Spectral Analysis Spectral analysis is concerned with the

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Spectral Analysis • Spectral analysis is concerned with the determination of the energy or

Spectral Analysis • Spectral analysis is concerned with the determination of the energy or power spectrum of a continuous-time signal • It is assumed that is sufficiently bandlimited so that its spectral characteristics are reasonably estimated from those of its discrete-time equivalent g[n] 1 Professor A G Constantinides

Spectral Analysis • To ensure bandlimited nature is initially filtered using an analogue antialiasing

Spectral Analysis • To ensure bandlimited nature is initially filtered using an analogue antialiasing filter the output of which is sampled to provide g[n] • Assumptions: (1) Effect of aliasing can be ignored (2) A/D conversion noise can be neglected 2 Professor A G Constantinides

Spectral Analysis • Three typical areas of spectral analysis are: • 1) Spectral analysis

Spectral Analysis • Three typical areas of spectral analysis are: • 1) Spectral analysis of stationary sinusoidal signals • 2) Spectral analysis of of nonstationary signals • 3) Spectral analysis of random signals 3 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • Assumption - Parameters characterising sinusoidal signals, such as

Spectral Analysis of Sinusoidal Signals • Assumption - Parameters characterising sinusoidal signals, such as amplitude, frequency, and phase, do not change with time • For such a signal g[n], the Fourier analysis can be carried out by computing the DTFT 4 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • Initially the infinite-length sequence g[n] is windowed by

Spectral Analysis of Sinusoidal Signals • Initially the infinite-length sequence g[n] is windowed by a length-N window w[n] to yield • DTFT of then is assumed to provide a reasonable estimate of • is evaluated at a set of R ( ) discrete angular frequencies using an Rpoint FFT 5 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals Note that • The normalised discrete-time angular frequency corresponding

Spectral Analysis of Sinusoidal Signals Note that • The normalised discrete-time angular frequency corresponding to DFT bin k is • while the equivalent continuous-time angular frequency is 6 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • Consider • expressed as • Its DTFT is

Spectral Analysis of Sinusoidal Signals • Consider • expressed as • Its DTFT is given by 7 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals is a periodic function of w with a period

Spectral Analysis of Sinusoidal Signals is a periodic function of w with a period 2 p containing two impulses in each period • In the range , there is an impulse at of complex amplitude and an impulse at of complex amplitude • To analyse g[n] using DFT, we employ a finitelength version of the sequence given by • 8 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • Example - Determine the 32 -point DFT of

Spectral Analysis of Sinusoidal Signals • Example - Determine the 32 -point DFT of a length-32 sequence g[n] obtained by sampling at a rate of 64 Hz a sinusoidal signal of frequency 10 Hz • Since Hz the DFT bins will be located in Hz at ( k/NT)=2 k, k=0, 1, 2, . . , 63 • One of these points is at given signal frwquency of 10 Hz 9 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • DFT magnitude plot 10 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • DFT magnitude plot 10 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • Example - Determine the 32 -point DFT of

Spectral Analysis of Sinusoidal Signals • Example - Determine the 32 -point DFT of a length -32 sequence g[n] obtained by sampling at a rate of 64 Hz a sinusoid of frequency 11 Hz • Since the impulse at f = 11 Hz of the DTFT appear between the DFT bin locations k = 5 and k = 6 • the impulse at f= -11 Hz appears between the DFT bin locations k = 26 and k = 27 11 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • DFT magnitude plot • Note: Spectrum contains frequency

Spectral Analysis of Sinusoidal Signals • DFT magnitude plot • Note: Spectrum contains frequency components at all bins, with two strong components at k = 5 and k = 6, and two strong components at k = 26 and k = 27 12 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • The phenomenon of the spread of energy from

Spectral Analysis of Sinusoidal Signals • The phenomenon of the spread of energy from a single frequency to many DFT frequency locations is called leakage 13 • Problem gets more complicated if the signal contains more than one sinusoid Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • Example • - 14 • From plot it

Spectral Analysis of Sinusoidal Signals • Example • - 14 • From plot it is difficult to determine if there is one or more sinusoids in x[n] and the exact locations of the sinusoids Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • An increase in resolution and accuracy of the

