Experimental Methods

Lecture 26
December 16
th
, 2013
AA 2013-2014 S. Vitale 1
The homework
An idealized radio
telescope
Radio waves are
down-converted
by means of a
local oscillator
A local cold
resistor gives
noise with sky
off
AA 2013-2014 S. Vitale 2
Noise
An approximated sky!
Temperature: black
body emission per unit
area per unit
bandwidth:
Correspond to a
fluctuating electric
field, each Cartesian
component of which
has PSD
AA 2013-2014 S. Vitale 3

PSD
E
!
( )
=
4
3
k
B
T
"
o
c
3
!
2

P !
( )
"
2k
B
T
#
2
Noise Temperature
Noise temperature:
a source generating an
electric field with
PSD S
EE
is equivalent
to a black body with
temperature
AA 2013-2014 S. Vitale 4

T
n
!
( )
=
3"
o
c
3
4k
B
!
2
S
EE
!
( )
Working at input
You can think at input. Multiplication by gain
does not affect signal to noise ratio
5
local
oscillator
mixer
low-pass
filter
receiver
antenna
R
c
o
l
d

E
GE+V
n

V(f)=H(f)[GE(f-f
lo
)+V
n
(f-f
lo
)]
GH
E(f)=V(f)/{G(f
lo
)H[f]}
Down-converting noise
At output of low-pass filter there is a noise with PSD, written as an
equivalent electric field at input
Squaring the output and integrating over t one can measure T
n
(f
lo
)
with a relative error of
AA 2013-2014 S. Vitale 6

PSD
E
!
( )
"
4
3
k
B
T
n
f
lo
( )
2#f
lo
( )
2
$
o
c
3
1
1+ ! 2#f
o
( )
2
"
"
3. %10
&20
1+ ! 2#f
o
( )
2
T
n
f
lo
( )
1K
'
(
)
*
+
,
V
2
m
2
Hz

!
T
n
T
n
"
1
f
o
t
Noise estimate
Thus a measurement of T
sky
= T
n
(on)-T
n
(off) ha an error
with a relative error of
at 700 MHz
Then
And to get 5% one needs
AA 2013-2014 S. Vitale 7

!
T
sky
"
1
f
o
t
T
n
2
off
( )
+ T
n
2
on
( )

!
T
sky
T
sky
"
1
f
o
t
T
n
2
off
( )
+ T
n
2
on
( )
T
n
on
( )
# T
n
off
( )

T
n
on
( )
!1.4T
n
off
( )

!
T
sky
T
sky
"
1.7
10
7
t 1s
( )

t ! 0.01s
Signal extraction
The signal (shift the time base)
when down-converted
Fourier transform after low-pass
Signal to noise ratio
AA 2013-2014 S. Vitale 8

E t
( )
= E
o
e
!
t
2
2"t
2
Sin 2#f
s
t
( )

E t
( )
= E
o
e
!
t!t
o
( )
2
2"t
2

E
o
2!"te
#
1
2
"t
2
$
2
1+ i $ 2!f
o
( )

SNR !
( )
=
2"#t
2
e
$#t
2
!
2
1+ ! 2"f
o
( )
2
4
3
k
B
T
n
f
lo
( )
2"f
lo
( )
2
%
o
c
3
1
1+ ! 2"f
o
( )
2
&
'
(
(
)
*
+
+
Signal extraction
Signal to noise ratio
That is

Error
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SNR !
( )
=
3 " #t $
o
c
3
4k
B
T
n
f
lo
( )
2"f
lo
( )
2
2"
2#t
2"
e
%
2#t
( )
2
!
2
2

SNR !
( )
=
2"#t
2
e
$#t
2
!
2
1+ ! 2"f
o
( )
2
4
3
k
B
T
n
f
lo
( )
2"f
lo
( )
2
%
o
c
3
1
1+ ! 2"f
o
( )
2
&
'
(
(
)
*
+
+

!
E
o
2
=
1
2"
SNR #
( )
d#
$%
%
&
'
(
)
*
+
,
$1
=

=
4k
B
T
n
f
lo
( )
2!f
lo
( )
2
3 ! "t #
o
c
3
2"t
2!
e
$
2"t
( )
2
%
2
2
d%
$&
&
'
(
)
*
*
+
,
-
-
$1
=
4k
B
T
n
f
lo
( )
2!f
lo
( )
2
3 ! "t #
o
c
3

