MATLAB, averaging multiple fft's ,coherent integration - matlab

I have audio record.
I want to detect sinusoidal pattern.
If i do regular fft i have result with bad SNR.
for example
my signal contents 4 high frequencies:
fft result:
To reduce noise i want to do Coherent integration as described in this article: http://flylib.com/books/en/2.729.1.109/1/
but i cant find any MATLAB examples how to do it. Sorry for bad english. Please help )

I look at spectra almost every day, but I never heard of 'coherent integration' as a method to calculate one. As also mentioned by Jason, coherent integration would only work when your signal has a fixed phase during every FFT you average over.
It is more likely that you want to do what the article calls 'incoherent integration'. This is more commonly known as calculating a periodogram (or Welch's method, a slightly better variant), in which you average the squared absolute value of the individual FFTs to obtain a power-spectral-density. To calculate a PSD in the correct way, you need to pay attention to some details, like applying a suitable Fourier window before doing each FFT, doing the proper normalization (so that the result is properly calibrated in i.e. Volt^2/Hz) and using half-overlapping windows to make use of all your data. All of this is implemented in Matlab's pwelch function, which is part of the signal-processing toolbox. See my answer to a similar question about how to use pwelch.

Integration or averaging of FFT frames just amounts to adding the frames up element-wise and dividing by the number of frames. Since MATLAB provides vector operations, you can just add the frames with the + operator.
coh_avg = (frame1 + frame2 + ...) / Nframes
Where frameX are the complex FFT output frames.
If you want to do non-coherent averaging, you just need to take the magnitude of the complex elements before adding the frames together.
noncoh_avg = (abs(frame1) + abs(frame2) + ...) / Nframes
Also note that in order for coherent averaging to work the best, the starting phase of the signal of interest needs to be the same for each FFT frame. Otherwise, the FFT bin with the signal may add in such a way that the amplitudes cancel out. This is usually a tough requirement to ensure without some knowledge of the signal or some external triggering so it is more common to use non-coherent averaging.
Non-coherent integration will not reduce the noise power, but it will increase signal to noise ratio (how the signal power compares to the noise power), which is probably what you really want anyway.

I think what you are looking for is the "spectrogram" function in Matlab, which computes the short time Fourier transform(STFT) of an input signal.
STFT
Spectrogram

Related

How to convert scales to frequencies in Wavelet Transform

I'm dealing with CWT, and I have a big problem converting scales to frequencies. In the MAtlab Wavelet Tutorial they use this expression to convert scales to frequencies
But if i use the default function scal2freq I obtain different result.
I don't understand the role of the Morlet Fourier Factor
Thanks in advance
It is a pretty complicated concept, which I somewhat understand it. I'll write some points here so that you might figure it out yourself, rather easier.
A simple fact is that:
Scale is inversely proportional to frequency.
For example, imagine we have a 1-100 Hz range of frequencies in some time series data such as stock markets data or earthquake data. Scale is "supposed to be" the inverse of that. For instance, if scale would be in range of 1 to 100, we'd have had:
Scale(1/Hz) Frequency (Hz)
1 100
50 50
100 1
Therefore,
The frequency is not the real frequency of those time series data (e.g., stock market, earthquake) that we know of. They are only related, inversely.
And we can safely say that here we are calculating some "pseudo-frequencies", which MATLAB does that (by approximating that). You can read about the approximation process in the documentation in the section pseudo-frequencies:
MATlAB does calculate those pseudo-frequencies based on:
In wavelet analysis, the way to relate scales to frequencies is to determine the center frequency of the wavelet function:
which you can visually see in this image and of-course it would differ, when we would change the types of our function in the calculation. Thus, that center frequency will change everytime in our approximation process:
That "MorletFourierFactor" is a variable to approximate a constant so that when you would do the 1/scale, it would closely approximate those "pseudo-frequencies".
I thought this image about shifting (time axis) and scaling (frequency axis) might be a little helpful to look into as well:
The bottom line is that don't worry about pseudo-frequencies, you wouldn't probably need those. If you would want any frequency spectrum, you can likely go towards applying some of those frequency methods (such as Fast Fourier Transform) on whatever time series data that you have.
If you really really want to map that, you can also try to design some methods to approximate it yourself.
Source
Harvard Seismology