Spectral Analysis of Sinusoidal Signals • An increase in resolution and accuracy of the peak locations is obtained by increasing DFT length to R = 128 with peaks occurring at k = 27 and k =45 15 Professor A G Constantinides

Spectral Analysis of Sinusoidal Signals • Reduced resolution occurs when the difference between the

Spectral Analysis of Sinusoidal Signals • Reduced resolution occurs when the difference between the two frequencies becomes less than 0. 4 • As the difference between the two frequencies gets smaller, the main lobes of the individual DTFTs get closer and eventually overlap 16 Professor A G Constantinides

Spectral Analysis of Nonstationary Signals • An example of a time-varying signal is the

Spectral Analysis of Nonstationary Signals • An example of a time-varying signal is the chirp signal and shown below for • The instantaneous frequency of x[n] is 17 Professor A G Constantinides

Spectral Analysis of Nonstationary Signals 18 • Other examples of such nonstationary signals are

Spectral Analysis of Nonstationary Signals 18 • Other examples of such nonstationary signals are speech, radar and sonar signals • DFT of the complete signal will provide misleading results • A practical approach would be to segment the signal into a set of subsequences of short length with each subsequence centered at uniform intervals of time and compute DFTs of each subsequence Professor A G Constantinides

Spectral Analysis of Nonstationary Signals • The frequency-domain description of the long sequence is

Spectral Analysis of Nonstationary Signals • The frequency-domain description of the long sequence is then given by a set of short -length DFTs, i. e. a time-dependent DFT • To represent a nonstationary x[n] in terms of a set of short-length subsequences, x[n] is multiplied by a window w[n] that is stationary with respect to time and move x[n] through the window 19 Professor A G Constantinides

Spectral Analysis of Nonstationary Signals • Four segments of the chirp signal as seen

Spectral Analysis of Nonstationary Signals • Four segments of the chirp signal as seen through a stationary length-200 rectangular window 20 Professor A G Constantinides

Short-Time Fourier Transform • Short-time Fourier transform (STFT), also known as time-dependent Fourier transform

Short-Time Fourier Transform • Short-time Fourier transform (STFT), also known as time-dependent Fourier transform of a signal x[n] is defined by where w[n] is a suitably chosen window sequence • If w[n] = 1, definition of STFT reduces to that of DTFT of x[n] 21 Professor A G Constantinides

Short-Time Fourier Transform • is a function of 2 variables: integer time index n

Short-Time Fourier Transform • is a function of 2 variables: integer time index n and continuous frequency w • is a periodic function of w with a period 2 p • Display of is the spectrogram • Display of spectrogram requires normally three dimensions 22 Professor A G Constantinides

Short-Time Fourier Transform • Often, STFT magnitude is plotted in two dimensions with the

Short-Time Fourier Transform • Often, STFT magnitude is plotted in two dimensions with the magnitude represented by the intensity of the plot • Plot of STFT magnitude of chirp sequence with for a length of 20, 000 samples computed using a Hamming window of length 200 shown next 23 Professor A G Constantinides

Short-Time Fourier Transform • STFT for a given value of n is essentially the

Short-Time Fourier Transform • STFT for a given value of n is essentially the DFT of a segment of an almost sinusoidal sequence 24 Professor A G Constantinides

Short-Time Fourier Transform • Shape of the DFT of such a sequence is similar

Short-Time Fourier Transform • Shape of the DFT of such a sequence is similar to that shown below • Large nonzero-valued DFT samples around the frequency of the sinusoid • Smaller nonzero-valued DFT samples at other frequency points 25 Professor A G Constantinides

STFT on Speech • An example of a narrowband spectrogram of a segment of

STFT on Speech • An example of a narrowband spectrogram of a segment of speech signal 26 Professor A G Constantinides

STFT on Speech • The wideband spectrogram of the speech signal is shown below

STFT on Speech • The wideband spectrogram of the speech signal is shown below • The frequency and time resolution tradeoff between the two spectrograms can be seen 27 Professor A G Constantinides