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Applications of Fractal Signals: Dumitru ŞCHEIANU and Ion Tutănescu
Applications of Fractal Signals: Dumitru ŞCHEIANU and Ion Tutănescu
Applications of Fractal Signals: Dumitru ŞCHEIANU and Ion Tutănescu
Abstract - "Fractal" term - which in Latin language The components xi(t) are described by the following
defines something fragmented anomalous - was mathematical equations:
introduced in mathematics by B. B. Mandelbrot in 1 2 ; t ∈ T+ = [− τ 0 , τ 0 ]
0
1975. He avoided to define it rigorously and used it to x 0 (t ) = (1)
designate some "rugged" and "self-similar" 0 ; t ∉ T+
geometrical forms. Fractals were involved in the theory
of chaotic dynamic systems and used to designate 1 21 ; t ∈ T1 = [− (1 3)τ 0 , (1 3)τ 0 ]
certain specific sets; finally, they were “captured” by x 1 (t ) = − 1 21 ; t ∈ T+ − T1
0 ; t ∉ T
geometry and remarked in tackling of the boundary +
problems. It proved that the fractals can be of interest 1 2 2 ; t ∈ T2 = [− (7 9)τ 0 ,−(5 9 )τ 0 ] ∪ [− (1 9)τ 0 , (1 9)τ 0 ] ∪ [(5 9)τ 0 , (7 9 )τ 0 ]
even in the signal’s theory. x 2 (t ) = − 1 2 2 ; t ∈ T+ − T2
0 ; t ∉ T
+
x i (t ) = . . .
I. INTRODUCTION
(2)
In the category of fractals there are included also the
images whose description by conventionally ways of x0 2τ0
mathematics is, in principle, impossible. 1
If to a 2D image (x, y) is added a third dimension (t), we 0
t
have a bi-dimensional fractal signal. In such a signal, the 2τ0/3
fractal nature is manifested in (x, y) plan, having no 0,5
x1
s0 2τ0/30
1
2τ0/31 t
s1
0,5
t
s2 2τ0/32
0,25
t
2τ0/33
s3
x-(t)
0,12 5
t
x+(t)
intervals. {
X+2 (ω) = F [x 2 (t )]T+ = } 2π 4τ0
cosω
4τ0 (2 *3)2
− 2τ0
3
2τ τ τ
+1+ cosω 0 Sa ω 02 − 01 Sa(ωτ0 ) ×
3 3 2
0
∞
2π
× ∑ δ ω − n
n =−∞ T0
III. SPECTRAL ANALYSIS OF FRACTAL SIGNAL
{
X3+ (ω) = F [x 3 (t )]T+ =
0
} 2π 4τ0
− 8τ − 6τ − 4τ − 2τ
cosω 2 0 + cosω 2 0 + cosω 2 0 + cosω 2 0 +
4τ0 (2 *3)3 3 3 3 3
From spectral point of view, being conceived as a 2τ0 4τ0 6τ0 8τ0 τ0 τ0 ∞ 2π
+1+ cosω + cosω + cosω + cosω Sa ω − Sa(ωτ0 ) ∑ δ ω − n
periodical function, to this type of signal corresponds a 32 32 32 32 33 22 n=−∞ T0
spectrum made from lines. First of all, for its 2π 4τ l 2τ0 τ0 τ0 ∞ 2π 3i−1 −1
Xi+ (ω) = 0
∑ cosmω Sa ω i − i−1 Sa(ωτ0 ) ∑ δ ω − n ; l =
determination, we will proceed to the dividing into 4τ0
(2 *3)
i
m=−l
i
3 3 2 n=−∞ T0 2
periods of xi+(t):
(8)
The determination of Fourier Transform FT for xi (t ) T [ ]− 0
251
[xi (t )]T+ functions, we have:
τ τ0
sin ω 0 sin ω i
0 ∞ 2 π
S fc (ω) = 2∑ 3 3 =
− jω
T0
i =1 (2 * 3)
i τ0 τ0
X i− (ω) = − X i+ (ω)e 2 (9) sin ω i ω i (19)
3 3
By summation of components’ contributions on both 4π τ
semi-periods, the spectrum generated by a component = Sa ω 0
3 3
[ ]
xi (t ) T is:0 Finally, ASDF of the fractal signal already described is
{
X i (ω ) = F [x i (t )]T+0 + [x i (t )]T−0 = } done by the relation
4π τ 0 ∞ 2π
S f (ω) = Sa ω ∑ δω − (2n + 1) (20)
− jω 0 (10) 3 3 n = −∞
T
4τ 0
M = X i+ (ω )1 − e 2
and is presented in Figure 3.
