Time Frequency Analysis Tutorial Cohen’s Class Distribution Professor: Jian-Jiun Ding R00942039 胥吉友 Outline Abstract Chapter 1 Introduction-----------------------------------------------------3 Chapter 2 Wigner Distribution Function------------------------------4 Chapter 3 Cohen’s Class Distribution---------------------------------10 Chapter 4 Several Types of Cohen’s Class Distribution----------15 Chapter 5 Conclusion------------------------------------------------------18 References Abstract In the field of time-frequency analysis, the Cohen’s Class Distribution is a useful method to obtain the time-frequency representation. In this tutorial, we first introduce why these methods of time-frequency analysis be invented. In the chapter 2, we introduce the prototype of Cohen’s Class Distribution: the Wigner Distribution. In the chapter 3, we introduce the mathematical definition of the Cohen’s Class Distribution and two important part of the Cohen’s Class Distribution: the Ambiguity Function and the Filter-like Function Kernel. Then we introduce several types of Cohen’s Class Distribution in chapter 4. In the end, we analyze the advantage and disadvantage of Cohen’s Class Distribution. Chapter 1 Introduction Although the standard Fourier analysis plays an important role in signal processing, because that it allows the decomposition of a signal into individual frequency components and establishes the relative intensity of each component. However, it cannot tell us when those frequency components occurred. So the concept of time-frequency analysis is proposed. By the development of these years, nowadays, we have many tools to do the time-frequency analysis, like the STFT, the Gabor transform, the Wigner distribution……etc., and our main topic, the Cohen’s Class Distribution. Chapter 2 Wigner Distribution Function The Wigner distribution function (WDF) was first proposed in physics to account for quantum corrections to classical statistical mechanics in 1932 by Eugene Wigner. Because of the shared algebraic structure between position-momentum and time-frequency pairs, it is also useful in time-frequency signal processing. 2.1 Definition of Wigner Distribution Function The definition of the Wigner Distribution Function is as follows: Wx t , f x t / 2 x* t / 2 e j 2 f d It is the Fourier transform of the input signal’s autocorrelation function. 2.2 Time-Frequency Analysis Example There are some examples in the below to illustrate how the WDF is used in time-frequency analysis, and we can see why the WDF has higher clarity. Constant input signal When the input signal is constant, its time-frequency distribution is a horizontal line on to the frequency axis. For example, if x(t) = 1, then Wx t , f e j 2 f d f Sinusoidal input signal When the input signal is a sinusoidal function, its time-frequency distribution is a horizontal line parallel to the frequency axis, at its sinusoidal frequency. For example, if x(t) = ei2πht, then Wx t , f e j 2 ht /2e j 2 ht /2e j 2 f d e j 2 f h d f h Chirp input signal When the input signal is a chirp function, the instantaneous frequency is a linear function. This means that the time frequency distribution should be a straight line. For example, if , then Wx t , f e j 2 k t /2 e j 2 k t /2 e j 2 f d e j 4 kt e j 2 f d 2 2 e j 2 f 2 kt d f 2kt 2 1 d 2 kt We can check that the instantaneous frequency of input is 2kt 2 dt Delta input signal When the input signal is a delta function, since it is only non-zero at t=0 and contains infinite frequency components, its time-frequency distribution should be a vertical line across the origin. This means that the time frequency distribution of the delta function should also be a delta function, then Wx t , f t / 2 t / 2 e j 2 f d 4 2t 2t e j 2 f d 4 4t e j 4 tf t e j 4 tf t From the computation above, we can see that the Wigner Distribution Function is best suited for time-frequency analysis when the input signal's phase is 2nd order or lower. For those signals, it can exactly generate the time-frequency distribution of the input signal. 