Global Journal of Researches in Engineering : F

Electrical and Electronics Engineering
Volume 15 Issue 6 Version 1.0 Year 2015
Type: Double Blind Peer Reviewed International Research Journal
Publisher: Global Journals Inc. (USA)
Online ISSN: 2249-4596 & Print ISSN: 0975-5861

Spectral Kurtosis Theory: A Review through Simulations
By Venkata Krishna Rao M
Vidya Jyothi Institute of Technology, Hyderabad, India
Abstract- Kurtosis of a time signal has been a popular tool for detecting nongaussianity.
Recently, kurtosis as a function frequency defined in spectral domain has been successfully
used in the fault detection of induction motors, machine bearings. A link between the
nongaussianity and nonstationaity has been established through Wold-Cramerโ€™s decomposition
of a nonstationary signal, and the properties of the so-designated conditional nonstationary
(CNS) process have been analytically obtained. As the nonstationary signals are abundantly
found in music, the spectral kurtosis could find applications in audio processing e.g. music
instrument classification and music-speech classification. In this paper, the theory of spectral
kurtosis is briefly reviewed from the first principles and the spectral kurtosis properties of some
popular stationary signals, nonstationary signals and mixed processes are analytically obtained.
Extensive Monte Carlo simulations are carried out to support the theory.
Keywords: spectral kurtosis, stft, random amplitude sinusoid, chirp, harmonic sinusoid, higher
order statistics, wold-cramerโ€™s decomposition, mixing processes.
GJRE-F Classification : FOR Code: 090699

SpectralKurtosisTheoryAReviewthroughSimulations

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ยฉ 2015. Venkata Krishna Rao M. This is a research/review paper, distributed under the terms of the Creative Commons
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wold-cramerโ€™s decomposition. Spectral Kurtosis Theory: A Review through Simulations Venkata Krishna Rao M Abstract. stft. Hyderabad. nonstationary signals and mixed processes are analytically obtained. Short time fourier transform perceptual coding of speech [5] and voice activity (STFT) for dynamically estimating the magnitude detection [6]. ๐‘ก๐‘ก โˆ’ ๐œ๐œ)๐‘‹๐‘‹(๐œ๐œ)๐‘‘๐‘‘๐œ๐œ (1) โˆ’โˆž Author: Vidya Jyothi Institute of Technology. signals or processes at different signal-to-noise ratios (SNRs) The spectral kurtosis properties of both stationary and is estimated and the results are in perfect match with the nonstationary signals as well as the stochastic mixtures previous analytical findings. Extensive Monte Carlo Keywords: spectral kurtosis. C haracterization of a given signal as noise like or The mathematical basics of spectral kurtosis are tone like finds several applications in music. Multi Band Excitation (MBE) model based described in section III. kurtosis as a function was defined on the real part of the STFT filter bank frequency defined in spectral domain has been successfully output to overcome the deficiency of the power spectral used in the fault detection of induction motors.9].g.e. Spectral Kurtosis nongaussianity detection [10]. Antoni [19. diagnostics [16. the important aspects of original kurtosis of the simulated stationary. In Section V the details of gaussian/nongaussian. In this paper.20] formulated SK differently by using Wold-Cramรฉr Year the so-designated conditional nonstationary (CNS) process have been analytically obtained. Finally the review summary and future communication signal passes through a fading wireless work is given in Section VI. He also 49 applications in audio processing e. the signals may be spectrum and the expression for estimation of SK from stationary/nonstationary/transient signal or STFT is given in section IV. The results are in perfect match with the previous analytical findings. mixing at different signal-to-noise ratios (SNRs) is estimated. bearings. simulations are carried out to support the theory. are analytically obtained. introduced in the section II. and the simulation results reflected by a fluctuating target or clutter [7] or when a are presented. Recently. processes. nonminimum phase Wold-Cramerโ€™s decomposition uniquely system identification [12]. Introduction The paper is organized section wise as follows. The spectral In this paper. The fourth-order cumulant based kurtosis of the time signal was traditionally used for II. harmonic sinusoid. nonstationay and mixed spectral kurtosis theory is reviewed from fundamentals.s) means the linear causal impulse response of e-mail: mvk_rao@hotmail. and the properties of proposed an unbiased estimator of SK.15] and vibratory surveillance and diagnostics of rotating machines [16].Kurtosis of a time signal has been a popular tool for (SK) was originally introduced by Dwyer [17] where it detecting nongaussianity. music instrument practically used it for machine surveillance and classification and music-speech classification. denoising [23] and subterranean popular stationary signals. Harmonic Retrieval from a) Background nongaussian processes[11]. As the nonstationary signals decomposition with a theoretical basis for the SK are abundantly found in music. The Nongaussianity and/or Monte Carlo simulations of the Test Signal Set and the nonstationary signal also occur when a radar signal is derived mixture processes. Here h(t. higher order reviewed and the spectral kurtosis of several processes statistics. Spectral Kurtosis ๐‘ก๐‘ก ๐‘Œ๐‘Œ(๐‘ก๐‘ก) = ๏ฟฝ โ„Ž(๐‘ก๐‘ก. perceptual audio comprising several popular signals are analytically coding [4].14. Within each category. Recently the frequency describes a non-stationary signal y(t) as the response of dependent kurtosis defined in spectral domain was a causal linear system with time varying impulse proposed and successfully used in bearing fault response h(t. s) excited by a signal X(t) i. India. I. the spectral kurtosis could find estimation of non-stationary processes. channel [8. Other applications of spectral Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I the theory of spectral kurtosis is briefly reviewed from the first kurtosis reported in the literature include SNR estimation principles and the spectral kurtosis properties of some in speech signals [22].com the system at time instant t when excited by an impulse ยฉ 20 15 Global Journals Inc.2. (US) . Extensive Monte Carlo termite detection [24]. random amplitude simulations are carried out to support the theory sinusoid. A link between the nongaussianity and Vrabie [18] justified the theoretical definition of SK and nonstationaity has been established through Wold-Cramerโ€™s 2015 decomposition of a nonstationary signal. machine density to detect and characterize the signal transients.3].21]. chirp. detection [13. The Test Signal Set speech classification [1.

