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 .

3
 Introduction

Conventional Fourier transform

1-D
Totally losing time information
Suitable for analyzing stationary signal
,i.e. frequency does not vary with time.

[1]
4
 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


w(t ) x( )e
j 2 f
X (t , f ) d F{w(t ) x( )}

Reversing Shifting FT

6
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(t2) if |t1|<|t2|.
w(t ) 0 when |t| is large.

An example of window functions

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(t2) if |t1|<|t2|.
w(t ) 0 when |t| is large.

An illustration of evenness of mask functions

Mask

Signal

t0

8
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

9
Short Time Fourier Transform

The time-freq. area of STFTs are fixed

f f

K decreases

t t

10
 Rectangular STFT

Rectangle as the mask function 1

Uniform weighting

Definition
Forward
tB
X (t , f )
t B
x( )e j 2 f d 2B

Inverse

X (t , f )e df where
j 2 ft
x(t ) 1 t B t1 t B

11
 Rectangular STFT

Examples of Rectangular STFTs

cos(4 t ) , 0 t 10 2 , 0 t 10

x(t ) cos(2 t ) ,10 t 20 fi (t ) 1 ,10 t 20
cos( t ) , 20 t 30 0.5 , 20 t 30

f f
B=0.25 B=0.5

2 2
1 1
0 0

t
0 10 20 30 t 0 10 20 30
12
 Rectangular STFT

Examples of Rectangular STFTs

cos(4 t ) , 0 t 10 2 , 0 t 10

x(t ) cos(2 t ) ,10 t 20 fi (t ) 1 ,10 t 20
cos( t ) , 20 t 30 0.5 , 20 t 30

f f
B=1 B=3

2 2
1 1
0 0

t t
0 10 20 30 0 10 20 30
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

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

Modulation
tB

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

14
 Rectangular STFT

Properties of rec-STFTs
Integration

x(v), v B t v B

j 2 fv
X (t , f ) e df
0 , otherwise

Power integration
tB

X (t , f )Y (t , f )df x( ) y* ( )d
*

t B

Energy sum

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

15
 Gabor Transform

Gaussian as the mask function

w(t ) e t
2

Mathematical expression

t 1.9143

e
( t )2 j 2 f
Gx (t , f ) x( )d e ( t ) e j 2 f x( )d
2
e
t 1.9143

Since
a 2
e 0.00001 where | a | 1.9143

GTs time-freq area is the minimal against other STFTs!

16
 Gabor Transform

Compared with rec-STFTs

Window differences
Resolution The GT has better clarity
Complexity

17
 Gabor Transform

Compared with rec-STFTs

Resolution GT has better clarity
Example of
t 2
y(t ) e

f f
The rec-STFT The GT

0 0

t t
0 0
18
 Gabor Transform

Compared with the rec-STFTs

Window differences
Resolution GT has better clarity
t 2
Example of y(t ) e
f
The rec-STFT The GT

0 0

t t
0 0
19
 Gabor Transform

Properties of the GT
Linearity
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

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

Power integration
Energy sum
Power decayed

21
 Gabor Transform

Gaussian function centered at origin

1
w(t ) e t w(t ) e t
2 2

Generalization of the GT
Definition
1.9143
t

Gx(t , f ) e
( t )2 j 2 f
x( )d e ( t ) e j 2 f x( )d 0
2
e
t
1.9143

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 f
0.1 1

2 2
1 1
0 0

t t
0 10 20 30 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
5

2 2
1 1
0 0

t t
0 10 20 30 0 10 20 30
24
Wigner Distribution Function

Definition


x(t 2 ) x (t 2 )e d F{x(t 2 ) x (t 2 )}
j 2 f
Wx(t , f ) * *

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 )


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

2 2 2 2

g (t ) s(t )

* g * (t ) *s* (t )
26
Wigner Distribution Function

An example of cross term problem

j ( t 4t )
2
1 1
e 10 2 ( t 4) 9 t 1
x(t ) 9 t 1 5
fi (t )
e j (t 2 6t ) 1 t 9 1 (2t 6) 1 t 9
2
f
f
Without cross term With cross term

0 0

t t
0 0
27
Wigner Distribution Function

Compared with the GT

Higher clarity
Higher complexity
An example x(t ) cos(4 t )
e j 4 t e j 4 t
2
f f
WDF GT

0 0

t t
0 0
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 f
WDF GT

0 0

t t [1]
0 0
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 ) | dt | X ( f ) |2 df

2
x

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 Distribution
Operations on the time-frequency domain
Horizontal Shifting (Shifting on along the time axis)
f

x(t t 0)
STFT ,GT
Sx (t t 0, f )e j 2 ft0

x(t t 0) Wx(t t 0, f )
WDF

Vertical Shifting (Shifting on along the freq. axis)

f
e j 2 f0t x(t )
STFT ,GT
Sx (t , f f 0)
j 2 f 0 t
e x(t )
WDF
Wx (t , f f 0)
t

32
 Motions on the Time-
Frequency Distribution
Operations on the time-frequency domain
Dilation
1 t t
x( )
STFT ,GT
Sx( , af )
|a| a a

