# Wigner distribution function

The Wigner distribution function (WDF) was first proposed in physics to account for quantum corrections to classical statistical mechanics in 1932 by Eugene Wigner, cf. Wigner quasi-probability distribution.

Given the shared algebraic structure between position-momentum and time-frequency pairs, it may also usefully serve in signal processing, as a transform in time-frequency analysis. Compared to a short-time Fourier transform, such as the Gabor transform, the Wigner distribution function can furnish higher clarity in some cases.

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## Mathematical definition

There are several different definitions for the Wigner distribution function. The definition given here is specific to time-frequency analysis. The Wigner distribution function $W_x(t,f)$ is

$W_x(t,f)=\int_{-\infty}^{\infty}x(t+\tau/2)x^*(t-\tau/2)e^{-i2\pi\tau\,f}\,d\tau$

where $i=\sqrt{-1}$ is the imaginary unit. The WDF is essentially the Fourier transform of the input signal’s autocorrelation function — the Fourier spectrum of the product between the signal and its delayed, time reversed copy, as a function of the delay.

## Time-frequency analysis example

Here are some examples illustrating how the WDF is used in time-frequency analysis.

### Constant input signal

When the input signal is constant, its time-frequency distribution is a horizontal line along the time axis. For example, if x(t) = 1, then

$W_x(t,f)=\int_{-\infty}^\infty e^{-i2\pi\tau\,f}\,d\tau=\delta(f).$

### Sinusoidal input signal

When the input signal is a sinusoidal function, its time-frequency distribution is a horizontal line parallel to the time axis, displaced from it by the sinusoidal frequency. For example, if $x(t)=e^{i2\pi ht}$, then

\begin{align}W_x(t,f)& {} = \int_{-\infty}^{\infty}e^{i2\pi h(t+\tau/2)}e^{-i2\pi h(t-\tau/2)}e^{-i2\pi\tau\,f}\,d\tau \\ & {} = \int_{-\infty}^{\infty}e^{-i2\pi\tau(f-h)}\,d\tau\\& {} = \delta(f-h).\end{align}

### Chirp input signal

When the input signal is a chirp function, the instantaneous frequency is a linear function. This means that the time frequency distribution should be a straight line. For example, if $x(t)=e^{i2\pi kt^2}$, then its instantaneous frequency is $\frac{1}{2\pi}\frac{d(2\pi kt^2)}{dt}=2kt$, and by WDF

\begin{align}W_x(t,f) & {} = \int_{-\infty}^\infty e^{i2\pi k(t+\tau/2)^2}e^{-i2\pi k(t-\tau/2)^2}e^{-i2\pi\tau\,f} \, d\tau \\& {} = \int_{-\infty}^\infty e^{i4\pi kt\tau}e^{-i2\pi\tau f}\,d\tau \\& {} = \int_{-\infty}^\infty e^{-i2\pi\tau(f-2kt)}\,d\tau\\& {} = \delta(f-2kt). \end{align}

### Delta input signal

When the input signal is a delta function, since it is only non-zero at t=0 and contains infinite frequency components, its time-frequency distribution should be a vertical line across the origin. This means that the time frequency distribution of the delta function should also be a delta function. By WDF

\begin{align}W_x(t,f) & {} = \int_{-\infty}^{\infty}\delta(t+\tau/2)\delta(t-\tau/2) e^{-i2\pi\tau\,f}\,d\tau \\& {}= 4\int_{-\infty}^{\infty}\delta(2t+\tau)\delta(2t-\tau)e^{-i2\pi\tau f}\,d\tau \\& {} = 4\delta(4t)e^{i4\pi tf}\\& {} = \delta(t)e^{i4\pi tf} \\& {} = \delta(t).\end{align}

The Wigner distribution function is best suited for time-frequency analysis when the input signal's phase is 2nd order or lower. For those signals, WDF can exactly generate the time frequency distribution of the input signal.

## Performance of Wigner distribution function

Here are some examples to show performance features of the Wigner distribution function preferable to the Gabor transform.