e. a) Real Sinusoids If Y(t) is a purely stationary process. this connectivity between the CNS and nongaussianity makes the kurtosis. which can be interpreted as the complex The spectral kurtosis of this mixture is given by [19] envelope of signal Y(t) at frequency f and dX(f ) is an ortho-normal spectral process associated with input driving process X(t).(6) becomes down that the simplest way to convert a nonstationary process to a CNS process is the time datum ะš๐‘Œ๐‘Œ (๐‘“๐‘“) randomization. If the noise power becomes larger ๐‘†๐‘†4๐‘Œ๐‘Œ (๐‘“๐‘“) and larger. the spectral kurtosis becomes ๐‘†๐‘†2๐‘Œ๐‘Œ (๐‘“๐‘“) ๐ธ๐ธ{|๐ป๐ป(๐‘›๐‘›. and ๐œ…๐œ…๐‘‹๐‘‹ is the time kurtosis of the input process. the process Z(t) becomes purely ะš๐‘Œ๐‘Œ (๐‘“๐‘“) = โˆ’2 the mixing noise process. a When the process Y(t) is gaussian. originally defined ะš๐‘ง๐‘ง (๐‘“๐‘“) = ะš๐‘Œ๐‘Œ (๐‘“๐‘“) ๐‘“๐‘“ โ‰  0 (9) on time processes to characterize the nongaussianity. โˆ’โˆž ๐‘๐‘(๐‘ก๐‘ก) = ๐‘Œ๐‘Œ(๐‘ก๐‘ก) + ๐‘๐‘(๐‘ก๐‘ก) (5) where H(t. H(t. The spectral kurtosis of some other signals not (stochastic) frequency response of the time varying filter considered earlier is also obtained analytically. The frequency counterpart of eq.e. ๐‘†๐‘†2๐‘Œ๐‘Œ (๐‘“๐‘“0 ) ๐ธ๐ธ{|๐ด๐ด|2 }2 ยฉ 2015 Global Journals Inc. some commonly found signals cumulants comes from the fact that dX(f) is a circular are considered for analytically computing the spectral random variable. (US) .e. f) depends on the outcome of the random the frequency f given by Year variable ๐œ‰๐œ‰. eq. ๐œ…๐œ…๐‘‹๐‘‹ = 0). f) be conditioned to ๐œ‰๐œ‰ i. stochastic and independent of the spectral ๐œŒ๐œŒ(๐‘“๐‘“) = (7) ๐‘†๐‘†2๐‘Œ๐‘Œ (๐‘“๐‘“) 50 process dX(f). Thus eq. ๐‘“๐‘“)|4 } ะš๐‘ง๐‘ง (๐‘“๐‘“) = ะš๐‘๐‘ (๐‘“๐‘“) ๐‘“๐‘“ โ‰  0 (11) = (2 + ๐œ…๐œ…๐‘‹๐‘‹ ) โˆ’ 2 โ‰ฅ ๐œ…๐œ…๐‘‹๐‘‹ ๐ธ๐ธ{|๐ป๐ป(๐‘›๐‘›. ๐‘“๐‘“. In particular. ๐œ‹๐œ‹). ๐œ‰๐œ‰) where ๐œ‰๐œ‰ is a [1 + ๐œŒ๐œŒ(๐‘“๐‘“)]2 [1 + ๐œŒ๐œŒ(๐‘“๐‘“)]2 representative random parameter of filterโ€™s time varying transfer function. ๐œ‰๐œ‰) can be assumed to be time ๐‘†๐‘†2๐‘๐‘ (๐‘“๐‘“) stationary. Test Signal Set where the factor 2 in place of 3 as in usual definition of In what follows.(1) is b) Mixing Processes given by Let Z(t) be the mixture of two processes (i) a โˆž non-stationary process Y(t) and (ii). signal is clean. It may be noted frequencies except at ๐‘“๐‘“ โ‰  0. the spectral kurtosis of a stationary ๐‘†๐‘†4๐‘Œ๐‘Œ (๐‘“๐‘“0 ) ๐ธ๐ธ{|๐ด๐ด|4 } ะš๐‘Œ๐‘Œ (๐‘“๐‘“0 ) = โˆ’2= โˆ’ 2 = โˆ’1 (13) gaussian process is zero (i. Any CNS process driven by a white ะš๐‘ง๐‘ง (๐‘“๐‘“) = ๐‘“๐‘“ โ‰  0 (8) [1 + ๐œŒ๐œŒ(๐‘“๐‘“)]2 process X(t) of order p โ‰ฅ 4 is likely to be leptokurtic i. In many cases. f. H(t. its probability density function having tails flatter than If the noise power is zero i. ๐‘“๐‘“)|2 }2 = ๐›พ๐›พ4๐ป๐ป (๐‘“๐‘“) (2 + ๐œ…๐œ…๐‘‹๐‘‹ ) โˆ’ 2 โ‰ฅ ๐œ…๐œ…๐‘‹๐‘‹ ๐‘“๐‘“ โ‰  0 (3) III. then ะš๐‘๐‘ (๐‘“๐‘“) vanishes at all nonstationary (CNS) process in [19]. which is a constant and independent of the frequency. then constant frequency is given by spectral kurtosis of Y(t) is given by ๐‘ฆ๐‘ฆ(๐‘ก๐‘ก) = ๐ด๐ด cos(2๐œ‹๐œ‹๐‘“๐‘“0 ๐‘ก๐‘ก + ๐œ‘๐œ‘) (12) ะš๐‘Œ๐‘Œ (๐‘“๐‘“) = ๐œ…๐œ…๐‘‹๐‘‹ (4) where ๐œ‘๐œ‘ is a constant initial phase from ๐‘ˆ๐‘ˆ(โˆ’๐œ‹๐œ‹.e. Thus the signal X(t) is stationary in general but non-stationary for a particular outcome ๐œ‰๐œ‰. ๐œŒ๐œŒ(๐‘“๐‘“) โ†’ โˆž.(6) very useful in analyzing the nonstationary processes becomes through kurtosis defined in spectral domain. ๐‘“๐‘“) exp(๐‘—๐‘—2๐œ‹๐œ‹๐‘“๐‘“๐‘ก๐‘ก) ๐‘‘๐‘‘๐‘‹๐‘‹(๐‘“๐‘“) (2) noise N(t) . If the mixing process N(t) is stationary (white or Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I Such a process was designated as conditionally colored) gaussian process. f) is the time varying transfer function of the system. those of its generating gaussian process and hence then ๐œŒ๐œŒ(๐‘“๐‘“) = 0 and hence non-gaussian. the 2015 where ๐œŒ๐œŒ(๐‘“๐‘“) is the local Noise-to-Signal power ratio at shape of H(t. Let H(t. a stationary additive ๐‘Œ๐‘Œ(๐‘ก๐‘ก) = ๏ฟฝ ๐ป๐ป(๐‘ก๐‘ก. In fact. the spectral kurtosis of the nonstationary [1 + ๐œŒ๐œŒ(๐‘“๐‘“)]2 signal Y(t) is defined as the normalized fourth-order spectral cumulant [19] as where ๐œŒ๐œŒ(๐‘“๐‘“) is finite. For the stationary white driving process X(t) of ๐œŒ๐œŒ(๐‘“๐‘“)2 ะš๐‘๐‘ (๐‘“๐‘“) ะš๐‘ง๐‘ง (๐‘“๐‘“) = ๐‘“๐‘“ โ‰  0 (10) order p โ‰ฅ 2n. f) is stochastic ะš๐‘Œ๐‘Œ (๐‘“๐‘“) ๐œŒ๐œŒ(๐‘“๐‘“)2 ะš๐‘๐‘ (๐‘“๐‘“) ะš๐‘ง๐‘ง (๐‘“๐‘“) = + ๐‘“๐‘“ โ‰  0 (6) and can be represented with ๐ป๐ป(๐‘ก๐‘ก. Spectral Kurtosis Theory: A Review through Simulations at time instant t-s. then A real sinusoid of constant amplitude and ๐›พ๐›พ4๐ป๐ป (๐‘“๐‘“) is independent of frequency and is unity. ๐›พ๐›พ4๐ป๐ป (๐‘“๐‘“) is the kurtosis of the kurtosis.

