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fsst

Fourier synchrosqueezed transform

Syntax

s = fsst(x)
[s,w,n] = fsst(x)
[s,f,t] = fsst(x,fs)
[s,f,t] = fsst(x,ts)
[___] = fsst(___,window)
fsst(___)
fsst(___,freqloc)

Description

s = fsst(x) returns the Fourier synchrosqueezed transform of the input signal, x. Each column of s contains the synchrosqueezed spectrum of a windowed segment of x.

example

[s,w,n] = fsst(x) returns a vector of normalized frequencies, w, and a vector of sample numbers, n, at which the Fourier synchrosqueezed transform is computed. w corresponds to the columns of s and n corresponds to the rows of s.

example

[s,f,t] = fsst(x,fs) returns a vector of cyclical frequencies, f, and a vector of time instants, t, expressed in terms of the sample rate, fs.

example

[s,f,t] = fsst(x,ts) specifies the sample time, ts, as a duration scalar. t is in the same units as ts. The units of f are reciprocal to the units of ts.

[___] = fsst(___,window) uses window to divide the signal into segments and perform windowing. You can use any combination of input arguments from previous syntaxes to obtain the corresponding output arguments.

fsst(___) with no output arguments plots the synchrosqueezed transform in the current figure window.

example

fsst(___,freqloc) specifies the axis on which to plot the frequency.

Examples

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Generate 1024 samples of a signal that consists of a sum of sinusoids embedded in white Gaussian noise. The normalized frequencies of the sinusoids are rad/sample and rad/sample. The higher frequency sinusoid has 3 times the amplitude of the other sinusoid.

N = 1024;
n = 0:N-1;

w0 = 2*pi/5;
x = sin(w0*n)+3*sin(2*w0*n);

Compute the Fourier synchrosqueezed transform of the signal. Plot the result.

[s,w,n] = fsst(x);

mesh(n,w/pi,abs(s))

axis tight
view(2)
colorbar

Compute the conventional short-time Fourier transform of the signal for comparison. Use the default values of spectrogram. Plot the result.

[s,w,n] = spectrogram(x);
 
surf(n,w/pi,abs(s),'EdgeColor','none')

axis tight
view(2)
colorbar

Generate a signal that consists of two chirps. The signal is sampled at 3 kHz for one second. The first chirp has an initial frequency of 400 Hz and reaches 800 Hz at the end of the sampling. The second chirp starts at 500 Hz and reaches 1000 Hz at the end. The second chirp has twice the amplitude of the first chirp.

fs = 3000;
t = 0:1/fs:1-1/fs;

x1 = chirp(t,400,t(end),800);
x2 = 2*chirp(t,500,t(end),1000);

Compute and plot the Fourier synchrosqueezed transform of the signal.

fsst(x1+x2,fs,'yaxis')

Compare the synchrosqueezed transform with the short-time Fourier transform (STFT). Compute the STFT using the spectrogram function. Specify the default parameters used by fsst:

  • A 256-point Kaiser window with β = 10 to window the signal

  • An overlap of 255 samples between adjoining windowed segments

  • An FFT length of 256

[stft,f,t] = spectrogram(x1+x2,kaiser(256,10),255,256,fs);

Plot the absolute value of the STFT.

mesh(t,f,abs(stft))

xlabel('Time (s)') 
ylabel('Frequency (Hz)')
title('Short-Time Fourier Transform')
axis tight
view(2)

Compute and display the Fourier synchrosqueezed transform of a quadratic chirp that starts at 100 Hz and crosses 200 Hz at t = 1 s. Specify a sample rate of 1 kHz. Express the sample time as a duration scalar.

fs = 1000;
t = 0:1/fs:2;
ts = duration(0,0,1/fs);

x = chirp(t,100,1,200,'quadratic');

fsst(x,ts,'yaxis')

title('Quadratic Chirp')

The synchrosqueezing algorithm works under the assumption that the frequency of the signal varies slowly. Thus the spectrum is better concentrated at early times, where the rate of change of frequency is smaller.