Notch or Bandstop filter and preparing data for it

I am new to matlab and signal processing methods, but i am trying to use its filter properties over a set of data I have. I have a collection of amplitude values obtained at different timestamps. When this is plotted, I get a waveform with several peaks that I can identify. I then perform calculations to derive the time between each consecutive peak and I want to eliminate the rates that are around the range of 48-52peaks per second.
What would be the correct way to go about processing this data step by step? Would a bandstop or notch filter be better if I want to eliminate those frequencies and not attenuate it simply? I am completely lost in the parameters required to feed into the filters for this. Please help...
periodogram is OK, but I would suggest using pwelch instead. It makes a more reasonable PSD estimate and the default parameters are well thought out (Hann windows, 50% overlap of segments, etc.)
If what you want is to remove signals in a wide band (e.g. 48-52 Hz) equally, rather than a single and unchanging frequency, than a bandstop filter is ideal. For example:
fs = 2048;
y = rand(fs*8, 1);
[b,a] = ellip(4, 2, 40, [46 54]/(fs/2));
yy = filter(b,a,y);
This will use a 4th order elliptic bandstop filter to filter the random data variable 'y'. filtfilt.m is also a nice function; it applies the filter forwards and backwards so you get twice the filter action and none of the phase lag or dispersion.
I am currently doing something similar to what you are doing.
I am processing a lot of signals from the Inertial Measurement Unit and motor drives. They all are asynchronously obtained, i.e. they all have very different timestamp and also very different acquisition frequency.
First thing I did was to interpolate all signals data in order to have all signals with same timestamp. You can use the matlab function interp to do this.
After this, you will have all signals with same sample frequency and also timestamp, which will be good in further analysis.
Ok, another thing you can do to analyse the frequency of the peaks is to perform the fourier transform. For beginners i advice the use of periodogram function and not the fft function.
Imagine you signal is x and your sample frequency (after interpolation) is Fs.
You can now use the function periodogram available in matlab like this:
[P,f] = periodogram(x,[],[length(t)],Fs);
This will give the power vs frequency of your signal. After that you will be able to plot and take a look at the frequencies of your signal. In other words, you be able to see the frequencies of the signals that make your acquired signal.
Plot the data this way:
plot(f,P); or semilogy(f,P);
The second is the same thing as the first, but with a logarithmic scale.
After this analysis you can use the Filter Desing and Analysis Tool to design you filter. Just type fdatool in matlab and it will open the design window. Choose the filter type, the cut and pass frequencies and click in design. This tool is very intuitive.
After designing you can export the filter to workspace.
Finally you can use the filter you designed in your signal to see if its what you wanted.
Use the functions filter os filtfilt for this.
Search in the web of the matlab help for the functions I wrote to get more details.
There are a lot of examples availables too.
I hope I could help you.
Good luck.

Signal processing using MATLAB

I'm trying to do some signal processing using an audio file (piano recordings)
I find the note onsets and then perform FFT on each onset. However I find that for certain notes their 2nd harmonic has a way greater amplitude than he fundamental... Why is that???
How can I eliminate this and get the correct frequency??
Start by using a low-pass filter to trim out some of the higher-order harmonics. If the piano recordings that you are trying to process were recorded within a 3 octave range, that should help substantially.
Next, try adjusting your wave amplitude. Here's an article that discusses how harmonic distortion degrades a signal, and how you can exchange signal-to-noise ratio for harmonic distortion.
http://www.mathworks.com/help/signal/examples/analyzing-harmonic-distortion.html
If you want more of a home-built solution without signal filtering, here's what I'd try, assuming that the maximum signal amplitude corresponds either to the fundamental, 2nd harmonic, or 3rd harmonic
1) Find the frequency f of the maximum signal
2) If the signal at f/2 or f/3 is much greater than the noise floor, call that frequency your fundamental
Alternatively,
1) Find the frequency f of the maximum signal
2) Search above in the interval [f/2, 2*f] and find the peak nearest f.
3) Assume the difference between f and the nearest peak is 1 the fundamental frequency.
You'll need to adapt these methods to your data.
Make sure your data doesn't exhibit only odd order harmonics or has very strong high-order harmonics. These methods won't work well if multiple notes are played simultaneously.
You could also try correcting your data for human ear sensitivity, as that may be the reason why the 2nd harmonics are louder on an FFT than what the ear detects relative to the fundamental. See http://en.wikipedia.org/wiki/Absolute_threshold_of_hearing