2 decaying real envelope and ๐œ‘๐œ‘ is the constant initial phase from ๐‘ˆ๐‘ˆ(โˆ’๐œ‹๐œ‹. (US) . the spectral kurtosis can be obtained as 2015 b) Random Amplitude Sinusoid When a radar transmitted carrier signal is ะš๐‘Œ๐‘Œ (๐‘“๐‘“) = 0 (21) Year reflected by a fluctuating target. inharmonic sinusoids appear frequently in music produced by several instruments. ๐‘“๐‘“๐‘š๐‘š โ‰  ๐‘š๐‘š๐‘“๐‘“0 .(17) and eq. ฮท(f). then the spectral kurtosis from eq. The focus of this paper is Similarly.(18). density function. In case fundamental frequency ๐‘“๐‘“0 and its finite number of of deep fluctuations the constant part becomes zero harmonics ๐‘“๐‘“๐‘š๐‘š = ๐‘š๐‘š๐‘“๐‘“0 as denoted by and then ๐ด๐ด(๐‘ก๐‘ก) = ๐ด๐ด๐‘Ÿ๐‘Ÿ (๐‘ก๐‘ก). the carrier amplitude of Similarly the spectral kurtosis for other density the echo signal undergoes random fluctuations [7]. ๐‘’๐‘’ โˆ’๐‘˜๐‘˜๐‘ก๐‘ก is the ๐‘€๐‘€2๐‘˜๐‘˜ = 2๐‘˜๐‘˜ ๐‘๐‘ 2๐‘˜๐‘˜ ๐‘˜๐‘˜! ๐‘˜๐‘˜ = 1. Both harmonic and expressions [26. Then from eq.2 (20) If the amplitude decreases exponentially. then the where ๐‘€๐‘€๐‘˜๐‘˜ are the k-th standard moments. where ๐œ…๐œ…๐ด๐ด๐‘Ÿ๐‘Ÿ is the coefficient of kurtosis or time kurtosis of If the frequencies are independent and no harmonic the random amplitude. In [25] the spectral kurtosis of such a where M is the number of harmonics. The coefficient of kurtosis ๐œ…๐œ…๐ด๐ด๐‘Ÿ๐‘Ÿ relation among them i.(18). functions can be obtained. the simulations are carried out as described in eq. The spectral kurtosis of such a ๐‘ฆ๐‘ฆ(๐‘ก๐‘ก) = โˆ‘๐‘€๐‘€โˆ’1 ๐‘š๐‘š =0 ๐ด๐ด๐‘š๐‘š cos(2๐œ‹๐œ‹๐‘š๐‘š๐‘“๐‘“0 ๐‘ก๐‘ก + ๐œ‘๐œ‘) (22) process is totally dependent on the probability density function of ๐ด๐ด๐‘Ÿ๐‘Ÿ (๐‘ก๐‘ก). ๐ถ๐ถ๐‘˜๐‘˜ are the k. then the sinusoids based on cumulants can be obtained from the following are called inharmonic sinusoids. The amplitudes of random amplitude sinusoid was shown to be the harmonics decay at different rates depending on the ะš๐‘Œ๐‘Œ (๐‘“๐‘“) = ๐œ…๐œ…๐ด๐ด๐‘Ÿ๐‘Ÿ + 1 (17) instrument or the note played.(17) and constant frequency is given by eq. Spectral Kurtosis Theory: A Review through Simulations A real sinusoid of time varying amplitude and b). noise is called colored noise and is characterized by th central moments and ๐›พ๐›พ๐‘˜๐‘˜ are the cumulants. a) If the amplitude of the random sinusoid in eq. ๐ด๐ด(๐‘ก๐‘ก) = ๐ด๐ด๐‘๐‘ + ๐ด๐ด๐‘Ÿ๐‘Ÿ (๐‘ก๐‘ก) (16) c) Harmonic and Inharmonic Sinusoids where ๐ด๐ด๐‘๐‘ is the constant part and the random part ๐ด๐ด๐‘Ÿ๐‘Ÿ (๐‘ก๐‘ก) A harmonic sinusoid comprises a sine wave of which is also called as the multiplicative noise. a communication signal passing through a 51 not to derive such expressions.(17) and eq. 27]. ๐ถ๐ถ2 = ๐‘€๐‘€2 โˆ’ ๐‘€๐‘€1 2 d) Additive Gaussian Noise ๐ถ๐ถ4 = ๐‘€๐‘€4 โˆ’ 4๐‘€๐‘€1 ๐‘€๐‘€3 + 6๐‘€๐‘€1 2 ๐‘€๐‘€2 โˆ’ 3๐‘€๐‘€1 4 Additive White Gaussian Noise (AWGN) signal ๐›พ๐›พ2 = ๐ถ๐ถ2 is a noise commonly found in communication channel which adds to the transmitted signal.(14) can be represented by the section V. The spectrum of ๐›พ๐›พ4 = ๐ถ๐ถ4 โˆ’ 3๐›พ๐›พ2 2 = ๐ถ๐ถ4 โˆ’ 3๐ถ๐ถ2 2 this signal is flat with a constant one-sided power ๐›พ๐›พ4 ๐ถ๐ถ4 spectral density ฮท within the channel bandwidth. ๐œ‹๐œ‹).(16) is e) Modulated Signals totally random with a gaussian density function. the amplitude of the signal at is a positive constant depending on the probability Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I the receiver input undergoes random fluctuations [8.(18) is given by ๐‘ฆ๐‘ฆ(๐‘ก๐‘ก) = ๐ด๐ด(๐‘ก๐‘ก) cos(2๐œ‹๐œ‹๐‘“๐‘“0 ๐‘ก๐‘ก + ๐œ‘๐œ‘) (14) (๐‘๐‘ โˆ’ ๐‘Ž๐‘Ž)4๏ฟฝ ะš๐‘Œ๐‘Œ (๐‘“๐‘“) = 80 โˆ’ 3 + 1 = 144 = โˆ’0.9]. the spectral kurtosis is frequency fc modulated by a sine wave of a low given by frequency fm and is given by 3๐œŽ๐œŽ 4 ะš๐‘Œ๐‘Œ (๐‘“๐‘“) = ๐œ…๐œ…๐ด๐ด๐‘Ÿ๐‘Ÿ + 1 = โˆ’3+1 =1 (19) ๐‘ฆ๐‘ฆ(๐‘ก๐‘ก) = ๐ด๐ด๐‘๐‘ (1 + ๐‘š๐‘š๐ด๐ด ๐‘š๐‘š๐‘’๐‘’๐‘š๐‘š(t) cos(2๐œ‹๐œ‹๐‘“๐‘“๐‘๐‘ ๐‘ก๐‘ก + ๐œ‘๐œ‘) (23๐‘Ž๐‘Ž) (๐œŽ๐œŽ 2 )2 where ๐ด๐ด๐‘๐‘ is the amplitude of the carrier and ๐‘š๐‘š๐ด๐ด is the b) If the amplitude of varies uniformly in the range (a. ๐‘š๐‘š๐‘’๐‘’๐‘š๐‘š(๐‘ก๐‘ก) is the low frequency message ยฉ 20 15 Global Journals Inc. the (๐‘๐‘ 2 2 80 signal is called a damped sinusoid and is given by ๏ฟฝ โˆ’ ๐‘Ž๐‘Ž) ๏ฟฝ12๏ฟฝ ๐‘ฆ๐‘ฆ(๐‘ก๐‘ก) = ๐ด๐ด ๐‘’๐‘’ โˆ’๐‘˜๐‘˜๐‘ก๐‘ก cos(2๐œ‹๐œ‹๐‘“๐‘“0 ๐‘ก๐‘ก + ๐œ‘๐œ‘) (15) c) For a rayleigh distributed random amplitude. A typical profile of the harmonic amplitudes is given by ๐ด๐ด๐‘š๐‘š = 1/๐‘š๐‘š. then An amplitude modulated signal with a carrier from eq. the standard moments are given by where k is the damping (bandwidth) factor. ๐œ…๐œ…๐ด๐ด๐‘Ÿ๐‘Ÿ = = 2โˆ’ 3 (18) If power spectral density of the noise within the ๐›พ๐›พ2 ๐ถ๐ถ2 channel bandwidth is function of frequency. but to show that ะš๐‘Œ๐‘Œ (๐‘“๐‘“) fading wireless channel. However for some more density In these cases. the time varying amplitude ๐ด๐ด(๐‘ก๐‘ก) in functions.e. modulation index.

