Time-Frequency Signal Processing: A Review With Recent Results

Outline
1. Need for time-frequency signal processing (TFSP)

Time-Frequency Signal Processing: – Limitations of traditional signal representations
A Review with Recent Results 2. Concept of joint time-frequency representations

– Definition, physical interpretation, and related parameters
3. Heuristic formulation of time-frequency distributions (TFDs)

– Wigner-Ville distribution (WVD), quadratic TFDs, reduced
Prof. Boualem Boashash interference distributions (RIDs), and spectrogram
Signal Processing Research Laboratory 4. Areas of applications of TFSP
Queensland University of Technology − Detection, signal synthesis, instantaneous frequency (IF)
Brisbane, Australia estimation, biomedical/ wireless communication applications.
http://www.sprc.qut.edu.au
5. Conclusion and further reading
B. Boashash, Signal Processing Research, QUT, Australia, El-Djazair 2004 2
1. Need for TFSP

1.1 What is TFSP? 1.2 Examples of Non-Stationary Signals: Whale Song
Time domain Frequency domain

• Traditional SP: variables t and f are used
Time Domain Representation of Humpback Whale Song (y) Frequency Domain Representation of Humpback Whale Song (y)
exclusively and independently of each other.
• TFSP methods initially developed for non-
|Y(f)|
y(t)
stationary signals, (t and f inter-related)
• TFSP: two natural variables time, t, and

0 500 1000 1500 2000 2500 3000 3500 4000
frequency, f, are used simultaneously. 0 0.5 1 1.5

Time (secs)
2 2.5 3
Frequency (Hz)
B. Boashash, Signal Processing Research, QUT, Australia, El-Djazair 2004 3 B. Boashash, Signal Processing Research, QUT, Australia, El-Djazair 2004 4
1.2 Whale Song in TF Domain
1.2 Examples of Non-Stationary Signals: Bat Signal
Humpback Whale
3
Time domain Frequency domain
Time Domain Representation of Bat Location (y) Frequency Domain Representation of Bat Location (y)
2.5
2
Time (secs)
1.5
|Y(f)|
y(t)
1
0.5
500 1000 1500 2000 2500 3000 3500

Frequency (Hz)
0 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05 0 500 1000 1500 2000 2500 3000 3500 4000
Time (secs) Frequency (Hz)
1.2 Bat Signal in TF Domain 1.2 Examples of Non-Stationary Signals: Bird Signal
Bat
0.05 Time domain Frequency domain
0.045 Time Domain Representation of Noisy Miner Bird Sound (y) Frequency Domain Representation of Noisy Miner Bird Sound (y)
0.04
0.035
Time (secs)
0.03
0.025
|Y(f)|
0.02 y(t)
0.015
0.01
0.005
500 1000 1500 2000 2500 3000 3500 4000
0 0.2 0.4 0.6 0.8 1 1.2 0 500 1000 1500 2000

Frequency (Hz) Time (secs) Frequency (Hz)
1.2 Examples of Non-Stationary Signals:
1.2 Bird Signal in TF Domain
Electroencephalogram (EEG) Signal
TF domain
Fs=20Hz N=600
Noisy Miner Time−res=5
30
1.2
1 25
0.8 20
Time (secs)
Time (seconds)
0.6 15
0.4 10
0.2 5
200 400 600 800 1000 1200 1400 1600 1800 2000 2200
0.5 1 1.5 2 2.5 3 3.5 4 4.5
Frequency (Hz)
Frequency (Hz)
1.3 Traditional Signal Representations 1.4 Limitations of Classical Representations: e.g. -1

Two different signals s1(t) and s2(t) with same magnitude spectrum
• Time representation, s(t), and frequency representation,
S(f), are related via the Fourier transform (FT) :
∞ ∞
s (t ) = ∫ S ( f )e j 2πft df t
FT
S( f ) = ∫ s ( t ) e − j 2 π ft dt
−∞ f −∞
Variables t and f are mutually exclusive.

