = 20
mu = 0
sig = 10/dx
s = np.zeros_like(f)
s[0] = 1/(sig*np.sqrt(2*np.pi)) * np.exp(-(x-mu)*(x-mu)/2/sig/sig)
maxinv = 1/np.amax(s[0])
for i in range(1,len(s[0])):
s[0][i] *= amp*maxinv
########Calculating Waveform########
h = np.zeros_like(f)
n1 = len(f)
n2 = len(f[0])
def fdx(i1):
for i2 in range(1,n2-1):
gi = f[i1][i2 ]
gi -= f[i1][i2-1]
gi *= pinv[i2]
h[i1][i2-1] -= gi
h[i1][i2 ] = gi
#f[0] = s[0]
fdx(0)
for i2 in range(0,n2):
f[1][i2] = 2*f[0][i2] + (s[0][i2] - h[0][i2] * dx2inv) * p[i2] * v2 * dt2
for i1 in range(1,n1-1):
fdx(i1)
for i2 in range(0,n2):
f[i1+1][i2] = 2*f[i1][i2] - f[i1-1][i2] + (s[i1][i2] - h[i1][i2] * dx2inv) * p[i2] * v2 * dt2
########Plotting########
plt.plot(x,f[50])
maxf = 1.5*amp
minf = -1.5*amp
plt.axis([lox,upx,minf,maxf])
plt.xlabel('x')
plt.ylabel('f(x,t)')
# vertical colored bars representing density
plt.axvspan(lox, pcl, facecolor='g', alpha=0.1)
plt.axvspan(pcl, upx, facecolor='g', alpha=0.2)
# text with density values
plt.text(pcl-0.2*upx,0.8*maxf,r'$\rho = $%s'%(p1),fontsize=15)
plt.text(pcl+0.05*upx,0.8*maxf,r'$\rho = $%s'%(p2),fontsize=15)
plt.show()
Unfortunately this code does not produce the correct result (two Gaussian pulses traveling left and right away from x=0). It instead produces one Gaussian pulse that grows with time. Does anyone know what error I am making?
Thank you very much.
It has been some time since you posted this, but if it is of any help, here is a code to generate Gaussian pulses. I am not good at programming so i am sorry if this code is obfuscating. I have used 1D FDTD wave propagation equation for an EM wave (unitless) :
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.animation as animation
#defining dimensions
xdim=720
time_tot = 500
xsource = xdim/2
#stability factor
S=1
#Speed of light
c=1
epsilon0=1
mu0=1
delta =1
deltat = S*delta/c
Ez = np.zeros(xdim)
Hy = np.zeros(xdim)
epsilon = epsilon0*np.ones(xdim)
mu = mu0*np.ones(xdim)
fig , axis = plt.subplots(1,1)
axis.set_xlim(len(Ez))
axis.set_ylim(-3,3)
axis.set_title("E Field")
line, = axis.plot([],[])
def init():
line.set_data([],[])
return line,
def animate(n, *args, **kwargs):
Hy[0:xdim-1] = Hy[0:xdim-1]+(delta/(delta*mu[0:xdim-1]))*(Ez[1:xdim]-Ez[0:xdim-1])
Ez[1:xdim]= Ez[1:xdim]+(delta/(delta*epsilon[1:xdim]))*(Hy[1:xdim]-Hy[0:xdim-1])
Ez[xsource] = Ez[xsource] + 30.0*(1/np.sqrt(2*np.pi))*np.exp(-(n-80.0)**2/(100))
ylims = axis.get_ylim()
if (abs(np.amax(Ez))>ylims[1]):
axis.set_ylim(-(np.amax(Ez)+2),np.amax(Ez)+2)
line.set_data(np.arange(len(Ez)),Ez)
return line,
ani = animation.FuncAnimation(fig, animate, init_func=init, frames=(time_tot), interval=10, blit=False, repeat =False)
fig.show()
I hope it helps. :)

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