An Introduction to

Time-Frequency Analysis
Advisor : Jian-Jiun Ding, Ph. D.
Presenter : Ke-Jie Liao
Taiwan ROC
Taipei
National Taiwan University
GICE
DISP Lab
MD531

Outline
Introduction
STFT
Rectangular STFT
Gabor Transform
Wigner Distribution Function
Motions on the Time-Frequency Distribution
FRFT
LCT
Applications on Time-Frequency Analysis
Signal Decomposition and Filter Design
Sampling Theory
Modulation and Multiplexing
2

Introduction
Frequency?
Another way to consider things.

Frequency related applications

FDM
Sampling
Filter design , etc .

Introduction
Conventional Fourier transform
1-D
Totally losing time information
Suitable for analyzing stationary signal

,i.e. frequency does not vary with time.

[1]

Introduction
Time-frequency analysis
Mostly originated form FT
Implemented using FFT

[1]
5

Short Time Fourier Transform

Modification of Fourier Transform
Sliding window, mask function, weighting function
w(t)

Mathematical expression

X (t , f )

w(t ) x( )e

j 2 f

d F{w(t ) x( )}

Reversing

Shifting

FT

Short Time Fourier Transform

Requirements of the mask function
w(t) is an even function. i.e. w(t)=w(-t).
max(w(t))=w(0),w(t1)

w(t ) 0

w(t2) if |t1|<|t2|.

when |t| is large.

An example of window functions

t
Window width K
7

Short Time Fourier Transform

Requirements of the mask function
w(t) is an even function. i.e. w(t)=w(-t).
max(w(t))=w(0),w(t1)

w(t ) 0

w(t2) if |t1|<|t2|.

when |t| is large.

An illustration of evenness of mask functions

Mask
Signal

t0

Short Time Fourier Transform

Effect of window width K
Controlling the time resolution and freq. resolution.

Small K
Better time resolution, but worse in freq. resolution

Large K
Better freq. resolution, but worse in time resolution

Short Time Fourier Transform

The time-freq. area of STFTs are fixed
f More details in time

More det
ails in fre
q.

K decreases

10

Rectangular STFT
Rectangle as the mask function

Uniform weighting

Definition
Forward

X (t , f )

tB

2B

x( )e j 2 f d

t B

Inverse

x(t )

X (t , f )e
1

j 2 ft

df

t B t1 t B
where

11

Rectangular STFT
Examples of Rectangular STFTs

cos(4 t ) , 0 t 10

x(t ) cos(2 t ) ,10 t 20

cos( t ) , 20 t 30

2 , 0 t 10

fi (t ) 1 ,10 t 20
0.5 , 20 t 30

B=0.25

B=0.5

2
1
0

2
1
0

10

20

30 t

10

20

30

t
12

Rectangular STFT
Examples of Rectangular STFTs

cos(4 t ) , 0 t 10

2 , 0 t 10

fi (t ) 1 ,10 t 20
0.5 , 20 t 30

x(t ) cos(2 t ) ,10 t 20

cos( t ) , 20 t 30

B=1

B=3

2
1
0

2
1
0

10

20

30

t
0

10

20

30

t
13

Rectangular STFT
Properties of rec-STFTs
Linearity
h(t ) x(t ) y (t )

H (t , f ) X (t , f ) Y (t , f )

Shifting
tB

x( 0)e j 2 f d X (t 0, f )e j 2 f 0

t B

Modulation
tB

[ x( )e

j 2 f 0

]e j 2 f d X (t , f f 0)

tB

14

Rectangular STFT
Properties of rec-STFTs
Integration
x(v ), v B t v B

X (t , f )e j 2 fv df

, otherwise

Power integration

X (t , f )Y

(t , f )df

tB

x( ) y* ( )d

t B

)Y (t , f )df dt B x( ) y * ( )d
Energy
X (t , fsum
*

15

Gabor Transform
Gaussian as the mask function

w(t ) e t

Mathematical expression

Gx (t , f )

( t )2

j 2 f

Since

a 2

x( )d

t 1.9143

e ( t ) e j 2 f x( )d

t 1.9143

0.00001

| a | 1.9143

where

GTs time-freq area is the minimal against other STF

Ts!