The following signals are simulated using In a quadratic chirp signal. frequency is given by 1. An un-biased estimator of the spectral kurtosis where ๐œ‘๐œ‘(๐‘ก๐‘ก) is the time-varying phase of the carrier. A matrix popularly known as a spectrogram is formed by arranging STFT coefficients f) Chirp Signal as columns as given by A chirp signal is a frequency modulated signal 2015 ๐‘๐‘โˆ’1 2 in which the frequency of the carrier is linearly or 1 2๐œ‹๐œ‹ ๐‘›๐‘›๐‘˜๐‘˜ Year hyperbolically varied.(14). A Gaussian Amplitude Sinusoid signal c. the carrier frequency f is number of discrete frequencies. where ฮฑ=df/dt is the chirp rate. This kind of chirp signal is ๐‘†๐‘†(๐‘˜๐‘˜. eq. A Random Amplitude Sinusoid signal a. A Rayleigh Amplitude Sinusoid signal frequency is given by e.(20) through eq. which 0 โ‰ค ๐‘˜๐‘˜ โ‰ค ๐พ๐พ โˆ’ 1. A Damped Sinusoid signal ยฉ 2015 Global Journals Inc. A Constant Amplitude Sinusoid signal ๐‘“๐‘“(๐‘ก๐‘ก) = ๐‘“๐‘“๐‘๐‘ + ๐›ผ๐›ผ๐‘ก๐‘ก 2 (27) 2. the instantaneous eq. the spectral kurtosis ะš๐‘†๐‘† (๐‘˜๐‘˜0 ) at the ๐‘ก๐‘ก ๐‘ก๐‘ก frequency index ๐‘˜๐‘˜0 can be computed from the ๐‘˜๐‘˜0 -th row ๐œ‘๐œ‘(๐‘ก๐‘ก) = 2๐œ‹๐œ‹ ๏ฟฝ ๐‘“๐‘“(๐‘ก๐‘ก)๐‘‘๐‘‘๐‘ก๐‘ก = 2๐œ‹๐œ‹ ๏ฟฝ (๐‘“๐‘“๐‘๐‘ + ๐›ผ๐›ผ๐‘ก๐‘ก )๐‘‘๐‘‘๐‘ก๐‘ก 0 0 of the spectrogram matrix ๐‘†๐‘†(๐‘˜๐‘˜0 . The discrete fourier transform (DFT) on a K- logarithmic. If the L number of varied as ๐‘“๐‘“๐‘๐‘ + ๐›ผ๐›ผ๐‘ก๐‘ก. .(12). A Uniform Amplitude Sinusoid signal where ๐›ผ๐›ผ = (๐‘“๐‘“1 โˆ’ ๐‘“๐‘“0 )/๐‘ก๐‘ก1 2 . A Chisquare Amplitude Sinusoid signal where ๐›ผ๐›ผ = (๐‘“๐‘“1 /๐‘“๐‘“0 )1/๐‘ก๐‘ก1 . the Lower IV. b. ๐‘™๐‘™)| 4 Substituting eq. eq. The Double Side Band (DSB) signal. A Exponential Amplitude Sinusoid signal In a logarithmic chirp signal. Simulations and Results = (f1-f0)/t1. A Lognormal Amplitude Sinusoid signal f.(28). quadratic or signal. Then nonoverlapping frames used in the STFT analysis are time-varying phase of the carrier is given by considered as L number of the independent stochastic signal realizations. then the chirp rate is given by ฮฑ V. (US) . sample signal computes the signal spectrum at K- In a linear chirp signal. Here the input signal y(n) is ๐‘ก๐‘ก divided into overlapping or non overlapping frames each of size N. the instantaneous d. A Gamma Amplitude Sinusoid signal ๐‘“๐‘“(๐‘ก๐‘ก) = ๐‘“๐‘“๐‘๐‘ ๐›ผ๐›ผ ๐‘ก๐‘ก 1 (28) g. 3. In this section a means of estimating the The Frequency Modulated (FM) signal can be spectral kurtosis from the short time fourier transform obtained as (STFT) is presented. multiplied by a window function w(k) like ๐‘ฆ๐‘ฆ(๐‘ก๐‘ก) = ๐ด๐ด๐‘๐‘ cos ๏ฟฝ2๐œ‹๐œ‹๐‘“๐‘“๐‘๐‘ ๐‘ก๐‘ก + 2๐œ‹๐œ‹ ๐‘˜๐‘˜๐‘“๐‘“ ๏ฟฝ ๐‘š๐‘š๐‘’๐‘’๐‘š๐‘š(๐‘ก๐‘ก)๐‘‘๐‘‘๐‘ก๐‘ก๏ฟฝ (23๐‘๐‘) a hamming window of same size and analyzed by using 0 the Fourier Transform. Spectral Kurtosis Theory: A Review through Simulations signal. K is the total number of frequency bins of one-sided STFT and L is the total ๐‘ฆ๐‘ฆ(๐‘ก๐‘ก) = ๐ด๐ด cos ๐œ‘๐œ‘(๐‘ก๐‘ก) = ๐ด๐ด cos 2๐œ‹๐œ‹๐‘“๐‘“(๐‘ก๐‘ก)๐‘ก๐‘ก (24) number of frames contained in the signal. STFT Based Spectral Kurtosis Side Band (LSB) signal and the Upper Side Band (USB) Estimation signal can be formed by appropriate processing the AM signal. )The spectral kurtosis 1 = 2๐œ‹๐œ‹ ๏ฟฝ ๐‘“๐‘“๐‘๐‘ ๐‘ก๐‘ก + 2๐›ผ๐›ผ๐‘ก๐‘ก 2 ๏ฟฝ (25) at all frequency indices 0 โ‰ค ๐‘˜๐‘˜ โ‰ค ๐พ๐พ โˆ’ 1 is given by ๐ฟ๐ฟ (L + 1) โˆ‘๐ฟ๐ฟโˆ’1 ๐‘™๐‘™=0 โˆ™ |๐‘†๐‘†(๐‘˜๐‘˜. ๐‘™๐‘™)| } 2 2 1 ๐‘ฆ๐‘ฆ(๐‘ก๐‘ก) = ๐ด๐ด cos 2๐œ‹๐œ‹ ๏ฟฝ ๐‘“๐‘“๐‘๐‘ ๐‘ก๐‘ก + 2๐›ผ๐›ผ๐‘ก๐‘ก 2 ๏ฟฝ (26) 0 โ‰ค ๐‘˜๐‘˜ โ‰ค ๐พ๐พ โˆ’ 1 (30) If the start frequency at ๐‘ก๐‘ก = 0 is fc and the end frequency at ๐‘ก๐‘ก = ๐‘ก๐‘ก1 is f1. M is the hop size. we get ะš๐‘†๐‘† (๐‘˜๐‘˜) = ๏ฟฝ โˆ’ 2๏ฟฝ ๐ฟ๐ฟ โˆ’ 1 {โˆ‘๐ฟ๐ฟโˆ’1 ๐‘™๐‘™=0 |๐‘†๐‘†(๐‘˜๐‘˜.(23) in eq. A Weibull Amplitude Sinusoid signal h.(15) and eq. The is proposed in [19] based on L realizations of K-sample frequency profile f(t) can be linear. ๐‘™๐‘™) = ๏ฟฝ๏ฟฝ ๐‘ฆ๐‘ฆ (๐‘›๐‘› + ๐‘™๐‘™๐‘€๐‘€) ๐‘ค๐‘ค(๐‘›๐‘›)๐‘’๐‘’ โˆ’๐‘—๐‘— ๐‘๐‘ ๏ฟฝ ๐‘€๐‘€๐‘Š๐‘Š๐‘›๐‘› ๐‘๐‘ extensively used in pulse radars for achieving higher ๐‘›๐‘›=0 52 range resolution using a longer transmitted pulse. 0 โ‰ค ๐‘™๐‘™ โ‰ค ๐ฟ๐ฟ โˆ’ 1 (29) is otherwise possible with a shorter transmitted pulse where k is the frequency index. l is the time frame Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I [14].(22). A phase modulated signal is given by index.

