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Time Frequency Analysis


Mathematical Preliminaries
S. R. M. Prasanna Dept of ECE, IIT Guwahati, prasanna@iitg.ernet.in

Time Frequency Analysis p. 1/2

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Development of Relations
Time domain description of signals Frequency domain description of signals Frequency domain in terms of time domain Time domain in terms of frequency domain Time-frequency description

Time Frequency Analysis p. 2/2

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Time Description of Signals


Energy Density or instantaneous power How much energy a signal has? s(t) is given signal Energy Density: |s(t)|2 energy per unit time at time t Fractional Energy: |s(t)|2 t fractional energy in the interval t at time t Total Energy: E = |s(t)|2 dt

Time Frequency Analysis p. 3/2

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Time Description (contd.)


Characterizing time waveforms x is a random variable and p(x) its density function Mean: = xp(x)dx 2 = (x )2 p(x)dx Variance: t Mean () gives gross characterization of density i.e., where density is concentrated Std. Dev. (t ) indicates how the density is concentrated around the mean. t is a random variable and |s(t)|2 its density function Mean or Average Time: < t >= t|s(t)|2 dt Variance or Duration: 2 = (t < t >)2 |s(t)|2 dt =< t2 > < t >2 T 2 = t < t2 > is dened similar to < t >

Time Frequency Analysis p. 4/2

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Time Description (contd.)


Description of Time Waveforms Duration of Signal In 2t most of the density is concentrated T or t is an indication of the duration of signal If t is small then most of the signal is concentrated around mean Signal is of short duration If t is large then most of the signal is spread over a long time Signal is of long duration A gure of signal w/f to illustrate < t > and T = t

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Time Description (contd.)


Illustration of < t > and t computation
s(t) = |s(t)|2 <
2 t 1 / 4 (t t 0 )2 / 2 (/ ) e

1 / 4 (t t 0 )2 / 2 2 |(/ ) e |

1 / 2 (t t 0 )2 (/ ) e

< t >= t2 >= t2

/ /

2 ( t t 0) te dt

= t0 = 1/2 + t0

2 2 ( t t 0) t e dt

= < > < t > = 1/2 Note: Use uv = uv u v

Time Frequency Analysis p. 6/2

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Frequency Description of Signals


s(t) is given signal and S ( ) its spectrum

Energy Density Spectrum: |s( )|2 energy per unit frequency at frequency Fractional Energy: |S ( )|2 fractional energy in the interval at frequency Total Energy: E =
|S ( )|2 d |s(t)|2 dt = |S ( )|2 d

Parcevals Theorem: E =

Time Frequency Analysis p. 7/2

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Frequency Description (contd.)


is a random variable and |S ( )|2 its density function in frequency Mean or Average Frequency: < >= |S ( )|2 d Variance or Bandwidth: 2 = ( < >)2 |S ( )|2 d B 2 = =< 2 > < >2 < 2 > is dened similar to < >

Time Frequency Analysis p. 8/2

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Frequency Description (contd.)


Description of Spectrum of the signal Bandwidth of Signal In 2 most of the density is concentrated B or is an indication of the bandwidth of signal If is small then most of the signal is concentrated around mean Signal is of small bandwidth If is large then most of the signal is spread over a large bandwidth Signal is of large bandwidth A gure of signal spectrum to illustrate < > and B =

Time Frequency Analysis p. 9/2

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Average and Density Functions


t and are R.Vs. Any function of these R.Vs.

The average of any time function, g (t), is < g (t) >= g (t)|s(t)|2 dt The average of any frequency function, g ( ), is < g ( ) >= g ( )|S ( )|2 d Energy density Signal amplitudes present in the total bandwidth of the signal. No information about the different frequency components present. Energy density spectrum Frequency components present in the total duration of the signal. No information about when those frequencies

Time Frequency Analysis p. 10/2

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Time Frequency Analysis


Time Frequency Analysis Mathematical and physical ideas needed to understand and describe how the frequencies are changing in time

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Alternative Relation to Avg. Freq.