Compute and display the Fourier synchrosqueezed transform of a linear chirp that starts at DC and crosses 150 Hz at t = 1 s. Use a 256-sample Hamming window.

x = chirp(t,0,1,150);

fsst(x,ts,hamming(256),'yaxis')

title('Linear Chirp')

Compute and display the Fourier synchrosqueezed transform of a logarithmic chirp. The chirp is sampled at 1 kHz, starts at 20 Hz, and crosses 60 Hz at t = 1 s. Use a 256-sample Kaiser window with β = 20.

x = chirp(t,20,1,60,'logarithmic');

[s,f,t] = fsst(x,fs,kaiser(256,20));

clf
mesh(t,f,(abs(s)))

title('Logarithmic Chirp') 
xlabel('Time (s)')
ylabel('Frequency (Hz)')
view(2)

Use a logarithmic scale for the frequency axis. The transform becomes a straight line.

ax = gca;
ax.YScale = 'log';
axis tight

Load a speech signal sampled at . The file contains a recording of a female voice saying the word "MATLAB®."

load mtlb

% To hear, type sound(mtlb,Fs)

Compute the synchrosqueezed transform of the signal. Use a Hann window of length 256. Display the time on the x-axis and the frequency on the y-axis.

fsst(mtlb,Fs,hann(256),'yaxis')

Use ifsst to invert the transform. Compare the original and reconstructed signals.

sst = fsst(mtlb,Fs,hann(256));

xrc = ifsst(sst,hann(256));

plot((0:length(mtlb)-1)/Fs,[mtlb xrc xrc-mtlb])
legend('Original','Reconstructed','Difference')

% To hear, type sound(xrc-mtlb,Fs)

Input Arguments

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Input signal, specified as a vector.

Example: cos(pi/4*(0:159))+randn(1,160) specifies a sinusoid embedded in white Gaussian noise.

Data Types: single | double
Complex Number Support: Yes

Sample rate, specified as a positive scalar. The sample rate is the number of samples per unit time. If the unit of time is seconds, then the sampling frequency is in Hz.

Data Types: double | single

Sample time, specified as a duration scalar. The sample time is the time elapsed between consecutive samples of x.

Data Types: duration

Window used to divide the signal into segments, specified as an integer or as a row or column vector.

  • If window is an integer, then fsst divides x into segments of length window and windows each segment with a Kaiser window of that length and β = 10. The overlap between adjacent segments is window – 1.

  • If window is a vector, then fsst divides x into segments of the same length as the vector and windows each segment using window. The overlap between adjacent segments is length(window) – 1.

  • If window is not specified, then fsst divides x into segments of length 256 and windows each segment with a 256-sample Kaiser window with β = 10. The overlap between adjacent segments is 255. If x has fewer than 256 samples, then the function uses a single Kaiser window with the same length as x and β = 10.

For a list of available windows, see Windows.

Example: hann(N+1) and (1-cos(2*pi*(0:N)'/N))/2 both specify a Hann window of length N + 1.

Data Types: double | single

Frequency display axis, specified as 'xaxis' or 'yaxis'.

  • 'xaxis' — Displays frequency on the x-axis and time on the y-axis.

  • 'yaxis' — Displays frequency on the y-axis and time on the x-axis.

This argument is ignored if you call fsst with output arguments.

Data Types: char

Output Arguments

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Fourier synchrosqueezed transform, returned as a matrix. Time increases across the columns of s and frequency increases down the rows of s, starting from zero. If x is real, then its synchrosqueezed spectrum is one-sided. If x is complex, then its synchrosqueezed spectrum is two-sided and centered.

Normalized frequencies, returned as a vector. The length of w equals the number of rows in s.

Sample numbers, returned as a vector. The length of n equals the number of columns in s. Each sample number in n is the midpoint of a windowed segment of x.

Cyclical frequencies, returned as a vector. The length of f equals the number of rows in  s.

Time instants, returned as a vector. The length of t equals the number of columns in s. Each time value in t is the midpoint of a windowed segment of x.

