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ESTIMATION OF MULTICOMPONENT SIGNALS BY

USING TIME-FREQUENCY REPRESENTATIONS WITH


APPLICATION TO KNOCK SIGNAL ANALYSIS

Igor Djurović1, Mark Urlaub2, LJubiša Stanković1, Johann F. Böhme2

1
Electrical Engineering Department 2
Signal Theory Group
University of Montenegro Ruhr University Bochum
Serbia & Montenegro Germany
E-mail: {igordj,ljubisa}@cg.ac.yu E-mail: {url,boehme}@sth.rub.de
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

GOAL
• Nonparametric estimation of multicomponent signal parameters (estimation of parameters of
components from the mixture) is considered.

• Estimation tools are the time-frequency representations combined with some basic pattern
recognition methods.

• Proposed approach is applied for estimation of combustion signals in car engines.

PAPER OUTLINE

• Combustion knocks in car engines.

• Signal model and determination of region of interest in the time-frequency plane.

• Signal component separation.

• Application of the proposed approach to combustion signal analysis.


EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

COMBUSTION KNOCK

• Knock of combustions can lead to serious problems in spark ignition engines:


environmental pollution;
mechanical damages;
reduced energy efficiency.

• Combustion signal can be modeled as a sum of lowpass signal with several high pass
components.

• Resonance frequencies of signal high pass components depend on:


piston position
in-cylinder temperature;
velocity of sound in combustion chamber.

• In this paper we propose technique for combustion signal parameters estimation based on the
time-frequency representations with the following advantages:
estimation of parameters is performed using single observation;
problem of recognition of close signal components is solved.
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

SIGNAL MODEL

Multicomponent FM signal:
Assumptions:
Ai(t)=0 for t<ti |dAi(t)|<<|dφi(t)|
dφj(t)/dt≠dφj(t)/dt for i≠j
P P
x(t ) = ∑ xi (t ) + ν(t ) = ∑ Ai (t )exp( jφ(t )) + ν(t )
i =1 i =1

The TF representation of x(t) can be written as: Caused by non-linearity and


interferences. Assume that it can be
neglected comparing to the signal
terms.
P
TFx (t , ω) = ∑ TFxi (t , ω) + Q(t , ω)
i =1
Auto-terms – signal components.
Assume that they are close to the
ideal TF representation:
TFxi (t , ω) ≈ 2πAi2 (t )δ(ω − φ′i (t ))
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

S-METHOD AS TF REPRESENTATION

• In order to obtain TF representation satisfying assumptions (requirements) described


in the previous slide, we will use the S-method:

 L 
SM (t , ω) =| STFT (t , ω) | +2 Re  ∑ STFT (t , ω + l ∆ω) STFT * (t , ω − l ∆ω) 
2

 l =1 
time and frequency sampling
Short-time Fourier transform
N / 2 −1
STFT (t , ω) = STFT ( n∆t , k ∆ω) = ∑
m =− N / 2
x((n + m) ∆t ) w(m∆t ) exp(− jkm∆ω∆t )

window function
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

REGION OF SIGNAL COMPONENTS

1 signal component region


R (t , ω) =  REGION OF INTEREST FUNCTION
0 no signal component

In the region of interest the TFD is highly concentrated comparing to the points outside the
signal region.

Then we decided that as a region-of-interest indication function adopt ratio between signal
energy in narrow region around the considered TF point and in wider region around
considered TF point.

Additional criterions are required in order to remove TF points influenced by relatively


high noise comparing to neighbor region.
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

REGION OF SIGNAL COMPONENTS

∑ TF (t , ω)
Atω
x

R (t , ω) = 1 if ≥ p ∧ TF (t , ω) ≥ max[qm (t ), r γ ]
∑ TF (t , ω)
x x x
x
Bt ω

Atω⊂Btω ⇒ narrow and wide region centered around considered point

We selected:
Atω=[t-TA∆t,t+TA∆t]×[ω-ΩA∆ω, ω+ΩA∆ω] (2TA+1)×(2ΩA+1) size
Btω=[t-TB∆t,t+TB∆t]×[ω-ΩB∆ω, ω+ΩB∆ω] (2TB+1)×(2ΩB+1) size

mx (t ) = max TFx (t , ω) used for removing weak TF


ω
points in considered instant

γ x = max TFx (t , ω) used to remove “weak instants”


( t ,ω )
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

SELECTING PARAMETERS TA, TB, ΩA, ΩB, p, q AND r

• Assume that the TF components are well separated (for more than (2ΩB+1) samples)
and that the TF representation of the component is concentrated in a single frequency
point within the considered time-interval.