! 0.9 "10
#18
V
2
m
2
Digital estimate of PSD and Discrete Fourier Transform
This is the estimator

Its mean value, if sampling correct, is:

AA 2013-2014 S. Vitale 10

S
k
= !T x n "
#
$
%
n=0
N&1
'
e
&ikn 2( N
( )
N
2

S
k
=
!T
2"
1
N
Sin # $ k2" T
( )
N!T 2
( )
Sin # $ k2" T
( )
!T 2
( )
%
&
'
'
(
)
*
*
2
S
xx
#
( )
d#
$
"
!T
"
!T
+
! S
xx
# = k2" T
( )
N=100, k=10
92100 112100
0.50 0.55 0.60 0.65 0.70 0.75
0
20
40
60
80
100
DT

H
@

D
T
D
2
N=100, k=10
-3 -2 -1 0 1 2 3
10
-5
0.001
0.1
10
DT

H
@

D
T
D
2
Precision
A chi-square with two degrees of freedom

Then
A consequence of
Improving by averaging
Average the estimates for many data series
then

Average many nearby coefficients
then




AA 2013-2014 S. Vitale 11

S
k
S
xx
k2! T
( )
= Re
2
! x k "
#
$
%
{ }
+ Im
2
! x k "
#
$
%
{ } ( )
S
xx
k2! T
( )

0.55S
k
! S
xx
k2" T
( )
! 5.7S
k

!f =
1
N!T
T = N!T"
1
!f # T
=1

S
k
= S
k, j
j=1
M
!
M

S
k
= S
k
k=k!M 2
k+M 2
"
M
!S
k
S
k
"1 NM!T# 1 N!T
( )
=1 M

!S
k
S
k
"1 N!T# M N!T
( )
=1 M
Accuracy
Before examining in more details the effect of averaging, we will first
consider the problem of the leakage of side lobes. The starting point is
that
With
a function whose square modulus decays very slowly with !"#
AA 2013-2014 S. Vitale 12

S
k
= !T 2"
( )
S
xx
#
( )
$%
%
&
H #$ k2" T
( )
2
d#

H !
( )
= 1 N
( )
e
"i n!#T
n=0
N"1
$
N=100
-3 -2 -1 0 1 2 3
10
-5
0.001
0.1
10
DT

H
@

D
T
D
2
Accuracy
Notice that by defining $=!%T the function H can be written as

This is the discrete-time Fourier Transform of the window function

which we (indirectly) calculated to be

Thus our spectral estimator can be written as

This suggest a way to decrease spectral leakage by selecting a window
function w[n] whose discrete-time Fourier transform w($) has smaller
side-lobes.
A few examples of such windows follow
AA 2013-2014 S. Vitale 13

w !
( )
" H # = ! $T
( )
= 1 N
( )
e
%i n!
n=0
N%1
&

w n !
"
#
$
= 1 N
( )
% n N &1
( )
&1 2
( )

w !
( )
= 1 N
( )
e
"i!k
k=0
N"1
#
= 1 N
( )
1" e
"iN!
( )
1" e
"i!
( )

S
k
= !T x n "
#
$
%
n=&'
'
(
w n "
#
$
%
e
&ikn 2) N
( )
2
The rectangular window
The formula
Width of the main lobe
Suppression of side lobes
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w n !
"
#
$
=1 N 0 % n % N &1 (N =100)

2! N

! 30dB
The Hanning window
Width of main lobe
Suppression of side lobes >60 dB
AA 2013-2014 S. Vitale 15

w n !
"
#
$
= 2 3N 1% Cos n 2& N
( )
!
"
#
$
!
"
#
$
0 ' n ' N %1 (N =100)

2 2! N
( )
Blackman-Harris
Width of main lobe
Suppression of side lobes >140 dB
AA 2013-2014 S. Vitale 16
2 2 2
0.70634 0.96139 Cos n 0.27816 Cos 2 n 0.023 0 00 Co n N s 3 1 n
N N N
! ! !
" # " # " #
$ % + % $ %
& ' & ' & '
( ) ( ) )
* * $
(
N=100