• ≠ Real life signals have their spectral contents vary with
time (eg. speech, seismic, sonar, radar signals and music)
⇒ t and f are inter-related.
1.4 Limitations of Classical Representations: e.g. - 2 1.4 Limitations of Classical Representations: e.g. -3
•s1(t) = chirp signal, and s2(t) = modulated sinc: TFDs of the two signals in the previous slide
s1(t) s2(t)
 t −T 2 
s1 (t ) = rect   cos 2π ( f 0t + αt 2)
2 s (t)
1
s2(t)
 T 
6 6
5 5
sin πBt 4 4
s2 (t ) = cos 2πf c t
Time (secs)
Time (secs)
πt
3 3
Where B = αT and fc = fo + B/2, with T = duration and B = bandwidth.

2 2
1 1
5 10 15 20 25 30 35 40 45 50 5 10 15 20 25 30 35 40 45 50
Frequency (Hz)
2
• Both signals have same magnitude spectrum S( f ) , although they Frequency (Hz)
are essentially different.
2. Joint Time-Frequency Representations

2.1 What is a Time-Frequency Representation ?
2.2 Illustration
TF representation of a three-component signal

• Extracting information in non-stationary signals requires to:
– localise the frequency components in time (IF)
– localise the time components in frequency (TD)
• Time-frequency (TF) representation:

– represents signals in (t, f)⇒ all signal information is accessible.
– provides a “distribution” of “signal energy” versus t and f
simultaneously ⇒ called a time-frequency distribution (TFD).
**
2.2 Uncovering Hidden Information in the Time- 2.3 Physical Interpretation of TFDs
Frequency Domain
• Quadratic TFDs: not necessarily positive (positivity is
• TFD reveals:
incompatible with the IF and TD estimation).
- number of signal components,
- beginning and the end of each component,
• TFD: a measure of energy flow through spectral window
- time variation of the frequency content of the
(f - ∆f/2, f + ∆ f /2) over the time interval (t - ∆t/2, t + ∆t/2):
components, t + ∆t 2 f + ∆f 2
- order of appearance in time of the different
frequencies present.
E∆t ,∆f = ∫ ∫ ρ (t , f )dfdt
t − ∆t 2 f − ∆f 2
z
( with ∆t∆f ≥ 1 4π (Heisenberg’s uncertainty relation).
2.4 Signal Characteristics in Time-Frequency Representations 2.4.2 Asymptotic Signals

2.4.1 Positive Frequencies and the Analytic Signal
• FT of a real signal, s(t), is complex and has a Hermitian symmetry • Real life signals have ~ both finite T and B ≠ In theory T of
S ( f ) = S (− f )
*
⇒ duplication of information band-limited signals is infinite.
⇒ Need for a class (asymptotic signals) which:

• In TFSP redundancy removed with analytic signal associate z(t)
FT
Z ( f ) = 0 for f <0 f ↔ t z (t ) = s (t ) + jH [ s (t )] – have energy concentrated in a finite (t, f ) (function of BT).
1 – have finite duration and bounded maximum amplitude.
where H [ s (t )] = * s (t ) (Hilbert transform)
πt – have BT > 10
• Other properties:
– Analytic signal uniquely defines the phase of a signal. Note: BT represents the richness of information in the signal
– Reduction of the Nyquist rate by half (less computation). ⇒ short signals characterisation by their IFs has limited
meaning since not enough data to observe any variation.
– Removal of artifacts (interaction between positive and negative f )
2.4.3 Instantaneous Frequency (IF) 2.4.4 Time Delay (TD)
• IF of a mono-component, asymptotic, real signal s(t)=a(t)cosφ(t) → measure • TD of a mono-component, asymptotic, real signal s(t)=a(t)cosφ(t) → a measure of
of localisation in t of individual f components. localisation in f domain of individual t components.
• Definition: For an analytic signal z(t) = a(t) ejφ(t)
• Definition: For an analytic signal z(t) = a(t) e jφ(t) with FT Z(f) = A(f) e jθ(f)
1 dφ (t )
f i (t ) =
2π dt 1 dθ ( f )
τd ( f ) = −
2π df
Note: For asymptotic signals: H [ s (t )] = a (t ) H [cos φ (t )] = a (t ) sin φ (t )
• TD (Conceptually): order of appearance of each time varying f component.
• Group delay (GD): mean value of individual TDs

