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Cross correlation and autocorrelation functions of nonstationary signals based on optimal approximation of ensemble correlation function for one pair of signals
Off-line analysis for estimating correlation functions of signals generated by nonstationary processes, using hybrid or digital computers
A new signal analysis technique called the modified Wigner distribution (MWD) is presented. The new signal processing tool has been very successful in determining time frequency representations of highly non-stationary multicomponent signals in both simulations and trials involving actual Space Shuttle Main Engine (SSME) high frequency data. The MWD departs from the classic Wigner distribution (WD) in that it effectively eliminates the cross coupling among positive frequency components in a multiple component signal. This attribute of the MWD, which prevents the generation of 'phantom' spectral peaks, will undoubtedly increase the utility of the WD for real world signal analysis applications which more often than not involve multicomponent signals.
Signal restoration is a method of transforming a nonstationary signal acquired by a ground based microphone to an equivalent stationary signal. The benefit of the signal restoration is a simplification of the flight test requirements because it could dispense with the need to acquire acoustic data with another aircraft flying in concert with the rotorcraft. The data quality is also generally improved because the contamination of the signal by the propeller and wind noise is not present. The restoration methodology can also be combined with other data acquisition methods, such as a multiple linear microphone array for further improvement of the test results. The methodology and software are presented for performing the signal restoration in the time domain. The method has no restrictions on flight path geometry or flight regimes. Only requirement is that the aircraft spatial position be known relative to the microphone location and synchronized with the acoustic data. The restoration process assumes that the moving source radiates a stationary signal, which is then transformed into a nonstationary signal by various modulation processes. The restoration contains only the modulation due to the source motion.
Aircraft noise encountered in the community is caused predominantly by the aircraft engines. However, expected advances in engine noise technology combined with recent experimental evidence indicate that airframe (nonpropulsive) noise, may be a significant aircraft noise component in the future. Thus, methods for research into control of this type of noise are being evaluated and a technique based on the remotely piloted vehicle (RPV) concept appears to overcome some of the difficulties encountered with other test techniques. In particular, this paper presents sample experimental data, gathered during a preliminary RPV experiment, which illustrate the high signal-to-noise ratio attainable with this technique. Further, since the data are recorded as transients or nonstationary signals, a method of measurement and analysis is presented which increases statistical confidence in the results.
Dr. Norden Huang, of Goddard Space Flight Center, invented a set of algorithms (called the Hilbert-Huang Transform, or HHT) for analyzing nonlinear and nonstationary signals that developed into a user-friendly signal processing technology for analyzing time-varying processes. At an auction managed by Ocean Tomo Federal Services LLC, licenses of 10 U.S. patents and 1 domestic patent application related to HHT were sold to DynaDx Corporation, of Mountain View, California. DynaDx is now using the licensed NASA technology for medical diagnosis and prediction of brain blood flow-related problems, such as stroke, dementia, and traumatic brain injury.
The difficult facing data analysis is the lack of method to handle nonlinear and nonstationary time series. Traditional Fourier-based analyses simply could not be applied here. A new method for analyzing nonlinear and nonstationary data has been developed. The key part is the Empirical Mode Decomposition (EMD) method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF) that serve as the basis of the representation of the data. This decomposition method is adaptive, and, therefore, highly efficient. The IMFs admit well-behaved Hilbert transforms, and yield instantaneous energy and frequency as functions of time that give sharp identifications of imbedded structures. The final presentation of the results is an energy-frequency-time distribution, designated as the Hilbert Spectrum. Among the main conceptual innovations is the introduction of the instantaneous frequencies for complicated data sets, which eliminate the need of spurious harmonics to represent nonlinear and nonstationary signals. Examples from the numerical results of the classical nonlinear equation systems and data representing natural phenomena are given to demonstrate the power of this new method. The classical nonlinear system data are especially interesting, for they serve to illustrate the roles played by the nonlinear and nonstationary effects in the energy-frequency-time distribution.
Geophysical data rarely show any smoothness at any scale, and this often makes comparison with theoretical model output difficult. However, highly fluctuating signals and fractal structures are typical of open dissipative systems with nonlinear dynamics, the focus of most geophysical research. High levels of variability are excited over a large range of scales by the combined actions of external forcing and internal instability. At very small scales we expect geophysical fields to be smooth, but these are rarely resolved with available instrumentation or simulation tools; nondifferentiable and even discontinuous models are therefore in order. We need methods of statistically analyzing geophysical data, whether measured in situ, remotely sensed or even generated by a computer model, that are adapted to these characteristics. An important preliminary task is to define statistically stationary features in generally nonstationary signals. We first discuss a simple criterion for stationarity in finite data streams that exhibit power law energy spectra and then, guided by developments in turbulence studies, we advocate the use of two ways of analyzing the scale dependence of statistical information: singular measures and qth order structure functions. In nonstationary situations, the approach based on singular measures seeks power law behavior in integrals over all possible scales of a nonnegative stationary field derived from the data, leading to a characterization of the intermittency in this (gradient-related) field. In contrast, the approach based on structure functions uses the signal itself, seeking power laws for the statistical moments of absolute increments over arbitrarily large scales, leading to a characterization of the prevailing nonstationarity in both quantitative and qualitative terms. We explain graphically, step by step, both multifractal statistics which are largely complementary to each other. The geometrical manifestations of nonstationarity and intermittency, 'roughness' and 'sparseness', respectively, are illustrated and the associated analytical (differentiability and continuity) properties are discussed. As an example, the two techniques are applied to a series of recent measurements of liquid water distributions inside marine stratocumulus decks; these are found to be multifractal over scales ranging from approximately 60 m to approximately 60 km. Finally, we define the 'mean multifractal plane' and show it to be a simple yet comprehensive tool with many applications including data intercomparison, (dynamical or stochastic) model and retrieval validations.
