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of multi-component signals
Mahmut O
t
s
2
_ _ _ _
e
jxs
ds
_ _
;
where W(t, x) denotes the Wigner Distribution (WD) and the above is the statistical average of the WDs of
the realizations of the process. When we have several observations of the non-stationary process x(t), we can
use an ensemble average of the individual WDs of these observations to estimate the WVS. However, this is
not the case in general; we are only given a single realization of the process. In that case, timefrequency dis-
tributions (TFDs) with a smoothing kernel function is used to estimate the WVS [2]. A good amount of re-
search has been done to design kernels with desired properties yielding unbiased and low variance WVS
estimates [9,11].
A new estimate of the WVS is proposed as the optimal average of multiple-window spectrograms of the
process in [4,12]. In this work, we use a timefrequency TF spectral estimate that is an optimal combination
of evolutionary spectra obtained by a multi-window Gabor expansion [10,13]. The optimal combination coef-
cients are obtained by minimizing the squared error between a reference TFD (which is taken to be the
WignerVille distribution of the signal) and the multi-window spectral estimate.
2. Evolutionary spectral analysis
WoldCramer representation [14], of a non-stationary random signal n(n) can be expressed as an innite
sum of sinusoids with random and time-dependent amplitudes and phases, or
nn
_
p
p
Cn; xe
jxn
dZx;
where Z(x) is considered a random process with orthogonal increments. This is a generalization of the spectral
representation of stationary processes. Priestleys evolutionary spectrum [14,15] of c(n) is given as the magni-
tude square of the evolutionary kernel C(n, x).
On the other hand, for a deterministic signal with a time-dependent spectrum, x(n), 0 6 n 6 N 1, we pre-
sented an analogous representation called the discrete evolutionary transform (DET) [10,16]:
xn
K1
k0
Xn; x
k
e
jx
k
n
; 2
where x
k
= 2pk/K, K is the number of frequency samples, and X(n, x
k
) is the DET kernel. The evolutionary
spectrum is obtained from this kernel as Sn; x
k
1
K
jXn; x
k
j
2
. The DET is obtained by expressing the kernel
X(n, x
k
) in terms of the signal. Thus, for the representation in (2) the DET that provides the evolutionary ker-
nel X(n, x
k
), 0 6 k 6 K 1, is given by
Xn; x
k
N1
0
xw
k
n; e
jx
k
; 3
where w
k
(n,) is, in general, a time and frequency dependent window.
282 M. O
M1
m0
K1
k0
a
i;m;k
h
i
n mLe
jx
k
n
4
K1
k0
X
i
n; x
k
e
jx
k
n
; 5
where {a
i,m,k
} are the Gabor coecients, {h
i,m,k
} are the Gabor basis functions that are obtained by scaling,
translating and modulating a window function by a sinusoid as
h
i;m;k
n h
i
n mLe
jx
k
n
6
and the synthesis window h
i
(n) is obtained by scaling a unitenergy mother window g(n) as
h
i
n 2
i=2
g2
i
n; i 0; 1; . . . ; I 1:
The multi-window Gabor coecients are evaluated by
a
i;m;k
N1
n0
xnc
i
n mLe
jx
k
n
; 7
where the analysis window c
i
(n) is solved from the bi-orthogonality condition between h
i
(n) and c
i
(n) [10].
Hence, by comparing the representations of the signal in (4) and (5) we obtain the DET kernel as
X
i
n; x
k
M1
m0
a
i;m;k
h
i
n mL: 8
Substituting for the coecients {a
i,m,k
}, we obtain that
X
i
n; x
k
N1
0
xw
i
n; e
jx
k
; 9
where we dened a time-varying window for scale i as
w
i
n;
M1
m0
c
i
mLh
i
n mL:
Then the evolutionary spectrum of x(n) calculated using the window h
i
(n) is obtained by
S
i
n; x
k
1
K
jX
i
n; x
k
j
2
;
where the factor 1/K is used for proper energy normalization. We should mention that normalizing the w
i
(n, )
to unit energy, the total energy of the signal is preserved thus justifying the use of S
i
(n, x
k
) as a TF energy
density for x(n). Furthermore, S
i
(n, x
k
) is always non-negative and it approximates the marginal conditions
[2]; hence, as opposed to many other TFDs, it is interpretable as TF energy density function [10].
3. IF estimation
Estimation of IF is a complex and not well understood task [1,6]. For multi-component signals, time-con-
ditional mean frequency does not give a local information on signal components. The evolutionary spectrum
can be used to obtain a general denition of IF by considering the signal x(n) as a sum of analytic signals with
time-dependent magnitudes and phases, that is
xn
k
jXn; x
k
je
jWn;x
k
;
M. O
ztu rk, A. Akan / Computers and Electrical Engineering 34 (2008) 281289 283
where W(n, x
k
) = Arg[X(n, x
k
)] + x
k
n. Computing W(n, x
k
) only where jX(n, x
k
)j is signicant, a general IF
function is dened as
IFn; x
k
Wn; x
k
Wn 1; x
k
: 10
This can be accomplished by determining the instantaneous phase at the peaks of the spectra. On the other
hand, as we will see, decomposing the signal into its components jXn; x
k
je
jWn;x
k
N1
0
xw
i
n; e
jx
k
2
: 11
Gaussian windows are used as h
i
(n), for their optimal concentration in the TF plane [16]. Then we estimate
the WVS of the process x(n) as a weighted average of the evolutionary spectra
P n; x
k
I1
i0
c
i
S
i
n; x
k
; 12
where the weights {c
i
} are obtained by minimizing the error function
e
i
N1
n0
K1
k0
P
R
n; x
k
I1
i0
c
i
S
i
n; x
k
2
13
and P
R
(n, x
k
) is a reference TFD which is taken here as WignerVille Distribution of the signal because of its
optimal TF resolution for a certain class of signals [2]. The reference TFD in this optimization can be chosen
as any one of the high resolution TFDs considering interference terms, positivity and marginal issues. By
using a matrix notation, the minimization problem in (13) can be rewritten as
min
c
i
kP
R
Sck
2
: 14
The solution of this least squares minimization problem is
c
o
S
T
S
1
S
T
P
R
;
where the superscript o denotes optimum. Then a WVS estimate is obtained as optimal weighted average
using fc
o
i
g in Eq. (12).
