Key Questions

Time Frequency Signal

Representations What is Time-Frequency Representation (TFR)?
Why do we need TFR?
04/23/2003 How can we do TFR analysis?

Yanjun, Yan
yayan@syr.edu

Relation in Time and Frequency Representations

Recall Fourier Transform
In Frequency Modulation, there’s only one single frequency at each time
point and we can differentiate the signal’s instantaneous phase to get the
Fourier Transform can help us represent a signal either in time instantaneous frequency [1].
domain or in frequency domain, but it can not represent a 1 d
signal in two domains at the same time. f x (t ) = arg x t
2π dt
In FIR filter design, we purposely delay some desirable impulse response
to make it causal, and the resultant linear time invariant system has a
It’s true that sometimes we can extract certain information group delay. We can differentiate the phase of its frequency response to
about one domain by the representation in the other domain, get the group delay [1].
but in other situations we can not do that.
1 d
tx ( f ) = − arg X ( f )
2π df

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Problems Radar Uncertainty Principle

• F (e ) = 2πδ (w − w0 )
jw0t
1. What if there’re two or more frequency components Recall
at one time point or two or more delay contributions
• F (δ (t − t d )) = e − jwt d

at one frequency? The Fourier pair of a frequency impulse is an infinite-

2. Can we link the two domains to show multiple duration sinusoidal wave; and the Fourier pair of a time
impulse has infinite bandwidth.
components at single time point or single frequency?
! We can not localize a signal at a time-frequency point.
Yes, by Time-Frequency Representations (TFR) !
Radar Uncertainty Principle [4]
TFR is a mapping of a signal above time-frequency plane to
show us what frequency components are present at a time point If the signal’s effective time duration is α , and its effective
and during what time a frequency component presents. bandwidth is β , then αβ ≥ π .
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 What Kind of TFR Exists?
TFR is nothing but a mapping of a signal above time-
frequency plane, and since we can not localize a signal at
a time-frequency point, TFR is not uniquely defined.
What we can do is to make TFR possess some desirable
mathematical properties for the convenience of the
analysis in different applications.
In practice, TFR can be linear, quadratic and even
nonlinear. The linear and quadratic TFRs are most widely
used, and we shall concentrate on them.
Linear TFRs
“Linear” means that the transform complies with the
superposition law.
x (t ) = c1 x1 ( t ) + c 2 x 2 ( t )
⇒ T x (t , f ) = c1T x 1 (t , f ) + c 2 T x 2 (t , f )
The most widely used linear TFRs are Short-Time Fourier
Transform (STFT) and the Wavelet Transform (WT).

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Short-Time Fourier Transform (STFT) Signal 1 in simulation

STFT can be also called time dependent Fourier
transform [2], as defined by [1]:
x(t ) = δ (t − t1 ) + δ (t − t 2 ) + e j 2πf1t + e j 2πf 2t
STFTx(γ ) (t , f ) = ∫ [ x(τ )γ * (τ − t )]e − j 2π fτ
dτ
τ
γ (t ) here is the analysis window. X ( f ) = e− j 2π t1 f + e− j 2π t2 f + δ ( f − f1) + δ ( f − f2 )
It’s apparent that STFT is linear, and it preserves frequency
shift and time shift up to a modulation. Parameters:
~x (t ) = x (t )e j 2π f 0 t ⇒ STFT~x(γ ) (t , f ) = STFT x(γ ) (t , f − f 0 ) t1 = 20 s t 2 = 80 s f 1 = 0 .2 f s f 2 = 0 .4 f s
~x (t ) = x (t − t ) ⇒ STFT~( γ ) (t , f ) = STFT (γ ) (t − t , f )e − j 2π td f
d x x d

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STFT of signal 1 in Surface Format STFT of signal 1 in Contour Format

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 The Wavelet Transform (WT)
STFT Properties
The Wavelet Transform (WT) is defined as [1]

The analysis window γ (t ) is a low pass filter, WTx(γ ) (t , f ) = ∫ x(τ ) | f f 0 | γ * ⎛⎜ f (τ − t ) ⎞⎟ dτ

τ
⎝ f0 ⎠
and its shape won’t change for different
γ ( ff0 t ) here is the analysis wavelet.
analysis time or analysis frequency.
The WT preserves time shift and time scaling, but it doesn’t
preserve frequency shift:
~
x (t ) = x(t − t d ) ⇒ WT~x( γ ) (t , f ) = WTx(γ ) (t − t d , f )
Set analysis scale a = f0
f , then
~
x (t ) = | a |x(at) ⇒ WT (~xγ )(t, f ) = WTx(γ ) (at, af )
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WT of Signal 1
WT Properties

The analysis wavelet γ ( f t ) is a band-pass filter,

f
0

whose bandwidth is proportional to the analysis

frequency, and the duration of it is inversely
proportional to the analysis frequency.

As regard to the resolution, the higher the analysis

frequency, the better the time resolution, but the
poorer the frequency resolution.

