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Digital Signal Processing

Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

Introduction Digital Signals: Sampling, Digitizing, ADC, Multiplexer Fourier Transform, FFT
Aliasing Leakage Windowing Averaging

Coherence Correlation
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Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

Conversion form Time to Frequency Domain

e.g., trying to detect first sounds of bearing failing on a noisy machine

No masking of smaller ones by larger ones

Typical Spectrum Examples

The Fourier Transform

The transformation from the time domain to the frequency domain is based on forward Fourier Transform
X ( ) =

x(t )e it dt

and back again to time domain from the frequency domain is based on inverse Fourier Transform
1 x(t ) = 2

X ( )e it d
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Valid for both periodic and non-periodic signals

Discrete Fourier Transform

To compute Fourier Transform digitally Instead of getting continuous function, we get discrete values of the FT
continuous discrete
j 2ft

Sx ( f ) =

x(t )e

dt

T Sx(mf ) = N

n =0

N 1

x(nt )e
2nk N

2mn N

x(t ) =

S x ( f )e j 2ft d

x ( n) =

k =0

N 1

F ( k )e

where, m = 0, 1, 2, 3,.

Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

Digitization
N2 Multipln Vs N log2 N

FT / FFT requires digitized samples of the input for its digital calculations

HOW MANY NUMBER OF LINES?? FFT Transforms these N equally spaced samples to N/2 equally spaced lines in 9 the Frequency Domain

Spacing of lines ???


Maximum measurable frequency

f max =

Lowest Nonzero Measured Frequency =

N 1 * 2 Period of Time Record 1


Period of Time Record

= f

This f is also the spacing between the lines of frequency spectrum

To increase the frequency range of our measurement, sample at faster rate, so that for same number of lines (N), shorter period of time record

fs fi = i N

where, i=0,1,2,,N/2

e.g., if sampling frequency fs is 5000Hz, for time record of N=4096 samples, frequency lines are at 10 0Hz, 1.22Hz, 2.44Hz, 3.66Hz,..,2500Hz

Digitizing
Processing FFT Processor Software (eg. LabView)

Sampler & ADC Input Voltage

Display

ADC:
High Resolution and Linearity For 70dB dynamic range, 12 bit resolution required

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Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Resolution

The resolution of Data Acquisition Board with n-bit resolution is Resolution = Range/2n e.g. for 5Volts range with 12-bit system, we get a resolution of 10/212=2.44mV, whereas with 16-bit boards, for the same range, we get a resolution of 0.1528mV

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Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Sampling and Digitization

ADC Multiplexer (MUX) Input Analog Signal Programmable Gain Amplifier (PGA) Sample ADC Conversion & Hold Circuitry Output Circuitry Digital Signal

Digitization conversion rate depends on Channel switching time for the multiplexer (single/multichannel rate) Gain value of the PGA Time required at ADC for conversion
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Problems of Sampling

Two signals are said to alias if the difference of their frequencies fall in the frequency range of interest

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Effect of Undersampling

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Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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How to take care of Aliasing


If input frequency in signal fin is higher than sampling frequency fs, a low alias frequency (= fin- fs) is generated

If fs>2*fmax, the alias products will not fall within fmax

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Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Anti-Alias Filter
In practice, input signal may contain some spurious unknown frequencies that are greater than fs A low pass filter (Anti-Alias Filter) after the sampler that filters all f above fmax followed by sampling @ fs>2*fmax, will avoid aliasing Minimum Sample Rate requirement is called Nyquist Criterion that is stated as, fs2*fmax

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Three Classes of Frequency Response

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Time Record

FFT Assumption time record repeated throughout all time

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Time Record

Input signal periodic in time record

Input signal NOT periodic in time record

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Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Windowing

Windowing helps FFT ignore the discontinuities at the ends and concentrate at the middle

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Problem: Improper Time Record Effect: Leakage Solution: Windowing

Sharp phenomenon in one domain convolved in other domain

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Types of Windowing Function


Hanning Window
Commonly used for most signals (periodic and random)

Uniform Window
Weighs all of the time record uniformly Used for transient signals

