参考《python科学计算和数据科学应用(第二版)》
import numpy as np
from scipy import fftpack
import matplotlib.pyplot as plt
# 生成信号
def signal_samles(t):
return (2 * np.sin(2 * np.pi * t) + 3 * np.sin(22 * 2 * np.pi * t) +
2 * np.random.randn(*np.shape(t)))
B = 30
f_s = 2 * B
delta_f = 0.01
N = int(f_s / delta_f)
T = N / f_s
t = np.linspace(0, T, N)
sig = signal_samles(t)
# 快速傅里叶变换
sig_fft = fftpack.fft(sig)
sig_freq = fftpack.fftfreq(N, 1 / f_s)
mask = np.where(sig_freq > 0)
# fig, ax = plt.subplots(3, 1, figsize=(8, 6))
# ax[0].plot(sig_freq[mask], np.log(abs(sig_fft[mask])))
# ax[0].plot(B, 0, "r*", markersize=10)
# ax[0].set_ylabel("$\log(|F|)$", fontsize=14)
# ax[1].plot(sig_freq[mask], abs(sig_fft[mask])/N)
# ax[1].set_xlim(0, 2)
# ax[2].plot(sig_freq[mask], abs(sig_fft[mask])/N)
# ax[2].set_xlim(21, 23)
# plt.show()
# filter signal's freq less than 2
sig_filtered = sig_fft * (abs(sig_freq) < 2)
sig_ifft = fftpack.ifft(sig_filtered)
plt.plot(t, sig, label="original")
plt.plot(t, sig_ifft.real, color="red", label="filtered")
plt.xlim(0,10)
plt.show()