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up vote 2 down vote favorite

my question is quite straight-forward to be grasped and handled.

I have an 1D array, F_11 representing a target power spectrum. It is sketched in the following figure

enter image description here

Then, I start generating a time series u which embodies the properties of F_11, as follows

nn = complex(normrnd(0,1,[1,1000]),normrnd(0,1,[1,1000]));
u = abs(fftn(fftshift(F_11.*nn)));

Finally, just to check that u does actually reproduce a spectrum as F_11, I try going backwards as follows

ps =  abs(ifftn(ifftshift(u)));

But, when plotting ps, it does not exactly match F_11

enter image description here

In the high frequency area, ps drifts upwards, which is quite weird.

Would you mind to sketch the flaw in my procedure?

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migrated from stackoverflow.com Jan 24 at 16:54

2 Answers

up vote 3 down vote accepted

Your u variable is just the magnitude of the FFT, not the actual complex numbers that represent the FFT. Try removing the abs() from u and then doing the IFFT.

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Do you mean calling u = (fftn(fftshift(F_11.*nn))); and ps = abs(ifftn(ifftshift(u)));? – fpe Jan 24 at 17:19
Yes. You can keep u in its complex number form and then call abs() or angle() on it before plotting depending on if you want to see the magnitude or the phase of the FFT. – user1860611 Jan 24 at 17:51
But I wanna recover the power spectrum. I have no interest in evaluating amplitudes and phase. Perhaps the issue comes from using fft instead of 1D fft – fpe Jan 24 at 18:07
The power spectrum is the magnitude squared of the FFT. Normally I would take a time signal x and have X=fft(x), then ps=abs(X).^2=X*X', but to get back to x I would do x=ifft(X) not x=ifft(ps) I don't think your u is a time series. – user1860611 Jan 24 at 18:35
up vote 0 down vote

Can you first generate white noise and then filter it with the power spectrum that you desire? You can generate white Gaussian noise using wgn1.

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