Flattop Window
To take care of rounded top of the Hanning window Used where accurate amplitude is essential But at the cost of frequency resolution

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Other Windowing Function


Hamming Blackman Extra Blackman Blackman Harris Triangle Cosine Tapered , etc

Self Windowing Functions

These functions generate no leakage in the FFT

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Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Averaging In practice, signals are mix of deterministic component and noise component Desired signal is to be separated/extracted from significant level of noise Averaging: RMS Averaging, Linear Averaging
RMS Averaging:
x RMS 1 2 = x (t )dt T 0
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T

Linear Averaging
Synchronizing signal reqd.
Several time records added to reduce noise effects The more averages we take, the closer the noise comes to zero and we keep improving the signal to noise ratio

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Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Real Time Bandwidth Real Time Operation:


Time Record 1 Time Record 2 Time Record 3

FFT 1

FFT 2

Recall that

f max =

N 1 * 2 Period of Time Record


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The frequency span where the time record is equal to the FFT computation time is called Real Time Bandwidth

Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Coherence
Measure of Linearity

Measures power in the response that is caused by the power in the input/reference It is the output power that is coherent with input power Coherence value ranges between 0 and 1 1 : All the o/p power at a freq. is caused by the input 0 : no o/p power is due to input

(f)=
2 xy

Gxy ( f )

Gxx ( f )G yy ( f )

36 Extraneous uncorrelated noise in measurements of x and/or y cause coherence to approach 0

Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Correlation Coefficient

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Correlation
Correlation is a measure of the similarity between two quantities (vibration waveforms/signals)
correlation coefficient is a normalized measure of the strength of the linear Autocorrelation: similarity between a relationship between two variables. signal and time-shifted version of itself

Rxx ( ) = Lim

1 T T

f x (t ) f x (t + )dt

* Rxx ( ) = F 1 S x ( f ) S x ( f )

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Here, Sx(f) is Fourier Transform of fx(t)

Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Auto Correlation

Autocorrelation Function as a function of time shift

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Correlation
Detection of periodicity (mostly desired signal) buried in Noise.

Noise

Sine Wave

Important difference between autocorrelation and averaging is that synchronizing trigger is not required for the former Hence useful in Signal identification problems like Radio astronomy and passive 42 sonar

Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Cross Correlation Cross Correlation Function


To determine to what extent a signal measured at one point originates from a particular source, and with what time delay. To detect the existence of a signal (not necessarily periodic) buried in extraneous noise

1 Rxy ( ) = Lim f x (t ) f y (t + )dt T T 0

Cross Power Spectrum


frequency transform of the cross correlation function Used for measurement of Transfer Function

Gxy ( f ) = F ( Rxy ( ) ) = S x ( f ) S * ( f ) y
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Cross Correlation
Measure of similarity between two different non-identical signals is cross correlation function The cross correlation can be used to detect the presence of one signal in another signal. If the same signal is buried in both the waveforms, it will be reinforced in the cross correlation function, whereas the noise which is uncorrelated will be reduced Practical Examples: Radar, Active Sonar, Room Acoustics, Transmission Path Delays, in which input stimulus can be measured and used to remove contaminating noise from the response by cross correlation The frequency transform of the cross correlation function is Cross Power Spectrum 45

Cross Correlation

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Digital Signal Processing


Topics: Introduction Conversion form Time to Frequency Domain Typical Spectrum Examples The Fourier Transform Discrete Fourier Transform Digitization Spacing of Lines Resolution Sampling and Digitization Problems of Sampling Effect of Undersampling How to take care of Aliasing Anti-Alias Filter Windowing Averaging Real Time Bandwidth Coherence Correlation Coefficient Auto Correlation Cross Correlation Transfer Function

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Transfer Function

Defined as the complex ratio of the output to the input of the system as a function of frequency
* S y ( f ) S x ( f ) G yx ( f ) H( f ) = = * * = S x ( f ) S x ( f ) S x ( f ) Gxx ( f )

Sy ( f )

Impulse Response
h(t ) = F
1

[ H ( f )]
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Acknowledgements

Contents for some of the slides of the presentation have been taken from HP Application Notes from M/s Hewlett Packard

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