A Double Side Band (DSB) signal The mixture signal is generated for a duration of c. A Lower Side Band (LSB) signal 1. 0 โ‰ค ๐‘˜๐‘˜ โ‰ค 255 which is spectral kurtosis is estimated for each mixture process.1a gives In all simulations a sampling frequency of 44100Hz is the Averaged STFT Spectrum of Mixture-1 for different used. Spectral Kurtosis Theory: A Review through Simulations a. Thus the mixture comprises a total five signals: a. Four peaks of different amplitudes observed in generating the test signals. 0dB. ๐‘™๐‘™) .7 and b. A Harmonic Sinusoid signal is added to the composite signal to form the first mixture 5.0. An Amplitude Modulted signal and -10dB. the noise floor also increases. Each frame is multiplied by a hamming window 7. 10dB. A Quadratic Chirp (Concave) signal ๐‘†๐‘†(๐‘˜๐‘˜. A Logarithmic Chirp Signal each of 256 frequency bins of spectrogram matrix is 53 Different mixture processes are formed by averaged over 399 frames to obtain a mean STFT Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I adding two or more of the above simulated signals. 0 โ‰ค ๐‘˜๐‘˜ โ‰ค 255. As the SNR A composite signal if formed by summing four decreases. STFT is computed for frames or d. An Analog Modulated signals signal-to-noise ratios of 30dB. Fig.0 is formed. .25. exp(-kt2) envelope Sinusoid signal 2. The low amplitude second peak is submerged a) Mixture-1 in the noise floor at low SNRs below 0dB. Colored Gaussian Noise The variance of AWGN is adjusted so as to obtain 6. A Linear Chirp signal giving a spectrogram matrix of size 256 ร— 399 Year b. Averaged SFT spectrum of (b). The spectrum ๐‘†๐‘†๐‘€๐‘€ (๐‘˜๐‘˜) = โŒฉ๐‘†๐‘†(๐‘˜๐‘˜. An Additive Gaussian Noise process. exp(-kt) envelope Sinusoid signal 18000Hz with respective amplitudes: 1. b. White Gaussian Noise four constant amplitude sinusoids and gaussian noise. 4000Hz.e. (US) . A Wideband Frequency Modulated Signal overlap. sinusoids of frequencies 1800Hz. Chirp signals 2015 of 256 samples and a 256-point FFT is computed thus a.1610 seconds. Estimated Spectral Kurtosis for SNRs 30dB to -10dB ยฉ 20 15 Global Journals Inc. for computing STFT and for the spectrum correspond to four sine waves in the estimating the spectral kurtosis. A Quadratic Chirp (Convex) signal c. 0. 0 โ‰ค ๐‘™๐‘™ โ‰ค 398 d. Customized Matlab code is developed for SNRs. mixture. )โŒช. -5dB a. 20dB. 128 samples) e. 1 : Sum of sinusoids (a). 9000Hz and Fig. 0. An additive white gaussian noise (AWGN) 4. A Upper Side Band (USB) signal window size of 256 samples with 50% (i. b. called here as Averaged STFT Spectrum.