• IF (Conceptually) :
frequency of a pure sinusoid which locally fits
the signal (for mono-component signals). ⇒ The IF and TD describe internal organisation of signals.
**
2.4.5 Relationship Between IF and TD -1
2.4.5 Relationship Between IF and TD -2
φ (t )
signal: z (t ) = rect (t / T ) e
IF (solid) and Group Delay (dotted) IF (solid) and Group Delay (dotted)
35 70
Consider an asymptotic chirp
φ (t ) = 2π ( f ct + αt 2 2)
30 60
where , and α = B/T, BT >>1

25 50
Time or Group Delay (seconds)
Time or Group Delay (seconds)
20 40 • IF: f i (t ) = f c + αt
1
g (t ) = ( f i (t ) − f c )
15 30
• Inverse IF:
10 20 α
1 −1
5 10 • FT of z(t) : Z ( f ) ≈ rect[( f − f c ) / B ]e jπ (1 4 −α ( f − fc )2 )
α
• TD: τ d ( f ) = ( f − fc )
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
0
0 0.05 0.1 0.15 0.2 0.25 0.3
IF or Frequency (Hz)
0.35 0.4 0.45 0.5 1
IF or Frequency (Hz)
α
BT = 0.1806 BT = 0.3338
⇒ IF and TD are inverse of each other for signals with large BT.
For low BT, IF ≠ TD (left); converge as BT increases (right).
3. Heuristic Formulation of TFDs **
3.1 Spectrogram 3.2 Time-Varying Spectrum and WVD
• Power spectral density (PSD) of a random non-stationary signal z(t):

• Spectrogram: ∞ 2
~ S z (t , f ) ≡ F {E[ z (t + τ 2) z * (t − τ 2)]}
S ( t0 , f ) = ∫ z( u ) p( u − t0 )e − j 2 πfu du τ→f
−∞
Under some regularity conditions:
where p(t - t0) = moving window of width ∆, centred about t = t0 ∞
• Resolution determined by ∆: (Heisenberg uncertainty principle: ∆t∆f ≥ 1 4π ) S z (t , f ) = E{∫ z(t + τ 2) z* (t −τ 2)}e− j 2πfτ dτ } = E{Wz (t , f )}
−∞
− ∆ very large: good f resolution, poor t resolution

Wz(t, f ) = Wigner-Ville distribution (WVD) of z(t):
− ∆ too small: poor f resolution, good t resolution
• Optimum ∆ for an LFM signal:

⇒ Time-varying PSD of a random process z(t): ensemble average of Wz(t, f )
−1 2
∆ = df i (t ) dt • For z(t) deterministic:
S z (t , f ) = Wz (t , f )
⇒ Spectrogram should be computed iteratively.
3.3 Definition of the WVD 3.3 WVD of a Linear FM signal
• Definition: WVD of a real signal s(t)
∞
W z (t , f ) = ∫ { z ( t + τ 2 ) z * ( t − τ 2 )} e − j 2 π f τ d τ
−∞
Where z(t) analytic associate of s(t)
• Property: WVD provides optimal representation for linear

FM signals.
•For more detail, see [B. Boashash, Elsevier book, 2003].
** **
3.3 Properties of the WVD -1 3.3 Properties of the WVD -2
1. WVD is real for all t and f.

7. Convolution y (t ) = z (t ) * h(t ) ⇒ W y (t , f ) = Wz (t , f ) * Wh (t , f )
(t )
2. Integration over both t and f = signal energy.