Power spectrum from autocorrelation function with MATLAB

I have some dynamic light scattering data. The machine pumps out the autocorrelation function, and a count-rate.
I can do a simple fit to the ACF
ACF = exp(-D*q^2*t)
and obtain the diffusion coefficient.
I want to obtain the same D from the power spectrum. I have been able to create a power spectrum in two ways -- from the Fourier transform of the ACF, and from the count rate. Both agree, but the power spectrum does not look like in the one in the books, so I'm not sure how to use it to work out the line width.
Attached is an image from a PDF that shows what you should get, and what I get from MATLAB. Can anyone make sense of whats going on?
I have used the code of answer #3 on this question. The resulting autocorrelation comes out exactly the same as
the machine gives me and
using MATLAB's autocorr command on the photoncount data.
Thank you for your time.
When you compute the Fourier transform from short sequences of data it often looks very noisy. There are a number of reasons for this. One reason is that the statistics of individual Fourier components are not Gaussian, and so averaging the spectra across multiple samples of data will only slowly improve the quality of the estimate.
Another causes of "noisiness" in empirical spectra behavior is that you are applying (to a finite data sample) a transform which involves a pathological sinc function and which assumes an infinite length signal. To diminish this problem, it helps to apply a "windowing-function" to your data before computing the Fourier transform. One of the more complicated but also more powerful windowing approaches is the use of so-called 'Slepian tapers'.
MATLAB conveniently implements well-known windows in functions such as hamming and hann.

Designing a simple bandpass/bandstop filter in Matlab

For a homework assignment I have to design a simple bandpass filter in Matlab that filters out everything between 250Hz and 1000 Hz. What I did so far:
- using the 'enframe' function to create half overlapping windows with 512 samples each. On the windows I apply the hann window function.
- On each window I apply an fft. After this I reconstruct the original signal with the function ifft, that all goes well.
But the problem is how I have to interpret the result of the fft function and how to filter out a frequency band.
Unless I'm mistaken, it sounds like you're taking the wrong approach to this.
If your assignment is to manipulate a signal specifically by manipulating its FFT then ignore me. Otherwise.. read on.
The FFT is normally used to analyse a signal in the frequency domain. If you start fiddling with the complex coefficients that an FFT returns then you're getting into a complicated mathematical situation. This is particularly the case since your cut-off frequencies aren't going to lie nicely on FFT bin frequencies. Also, remember that the FFT is not a perfect transform of the signal you're analysing. It will always introduce artefacts of its own due to scalloping error, and convolution with your hann window.
So.. let's leave the FFT for analysis, and build a filter.
If you're doing band-pass design in your class I'm going to assume you understand what they do. There's a number of functions in Matlab to generate the coefficients for different types of filter i.e. butter, kaiser cheby1. Look up their help pages in Matlab for loads more info. The values you plug in to these functions will be dependent on your filter specification, i.e. you want "X"dB rolloff and "Y"dB passband ripple. You'll need some idea of the how these filters work, and knowledge of their transfer functions to understand how their filter order relates to your specification.
Once you have your coefficients, it's just a case of running them through the filter function (again.. check the help page if you're not sure how this works).
The mighty JOS has a great walkthrough of bandpass filter design here.
One other little niggle.. in your question you mentioned that you want your filter to "filter out" everything between 250Hz and 1000Hz. This is a bit ambiguous. If you're designing a bandpass filter you would want to "pass" everything between 250Hz and 1000Hz. If you do in fact want to "filter out" everything in this range you want a band-stop filter instead.
It all depends on the sampling rate you use.
If you sample right according to the Nyquist-Shannon sampling theorem then you can try and interpret the samples of your fft using the definition of the DFT.
For understanding which frequencies correspond with which samples in the dft results, I think it's best to look at the inverse transformation. You multiply coefficient k with
exp(i*2*pi*k/N*n)
which can be interpreted to be a cosine with Euler's Formula. So each coefficient gets multiplied by a sine of a certain frequency.
Good luck ;)