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Windowing Effect in STFT and WT Quadratic TFRs

“Quadratic” TFRs are expected to represent a signal’s
power spectral density (PSD) or correlation function.
In STFT & WT, analyzing windows are used, so the
spectrum of even the delta function are clearly seen to be
∫T ( t , f ) df = p x ( t ) = x ( t )
2
broadened. x
f

Same as the windowing effect in DSP, here the window

selection will also affect the shape of the STFT and WT. Tx (τ ,0) = rx (τ ) = ∫ x(t + τ ) x * (t )dt
t

But not all definitions can satisfy these marginal

properties, there’s a trade off between these marginal
properties and other desirable mathematical properties.
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 Interference Terms in Quadratic TFRs Spectrogram & Scalogram
The quadratic transforms are no longer linear. They don’t
comply with the superposition law any more. In general One direct quadratic TFR is the square of a linear TFR.

Spectrogram is the square of STFT:

x(t) = c1x1(t) + c2 x2 (t) 2
SPEC x(γ ) (t , f ) = STFT x(γ ) (t , f )
⇒ Tx (t, f ) = | c1 | Tx1 (t, f )+ | c2 | Tx 2 (t, f ) + c c T
2 2 *
1 2 x 1 x2 (t, f ) + c c T (t, f )
*
2 1 x2 x1

Scalogram is the square of WT:

2
The cross-term interference will naturally occur, which is SCAL (xγ ) (t , f ) = WT x(γ ) (t , f )
characteristic for quadratic time-frequency representations.

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Spectrogram & Scalogram Properties Signal 2 in simulation

Both of them can be roughly regarded to as the ⎧e j 2πf1t 0 < t < t1
⎪
x(t ) = ⎨e j 2πf 2t
scattered power spectra density. And because they’re
the squares of STFT and WT, they have similar
t 2 < t < t3
shapes as STFT and WT for auto-terms. ⎪ 0 otherwise
⎩
Recall that the analyzing windows of STFT and WT
are band-limited and duration-finite, so if two Parameters:
components are far apart enough in time-frequency The two components aren’t overlapped.
space, i.e. there’s no overlap on the auto-terms, then t1 = 32 s t 2 = 96 s t 3 = 128 s
the cross term interference is essentially null.
f 1 = 0 .2 f s f 2 = 0 .45 f s
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Spectrogram of Signal 2 Scalogram of Signal 2

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 Wigner Distribution (WD) WD of Signal 1
There’re also many other quadratic TFRs. Among them, the
Wigner Distribution (WD) possesses many desirable properties,
so we introduce it here.

Wx, y (t, f ) = ∫ x(t + τ2 ) y* (t − τ2 )e− j 2π f τ dτ

τ

The WD preserves time shift and frequency shift, and it

satisfies the marginal properties as a PSD function.

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WD of Signal 2 WD of Signal 2 in Surface Format

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WD Properties Ambiguity Function (AF)

From the WDs of signal 1 and signal 2, we can see that:
1. WD has much better concentration not only in time but
also in frequency than Spectrogram or Scalogram.
2. But the interference terms in WD will never disappear
even if the two components are far away apart.
And we should pay attention that due to the Radar
Uncertainty Principle, WD cannot be interpreted as PSD
pointwisely and WD can locally assume negative values.
Just as that the autocorrelation function and the PSD are a
Fourier Pair, the Ambiguity Function (AF) , the Fourier
Pair of WD, is like an autocorrelation function.
Ax , y (τ , v) = ∫ ∫ Wx , y (t , f )e j 2π (τ f −v t )
dtdf
t f
Here’s AF’s direct definition:
Ax , y (τ , v) = ∫ x(t + τ2 ) y * (t − τ2 )e − j 2π v t dt
t

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 AF Simulation for Signal 2
AF Properties

AF is like the correlation functions: it concentrates at

the origin, and there’re always interference terms at the
lag points. Here the “lag” means the time & frequency
difference between two components

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Applications of TFRs
TFR
STFT/ Spectrogram
Acknowledgements
Applications
Spectral Estimation
Speech pitch and formant analysis
The author thanks professor Hong, Wang for his many
Complex modulation
helpful lectures, instructive guidance and the valuable
Dynamic compression
comments.

WT analyze higher frequencies with The author’s appreciation is also extended to the fellow
WT/ Scalogram students for their support.
better time resolution but poorer
frequency resolution
And in this paper, most of the simulations are carried out
WD Useful analysis tool in quantum with the help of the free software at [5], the important
mechanics, acoustics, seismic and
mechanical vibrations
resources at this website are gratefully acknowledged.

AF Estimate the distance and velocity of a

moving target in radar system
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References
1. F. Hilawatsch and G. F. Boudreaux-Bartels. Linear and Quadratic
Time-Frequency Signal Representations. IEEE Signal Processing
Magazine, April, 1992: 21-68.
2. Alan V. Oppenheim, Ronald W. Schafer. Discrete-Time Signal
Processing. Prentice Hall. 1989:713-730.
3. Lora G. Weiss. Wavelets and Wideband Correlation Processing. IEEE
Signal Processing Magazine, January 1994:13-32.
4. Merrill I. Skolnik. Introduction to radar systems. McGraw-Hill, August
2000:318-326
5. W. Mecklenbrauker. A tutorial on non-parametric bilinear time-
frequency signal representations. Time and Frequency Representation
of signals and systems. Springer-Verlag Wien-New York, 1989:11-68
6. TFR Toolbox for MATLAB: http://crttsn.univ-nantes.fr/~auger/tftb.html

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