Static Characteristics of

Signals

Condition Monitoring - Instrumentation

Noise
Unwanted electrical signals that occur within
measurement systems and that result in spurious
signals occurring at the output are called noise.
Noise can either be from extraneous sources [in
which case it is generally called interference] or
from within the system itself.
Ultimately noise will limit the performance of the
measuring system but various techniques can be
employed to limit it to a greater or lesser extent.
Condition Monitoring - Instrumentation

Signal to Noise Ratio

A signal is composed of two parts.
signal = wanted signal + noise
The signal to noise ratio is used to
describe their relative magnitudes.
S/N ratio usually quoted in decibels (dB).

Condition Monitoring - Instrumentation

Signal to Noise Ratio

Condition Monitoring - Instrumentation

Signal to Noise Ratio

Condition Monitoring - Instrumentation

Signal Characterisation
Signal can be random or deterministic.

Real signals from measurement systems are

in
general
random,
possibly
with
a
deterministic component.

Unwanted signals can also be random or

deterministic.

Condition Monitoring - Instrumentation

Signal Characterisation
Seven statistical quantities which can be used to
estimate the behaviour of random signals.
1.
2.
3.
4.
5.
6.
7.

Mean
Standard Deviation
Skewness
Kurtosis
Probability Density Function
Power Spectral Density
Autocorrelation function

Condition Monitoring - Instrumentation

Condition Monitoring - Instrumentation

Signal Characterisation
Take N samples of
Y(t)
at
regular
intervals T over a
time period T0.
Assume:

T0 long
N large.
Signal is stationary,
i.e.
long
term
statistical quantities
do not vary with
time.
8

Mean 1st moment

Condition Monitoring - Instrumentation

Standard Deviation 2nd moment

Condition Monitoring - Instrumentation

10

Standard Deviation

Condition Monitoring - Instrumentation

11

Skewness - 3rd Moment

skewness

N 3

Condition Monitoring - Instrumentation

12

Kurtosis 4 Moment
th

kurtosis

Condition Monitoring - Instrumentation

13

Condition Monitoring - Instrumentation

Probability Density
Function
Probability
Density
Function P(y) is
the probability
that a given
sample lies in
the interval
yy+dy
14

PDF Square Wave

Condition Monitoring - Instrumentation

15

PDF Triangular Wave

Condition Monitoring - Instrumentation

16

PDF Sinusoidal Wave

Condition Monitoring - Instrumentation

17

PDF Gaussian White Noise

Condition Monitoring - Instrumentation

18

Power Spectral Density

Condition Monitoring - Instrumentation

19

Central Limit Theorem

If a population of values has a finite standard
deviation and mean then the distribution of sample
means approaches the Normal Distribution with
mean equal to and the standard deviation equal to
SN.

Condition Monitoring - Instrumentation

20

The normal distribution

Condition Monitoring - Instrumentation

21

PSD for Square Wave

Condition Monitoring - Instrumentation

22

Power Spectral Density

Condition Monitoring - Instrumentation

23

Power Spectral Density

Condition Monitoring - Instrumentation

24

Power Spectral Density

Condition Monitoring - Instrumentation

25

Autocorrelation Function
The autocorrelation function is
obtained by multiplying a signal with
a delayed copy of itself.

1
R yy lim
T0 T
0

y t y t dt
T0

Condition Monitoring - Instrumentation

26

Autocorrelation Function
For a sampled signal the
autocorrelation function is given by:

1
R yy mT lim
N N

y y
i 1

Condition Monitoring - Instrumentation

im

27

Autocorrelation Function

Autocorrelation function for periodic

function and band limited white noise
Condition Monitoring - Instrumentation

28

Condition Monitoring - Instrumentation

Cyclic Averaging
Method of noise reduction applicable to
repetitive signals.
The rms noise level av of p averaged signals is
reduced by

AV

29