16

Gabor Transform
Compared with rec-STFTs
Window differences
Resolution The GT has better clarity
Complexity
y
nuit
i
t
n
o
Disc

Weig
h
dife ting
renc
es

17

Gabor Transform
Compared with rec-STFTs
Resolution GT has better clarity

Example of
f

y (t ) e

Better

t 2

The rec-STFT

resolut
io

n!

The GT

t
18

Gabor Transform
Compared with the rec-STFTs

Window differences
Resolution GT has better clarity
GTs ar
t 2
Example of y (t ) e
ea is m
inimal!
iscon.
d
f
o
t
e
du
.
q
e
r
f
High
The rec-STFT
The GT

t
19

Gabor Transform
Properties of the GT
Linearity

Same as
the rec-S
TFT!

z ( ) x( ) y ( )

Gz (t , f ) Gx (t , f ) Gy (t , f )

Shifting

Gx (t t0 ) (t , f ) Gx (t t 0, f )e j 2 ft 0

Modulation
Gx (t ) e j 2 f0t (t , f ) Gx(t , f f 0)
20

Gabor Transform
Properties of the GT
Integration

j 2 ktf
( k 1) t
x(kt )K=1-> recover original signal
Gx(t , f )e df e
2 2

Power integration
Energy sum
Power decayed

21

Gabor Transform
Gaussian function centered at origin

w(t ) e t

w(t ) e t

Generalization of the GT
Definition
Gx (t , f )

( t ) j 2 f
e
x ( )d
e

1.9143

e ( t ) e j 2 f x ( )d

1.9143
t

22

Gabor Transform

plays the same role as K,B.(window width)

increases -> window width decreases

decreases -> window width increases

Examples : Synthesized cosine wave

f

0.1

2
1
0

2
1
0

10

20

30

t
0

10

20

30
23

Gabor Transform

plays the same role as K,B.(window width)

increases -> window width decreases

decreases -> window width increases

Examples : Synthesized cosine wave

f

1.5

f
2
1
0

2
1
0

10

20

30

t
0

10

20

30
24

Wigner Distribution Function

Definition

Wx (t , f )

*
j 2 f
*

x
(
t

)
x
(
t

)
e
d

F
{
x
(
t

)
x
(
t

)}

2
2
2
2

Auto correlated -> FT

Good mathematical properties

Autocorrelation
Higher clarity than GTs
But also introduce cross term problem!

25

Wigner Distribution Function

Cross term problem
WDFs are not linear operations.

h(t ) g (t ) s (t )

Wh (t , f ) | |2 Wg (t , f ) | |2 Ws(t , f )

Cross te
rm!

[ * g (t ) s* (t ) * g * (t ) s (t )]e j 2 f d
2
2
2
2

g (t ) s (t )
n(n-1) cross
term!!

* g * (t ) * s* (t )
26

Wigner Distribution Function

An example of cross term problem

j(

t2
4t )
10

9 t 1
x(t ) e
e j (t 2 6t ) 1 t 9
f

1
2
f i (t )
1
2

Without cross term

1
( t 4) 9 t 1
5
(2t 6) 1 t 9

With cross term

t
27

Wigner Distribution Function

Compared with the GT
Higher clarity
Higher complexity

An example

e j 4 t e j 4 t
x(t ) cos(4 t )
2

WDF

GT

t
28

Wigner Distribution Function

But clarity is not always better than GT
Due to cross term problem
Functions with phase degree higher than 2

x(t ) exp( j (t 5)3 j 6 t )

f

uish
g
n
i
st
Indi

!!
able

WDF

GT

[1]
29

Wigner Distribution Function

Properties of WDFs
Shifting
Wx ( t t 0 ) (t , f ) Wx(t t 0, f )