Frequency in terms of time Avg. Freq.: < >=
|S ( )|2 d =
d s (t) 1 j dt s(t)dt

Avg. Freq. can be computed directly from s(t) without computing its S ( ) WKT, S ( ) =
< >= < >= < >=
d j (tt ) dt e jt dt and S ( ) = s ( t ) e t (t)ejt dt s t

|S ( )|2 = S ( )S ( ) |S ( )|2 d
t
jt s(t )e dt

(t)ejt dtd s t

t t

j ( t t ) dtdt d s(t )s (t)e

j ( t t ) j e

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Avg. Freq. Relation (contd.)


< >=
1 d j (tt ) d s ( t ) s ( t ) e dtdt j dt t t
j ( t t ) d e

= (t t ) s(t) (t t )dt dt

(t) 1 d s j dt t

< >= < 2 >= < n >=

d s (t) 1 j dt (s(t))dt

Proceeding on the similar lines


2 |S ( )|2 d = n |S ( )|2 d =
d 2 s (t)( 1 j dt ) s(t)dt = d | dt s(t)|2 dt d n s (t)( 1 j dt ) s(t)dt =

d | dt s(t)|n dt

Time Frequency Analysis p. 13/2

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Frequency Operator
For frequency function in time domain only Frequency operator is dened as: W = Repeated use of W denoted by W n 1 n dn n W s(t) = ( j ) dtn s(t) Average of a frequency function calculation from time function: < g ( ) >= g ( )|S ( )|2 d d Using < >= |S ( )|2 d = s (t) 1 j dt s(t)dt < g ( ) >= s (t)g (W )s(t)dt d < g ( ) >= s (t)g ( 1 j dt )s(t)dt Take g ( ), replace by s (t) and integrate.
1 d j dt , 1 d j dt

operate on s(t), multiply by

Time Frequency Analysis p. 14/2

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Time Operator
For time function in frequency domain only
d Time operator is dened as: T = 1 j d

Repeated use of T denoted by T n 1 n dn n T S ( ) = ( j ) dn S ( ) Average of a time function calculation from frequency function: < g (t) >= g (t)|s(t)|2 dt < g (t) >= S ( )g (T )S ( )d d < g (t) >= S ( )g ( 1 j d )S ( )d
d Take g (t), replace t by 1 j d , operate on S ( ), multiply by S ( ) and integrate.

Time Frequency Analysis p. 15/2

Complex Time and Frequency Functions


We are aware of Complex Frequency Function: S ( ) = A( )ej() = Sr + jSi Can we have similar thing in time domain? Useful in time frequency descriptions Complex Time Function: s(t) = A(t)ej(t) = sr + jsi What should be the values of A(t) and (t) Equivalently values of sr and si

Time Frequency Analysis p. 16/2

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Mean Freq. using Freq. Operator


Mean Frequency: W s(t) = W A(t)ej(t) A (t) 1 d j ( t ) = j dt A(t)e = ( (t) j A(t) )s(t) Therefore, the mean frequency is d < >= |S ( )|2 d = s (t) 1 j dt s(t)dt
=
(t ) 2 (t)dt ( (t) j A ) A A(t)

Since < > is always real, second term should be zero. Second term is zero because it is a perfect differential that integrates to zero.
< >= (t)|s(t)|2 dt = (t)A2 (t)dt

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Concept of Instantaneous Frequency


< >= (t)|s(t)|2 dt = (t)A2 (t)dt

Avg. frequency is obtained by integrating (t) with density over all time.
(t) is instantaneous value of the quantity for which we are calculating the average.

