Time Scale Approach for Chirp Detection

International audienceTwo different approaches for joint detection and estimation of signals embedded in stationary random noise are considered and compared, for the subclass of amplitude and frequency modulated signals. Matched filter approaches are compared to time-frequency and time scale based approaches. Particular attention is paid to the case of the so-called " power-law chirps " , characterized by monomial and polynomial amplitude and frequency functions. As target application, the problem of gravitational waves at interferometric detectors is considered

Time-scale analysis of abrupt changes corrupted by multiplicative noise

Multiplicative Abrupt Changes (ACs) have been considered in many applications. These applications include image processing (speckle) and random communication models (fading). Previous authors have shown that the Continuous Wavelet Transform (CWT) has good detection properties for ACs in additive noise. This work applies the CWT to AC detection in multiplicative noise. CWT translation invariance allows to define an AC signature. The problem then becomes signature detection in the time-scale domain. A second-order contrast criterion is defined as a measure of detection performance. This criterion depends upon the first- and second-order moments of the multiplicative process's CWT. An optimal wavelet (maximizing the contrast) is derived for an ideal step in white multiplicative noise. This wavelet is asymptotically optimal for smooth changes and can be approximated for small AC amplitudes by the Haar wavelet. Linear and quadratic suboptimal signature-based detectors are also studied. Closed-form threshold expressions are given as functions of the false alarm probability for three of the detectors. Detection performance is characterized using Receiver Operating Characteristic (ROC) curves computed from Monte-Carlo simulations

Wavelet versus Detrended Fluctuation Analysis of multifractal structures

We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify the performance of both methods by using different sorts of artificial signals generated according to a few well-known exactly soluble mathematical models: monofractal fractional Brownian motion, bifractal Levy flights, and different sorts of multifractal binomial cascades. Our results show that in majority of situations in which one does not know a priori the fractal properties of a process, choosing MFDFA should be recommended. In particular, WTMM gives biased outcomes for the fractional Brownian motion with different values of Hurst exponent, indicating spurious multifractality. In some cases WTMM can also give different results if one applies different wavelets. We do not exclude using WTMM in real data analysis, but it occurs that while one may apply MFDFA in a more automatic fashion, WTMM has to be applied with care. In the second part of our work, we perform an analogous analysis on empirical data coming from the American and from the German stock market. For this data both methods detect rich multifractality in terms of broad f(alpha), but MFDFA suggests that this multifractality is poorer than in the case of WTMM.Comment: substantially extended version, to appear in Phys.Rev.

Novel characterization method of impedance cardiography signals using time-frequency distributions

The purpose of this document is to describe a methodology to select the most adequate time-frequency distribution (TFD) kernel for the characterization of impedance cardiography signals (ICG). The predominant ICG beat was extracted from a patient and was synthetized using time-frequency variant Fourier approximations. These synthetized signals were used to optimize several TFD kernels according to a performance maximization. The optimized kernels were tested for noise resistance on a clinical database. The resulting optimized TFD kernels are presented with their performance calculated using newly proposed methods. The procedure explained in this work showcases a new method to select an appropriate kernel for ICG signals and compares the performance of different time-frequency kernels found in the literature for the case of ICG signals. We conclude that, for ICG signals, the performance (P) of the spectrogram with either Hanning or Hamming windows (P¿=¿0.780) and the extended modified beta distribution (P¿=¿0.765) provided similar results, higher than the rest of analyzed kernels.Peer ReviewedPostprint (published version