More About

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Fourier Synchrosqueezed Transform

Many real-world signals such as speech waveforms, machine vibrations, and physiologic signals can be expressed as a superposition of amplitude-modulated and frequency-modulated modes. For time-frequency analysis, it is convenient to express such signals as sums of analytic signals through

f(t)=k=1Kfk(t)=k=1KAk(t)ej2πϕk(t).

The phases ϕk(t) have time derivatives k(t)/dt that correspond to instantaneous frequencies. When the exact phases are unknown, you can use the Fourier synchrosqueezed transform to estimate them.

The Fourier synchrosqueezed transform is based on the short-time Fourier transform implemented in the spectrogram function. For certain kinds of nonstationary signals, the synchrosqueezed transform resembles the reassigned spectrogram because it generates sharper time-frequency estimates than the conventional transform. The fsst function determines the short-time Fourier transform of a function, f, using a spectral window, g, and computing

Vgf(t,η)=f(x)g(xt)ej2πη(xt)dx.

Unlike the conventional definition, this definition has an extra factor of ej2πηt. The transform values are then “squeezed” so that they concentrate around curves of instantaneous frequency in the time-frequency plane. The resulting synchrosqueezed transform is of the form

Tgf(t,ω)=Vgf(t,η)δ(ωΩgf(t,η))dη,

where the instantaneous frequencies are estimated with the “phase transform”

Ωgf(t,η)=1j2πtVgf(t,η)Vgf(t,η)=η1j2πVg/tf(t,η)Vgf(t,η).

The transform in the denominator decreases the influence of the window. To see a simple example, refer to Detect Closely Spaced Sinusoids. The definition of Tgf(t,ω) differs by a factor of 1/g(0) from other expressions found in the literature. fsst incorporates the factor in the mode-reconstruction step.

Unlike the reassigned spectrogram, the synchrosqueezed transform is invertible and thus can reconstruct the individual modes that compose the signal. Invertibility imposes some constraints on the computation of the short-time Fourier transform:

  • The number of DFT points is equal to the length of the specified window.

  • The overlap between adjoining windowed segments is one less than the window length.

  • The reassignment is performed only in frequency.

To find the modes, integrate the synchrosqueezed transform over a small frequency interval around Ωgf(t,η):

fk(t)1g(0)|ωΩk(t)|<εTgf(t,ω)dω,

where ɛ is a small number.

The synchrosqueezed transform produces narrow ridges compared to the windowed short-time Fourier transform. However, the width of the short-time transform still affects the ability of the synchrosqueezed transform to separate modes. To be resolvable, the modes must obey these conditions:

  1. For each mode, the frequency must be strictly greater than the rate of change of the amplitude: dϕk(t)dt>dAk(t)dt for all k.

  2. Distinct modes must be separated by at least the frequency bandwidth of the window. If the support of the window is the interval [–Δ,Δ], then |dϕk(t)dtdϕm(t)dt|>2Δ for k ≠ m.

For an illustration, refer to Detect Closely Spaced Sinusoids.

References

[1] Thakur, Gaurav, and Hau-Tieng Wu. “Synchrosqueezing-based Recovery of Instantaneous Frequency from Nonuniform Samples.” SIAM Journal of Mathematical Analysis. Vol. 43, 2011, pp. 2078–2095.

[2] Oberlin, Thomas, Sylvain Meignen, and Valérie Perrier. “The Fourier-based Synchrosqueezing Transform.” Proceedings of the 2014 IEEE® International Conference on Acoustics, Speech, and Signal Processing (ICASSP), pp. 315–319.

[3] Auger, François, Patrick Flandrin, Yu-Ting Lin, Stephen McLaughlin, Sylvain Meignen, Thomas Oberlin, and Hau-Tieng Wu. “Time-Frequency Reassignment and Synchrosqueezing: An Overview.” IEEE Signal Processing Magazine. Vol. 30, November 2013, pp. 32–41.

Introduced in R2016b

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