8. Modulation: y (t ) = m(t ) z (t ) ⇒ W y (t , f ) = Wm (t , f ) * Wz (t , f )
3. Integration over t ( f ) = |Z(f)|2 ( |z(t)|2 ). (f)
4. First moment of WVD in frequency (time) = IF (TD) of the signal

5. Time and frequency support 9. Signal uniquely recoverable (to within complex constant) from WVD
∞
z (t ) = 0 for t < T1 and t > T2 ⇒ Wz (t , f ) = 0 for t < T1 and t > T2 ∫ Wz (t 2 , f )e j 2πft df = z (t ) z * (0)
−∞
Z ( f ) = 0 for f < f1 and f > f 2 ⇒ Wz (t , f ) = 0 for f < f1 and f > f 2
10. 2D FT of WVD = symmetric Ambiguity function:
6. The WVD is t and f invariant t v
↔
If x(t ) = z (t − t0 ) ⇒ Wx (t , f ) = Wz (t − t0 , f ) Wz ( t , f ) Az ( v , τ )
↔
If x(t ) = z (t )e j 2πf 0t ⇒ Wx (t , f ) = Wz (t , f − f 0 ) f τ
3.4 Main problem: Cross-terms in the WVD 3.5 Time-Varying Spectrum and Quadratic TFDs
WVD of a multicomponent signal • Asymptotic signals: signals with ≅ finite T and finite B with BT >>1
⇒ Introduce window g1(t) (FT G1(f )) with finite T + window G2(f) (IFT g2(t)) with
finite B :
Sˆ z (t , f ) = Wz (t , f ) * G1 ( f ) * g 2 (t )
(f) (t )
+ ≠ γ (t, f )=G1(f)g2(t): overall BT limitation:
Sˆ z (t , f ) = ρ z (t , f ) = Wz (t , f ) * * γ (t , f )
(t , f )
⇒ General formulation of Quadratic TFDs.
**
3. 6 Unified Formulation of the Quadratic TFDs -1 3. 6 Unified Formulation of the Quadratic TFDs -2
• Expression of quadratic TFDs can be expanded as: ∞

• with Az (v,τ ) = ∫ z (t + τ 2) z * (t − τ 2)e − j 2πvt dt = symmetric ambg.
−∞
ρ z (t , f ) = ∫∫∫ e j 2πv ( t − u )
g (v,τ ) z (u + τ 2) z (u − τ 2)e * − j 2πfτ
dvdudτ • χ z (v,τ ) = g (v,τ ) Az (v,τ ) = generalised ambiguity function
Where g(v, τ): filter kernel (2D FT of γ (t, f)): defines a
particular TFD.
• IFT of g(v, τ) is: ⇒ Time-lag R (t,τ), Doppler-frequency r (v,f ), and Doppler- lag χ (v,
z z z
−1
G (t ,τ ) = F [ g (v,τ )] τ) representations related as:
ν →t
ρ z (t , f )
⇒ ρ z (t , f ) = F [G (t ,τ ) * K z (t ,τ )]
τ→f
(t )
Rz (t ,τ ) τ
f t
v
rz (v, f )
t f
where K z (t ,τ ) = z (t + τ 2) z * (t − τ 2) = signal kernel . v τ
χ z (v, τ )
**
3.7 Kernel Filters of Some Quadratic TFDs 3. 8 Definition of Some Quadratic TFDs
TFD g(v, τ)
Wigner-Ville 1 Wigner-Ville ∞
∫ z (t − τ 2) z * (t − τ 2)e − j 2πfτ dτ
−∞
cos πvτ
Rihaczek Rihaczek {
Re z (t ) Z * ( f )e −2πft }
∞
Spectrogram τ τ − j 2πνt Spectrogram ∞ 2
∫ h(t + 2 )h (t − 2 )e s (τ )h(τ − t )e − j 2πντ dτ

*
−∞
dt
∫ −∞
Page exp{ jπv τ } Page ∂ ∞ 2
∫ z (τ )e − j 2πfτ dτ
∂t −∞
v 2τ 2 ∫∫ (σ τ π ) e −σ ( u −t ) 2 τ 2
z (u + τ 2) z * (u − τ 2)e − j 2πfτ dudτ
2
Choi-Williams exp{− } Choi-