Finally, we mask or threshold our estimate
P n; x
k
to eliminate any possible negative values caused by any
negative c
o
i
coecient, and result in a non-negative time-varying spectrum, as proposed in [4], i.e.,
P n; x
k
P n; x
k
;
P n; x
k
P0;
0;
P n; x
k
< 0;
_
15
where
P n; x
k
denotes the positive-only part of the spectrum. The global IF of the signal can be calculated
form this TF spectrum as time-conditional mean frequency. However, for a multi-component signal the global
284 M. O
k
x
k
P n; x
k
Sn
; p 1P 1 6 n 6 pP q 1Q 1 6 k 6 qQ; 16
where p = 1, 2, . . . , N/P and q = 1, 2, . . . , K/Q.
In our experiments, we obtain both TF density and local IF estimate of several multi-component signals.
5. Experimental results
To illustrate the performance of our proposed method, we rst consider combination of two-chirps. In
Fig. 1a, we show the least squares evolutionary spectral estimate
P n; x
k
ztu rk, A. Akan / Computers and Electrical Engineering 34 (2008) 281289 285
we show the local IF estimate of this two-chirp signal, calculated in 8 8 TF regions using our proposed
method. We see that in the local IF estimate, there are blocking eects due to windowing in the TF domain.
Furthermore, the method fails to extract the local IF information, if the signal components are not resolved in
the evolutionary spectrum.
In the second example, we test the performance of the proposed method on a noisy signal. Consider the
combination of a sinusoidal FM signal and a sinusoidal signal that is added a white Gaussian noise with
10 dB and 5 dB signal-to-noise ratio (SNR). Fig. 2a shows the least squares evolutionary spectral estimate
of this signal with 10 dB additive noise. In Fig. 2b, we give the global IF estimate obtained from the least
squares evolutionary spectrum. In Fig. 2c, the local IF estimate of this signal is shown. Finally, we calculate
the local IF estimate with 5 dB noise. It can be seen from the gures that the local IF estimate can resolve the
signal components even with 5 dB additive noise.
As a nal example, we consider the combination of a sinusoidal FM and two-chirp signals. In Fig. 3a, we
show the least squares evolutionary spectral estimate of this three-component signal. Fig. 3b shows the global
Time [n]
F
r
e
q
u
e
n
c
y
[
r
a
d
]
Least Squares Evolutionary Spectrum
50 100 150 200 250
0.5
1
1.5
2
2.5
3
50 100 150 200 250
0.5
1
1.5
2
2.5
3
Time [n]
F
r
e
q
u
e
n
c
y
[
r
a
d
]
Global IF Estimation
Local IF Estimation
F
r
e
q
u
e
n
c
y
[
r
a
d
]
Time [n]
50 100 150 200 250
0.5
1
1.5
2
2.5
3
Local IF Estimation
F
r
e
q
u
e
n
c
y
[
r
a
d
]
Time [n]
50 100 150 200 250
0.5
1
1.5
2
2.5
3
Fig. 2. (a) Least squares evolutionary spectrum with 10 dB SNR, (b) global IF estimate, local IF estimate with (c) 10 dB SNR and (d) 5 dB
SNR.
286 M. O
ztu rk, A. Akan / Computers and Electrical Engineering 34 (2008) 281289 287
estimation obtained from this nal TF density can give the local IF of signal components. Meanwhile, the
classical global IF estimation method, gives a single IF function for all components of the signal. It is also
observed from our simulation results that the proposed method is capable of obtaining the local IF informa-
tion only in the TF regions where the signal components are resolved. Hence it is crucial to calculate a high
resolution TF distribution to use in the IF calculation procedure. We also observe from the simulation results
that the proposed local IF estimate has blocking eects due to windowing in the TF domain.
Acknowledgements
This work was partially supported by the Research Fund of The University of Istanbul. Project Nos: UDP-
770/07062006 and UDP-901/31017001.
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Mahmut
Ozturk was born in Istanbul, Turkey in 1977. He received the B.Sc. degree in 2000 and the M.Sc. degree
in 2003 from Istanbul University, Istanbul, Turkey both in Electrical Engineering. He is currently a Ph.D. student
at the same university. He is also a Research Assistant at the department of Electrical and Electronics Engi-
neering, Istanbul University. His research interests are digital signal processing, timefrequency signal analysis
and its applications.
288 M. O
ztu rk, A. Akan / Computers and Electrical Engineering 34 (2008) 281289 289