ANALYSIS AND SIGNAL PROCESSING

ANALYSIS AND SIGNAL PROCESSING

• Sampling and conversion of time series
- Motion transducers continuous record
voltage signal proportional to the
mechanical quantity measured
- Necessity of storage and processing

Signal digitization
- Sampling
Time series {x( t n )}
with duration T
 ANALYSIS AND SIGNAL PROCESSING
• Characterization of digital signals in frequency domain
- Decomposition in Fourier series (periodic signals)

a0 ∞   2πt   2πt 
x( t ) = + ∑ an cos n +
 n b senn 
2 n=1   T   T 

 2πt 
T/2
2
T −T∫/ 2
an = x( t ) cosn dt
2
T/2  T 
a0 = ∫ x( t )dt
T −T / 2
 2πt 
T/2
2
bn = ∫
T −T / 2
x ( t )senn
 T 
dt
 ANALYSIS AND SIGNAL PROCESSING
• Characterization of digital signals in frequency domain
- Graphic representation of coefficients an and bn
 ANALYSIS AND SIGNAL PROCESSING
• Fitting of a rectangular wave
 ANALYSIS AND SIGNAL PROCESSING
• Characterization of digital signals in frequency domain
- Non-periodic signals T→∞
- The spectral decomposition in Fouriers series leads to
a continuous description
∞ ∞
1  
x( t ) =  ∫ A(ω) cos(ωt )dω + ∫ B(ω)sen(ωt )dω
2π  − ∞ −∞ 
∞
A(ω) = ∫ x(t ) cos(ωt )dt
−∞
∞
B(ω) = ∫ x(t )sen(ωt )dt
−∞
 ANALYSIS AND SIGNAL PROCESSING
• Characterization of digital signals in frequency domain
- Complex form representation
∞
−iωt
X(ω) = A(ω) − iB(ω) = ∫
−∞
x ( t )e dt
∞
1 iωt
x( t ) = ∫
2π −∞
X( ω)e dω
or ∞
−i2 πft
X( f ) = ∫
−∞
x( t )e dt x( t ) X( f )
∞ Pair of Fourier Transforms
i2 πft
x( t ) = ∫ X(f )e
−∞
df

f = ω / 2π
 ANALYSIS AND SIGNAL PROCESSING
• Finite Fourier Transform
- Impossible to deal with a continuous time signal in an infinite time interval

t0 +T / 2
−i 2 πft
XT (f ) = ∫ x ( t
t 0 −T / 2
)e dt

- Leakage error

Leakage of the
frequency content to
neighbour frequencies
 ANALYSIS AND
SIGNAL
PROCESSING
• Discrete Finite Fourier
Transform (DFFT)
1 N−1
Xnk ( fk ) = ∑ x n e −i2 πnk / N
F n=0
k = 0,1,..., N − 1
F N−1
x pn ( t n ) = ∑ Xnk ( fk )ei 2 πkn / N
N k =0
n = 0,1,..., N − 1
 ANALYSIS AND SIGNAL PROCESSING
• Discrete Finite Fourier Transform
- Effect of time discretization aliasing
 ANALYSIS AND SIGNAL PROCESSING
• Discrete Finite Fourier Transform
- Truncature effect Leakage
ANALYSIS AND SIGNAL PROCESSING
• Discrete Finite Fourier Transform
- Effect of discretization in frequency domain (periodization)
ANALYSIS AND SIGNAL PROCESSING
• Fast Fourier Transform (FFT)
- Highly efficient algoritm for the evaluation of DFFT
- Required: 2N values of the time series
- Efficiency:
ANALYSIS AND SIGNAL PROCESSING
• Errors
- Leakage
Conversion of the spectral content in a certain frequency in spectral content
distributted in a neighbour frequncy range, due the finite character of the
experimental data captured

- Aliasing
Superposition of the spectral content associated to frequencies out of the interval
[-F/2,F/2] (F – sampling frequency) to the spectral content associated to
frequencies in that range, due to the discretization of the continuous signal

- Analogue noise
Introduced along the measurement chain (sensors, electric conections,
conditioning, etc.)
ANALYSIS AND SIGNAL PROCESSING
• Reduction of leakage effect
- Increase of time of analysis T
- Application of non-rectangular time windows
reduction of discontinuities of the periodized signal
ANALYSIS AND SIGNAL PROCESSING
• Examples of time windows
ANALYSIS AND SIGNAL PROCESSING
• Examples of time windows
ANALYSIS AND SIGNAL PROCESSING
• Frequency domain superposition of time windows
ANALYSIS AND SIGNAL PROCESSING
• Aliasing
- Shannon sampling theorem
If one obtains from a continuous time signal x(t), with Fourier Transform
defined in the interval [-F/2,F/2], a time series xn, sampled at instants
spaced from ∆t , then it is possible to reconstruct exactly the
continuous signal x(t) using the interpolation formula

