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Filtering of randomly occurring signals by kurtosis in the frequency domain.

S. Pagnanl, C. Ottonello2, and G. Tacconi1$2

Istituto di Automazione Navale- National Research Council, Torre di Francia, Via De Marini 1, 16149 Genova, Italy.
2Dipartimento di Ingegneria Biofisica ed Elettronica-University of Genoa, Via all'Opera Pia 1lA, 16145 Genova, Italy.

Abstract to process PDFs. The proposed operator employs this

m e paper describes a nonlinear operator, based on property in frequency domain in order to discriminate
Frequency Domain Kurtosis (FDK), that is able to between stationary harmonics and outliers (i.e., impulses
distinguish between transients (impulses and unsteady and unsteady narrow band interferences), that temporarily
harmonic components) and stationary sinusoidal signals modify the process distribution.
in background Gaussian noise. For problems involving
signal detection in burst noise, filtering by an FDK 2: The Algorithm
operator may improve detection results by reducing noise The FDK operator is based on the kurtosis estimation for
variance and amplifiing narrow-band transient signals. the process DFT magnitude.
To evaluate the FDK operator's eflciency, direrent Let x(i), i = l , ..., M, be random process samples.
processes were considered: impulsive noise and narrow- Subdivide the samples into W blocks of N samples each.
band inteferences in background Gaussian noise and For each block j, estimate the FDK, as:
real electromagnetic non-Gaussian noise. The filter
robustness is discussed.
&(f )I4]
1: Introduction f d k ( f )=
In signal detection problems, Gaussian distributions are
[.ilxj ( f ) f
often assumed for signals or noise, or for both. This
assumption is attractive, as it allows the design of an where Xj(f) can be defined as real, imaginary parts or
optimal linear detector and makes problems absolute value of the process DFT.
mathematically treatable. Furthermore, the Central Limit A consistent estimate of the above function is:
Theorem gives strong justification to this model.
However, measurements of different types of ambient
noise confirm that noise distribution is often better
described by non-Gaussian probability density functions
(PDFs) [l], [2], [3]. In these cases, one can build a
noise/signal model by means of a physical knowledge of
the process [4], or one can develop adaptive algorithms
that overcome processing drawbacks due to non-Gaussian
components. In particular, in a non-parametric approach, This approach was previously proposed by Dwyer [5]
when ambient noise contains impulses, unsteady narrow- who applied it to helicopter-radiated noise and to under-
band interferences and quite stationary background noise, ice data. In his work, the FDK for the real and imaginary
the possibility of separating non-Gaussian components parts of the DFT components are estimated separately to
from weak stationary noise may notably improve signal detect impulses and unsteady radiated frequency
detection. components. The operator described in the present paper
In this paper, an operator for accomplishing such is derived from the moduli of the DFT coefficients, by
separation is presented, which is based on Frequency combining information about both the real and imaginary
Domain Kurtosis (FDK), defined as the ratio of the parts. This choice is motivated by the fact that, with
fourth-order moment of the DFT magnitude of the respect to the magnitude, Re[Xj(f)] and Im[Xj(f)] have
process to the square of the second-order moment of the not constant values over the blocks at a particular
DFT magnitude. In the time domain, kurtosis is sensitive stationary frequency, as no phase synchronization is

1051-4651/94$04.000 1994 IEEE
ensured by the block subdivision, in particular, when few a) subdivision of data into different blocks before DFT
blocks are available. estimation, and b) changes in the envelope of each DFT
If we assume that three different types of signals component magnitude with frequency. Both drawbacks
contribute to x(i), that is: affect filtering results at low frequencies. A certain
x(i) = y(i) + s(i) + g(i) i = l ...WN harmonic fo may be estimated to be either stationary over
where y(i) denotes stationary signals, s(i) is the all the blocks or transient, depending on the block length
contribution of unsteady harmonics, and g(i) denotes the AT. If l/AT> fo, then this harmonic, even though
presence of Gaussian noise, then we have: stationary, cannot be distinguished from outliers.
Furthermore, harmonics with the same energy are
resolved by DFT in different ways. To overcome this
problem, low frequencies may be pre-filtered by
multiplying the FDK operator by a suitable function. For
the results reported, this function was a half-period of a
where, to simplify the notation, we assume that g(i) has sinusoid.
a unit variance and that aj and b. which denote its real
and imaginary parts, have a variance equal to 1/2.
By substituting (2) into (1) and averaging for f=fo, we

(y4+4.y2+2)+K.s4+4.yZ.K.S2 +4.K.$
W w w

under the assumption that unsteady harmonics occurring

at a frequency f=fo involve only few blocks, (i.e., K
blocks, with an average power S2) and that each signal is
independent of the others. When a component has a Fig. AR=10 AR=20 AR=30
higher power than the others in the frequency domain, 1 11 5.9 4.7
FDK assumes the following significant limit values: 2 9.8 4.2 3.2
1) fdkfi=2 for S=O and Y = O (presence of Gaussian + 3 7.6 3.8 3.4
noise only) or - s
1-2.- ; ) 2 =Y 2 ;

2) fdkfi= 1 for Y -+ 00 (presence of stationary sinusoids

3) f&(f)=, for S 3 00, where K is the number of
outliers (presence of high energy impulsive noise only).
These three limits contribute to the separation of
stationary signals, outliers and Gaussian noise.
The proposed operator exploits this property to filter out
all stationary components and to emphasize highly
dynamic frequency components in the analyzed signal.
The FDK operator, suitably modified and normalized,
gives more information than the Power Spectral Density
(PSD) function that averages the energy content of the
5: Conclusions
Non-Gaussian signal processing is commonly required to
process, so it may turn out to be insensitive to fading
solve problems involving real data. In these cases,
signals in noise.
higher-order statistics contain more information than
second-order statistics.
3: Operator Robustness An analytic evaluation of filter performances as a
It is evident that two critical points may decrease the function of SNR and frequency values is currently under
filter robustness in separating outliers from stationarities: investigation.

[I] P.L.Brockett, M. Hinich and G.R. Wilson, Nonlinear and
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[Z]J.R. Wait, Propagation of ELF Electromagnetic Waves and
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[3] R.F. Dwyer, A technique for improving detection and 5

estimation of signals contaminated by under ice noise, J. of

Acoustic Society of America, Vol. 74(1), July 1983.
[4] D.Middleton, Canonical non-Gaussian noise models: their
implicationsfor measurements and for prediction of receiver
performance,IEEE Trans. on Electromagnetic Compatibility,
Vol. 21(3), August 1979.
[5] R.F. Dwyer, Use of the kurtosis statistic in thefrequency
domain as an aid in detecting random signals, IEEE Journal of
Oceanic Eng., Vol. OE-9, No.2, April 1984.

From left to right and from top to bottom:
a) Raw data (10 harmonics of random amplitude,
noise and narrow-band interferences). b) FDK filter.
c) Original noise (Gaussian noise and narrow-band
interferences). d) Filter Output.

I f

Tnr TN

Fig.1 Fig.3
From left to right and from top to bottom: From left to right and from top to bottom:
a) Raw data (9 harmonics plus noise). b) a) ELF electromagnetic noise. b) FDK filter. c)
FDK filter c) Original noise (Gaussian Original noise (Gaussian noise and narrow-
noise and impulses). d) Reconstructed band interferences). d) Original spectrum and
noise. filtered spectrum.