As the SNR decreases. The first peak at 2500Hz The third Mixture process is made up eight having the spectral kurtosis of -1 the constant amplitude sinusoids.(28) as explained in section IV. The Fig. amplitudes. The CGN is obtained by passing white gaussian the sinusoid. Estimated Spectral Kurtosis for SNRs 0dB Fig. 11. 0 โ‰ค ๐‘˜๐‘˜ โ‰ค 255 is sinusoids. colored the peaks have a value of -1 irrespective of the sinusoid uniform(i. Averaged SFT spectrum of (b). 2.5KHz. where the edges at 15KHz and 17KHz. the peaks values Global SNR is computed with respect to AWGN increase from -1 towards zero. which is computed based on the aggregate a 6-order butterworth band pass filter having passband 54 of all sinusoids. In fact these signals correspond to damping sinusoids are 1KHz. the spectral kurtosis tends to zero. Rayleigh. components: constant amplitude sinusoid(CAS). The other two components: CGN and CnGN These sinusoids are generated one by one and being stationary noise processes take a zero SK. relatively eq. the mixture becomes more and more also computed from the spectrogram matrix using gaussian. 10KHz. The peaks at 5000Hz and 8000Hz have the SK different probability density functions: gaussian. 2 : Mixture-2 (a). For higher SNR (30dB) factors. colored gaussian noise(CGN). The Year referred in the legend of the figures1(a) and (b) is the CnGN obtained by passing white uniform noise through global SNR. Local SNR computed at considering the other five components as composite peak locations vary depending upon the amplitude of signal. It may be noted down that the SNR having passband between 10KHz and 13KHz. 7KHz. 2 and ๐‘’๐‘’ โˆ’๐‘˜๐‘˜๐‘ก๐‘ก .1b gives the spectral kurtosis (SK) of The second Mixture process comprises six Mixture-1 for different SNRs.5KHz. It may be noted that faster at 4000Hz where the local SNR is minimum. two The spectral kurtosis has four negative peaks damped sinusoids(DS1 and DS2) with different damping corresponding to four sinusoids. Spectral Kurtosis Theory: A Review through Simulations The spectral kurtosis ะš๐‘†๐‘† (๐‘˜๐‘˜). separately.e. 4KHz. etc. nongaussian) noise(CnGN) and AWGN. Here it is maximum at 18000Hz and noise through a 6-order butterworth band pass filter 2015 minimum at 4000Hz. 13KHz. sinusoids which amplitude is changing with time as ๐‘’๐‘’ โˆ’๐‘˜๐‘˜๐‘ก๐‘ก 8. greater than zero indicate the nonstationary nature of exponential. ะš๐‘†๐‘† (0) is to be ignored. The processed separately to obtain the SK estimate AWGN also takes a zero SK as expected. The frequencies of these the signals. For global SNRs below 0dB. each having a random amplitude following sinusoid. (US) .5KHz. uniform. 5.5KHz. AWGN power dominates the aggregate power of all Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I Fig. Then the SK functions of all sinusoids are ยฉ 2015 Global Journals Inc. as the kurtosis is not defined at b) Mixture-2 ๐‘“๐‘“ = 0. 14.2 gives the Averaged STFT Spectrum and c) Mixture-3 SK of Mixture-2 for 0dB SNR.5KHz and 16KHz.

