维格纳分布函数

Wigner distribution function

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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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[edit]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.

[edit]Time-frequency analysis example

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

[edit]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).

[edit]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}

[edit]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}

[edit]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.

[edit]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


[edit]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.

[edit]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<t_0\text{ then }W_x(t,f)=0\text{ for }t<t_0 \end{matrix}
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}
 

[edit]See also

[edit]References

  • B. Boashash, "Note on the Use of the Wigner Distribution for Time Frequency Signal Analysis", IEEE Transactions on Acoustics, Speech, and Signal Processing, Vol. 36, No. 9, pp. 1518–1521, Sept. 1988. doi:10.1109/29.90380
  • B. Boashash, editor, “Time-Frequency Signal Analysis and Processing – A Comprehensive Reference”, Elsevier Science, Oxford, 2003, ISBN 0-08-044335-4.
  • S. Qian and D. Chen, Joint Time-Frequency Analysis: Methods and Applications, Chap. 5, Prentice Hall, N.J., 1996.
  • E. P. Wigner, “On the quantum correlation for thermodynamic equilibrium,” Phys. Rev., vol. 40, pp. 749–759, 1932.
  • T. A. C. M. Classen and W. F. G. Mecklenbrauker, “The Wigner distribution-a tool for time-frequency signal analysis; Part I,” Philips J. Res., vol. 35, pp. 217–250, 1980.
  • F. Hlawatsch, G. F. Boudreaux-Bartels: “Linear and quadratic time-frequency signal representation,” IEEE Signal Processing Magazine, pp. 21–67, Apr. 1992.
  • R. L. Allen and D. W. Mills, Signal Analysis: Time, Frequency, Scale, and Structure, Wiley- Interscience, NJ, 2004.
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