• $x(t)=\cos(2\pi t)$
• $x(t)=e^{i\pi t^2}$
• $x(t)=\begin{cases} 1 & |t|<2 \\ 0 & \text{otherwise} \end{cases}$ rectangular function

## Cross term property

The Wigner distribution function is not a linear transform. A cross term ("time beats") occurs when there is more than one component in the input signal, analogous in time to frequency beats. In the ancestral physics Wigner quasi-probability distribution, this term has important and useful physics consequences. The short-time Fourier transform does not have this feature. The following are some examples that show the cross term feature of the Wigner distribution function.

• $x(t)=\begin{cases} \cos(2\pi t) & t\le-2 \\ \cos(4\pi t) & -2 < t \le 2 \\ \cos(3\pi t) & t>2 \end{cases}$

• $x(t)=e^{it^3}$

In order to reduce the cross term problem, many other transforms have been proposed, including the modified Wigner distribution function, the Gabor–Wigner transform, and Cohen’s class distribution.

## Properties of the Wigner distribution function

The Wigner distribution function has several evident properties listed in the following table.

Remarks
1 Projection property $|x(t)|^2=\int_{-\infty}^\infty W_x(t,f)\,df \ \ \ |X(f)|^2=\int_{-\infty}^\infty W_x(t,f)\,dt$
2 Energy property $\int_{-\infty}^\infty \int_{-\infty}^\infty W_x(t,f)\,df\,dt = \int_{-\infty}^\infty |x(t)|^2\,dt=\int_{-\infty}^\infty |X(f)|^2\,df$
3 Recovery property $\int_{-\infty}^\infty W_x(t/2,f) e^{i2\pi ft}\,df =x(t)x^*(0) \ \ \ \int_{-\infty}^\infty W_x(t,f/2) e^{i2\pi ft}\,dt =X(f)X^*(0)$
4 Mean condition frequency and mean condition time $\begin{matrix}X(f)=|X(f)|e^{i2\pi\psi(f)}\ \ \ x(t)=|x(t)|e^{i2\pi\phi(t)}\\ \text{If } \phi'(t)=|x(t)|^{-2}\int_{-\infty}^\infty fW_x(t,f)\,df \\\text{ and } -\psi'(f)=|X(f)|^{-2}\int_{-\infty}^\infty tW_x(t,f)\,dt\end{matrix}$
5 Moment properties $\begin{matrix} \int_{-\infty}^\infty \int_{-\infty}^\infty t^nW_x(t,f)\,dt\,df=\int_{-\infty}^\infty t^n|x(t)|^2\,dt \\\int_{-\infty}^\infty \int_{-\infty}^\infty f^nW_x(t,f)\,dt\,df=\int_{-\infty}^\infty f^n|X(f)|^2\,df\end{matrix}$
6 Real properties $W^*_x(t,f)=W_x(t,f)$
7 Region properties $\begin{matrix}\text{If } x(t)=0\text{ for }t>t_0\text{ then } W_x(t,f)=0\text{ for }t>t_0 \\ \text{If } x(t)=0\text{ for }t
8 Multiplication theorem $\begin{matrix}\text{If } y(t)=x(t)h(t)\text{ then } \\ W_y(t,f)=\int_{-\infty}^\infty W_x(t,\rho)W_h(t,f-\rho)\,d\rho \end{matrix}$
9 Convolution theorem $\begin{matrix}\text{If } y(t)=\int_{-\infty}^\infty x(t-\tau)h(\tau)\,d\tau\text{ then }\\ W_y(t,f)=\int_{-\infty}^\infty W_x(\rho,f)W_h(t-\rho,f)\,d\rho \end{matrix}$
10 Correlation theorem $\begin{matrix}\text{If } y(t)=\int_{-\infty}^\infty x(t+\tau)h^*(\tau)\,d\tau\text{ then }\\ W_y(t,\omega)=\int_{-\infty}^\infty W_x(\rho,\omega)W_h(-t+\rho,\omega)\,d\rho \end{matrix}$
11 Time-shifting property $\begin{matrix}\text{If } y(t)=x(t-t_0)\text{ then }\\ W_y(t,f)=W_x(t-t_0,f) \end{matrix}$
12 Modulation property $\begin{matrix}\text{If } y(t)=e^{i2\pi f_0t}x(t)\text{ then }\\ W_y(t,f)=W_x(t,f-f_0) \end{matrix}$