σ Williams
β 2 2 β −1
∫∫ ( τ cosh 2 (u − τ )) β z (u + τ 2) z * (u − τ 2)e − j 2πfτ dudτ
B τ | Γ( β + jπv) |2 B
Γ( 2 β )
∫∫ k β cosh 2 β (u − τ )z (u + τ 2) z * (u − τ 2)e − j 2πfτ dudτ
Modified B
Γ( β + jπv)
2
Modified B
Γ 2 (β )
**
3.9 Cross Terms and Reduced-Interference TFDs
3. 8 Desirable Properties of Quadratic TFDs
1, 2. Real and time/frequency shift invariant • Multi-component signals ⇒ Quadratic TFDs introduce cross-terms.
3. Total energy ∫∫ ρ (t , f )dtdf = E
z • TFD of z(t) = z1(t) + z2(t):
∞ ∞
∫ ρ z (t , f )df = z (t )
2
∫ ρ (t , f )dt = Z ( f )
2
4, 5. Marginals
−∞
z , −∞
ρ z (t , f ) = ρ z (t , f ) + ρ z (t , f ) + 2 Re{ ρ z z (t , f )}
1 2 1 2
∞ ∞
where 2 Re{ ρ z z (t , f )} is cross-term.
∫ fρ z (t , f ) df ∫ tρ z (t , f ) dt
1 2
6, 7. First-order moments
−∞
∞
= f i (t ) , −∞
∞
=τd ( f ) • Cross-terms = undesirable interferences ⇒ need to be suppressed.
∫ ρ z (t , f )df ∫ ρ z (t , f )dt
−∞ −∞
8, 9. Time and frequency support Reduced-Interference Distributions (RIDs), [e.g., Choi-Williams
distribution, masked WVD, B-distribution (BD) and modified distribution
if z (t ) = 0 outside (t1 , t 2 ) ⇒ ρ z (t , f ) = 0 outside (t1 , t 2 )
(if Z ( f ) = 0 outside ( f1 , f 2 ) ⇒ ρ z (t , f ) = 0 outside ( f1 , f 2 )) (MBD)] introduced to suppress cross-terms.
10. Free from cross-terms. – X-terms suppression → reduced signal concentration in TF plane.
3.10 Principles of Cross Terms Reduction 3.11 Example of RIDs: CWD and MBD
• In Doppler-lag Ambiguity (v,τ) domain: cross terms distant from the
• Choi-Williams distribution (CWD): Gaussian kernel filter in
origin and auto terms concentrated around it Doppler-lag domain:
(ντ ) 2
f v −
os
s
Cr ms
g (v, τ ) = e σ
Cross
ter where σ = smoothing parameter that controls x-term suppression.
terms
τ
al • Modified B-distribution (MBD): time-only kernel: almost cross-
gn Cross al terms free with high resolution. Its Doppler-lag kernel is:
Si rms gn
te terms Si rms
te
Γ( β + jπv)
t 2
Time-frequency domain ρz(t, f) Doppler-lag domain χz(v, τ) g (ν ,τ ) = g β (ν ) =
Γ 2 (β )
⇒ To reduce x-terms, kernel filter g(v,τ) = 2D LP filter in (v,τ) domain. β ( 0 < β ≤ 1) controls the sharpness of the 2D filter cut-off.
3.12 Comparison of Different TFDs -1 3.12 Comparison of Different TFDs -2
7500
7500 Fs=1Hz N=128 Fs=1Hz N=128
Time−res=1 Time−res=1
7000 120 120

7000
6500 100 100

6500
80 80
6000
Time (secs)
Time (secs)
6000
time
time
60 60
5500
5500
40 40
5000
5000
20 20
4500
4500
0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Frequency (Hz) Frequency (Hz)
4000
0.065 0.07 0.075 0.08 0.085 0.09 0.095 0.1 0.105 4000
0.065 0.07 0.075 0.08 0.085 0.09 0.095 0.1 0.105
frequency
frequency
CWD MBD CWD MBD