Modulation

We j 2 f0t x ( t ) (t , f ) Wx (t , f f 0)

Energy
property

W (t , f )dtdf | x(t ) |
x

dt | X ( f ) |2 df

30

Wigner Distribution Function

Properties of WDFs
Recovery property
Wx(t , f )
is real
Energy property
Region property
Multiplication
Convolution
Correlation

Moment
Mean condition frequency and mean condition time

31

Motions on the Time-Frequency Di

stribution
Operations on the time-frequency domain
Horizontal Shifting
STFT ,GT

)
x(t t 0

WDF

x(t t 0
)

(Shifting on along the time axis)

f

Sx(t t 0, f )e j 2 ft0

Wx (t t 0, f )

Vertical
Shifting
(Shifting
on
along
the
freq.
axis)
j 2 f 0t
STFT ,GT
e
x(t
)
Sx(t , f f 0)
j 2 f 0t
x(t
) WDF W
x(t , f f 0)
e
t
32

Motions on the Time-Frequency Di

stribution
Operations on the time-frequency domain
Dilation

1
t
x(
) STFT ,GT
|a| a

1
t
x(
)
|a| a

WDF

t
Sx ( , af )
a
t
Wx( , af )
a

Case 1 : a>1

Case 2 : a<1

33

Motions on the Time-Frequency Di

stribution
Operations on the time-frequency domain
Shearing - Moving the side of signal on one direction
f
Case 1 :
j at 2
Moving this side
y (t ) e
x (t )
a>0

Sy (t , f ) Sx (t , f at )

Wy (t , f ) Wx(t , f at )

Case 2 :

y (t ) e

t2
a

x(t )

Sy (t , f ) Sx (t af , f )

Wy (t , f ) Wx (t af , f )

a>0

Moving this side

t
34

Motions on the Time-Frequency Di

stribution
Rotations on the time-frequency domain
Clockwise 90 degrees Using FTs
X ( f ) FT {x (t )}

f
Clockwise rotation 90

| SX (t , f ) || Sx( f , t ) |

j 2 ft
GX (t , f ) Gx( f , t )e
WX (t , f ) Wx ( f , t )

35

Motions on the Time-Frequency Di

stribution
Rotations on the time-frequency domain
Generalized rotation with any angles Using WDFs or GTs

via the FRFT

Definition of the FRFT

X (u ) O [ x(t )] 1 j cot e

j cot u 2

j 2 csc ut

j cot t 2

x(t )du

Additive property
OF {OF [ x(t )]} OF [ x (t )]

36

Motions on the Time-Frequency Di

stribution
Rotations on the time-frequency domain
[Theorem]

The fractional Fourier transform (FRFT) with angle is equi

valent to the clockwise rotation operation with angle for
the WDF or GT.
WX (u , v) Wx (u cos v sin , u sin v cos )

GX (u, v) Gx (u cos v sin , u sin v cos )

Old

u
cos

'

sin
v
'

New

sin u

cos v

Counterclockwise rotation matrix

New

cos
u

v sin

sin

cos

Old

u '

'

Clockwise rotation matrix

37

Motions on the Time-Frequency Di

stribution
Rotations on the time-frequency domain
[Theorem]

The fractional Fourier transform (FRFT) with angle is equi

valent to the clockwise rotation operation with angle for
the WDF or GT.

Examples (Via GTs)

5

-5
-5

(a) Gf(t,
)

-5
-5

(b) GF
(t,
)

-5
-5

(c) GF
(t,
)

[1]
38

Motions on the Time-Frequency Di

stribution
Rotations on the time-frequency domain
[Theorem]

The fractional Fourier transform (FRFT) with angle is equi

valent to the clockwise rotation operation with angle for
the WDF or GT.