• Then ratio for TF point belonging to the signal components the following
approximation holds:
∑At ω
TFx (t , ω)
2T + 1
≈ A
∑ TFx (t , ω) 2TB + 1 Bt ω

• Assuming that noise and interferences influence is uniformly distributed in the TF


plane for TF point outside the signal components the following approximation holds:
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

∑ TF (t , ω) (2T
At ω
x
+ 1)(2Ω A + 1)
≈ A

∑ TF (t , ω) (2T
Bt ω
x B + 1)(2Ω B + 1)

SELECTION OF ALGORITHM PARAMETERS

From the previous analysis the following conclusions can be drawn:


(2TA + 1)(2Ω A + 1) 2T + 1
< p< A TA ≤ TB Ω A < ΩB
(2TB + 1)(2Ω B + 1) 2TB + 1

Since the combustion knocks parameters are relatively slow varying compare to the
sampling rate we selected that TA=TB=20 (in a wide range of these parameters selection
doesn't influence algorithm accuracy).
In order to separate close signal components ΩA and ΩB should be selected as small as
possible. In our simulations it is selected ΩA=1 ad ΩB=3:
3
7 < p < 1 we selected p=1/2 (close to lower bound) since measurements was corrupted
with very moderate noise amount and we want to keep weak signal components.
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

Additional criterions are introduced to remove TF points influenced by noise that satisfy
the first criterion. Since we want to keep weak signal components we adopted very small
values of q and r (q=1.5% and r=0.1% in simulations but very similar results are obtained
for any q<2% and r<1%).

SIGNAL COMPONENT SEPARATION

• R(t,ω) can be considered as binary image;

• The next step in the algorithm is to separate components from the binary image;

• We applied well-known grass-fire algorithm;

• Search for point R(t0,ω0) is performed (grass-phase);

• All points R(τ,θ)=1 such that there is path (τ,θ) connecting (t0,ω0) that passing
through points that belong to the binary image are assigned to the specified
component (fire phase);

• The selected component is removed from the image;


EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

• The search for new grass point is performs. Algorithms stops when there is no more
grass points.

SIGNAL COMPONENT SEPARATION


T
R(t , ω) = max Ri (t , ω) = U Ri (t , ω)
i =1,2,...,T
i =1

regions obtained after


T – number of detected
grass-fire algorithm
components

Assume that regions are ordered in such a way that Ri(t,ω) contains higher energy than
Ri+1(t,ω):


( t ,ω)∈Ri ( t ,ω )
TFx (t , ω) > ∑
( t , ω)∈Ri +1 ( t ,ω )
TFx (t , ω)
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

All components R j (t , ω), j > ρ with ∑ R j ( t ,ω)


TFx (t , ω) " ∑ ∀ ( t ,ω)
TFx (t , ω)
small energy compared to the entire
signal energy will be removed from This criterion can be used in combination
with criterion for removing noise
consideration (in simulations we influence regions. It can be simplified if it
removed all regions with energy less is known number of signal components in
than 1% of signal energy). advance.

PARAMETER ESTIMATION
1. IF ESTIMATION
∑ ωTF (t , ω) R (t , ω)
x i
ω
ˆ i (t ) = arg max TFx (t , ω) Ri (t , ω) or ω
ˆ (t ) = ω

∑ TF (t , ω) R (t , ω)
i
ω
x i
ω

based on the TF moment (here


based on the TF maxima
sligthy more accurate but could
(robust to noise)
be sensitive to noise)

2. SIGNAL PHASE (AMBIGUITY IN INITAL PHASE)


component end
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

tie
φˆ i (t ) = ∑ ω
ˆ i (t ) ∆t component start
t = tib

3. SIGNAL AMPLITUDE ESTIMATION


Signal can be dechirped: yˆi (t ) = xi (t )exp(− jφˆ i (t )) for t ∈ [tib , tie ] and yˆi (t ) = 0 elsewhere.
Amplitude and initial phase ( Aˆi (t ), φˆ i (t )) can be extracted by low-pass filtering of yˆi (t )
using a classical setup.