2.3 Cross-Term Problem Since the Wigner Distribution Function is not a linear transform, the Cross-Term will occur when there is more than one component in the input signal. We have a demonstration that the cross-term exists as follows: If x t g t s t Wx t , f x t / 2 x* t / 2 e j 2 f d g t / 2 s t / 2 * g * t / 2 * s* t / 2 e j 2 f d 2 2 g t / 2 g * t / 2 e j 2 f d s t / 2 s* t / 2 e j 2 f d * g t / 2 s* t / 2 * g * t / 2 s t / 2 e j 2 f d Wg t , f Ws t , f 2 2 * g t / 2 s* t / 2 * g * t / 2 s t / 2 e j 2 f d we can see that the cross-term is * g t / 2 s* t / 2 * g * t / 2 s t / 2 e j 2 f d Examples of the WDF 2 exp jt /10 j 3t , if 9 t 1 s t 0, otherwise 2 r t exp jt 2 / 2 j 6t exp t 4 /10 f t s t r t 4 2 0 -2 -4 -10 -5 0 5 10 5 10 WDF of s(t) 4 2 0 -2 -4 -10 -5 0 WDF of r(t) 4 2 0 -2 -4 -10 -5 0 5 10 WDF of f (t) = s(t) + r(t) Horizontal axis: t-axis, Vertical axis: f -axis 2.4 Properties of the Wigner Distribution Function The Wigner distribution function has several evident properties listed in the following. Projection property x t Wx t , f df 2 X f 2 W x ,t f dt Energy property Wx t , f dtdf x t dt 2 X f df 2 Recovery property Wx t / 2, f e j 2 ft df x t x* 0 Wx t , f / 2 e j 2 ft dt X f X * 0 Mean condition frequency and mean condition time x t x t e Xf Xf e j 2 t If t x t 2 j 2 f fWx t , f df and f X f 2 tWx t , f dt Moment properties t nWx t , f dtdf t n x t dt 2 f nWx t , f dtdf f n X f df 2 Real properties Wx* t , f Wx t , f Region properties If x t 0 for t t0 then Wx t , f 0 for t t0 If x t 0 for t t0 then Wx t , f 0 for t t0 Multiplication theory If y t x t h t then Wy t , f Wx t , Wh t , f d Convolution theory If y t x t h d then Wy t , f Wx , f Wh t , f d Correlation theory If y t x t h* d then Wy t , f Wx , f Wh t , f d Time-shifting property If y t x t t0 then Wy t , f Wx t t0 , f Modulation property If y t e j 2 f0t x t then Wy t , f Wx t , f f 0 Chapter 3 Cohen’s Class Distribution The Cohen's Class Distribution function was first proposed in 1966 in the context of quantum mechanics by L. Cohen. This distribution function is mathematically similar to a generalized time–frequency representation which utilizes bilinear transformations. 3.1 Definition of Cohen’s Class Distribution The definition of the class of Cohen time–frequency distributions is as follows: Cx t , f Ax , , exp j 2 (t f ) d d where Ax is the ambiguity function which will be further discussed later, Ax , x t / 2 x* t / 2 e j 2 t dt and is the kernel function which is usually a low-pass function and is used to mask out the interference. 3.2 Ambiguity Function Consider the well-known power spectral density Px f and the signal auto-correlation function Rx in the case of a stationary process. The relationship between these functions is as follows: Px f Rx e j 2 f d Rx x t / 2 x* t / 2 dt For a non-stationary signal x t , these relations can be generalized using a time-dependent power spectral density or equivalently the famous Wigner distribution function of x t as follows: Wx t , f Rx t , e j 2 f d Rx t , x t / 2 x* t / 2 d If the Fourier transform of the auto-correlation function is taken with respect to t instead of τ, we get the ambiguity function as follows: Ax x t / 2 x* t / 2 e j 2 t dt The relationship between the Wigner distribution function, the auto-correlation function and the ambiguity function can then be illustrated by the following figure. For the signal with only 1 term If x t exp t t0 j 2 f0t 2 2 2 Ax exp t / 2 t0 j 2 f 0 t / 2 exp t / 2 t0 j 2 f 0 t / 2 e j 2 t dt 2 exp 2 t t0 2 / 2 j 2 f 0 e j 2 t dt exp 2t 2 2 / 2 j 2 f 0 e j 2 t0 e j 2 t dt 2 2 1 exp exp j 2 f 0 t0 2 2 2 We can see the distribution of WDF and AF as follows. For the signal with 2 terms 2 2 x t exp 1 t t1 j 2 f1t exp 2 t t2 j 2 f 2t 2 If x1 t exp 1 t t1 j 2 f1t 2 x2 t exp 2 t t2 j 2 f 2t Ax Ax1 Ax 2 Ax1x 2 Ax 2 x1 Ax1 2 2 1 exp 1 exp j 2 f1 t1 21 21 2 Ax 2 2 2 exp 2 exp j 2 f 2 t2 2 2 2 2 2 1 t 2 t j 2 f 2 1 d d d d exp j 2 f t f d t Ax1x 2 exp 2 2 t t1 t2 / 2, f f1 f 2 / 2, 1 2 / 2 td t1 t2 , f d f1 f 2 , d 1 2 Ax 2 x1 A* x1x 2 We can see the distribution of WDF and AF as follows. 3.3 Filter-like Function Kernel From the previous section, we know in the ambiguity function, the distribution of the auto-term is always near to the origin, and the cross-term is always far from the origin. With this property, the cross-term can be filtered out effortlessly if a proper low-pass kernel function is applied in η,τ domain. It means 1 for small , 0 for large , The following is an example that demonstrates how the cross-term is filtered out. By Choosing (, ) different types of function, we can get several types of Cohen’s Class Distribution, we will introduce this part in the next chapter. 