2. 4 : Mixture-3 (a). Fig. As Fig. but the trend 2500Hz is +1. Estimated Spectral Kurtosis for SNRs 10dB ยฉ 20 15 Global Journals Inc.0. The 0. corresponding to uniformly distributed amplitude SK values of the sinusoids at 10dB compared to the variations (see eq. STFT spectrum correspond to eight sinusoids. The eight peaks in distributed amplitude variations (see eq. these random amplitude sinusoids for SNR=10dB. Averaged SFT spectrum of (b). 2015 Year 55 Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I Fig. Estimated Spectral Kurtosis for SNRs 30dB Fig. Spectral Kurtosis Theory: A Review through Simulations overlapped and shown in single figure. corresponding to rayleigh amplitude sinusoids for SNR=30dB. (US) .(3) gives the amplitude variations (see eq. corresponding to gaussian distributed is same. The SK of the second sinusoid at respective SK values at 30dB are different. 3 : Mixture-3 (a).19). Averaged SFT spectrum of (b).20). the SK of first sinusoid at 1000Hz is .21).(4) gives the STFT spectrum and the SK of shown in Fig3(b). The SK of fourth STFT spectrum and the SK of these its random sinusoid at 5500Hz is 0.0.

over the chirp signals are considered. at the band edges. Spectral Kurtosis Theory: A Review through Simulations d) Mixture-4 shown in Figure 5(a) for SNRs of 20dB. Estimated Spectral Kurtosis for SNRs 20dB. Please note that each harmonics contaminated by an AWGN. However. the SK takes AM + AWGN. corresponding mixtures are are bandwidth. 10dB and 0dB e) Mixtures-5 SNR of 10dB.0 since the carrier is strong due to low modulation index and resembles a constant amplitude at carrier frequency of 12KHz.(6) through fig. However. 2015 Year 56 Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I Fig. Averaged SFT spectrum of (b). exceptionally large values.(10) give the STFT spectra and SKs of these mixtures. The SK of the next two mixtures LSB and USB is over the signal bandwidth. The SK of AM signal is -1. 10dB and 0dB. AM-SC (DSB) + AWGN. the negative peaks constant with time. the SK takes exceptionally large values. but this amplitude remains higher SNRs. (US) . quadratic and logarithmic chirps generated using the eq. The STFT spectrum of this mixture is shown in Figure 11(a) for ยฉ 2015 Global Journals Inc. The STFT spectrum of this mixture is move from -1 towards zero. The fourth Mixture is basically a harmonic The ten negative peaks in SK plot of Figure 5(b) sinusoid with a fundamental at 800Hz and having 10 correspond to seven sinusoids. The SK of DSB is positive at carrier frequency of 12KHz showing its nonstationary nature. at the band edges..(24) through eq. f) Mixture-6 The sixth Mixture is made up of different chirp signals: linear. The amplitude of peak is -1 irrespective of the harmonic number for n-th harmonic is 1/n. 5 : Mixture-4 (a).(28). It may be noted down that the SK of a In this category basically five analog modulation chirp signal is nonzero positive. LSB+ AGWN. USB+ AGWN and FM+AGWN Fig. As SNR decreases. Each chirp is shown in different colors in Fig 11.

6 (a) : Averaged SFT spectrum of AM+AWGN (b).Estimated Spectral Kurtosis for SNR=30dB Fig. 7(a) : Averaged SFT spectrum of DSB+AWGN (b). (US) .Estimated Spectral Kurtosis for SNR=30dB ยฉ 20 15 Global Journals Inc. Spectral Kurtosis Theory: A Review through Simulations 2015 Year 57 Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I Fig.