EXAMPLE – SIMULATED SIGNAL


5
x(t ) = ∑ Au
i (t − t0 ) exp( −α i | t − t0 | − jat / 2 + jbi t )
2

i =1

Signal parameters
u(t)=1 for t>0 and 0 elsewhere a=32π t0=0.1
Ai=0.5+i0.1 αi=0.6+0.3i bi=(6-i)32π
i=1,...,5 t ∈ [0,1] ∆t=1/256
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

TFD parameters
Hanning window with N=256 is used
L=1 in the S-method realization

Algorithm parameters
p=0.5 q=1.5% r=0.1%
components with less than 1% of signal energy are removed
(used also for real data)
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

EXAMPLE – SIMULATED SIGNAL

|STFT(t,ω)|2 SM(t,ω)

R(t,ω) estimated IFs – solid line


exact IFs – dotted line
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

EXAMPLE – SIMULATED SIGNAL

4
x(t)
2

-2

-4
t
-6
0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Original signal (blue dotted line)

Reconstructed signal (red solid line)


EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

EXAMPLE – KNOCK SIGNAL TFD

Knock pressure signal recorded on a VW Passat engine (four cylinder engine) at 1200 rpm.
Signal is high pass filtered with cut-off frequency 3000 Hz.
Sampling rate ∆t=10-2 ms.

|STFT(t,ω)|2 SM(t,ω)
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

EXAMPLE – KNOCK SIGNAL COMPONENT SEGMENTATION

R(t,ω)

Recognized components with energy


larger than 1% given in various colors
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

EXAMPLE – KNOCK SIGNAL SIGNAL COMPONENT RECONSTRUCTION


4
x 10
f[Hz]

4.5

3.5

2.5

1.5

0.5

t
0
0 0.002 0.004 0.006 0.008 0.01 0.012
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

EXAMPLE – KNOCK SIGNAL SIGNAL RECONSTRUCTION


1000

500
red line reconstructed signal
blue line original signal
0

-500

t[s]
-1000
0 0.002 0.004 0.006 0.008 0.01 0.012

1000 300

200
500
100

0 0

-100
-500
-200

t[s] t[s]
-1000 -300
2 2.2 2.4 2.6 2.8 3 4 4.2 4.4 4.6 4.8 5
-3 -3
x 10 x 10
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

NUMERICAL STUDY
The algorithm is tested on 50 pressure and vibration signals recorded on 1200, 1750, 2000,
3000 and 3500 rpm.

Normalized covariance between original and reconstructed signal is used as accuracy


measure.

Norm. covariance min max mean <0.85


pressure 0.8270 0.9446 0.9080 1
1200 rev/min number of trials
vibration 0.8092 0.9215 0.8787 4 with the norm.
pressure 0.8694 0.9501 0.9132 0 covariance less
1750 rev/min than 0.85
vibration 0.8267 0.9319 0.8754 6
pressure 0.8191 0.9366 0.8976 2
2000 rev/min
vibration 0.8303 0.9160 0.8819 4
pressure 0.8410 0.9487 0.9078 1
3000 rev/min
vibration 0.8356 0.9394 0.8992 1
pressure 0.8382 0.9548 0.9193 2
3500 rev/min
vibration 0.8658 0.9457 0.9111 0
EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

EXAMPLE KNOCK SIGNAL THE WORST CASE


The worst normalized covariance is 0.8092 recorded for the 31-st vibration signal at 1200
rpm.

|STFT(t,ω)|2
SM(t,ω)
Noise is more emphasized than
in previous case (and numerous
other records). It can be seen
that noise influenced
components are removed. Then
"small "normalized covariance
is in this case desired.

R(t,ω) recognized components


EUSIPCO 2004 Instantaneous Frequency and Nonstationary Spectral Estimation
Igor Djurović, Mark Urlaub, LJubiša Stanković, Johann F. Böhme
"Estimation of multicomponent signals by using time-frequency representations with application to knock signal analysis"

CONLUSION

• An algorithm for selection of signal components region is proposed and applied to


knock signal estimation;

• Algorithm is tested on simulated and real-life examples;

• Algorithm accuracy is measured in normalized covariance between reconstructed and


original signal;

• It is shown that algorithm removes components influenced by moderate amount of


noise;

• Algorithm can be applied (with reviewed setup) for some other real-life signals.

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