7500 Fs=1Hz N=128 Fs=1Hz N=128
7500
Time−res=1 Time−res=1
120 120
7000
7000
100 100
6500
6500
80
80
Time (secs)
6000
Time (secs)
6000
time
time
60
60
5500
5500
40
40
5000
5000 20
20
4500
4500 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Frequency (Hz) 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Frequency (Hz)
4000
0.065 0.07 0.075 0.08 0.085 0.09 0.095 0.1 0.105
4000
frequency 0.065 0.07 0.075 0.08 0.085 0.09 0.095 0.1 0.105
frequency
Spectrogram Spectrogram
WVD WVD
TF representations of a multi-component bird song. TF representations of a signal composed of two close linear FMs.
3.12 Selection of Suitable TFD 3.13 Digital Implementation of TFDs -1
• Performance of TFDs is quantitatively measured in terms of:

• Let the time and frequency samplings by such:
– energy concentration of TFD about the respective IFs t = n f s = n ∆ t and f = kf s 2 N = k ∆ f
– resolution in TF plane
– and reduction of cross-terms. where fs is the sampling frequency, N the signal duration (in
samples), ∆t sampling time interval and ∆f sampling
• A resolution performance measure P: selects the best TFD frequency interval.
for a given signal, such that
P small = poor performance, and • Discrete Spectrogram with window w(t)
P large = good performance. 2
• For TFDs in previous slide; P values were found to be S zw [ n , k ] = DFT { z [ n + m ] w ( m )} ; m ∈ M

m→k
[Elsevier book, pp. 305-314, and Boashash et al., IEEE tans. SP, May 2003]:
2
PCWD = 0.80 PMBD = 0.86
PSPEC = 0.84 PWVD = 0.67
=
m∈ M
∑ z (m + n ) w (m )e − j 2 π km M

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1. Need for time-frequency signal processing (TFSP)

A Review with Recent Results 2. Concept of joint time-frequency representations

3. Heuristic formulation of time-frequency distributions (TFDs)

B. Boashash, Signal Processing Research, QUT, Australia, El-Djazair 2004 2

1. Need for TFSP

Time domain Frequency domain

exclusively and independently of each other.

• TFSP methods initially developed for non-

stationary signals, (t and f inter-related)

• TFSP: two natural variables time, t, and

frequency, f, are used simultaneously. 0 0.5 1 1.5

500 1000 1500 2000 2500 3000 3500

500 1000 1500 2000 2500 3000 3500 4000

0 0.2 0.4 0.6 0.8 1 1.2 0 500 1000 1500 2000

1.3 Traditional Signal Representations 1.4 Limitations of Classical Representations: e.g. -1

Variables t and f are mutually exclusive.

Where B = αT and fc = fo + B/2, with T = duration and B = bandwidth.

are essentially different.

2. Joint Time-Frequency Representations

TF representation of a three-component signal

• Time-frequency (TF) representation:

( with ∆t∆f ≥ 1 4π (Heisenberg’s uncertainty relation).

2.4 Signal Characteristics in Time-Frequency Representations 2.4.2 Asymptotic Signals

⇒ Need for a class (asymptotic signals) which:

• Group delay (GD): mean value of individual TDs

where , and α = B/T, BT >>1

• Power spectral density (PSD) of a random non-stationary signal z(t):

− ∆ very large: good f resolution, poor t resolution

• Optimum ∆ for an LFM signal:

3.3 Definition of the WVD 3.3 WVD of a Linear FM signal

• Definition: WVD of a real signal s(t)

Where z(t) analytic associate of s(t)

• Property: WVD provides optimal representation for linear

1. WVD is real for all t and f.

2. Integration over both t and f = signal energy.

4. First moment of WVD in frequency (time) = IF (TD) of the signal

+ ≠ γ (t, f )=G1(f)g2(t): overall BT limitation:

⇒ General formulation of Quadratic TFDs.

• Expression of quadratic TFDs can be expanded as: ∞

∫ h(t + 2 )h (t − 2 )e s (τ )h(τ − t )e − j 2πντ dτ

Page exp{ jπv τ } Page ∂ ∞ 2

Choi-Williams exp{− } Choi-

7000 120 120

6500 100 100

CWD MBD CWD MBD

3.12 Selection of Suitable TFD 3.13 Digital Implementation of TFDs -1

• Performance of TFDs is quantitatively measured in terms of:

• For TFDs in previous slide; P values were found to be S zw [ n , k ] = DFT { z [ n + m ] w ( m )} ; m ∈ M

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