8(a) : Averaged SFT spectrum of LSB+AWGN (b).Estimated Spectral Kurtosis for SNR=30dB Fig. 9(a) : Averaged SFT spectrum of USB+AWGN (b). (US) .Estimated Spectral Kurtosis for SNR=30dB ยฉ 2015 Global Journals Inc. Spectral Kurtosis Theory: A Review through Simulations 2015 Year 58 Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I Fig.

Averaged SFT spectrum of (b).Estimated Spectral Kurtosis for SNRs 10dB. (US) . ยฉ 20 15 Global Journals Inc. 11 : Mixture-6 (a). 10(a) : Averaged SFT spectrum of FM+AWGN (b). Spectral Kurtosis Theory: A Review through Simulations 2015 Year 59 Global Journal of Researches in Engineering ( F ) Volume XV Issue VI Version I Fig.Estimated Spectral Kurtosis for SNR=30dB Fig.

R. second order statistics. Antoni and R. X. no. 2007. Systems and Signal Processing. August 2014. โ€œAn adaptive SK technique using spectral kurtosis at different SNRs. al. pp. Volume: 12. Pham Chau Khoa and Chng Eng Siong. 12. 2006. signal analysisโ€. โ€Introduction to Radar Systemsโ€.1099-1108. J. Conference. application to the vibratory surveillance and Fall 1996. CRC Press.39.1-5. Future work could be (i).8. 2. and Randall.37. July 1990. Randy Goldberg. vol. ยฉ 2015 Global Journals Inc. search. Speech and Signal Processing. Applicationโ€. 20. 2000. Vienna. 21. L. Y.. Giannakis and Jerry M.46-50. 2004.โ€ Proc. 393-398. Some Properties. pp. review highlights the usage of spectral kurtosis for other No.200-203. Grado-Trieste.307. โ€œConstruction and frequency band persuit using a synthesized evaluation of a robust multifeature speech/ music criterion. Wheaton. pp. Speech and Signal Processing. Mendel.. no. detection and monitoring of electrical machines. 2. is a 10. Georgios B. March 1989. โ€œSpeech and Audio Processing in Adverse Environmentsโ€. radar signal and its application for fault detection of rolling classification using spectral kurtosis. N. Randall. 4. 1983. modulated) (ii). IEEE Region Systems and Signal Processing. Sawalhi.7. NSIP-2003. โ€œThe Spectral Kurtosis of Nonstationary local harmonicity feature for voice activity Signals: Formalisation. The Acoustics. Proceedings of the Third 17. 25. Blum. Obtaining closed-form expressions for spectral kurtosis Proceedings of Acoustics-2004. 12th European Signal Processing Language and Image Processing (ICALIP). 6. Jan. Slaney.. โ€Bearing Fault Detection by resonant 1.1266-1276. and Lance Riek. 14-15 2. N. โ€Identification and Estimation of Non- promising tool for analyzing nonstationary signals.โ€ IEEE Multimedia Mag. 1997. Retrieval. No. Gold Coast. Chun Li et. โ€œFast computation of the kurtogram for gain diversity combining in a nongaussian multipath the detection of transient faultsโ€.(iii).. 2013. pp. and J. Keislar.613 โ€“ 616. Austria. vol. and Liang.1 -37. pp. vol. al.3. Vol. Antoni. Wold. Monte Carlo simulations were carried out to support the pp. pp. pp. areas of signal processing like communications and 13. International Conference on Audio. Mechanical Systems and Signal References Rรฉfรฉrences Referencias Processing. 2006. The spectral kurtosis of the simulated stationary. Mechanical fading environmentโ€. 1750โ€“1764. Prague. characterizing nonstationary signalsโ€. 3. March 1991. Mendel. IEEE Trans on mixed processes are analytically given.179. France. 8. Valeriu Vrabie et. โ€Exact Non-Gaussian Interference Model for Fading Channelsโ€. pp. โ€œSpectral 19. 124. Antoni. Makloi. pp.. Speech and Signal Processing. pp. Scheier and M. 2002. Extensive Signal Processing. element bearingsโ€. Keh-Shin Lii. 2008. engineering and Mechatronics. โ€œA Practical Definition To Application". al. J. T. pp. 94-100. Eberhard Hรคnsler and Gerhard Schmidt (editors).168 . IEEE Trans on complements the traditional power spectrum based on Acoustics. 2015 theory. evaluation of wireless communications using equal 21. on Mechnanical discriminator. IEEE Transactions on The cumulant based spectral kurtosis defined in Wireless Communicationsโ€. Ananthram Swami and Jerry M. on Acoustics. 607-610. E. Mechanical Second edition. 8. 6th IEEE International Handbook of Speech Codersโ€. pp. Conf. classification of communication signals 14. IEEE. spectral kurtosis is briefly reviewed from the 11.360-377.. 3-5 November of communication and radar signals (analog or digital 2004. Proc. and Rodet. Australia. โ€œContent-based classification. Skolnik. G. 20. 108- 10 Conference. The properties of spectral kurtosis of Cumulant-Based Approach to the Harmonic popular stationary signals. Spectral Kurtosis Theory: A Review through Simulations VI. Wang. Conclusions and Future Work 9. Merrill I. spectral kurtosis to bearing diagnosticsโ€. โ€Detection of non-gaussian signals by International Conference on Music Information frequency domain kurtosis estimationโ€. J. frequency domain originally proposed for bearing fault Issue: 1. Vol.. Vol. Vol. E. conf. And detectionโ€. TENCON 2004. McGraw-Hill. D.5. Italy. IEEE Trans on 60 good match with the previous analytical findings. 1980. pp. C. Yi Chen et. In this paper. pp. "Spectral Kurtosis: From 5.โ€proc 3rd Int. 2. and Chayawan. nonstationay and mixed processes at different signal-to- Year โ€Identification of Non-minimum phase systems noise ratios (SNRs) is estimated and the results are in using Higher Order Statisticsโ€. โ€Toward Systems and Signal Processing. vol. Antoni. Workshop on Nonlinear Signal and Image pp. Processing. 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