1 t t
x( )
WDF
Wx( , af )
|a| a a

Case 1 : a>1

Case 2 : a<1

33
 Motions on the Time-
Frequency Distribution
Operations on the time-frequency domain
Shearing - Moving the side of signal on one direction
Case 1 : y(t ) e j at 2 x(t ) f
a>0 Moving this side

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

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

t2
Case 2 : j
y (t ) e a
x(t ) a>0
f
Sy (t , f ) Sx(t af , f )

Wy (t , f ) Wx(t af , f ) Moving this side

34
 Motions on the Time-
Frequency Distribution
Rotations on the time-frequency domain
Clockwise 90 degrees Using FTs

X ( f ) FT {x(t )} f

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

t

35
 Motions on the Time-
Frequency Distribution
Rotations on the time-frequency domain
Generalized rotation with any angles Using WDFs or GTs via the
FRFT
Definition of the FRFT

X (u ) OF [ x(t )] 1 j cot e e
j cot u 2 j 2 csc ut j cot t 2
e x(t )du

Additive property

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

36
 Motions on the Time-
Frequency Distribution
Rotations on the time-frequency domain
[Theorem]
The fractional Fourier transform (FRFT) with angle is equivalent
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 New New Old

u cos
'
sin u u cos sin u '
'
v sin cos v v sin cos v '

Counterclockwise rotation matrix Clockwise rotation matrix

37
 Motions on the Time-
Frequency Distribution
Rotations on the time-frequency domain
[Theorem]
The fractional Fourier transform (FRFT) with angle is equivalent
to the clockwise rotation operation with angle for the WDF or
GT.
Examples (Via GTs)
5 5 5

0 0 0

-5 -5 -5
-5 0 5 -5 0 5 -5 0 5
(a) Gf(t,
) (b) GF (t,
) (c) GF (t,
) [1]

38
 Motions on the Time-
Frequency Distribution
Rotations on the time-frequency domain
[Theorem]
The fractional Fourier transform (FRFT) with angle is equivalent
to the clockwise rotation operation with angle for the WDF or
GT.
Examples (Via GTs)
5 5 5

0 0 0

-5 -5 -5
-5 0 5 -5 0 5 -5 0 5
(t,
(d) GF ) (e) GF (t,
) (f) GF(t,
) [1]

39
 Motions on the Time-
Frequency Distribution
Twisting operations on the time-frequency domain
LCT s Old New

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

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

Inverse exist since ad-bc=1

f
f
a b

c d
LCT
t t

40
Applications on Time-Frequency
Analysis
Signal Decomposition and Filter Design
A signal has several components - > separable in time
-> separable in freq.
-> separable in time-freq.

t f t

41
Applications on Time-Frequency
Analysis
Signal Decomposition and Filter Design
An example f
1

t0
t
t1

2 Rotation -> filtering in the FRFT domain

42
Applications on Time-Frequency
Analysis
Signal Decomposition and Filter Design
An example

[1]
43
Applications on Time-Frequency
Analysis
Signal Decomposition and Filter Design
An example j 0.23 t 2 j 0.3 t 2 j 8.5 t j 0.46 t 2 j 9.6 t
n(t ) 0.5e 0.5e 0.5e

[1]
44
Applications on Time-Frequency
Analysis
Signal Decomposition and Filter Design
An example 2 2
j 8.5 t 2
j 9.6 t
n(t ) 0.5e j 0.23 t 0.5e j 0.3 t 0.5e j 0.46 t

[1]

45
Applications on Time-Frequency
Analysis
Signal Decomposition and Filter Design
An example

[1]

46
Applications on Time-Frequency
Analysis
Sampling Theory
Nyquist theorem : f s 2 B , B
Adaptive sampling

[1]

47
Conclusions and Future work

Comparison among STFT,GT,WDF

rec-STFT GT WDF
Complexity
Clarity

Time-frequency analysis apply to image processing?

48
 References

[1] Jian-Jiun Ding, Time frequency analysis and wavelet transform class
note, the Department of Electrical Engineering, National Taiwan
University (NTU), Taipei, Taiwan, 2007.
[2] S. C. Pei and J. J. Ding, Relations between Gabor transforms and
fractional 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
Applications, Prentice-Hall, 1996.
[4] D. Gabor, Theory of communication, J. Inst. Elec. Eng., vol. 93,
pp.429-457, Nov. 1946.
[5] L. B. Almeida, The fractional Fourier transform and time-frequency
representations, IEEE Trans. Signal Processing, vol. 42,no. 11, pp. 3084-
3091, Nov. 1994.
[6] K. B. Wolf, Integral Transforms in Science and Engineering, Ch. 9:
Canonical transforms, New York, Plenum Press, 1979.

49
 References

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

transform, IEEE Signal Processing Letters, vol. 3, no. 3, pp. 72-74,
March 1996.

[8] L. Cohen, Time-Frequency Analysis, Prentice-Hall, New York, 1995.

[9] T. A. C. M. Classen and W. F. G. Mecklenbrauker, The Wigner
distributiona tool for time-frequency signal analysis; Part I, Philips
J. Res., vol. 35, pp. 217-250, 1980.

50