3.4 Implementation for the Cohen’s Class Distribution Since the complexity of Cohen’s Class Distribution is high, we have some methods to simplify the following expression. Cx t , f Ax exp j 2 t f d d x u / 2 x u / 2 exp j 2 u j 2 t f dud d * Simplify Method 1: Not all value of Ax should be computed If = 0 for || > B or || > C, Cx t , f x u / 2 x u / 2 exp j 2 u j 2 t f dudd C B * C B Simplify Method 2: The parameter is unrelated to input and output Cx t , f C x u / 2 x u / 2 * C C B B exp j 2 t u d exp j 2 f dud x u / 2 x u / 2 , t u exp j 2 f dud * C where , t exp j 2t d , since ,t is unrelated to the B B input, we can evaluate it beforehand, the original three integral will be simplify to two integral. Chapter 4 Several Types of Cohen’s Class Distribution 4.1 Wigner Distribution Function With the kernel function 1 , it means an all-pass filter; we will get the Wigner Distribution Function which we have introduced in chapter 2. Wx t , f x t / 2 x* t / 2 e j 2 f d 4.2 Choi–Williams distribution function Choi–Williams distribution function was first proposed by Hyung-Ill Choi and William J. Williams in 1989. This distribution function adopts exponential kernel to suppress the cross-term. However, the kernel gain does not decrease along the η,τ axes in the ambiguity domain. Consequently, the kernel function of Choi–Williams distribution function can only filter out the cross-terms result from the components differ in both time and frequency center. The kernel of Choi–Williams distribution is defined as follows: 2 exp where α is an adjustable parameter. The figure of mask function likes follows 4.3 Cone-shape distribution function Cone-shape distribution function was first proposed by Yunxin Zhao, Les E. Atlas, and Robert J. Marks in 1990. The reason why this distribution is so named is because its kernel function in t,τ domain looks like two cones. The advantage of this special kernel function is that it can completely remove the cross-term between two components that have same center frequency, but on the other hand, the cross-term results from components with the same time center cannot be removed by the cone-shape kernel. The kernel of cone-shape distribution function is defined as follows: sin exp 2 2 where α is an adjustable parameter. The figure of mask function likes follows 4.4 Other Types of Cohen’s Class Distribution There are some other types of Cohen’s Class Distribution, we listed the kernel function they used in the below. Page distribution function exp j Levin (Margenau-Hill) distribution function cos Kirkwood distribution function exp j Born-Jordan distribution function sin c Chapter 5 Conclusion Compare to the Wigner Distribution Function, the Cohen’s class distribution may avoid the cross term. Compare to the STFT or Gabor transform, it may has higher clarity. However, it requires more computation time and lacks of well mathematical properties. Moreover, there is a tradeoff between the quality of the auto term and the ability of removing the cross terms. Reference [Ref] Time frequency analysis and wavelet transform class notes, Jian-Jiun Ding, the Department of Electrical Engineering, National Taiwan University (NTU), Taipei, Taiwan, 2007. [Ref] S. Qian and D. Chen, Joint Time-Frequency Analysis: Methods and Applications, Chap. 5, Prentice Hall, N.J., 1996. [Ref] L. Cohen, “Generalized phase-space distribution functions,” J. Math. Phys., vol. 7, pp. 781-806, 1966. [Ref] L. Cohen, Time-Frequency Analysis, Prentice-Hall, New York, 1995. [Ref] H. Choi and W. J. Williams, “Improved time-frequency representation of multicomponent signals using exponential kernels,” IEEE. Trans. Acoustics, Speech, Signal Processing, vol. 37, no. 6, pp. 862-871, June 1989. [Ref] Y. Zhao, L. E. Atlas, and R. J. Marks, “The use of cone-shape kernels for generalized time-frequency representations of nonstationary signals,” IEEE Trans. Acoustics, Speech, Signal Processing, vol. 38, no. 7, pp. 1084-1091, July 1990. [Ref] B. Boashash, "Note on the Use of the Wigner Distribution for Time Frequency Signal Analysis", IEEE Transactions on Acoustics, Speech, and Signal Processing, Vol. 36, No. 9, pp. 1518–1521, Sept. 1988 [Ref] B. Boashash, editor, “Time-Frequency Signal Analysis and Processing – A Comprehensive Reference”, Elsevier Science, Oxford, 2003. [Ref] L. Cohen, “Time-Frequency Distributions—A Review,” Proceedings of the IEEE, vol. 77, no. 7, pp. 941–981, 1989.
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