∞
sen[2πfs (t − n∆t / 2 )]
x( t ) = ∑ xn
n = −∞ 2πfs (t − n∆t / 2 )

provided that the sampling frequency respects the condition

1
fs = >F
∆t

fN = F / 2 - Nyquist frequency
ANALYSIS AND SIGNAL PROCESSING
• Example of aliasing
ANALYSIS AND SIGNAL PROCESSING
• Example of aliasing
ANALYSIS AND SIGNAL PROCESSING
• Signal filtering

- Objective
- Eliminate signal noise
- Eliminate spectral content in frequencies
out of the frequency range of interest

- Types of filtering
- Analogue
- Digital
ANALYSIS AND SIGNAL PROCESSING
- Types of filters
ANALYSIS AND SIGNAL PROCESSING
• Butterworth digital filters
- Transfer function

H(0)
H( f ) = , n even
n/ 2  if  2  (2k − 1)π  if  
∏   +  2 cos
k =1  fc  
  + 1
2n  fc  
 

H(0)
H( f ) = , n odd
 if  ( n−1) / 2  if  
2
kπ  if  
 + 1 ∏   +  2 cos   + 1
 fc   n  fc  
 fc  k =1

ANALYSIS AND SIGNAL PROCESSING
• Butterworth digital filters
- Transfer function

- Consequences of filtering
- Phase distortion
- Modification of the spectral content in the vicinity of
the band of transition
ANALYSIS AND SIGNAL PROCESSING
• Experimental characterization of power spectral densities

∧ 1 2
S x ( fk ) = Xnk ( fk )
N∆t
∧
S xy ( fk ) =
1
N∆t
X [ (
nk kf ) *
]
Ynk ( fk ) k=−
N
2
N
+ 1,...,0,..., − 1
2

fk = k∆f = k /(N∆t )

Xnk ( fk ), Ynk ( fk ) - DFFTs of time series {x n ( t )}, {y n ( t )}

ANALYSIS AND SIGNAL PROCESSING
• Experimental characterization of frequency response
functions (FRFs) fk = k∆f = k /(N∆t )

1/ 2 ∧
∧
∧
Ynk ( fk ) ∧   ∧
H( fk ) = H( fk ) =  S y ( fk )  S xy ( fk )
H( fk ) = ∧
Xnk ( fk ) ∧  S x ( fk )
 S x ( fk ) 
• Coherence functions
2
∧
- Variation between 0 and 1
∧ S xy ( fk )
γ ( fk ) =
2
xy ∧ ∧
- Indication about the presence of noise
S x ( fk ) S y ( fk ) and the system linearity
ANALYSIS AND SIGNAL PROCESSING
• Experimental characterization of FRFs

∧
Ynk ( fk )
H( fk ) =
Xnk ( fk )
1/ 2
∧
∧  
S ( f
H( fk ) =  y k  )
∧  fk = k∆f = k /(N∆t )
S ( f
 x k  )
∧
∧
S xy ( fk )
H( fk ) = ∧
S x ( fk )
ANALYSIS AND SIGNAL PROCESSING
• Use of simple estimators
biasing and random errors (signal random nature,

reduced experimental information, leakage)

• Use of smoothed estimators

- Segment smoothing
~
1 ^ ^ ^

S x ( f k ) = S x ( f(k −1)l+1 ) + S x ( f(k −1)l+ 2 ) + ... + S x ( f( k −1)l+l )
l 
fk =
1
2
[f(k −1)l+1 + f(k −1)l+l ]
- Frequency smoothing
~
1^ ^ ^

S x ( f k ) = S x ( f k )1 + S x ( f k )2 + ... + S x ( f k )p 
p 
ANALYSIS AND SIGNAL PROCESSING
• Use of smoothed estimators
Segment smoothing Frequency smoothing
ANALYSIS AND SIGNAL PROCESSING
• Frequency smoothing with overlapping
ANALYSIS AND SIGNAL PROCESSING
• Estimators of FRFs
- Smoothed estimators
~
~ S xy ( fk )
H1 ( fk ) = ~
S x ( fk )
~
~
S y ( fk )
H2 ( fk ) = ~
S xy ( fk )
~
- One can show that estimator H1 is not biased if there is non-correlated
~
noise at the output, whereas estimator H2 is not biased if there is
non-correlated noise at the input