Hence it is termed as instantaneous frequency, i (t) = (t)

Time Frequency Analysis p. 18/2

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Bandwidth Equation
2 = ( < >)2 |S ( )|2 d B 2 = 2 = B 2 = d 2 s(t)dt s (t)( 1 < > ) j dt

B2 = B2 B2 = =

d 2 dt |( 1 < > ) s ( t ) | j dt
1 A (t ) | j A(t)

+ (t) < > |2 A2 (t)dt ( (t) < >)2 A2 (t)dt

A (t) 2 2 ( A(t) ) A (t)dt +

B.W. is the avg. of two terms, one depending on the amplitude and other depending on phase. What is the signicance of these two terms? It will be apparent in joint time and frequency description

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AM and FM Contributions to B.W.


B2 =
A (t) 2 2 ( A(t) ) A (t)dt +

( (t) < >)2 A2 (t)dt

First term averages an amplitude term over all time Second term averages a phase dependent term It is natural to dene AM and FM contributions by
2 BAM =

A2 (t)dt

2 (t) < >)2 A2 (t)dt BF = ( M 2 2 With B 2 = BAM + BF M

Fractional contributions: rF M =

BF M B

and rAM =

BAM B

Time Frequency Analysis p. 20/2

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Duration and Mean Time


Mean Time: < t >= ( )|S ( )|2 d Duration: B ( ) 2 2 2 2 T = t = ( B () ) B ( )d + ( ( )+ < t >)2 B 2 ( )d Group Delay: tg ( ) = ( ) Amplitude and frequency variations of the spectrum will contribute to the duration. Spectral Amplitude Modulation (SAM) Spectral Phase Modulation (SPM)
2 TSAM =

B 2 ( )d

2 ( )+ < t >)2 B 2 ( )d TSP = ( M 2 2 With T 2 = TSAM + TSP M

Time Frequency Analysis p. 21/2

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Covariance of a Signal
To nd how time and instantaneous frequency are related?
< t (t) >= t (t)|s(t)|2 dt

Average of time multiplied with the instantaneous frequency If time and frequency are not related then < t (t) >=< t >< (t) >=< t >< > So excess of < t (t) > over < t >< > is a good measure of how time is correlated with instantaneous frequency.
Covt =< t (t) > < t >< >

Correlation coefcient: r =

Covt t

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Covariance in terms of Spectrum


In this case let tg represent time and represent frequency.
Covt =< tg > < t >< >

with < tg >= < ( ) >= ( )|S ( )|2 d When the two identities will be equal?
t (t)|s(t)|2 dt = ( )|S ( )|2 d

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When Covariance will be zero?


Covariance is an indication of how inst. freq. and time are related When inst. freq. does not change, then covariance should be zero Example: s(t) = A(t)ej0 t where the amplitude mod is arbitrary, but no change inst. freq.
Covt (t) = t0 |A(t)|2 dt = 0 < t >

But since < >= 0 , we have < >< t >= 0 < t > Therefore covariance and correlation coefcient are equal to zero

Time Frequency Analysis p. 24/2

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Characteristic Function
F.T. of a density is called the characteristic function Chr. Fn. for the energy density spectrum is R( ) = |S ( )|2 ej d = s (t)ej W s(t)dt
ej W is the translation operator and therefore R( ) = s (t)s(t + )dt R( ) compares or correlates the signal at two different times and hence it is termed as autocorrelation function

Inversely we have: |S ( )|2 =

1 2

R( )ej d

Similarly, Chr. Fn. in freq. domain is R() = |s(t)|2 ejt dt = S ( )ej S ( )d = S ( )S ( )d Hence |s(t)|2 =
1 2

R()ejt d

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Non Additivity of Spectral Operators


Conceptual difculties in TFA are due to basic properties of signals and spectra Freq. content is not additive in TF plane In T or F plane, s = s1 + s2 and S = S1 + S2 However, for energy density S } = |S |2 + |S |2 |S |2 = |S1 + S2 |2 = |S1 |2 + |S2 |2 + 2Re{S1 2 1 2 Thus the freq. content is not the sum of the frequency content of each signal When two signal are added, the waveforms may add and interfere in all possible ways to give different weights to original frequencies Mathematically, energy density spectrum is the absolute square of the sum of the spectra, which results in nonlinear effects

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