Examples (Via GTs)

5

-5
-5

(d) GF
(t,
)

-5
-5

(e) GF(t,
)

-5
-5

(f) GF
(t,
)

[1]
39

Motions on the Time-Frequency Di

stribution
Twisting operations on the time-frequency domain
LCT s

Old

WX ( a ,b ,c ,d ) (u , v) Wx (du bv, cu av)

WX ( a ,b ,c ,d ) (au bv, cu dv) Wx (u , v )

hanged
The area is unc

New

u '
d b u

'

c a v
v

Inverse exist since ad-bc=1

f
a b

c
d

LCT

40

Applications on Time-Frequency Analy

sis
Signal Decomposition and Filter Design
A signal has several components - > separable in time

-> separable in fr

eq.

ain -> separable in ti

m
o
d
f
t
f
n the
o
me-freq.
e
n
i
l
f
o
t
u
al c
Horizont

ertical cut o
f line on the
t-f domain

41

Applications on Time-Frequency Analy

sis
Signal Decomposition and Filter Design
An example

Nois
e

Signals

t0
t1

Rotation -> filtering in the FRFT domain

42

Applications on Time-Frequency Analy

sis
Signal Decomposition and Filter Design
An example

The a
rea in
the tf dom
ain isn
t finit
e!

[1]

43

Applications on Time-Frequency Analy

sis
Signal Decomposition and Filter Design
An example

n(t ) 0.5e

j 0.23 t 2

0.5e

j 0.3 t 2 j 8.5 t

0.5e

j 0.46 t 2 j 9.6 t

[1]
44

Applications on Time-Frequency Analy

sis
Signal Decomposition and Filter Design
An example

n(t ) 0.5e j 0.23 t 0.5e j 0.3 t

j 8.5 t

0.5e j 0.46 t

j 9.6 t

[1]

45

Applications on Time-Frequency Analy

sis
Signal Decomposition and Filter Design
An example

The a
rea in
the tf dom
ain isn
t finit
e

[1]
46

Applications on Time-Frequency Analy

sis
Sampling Theory
Nyquist theorem :f 2 B
s
Adaptive sampling

,B

[1]

47

Conclusions and Future work

Comparison among STFT,GT,WDF

Complexity

rec-STFT
!

GT

WDF

Clarity

Time-frequency analysis apply to image processin

g?

48

References
[1] Jian-Jiun Ding, Time frequency analysis and wavelet transform class note,

the Department of Electrical Engineering, National Taiwan University (NTU), T

aipei, Taiwan, 2007.
[2] S. C. Pei and J. J. Ding, Relations between Gabor transforms and fractiona
l Fourier transforms and their applications for signal processing, IEEE Trans.
Signal Processing, vol.55,no. 10,pp.4839-4850.
[3] S. Qian and D. Chen, Joint Time-Frequency Analysis: Methods and Applica
tions, Prentice-Hall, 1996.
[4] D. Gabor, Theory of communication, J. Inst. Elec. Eng., vol. 93, pp.429-45
7, Nov. 1946.
[5] L. B. Almeida, The fractional Fourier transform and time-frequency repr
esentations, IEEE Trans. Signal Processing, vol. 42,no. 11, pp. 3084-3091, No
v. 1994.
[6] K. B. Wolf, Integral Transforms in Science and Engineering , Ch. 9: Canon
ical transforms, New York, Plenum Press, 1979.
49

References
[7] X. G. Xia, On bandlimited signals with fractional Fourier tra

nsform, IEEE Signal Processing Letters, vol. 3, no. 3, pp. 72-74,

March 1996.

[8] L. Cohen, Time-Frequency Analysis, Prentice-Hall, New Yor

k, 1995.
[9] T. A. C. M. Classen and W. F. G. Mecklenbrauker, The Wign

er distributiona tool for time-frequency signal analysis; Part

I, Philips J. Res., vol. 35, pp. 217-250, 1980.

50