The spectrum of sf(t) is the summation of components’ The fractal signal being even, its Fourier Transform is
spectra: real. It can be noticed that to the rugged form from the
temporal domain corresponds a conventional convolute
∞ − jω
T0
Sf (ω) = ∑ X i+ (ω)1 − e
2
(11) function.
i =0 S
4
The terms containing Sa(ωτ0) function (see relations 8) π
3
are part of the following expression, A(ω): δ
∞ π
A (ω ) = π − ∑ i Sa (ωτ 0 ) × π 9π
i =1 2
(12) 3
τ
ω
2τ
2 π
T
∞ − jω 0
=0 1π 5π
× ∑ δ ω − n 1− e 2 3π
n = −∞ T0
2τ 2τ
2τ
This expression is equal to zero due to the first factor.
Thus, the relation (11) should be written as we can see Figure 3 - Spectral presentation of the fractal signal.
below:
∞ 2π ∞ 2π
T
l 2τ τ0 − jω 0
S f (ω) = ∑ Sa ω ∑ δ ω − n 1− e 2 IV. PROBABILITY ANALYSIS OF FRACTAL
(2 * 3)i m∑
cos mω i0
i =1 3 3i n = −∞ T0
= − l SIGNAL
(13)
Taking into consideration that this relation is unequal to It is interesting to analyze this type of signal from
zero on frequencies probabilistic point of view. Therefore, if we consider the
ωn = n
2π
(14) set of time intervals τ 0 3i whereon si signal doesn’t
T0 change its value (see Figure 2) and accept the idea that
and that their distribution is uniform on t axis, it is possible to
− jω n
T0 define fractal signal’s probability density function p(s) as
1− e 2 = 1 − e − jnπ = ... 0, 2, 0, ... (15) a weight of the temporal intervals length in which the
signal takes a certain value on the temporal axis’ length.
the signal’s spectral function may be written as the
multiplication of convolute function Sfc(ω) by Dirac By successive summation, our result is the percentile
impulse series P(s), as we can see in Figure 4. Because the structure of
fractal signal is similar in both positive and negative
∞ π
Sf (ω) = Sfc (ω) ∑ δ ω − (2n + 1) (16) domain, these function’s form were presented in Fig. 4 in
n = −∞ 2τ
0 positive domain only.
The expression of convolute function is: Given the signal’s nature, the probability density function
is formed by weighted Dirac impulses, and the percentile
∞ 2π l 2τ
S fc (ω) = 2∑ i ∑
cos mω i0 × by a multi-stage function.
3
(2 * 3) m = − l
i =1
(17)
Construction of the probability density function begins
from the case of s1 density probability function (which
τ 0
× Sa ω i presents two lines of amplitude 0,5δ ) and is realized
3 according to the following rule: every line corresponding
Because to the signal si generates two lines for the signal si+1,
τ delayed with ±2-I from the line corresponding to the
sin ω 0
l 2τ 0 3 signal si . Their size is in a ratio of ½, the biggest line
∑ cos mω i = τ0
(18) being that one which is situated on s axis.
m=−l 3 sin ω i When the index i is in infinite sub-domain, the lines’
3
amplitudes which forms the probability density function
we can write: becomes finite, and the distance between them becomes
infinitesimal.
252
The percentile function, beyond the aspect relatively With other words, to the fractal signal we can associate -
common, does not show a characteristic of the fractal by construction - the pair formed by the probability
signal, because its bent can vary from a line to another; density function and the percentile function; but, going
when the index i comes into infinite values sub-domain, from one to other function is not possible.
P(s) becomes a non-differentiable function.
p P
1
4 /1 8 δ
s2 2 2/1 8
1 /1 8
s 0,5 s
0 1 /4 7 /4 2 0 1 /4 7 /4 2
P
1
δ
s3
8 /5 4
6 2/5 4
1 /5 4
s 0,5
0 1 /8 1 3/8 2 0 1 /8 1 3/8 2
p
s4
1 6/1 62 δ
1 78 /16 2
1 /1 6 2 s 0,5 s
0 1 /1 6 2 9/1 6 2 0 1 /1 6 2 9/1 6 2
To determine the temporal moments is relative easily. So, assimilated to a stochastic process’ trajectory. Anyway,
starting from the construction of the signal, we can there is a very important difference.
directly affirm that the average value is zero and, It is well known that a certain trajectory of a stochastic
consequently, the centered moments will be equal with process can’t be recovered on the base of an value set, as
the direct moments. Therefore, the dispersion will be much and as well this set is chosen. In the case of the
equal to the second order moment and - because of the fractal signals, besides a values set, it is known a very
signal’s similitude on the space of T+ and T+ - it may be important thing – the construction’s algorithm. The
calculated on the positive alternation problem is to find the best way for enlarge its cognition in
2
1 2 τ0 2 1 ∞ 1 comparison with the case of a certain trajectory of a
σ2 = ∫ s f (t )dt = 2τ ∑ i
2τ 0 0
(21)
stochastic process.
0 i=0 2
REFERENCES
254