3 2! N
( )
In the time domain
AA 2013-2014 S. Vitale 17
2 2 2
0.70634 0.96139 Cos n 0.27816 Cos 2 n 0.023 0 00 Co n N s 3 1 n
N N N
! ! !
" # " # " #
$ % + % $ %
& ' & ' & '
( ) ( ) )
* * $
(
The effect of the window
The window avoids sharp truncation of data that would give Sinc(f)
tails in the frequency domain
The higher the order of the window, the higher the order of the lowest
derivative that gets truncated
However the higher the order of the window, the larger the width of
first lobe
Notice that this implies that, for small k, S
k
is also contributed by
power at low frequency down to dc.
Thus for Hannings even the third coefficient (or the second at non-
zero frequency) picks up the power from frequencies down to dc, and
for Blackmann-Harris even the fourth coefficient (or the third at non-
zero frequency) does so.
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De-trending
To mitigate the effect of noise at very low frequency leaking into the
spectral estimates at high frequency, we should use a high pass filter.
A popular high pass filter, called de-trending, consists of fitting a line
to the data with least squares, and subtract then the best fit line from
the same data to generate the de-trended data.
As noise at frequencies lower than 1/T appears substantially as a drift
in the data, the method is rather effective.
It must be stressed that the method is quite empirical, and statistical
properties are not straightforward.
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Combining averaging and windowing
Thus spectral leakage is suppressed by windowing and de-trending.
Fluctuations are reduced by averaging. The most diffused approach for
averaging consists of:
1. dividing the available data series of length N in stretches of equal
length M
2. detrending each stretch and windowing it with the appropriate
window .
3. evaluating S
k,j
for each stretch j
4. For each value of k, evaluate
5. There is however a more efficient way to divide the data. See the
following slide.
AA 2013-2014 S. Vitale 20
N
M M M M M

S
k
= S
k, j
j=1
N/ M
!
N M
( )
Overlapping stretches
The spectral window suppresses the data in the tails.
The picture is for the Blackman-Harris window. Arrows show the two
25% tails. In these tails data are weighted by less than 1/4
AA 2013-2014 S. Vitale 21
Overlapping stretches
Thus adjoining stretches can be somewhat overlapped, never really
weighting the data within the overlapping tails more than the remaining
ones
For the Blackman-Harris window one can show that 50% overlap or
slightly more produce best results
AA 2013-2014 S. Vitale 22
Combining averaging and windowing
Thus best recipe consists of
1. dividing the available data series of length N in overlapping stretches
of equal length M
2. de-trending each stretch, windowing it with the appropriate window,
and finally evaluating S
k,j
for that stretch (that we label with j)
3. averaging the spectral estimates from different stretches
The spectral resolution depend on the width of the central lobe of the
window. This is usually n times the basic frequency 1/M%T
The relative error on the spectral estimate depends on the number of
stretches N
s
entering in the average
For Blackman-Harris and 50% overlap (N
s
+1)(M/2)=N and k =3, then:

AA 2013-2014 S. Vitale 23

S
k
= S
k, j
j=1
N
s
!
N
s

!S
k
S
k
"1 n M!T
( )
M!T N
s

!S
k
S
k
"1 3 2N M#1
( )
Spectral estimate by FFT: summary
1. Divide the data in stretches
2. De-trend the data
3. Multiply by window
4. Make FFT
5. Take Square Modulus
6. Multiply by %T (or 2 %T if you need the one-sided PSD)
7. Average different spectra
8. Take error from rms of different spectra

Continuing the previous example
AA 2013-2014 S. Vitale 24
All numbers, no average, log-lin scale
(PSD
1
first plot)
AA 2013-2014 S. Vitale 25
Log-log scale only N/2 coefficients (PSD
1
second plot)
AA 2013-2014 S. Vitale 26
Average of 16 non overlapping stretches
(PSD
2
)
AA 2013-2014 S. Vitale 27
Hanning window
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Blackmann-Harris window
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Both windows in the time domain (black
B.H.. Red Hanning)
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Blackmann-Harris, 16 stretches, 50%
overlap
AA 2013-2014 S. Vitale 31
As previous (black-line) plus detrending
AA 2013-2014 S. Vitale 32
Pendulum data
Black: 16 stretches,
no window.
Red: Blackmann-
Harris, 16 stretches,
50% overlap, no
detrending
Blue: as before plus
detrending
AA 2013-2014 S. Vitale 33