Multi-resolution analysis methods can reveal the underlying physical dynamics of nonstationary signals, such as those from lightning. In this paper we demonstrate the application of two multi-resolution analysis methods: Ensemble Empirical Mode Decomposition (EEMD) and Variational Mode Decomposition (VMD) in a comparative way in the analysis of electric field change waveforms from lightning. EEMD and VMD decompose signals into a set of Intrinsic Mode Functions (IMFs). The IMFs can be combined using distance and divergence metrics to obtain noise reduction or to obtain new waveforms that isolate the physical processes of interest while removing irrelevant components of the original signal. We apply the EEMD and VMD methods to the observations of three close Narrow Bipolar Events (NBEs) that were reported by Rison et al. The ΔE observations reveal the occurrence of complex oscillatory processes after the main NBE sferic. We show that both EEMD and VMD are able to isolate the oscillations from the main NBE, with VMD being more effective of the two methods since it requires the least user supervision. The oscillations are found to begin at the end of the NBEs' downward fast positive breakdown and appear to be produced by a half-wavelength standing wave within a weakly-conducting resonant ionization cavity left behind in the wake of the streamer-based NBE event. In conclusion, additional analysis shows that one of the NBEs was likely initiated by an energetic cosmic ray shower, and also corrects a misinterpretation in the literature that fast breakdown is an artifact of NBE-like events in interferometer observations.
Traditionally, data from random ocean waves are presented in spectral functions. The spectra are the result of Fourier analysis. Fourier spectral analysis has dominated data analysis for, at least, the last hundred years. It has been the standard method for is examining the global amplitude-frequency distributions. Although Fourier transform valid under extremely general conditions, there are some crucial restrictions for the Fourier spectral analysis. The system must be linear, and the data must be stationary- otherwise, the resulting spectrum will make little physical sense. The stationarity requirement is also a common required criterion for most of other available data analysis methods. Nevertheless, few, if any, natural phenomena are linear and stationary. To compound these complications is the imperfection of our probes or numerical schemes the interactions of the imperfect probes even with a perfect linear system can make the final data nonlinear. Furthermore, all the available data are usually of finite duration. Under these conditions, Fourier analysis is of limited use, For lack of alternatives, however, Fourier analysis is still used to process such data. The loose application of Fourier analysis and the insouciant adoption of the stationary and linear assumptions may lead to misleading conclusions. Ocean waves are know to be nonlinear, and the wind system generating the wave field are seldom stationary- As a result, the traditional examination of the spectral form hardly made physical sense. A new method for analyzing nonlinear and nonstationary data has been developed. The key part is the Empirical Mode Decomposition (EMD) method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF) that serve as the basis of the representation of the data, This decomposition method is adaptive, and, therefore, highly efficient. The IMFs admit well-behaved Hilbert transforms, and yield instantaneous energy and frequency as functions of time that give sharp identifications of imbedded structures. The final presentation of the results is an energy-frequency-time distribution, designated as the Hilbert Spectrum. Among the main conceptual innovations is the introduction of the instantaneous frequencies for complicated data sets, which eliminate the need of spurious harmonics to represent nonlinear and nonstationary signals. The spectral forms of the ocean waves are very different. This new method offers the first physical meaningful view of the wave spectrum. Data from laboratory and field will be presented to illustrate the differences.
A two-part analytical study was conducted examining a small-scale, two-bladed rotor undergoing a change in rotor speed. First, a parametric study was conducted to understand how rotor transient response, determined using a time-marching solution, is affected by the choice of rotor wake model, blade elasticity, and inclusion of an elastic support structure model. The second part of the study compared results from an analytical model of the NASA Multirotor Test Bed (MTB) undergoing a rotor speed change to wind tunnel data. Since the analytical and experimental time histories were nonstationary signals, a Stockwell transform was employed to analyze the data in lieu of traditional Fourier transform-based methods. The analysis included extraction of time-varying frequency content of the rotor thrust and hub motion, damping ratios, instantaneous rotor speed, and instantaneous phase difference between thrust and hub motion. Use of a free wake model was found to be necessary to predict higher-harmonic thrust, however, it underpredicted the amplitude of the unsteady loads. Modeling the elasticity of the stiff rotor blades installed on the MTB resulted in minimal impact on the computed vibratory loads compared to a rigid blade model. The current analytical model of the MTB, including an elastic support structure, properly predicted the measured trends in the frequency content of the thrust.
A computer implemented physical signal analysis method includes four basic steps and the associated presentation techniques of the results. The first step is a computer implemented Empirical Mode Decomposition that extracts a collection of Intrinsic Mode Functions (IMF) from nonlinear, nonstationary physical signals. The decomposition is based on the direct extraction of the energy associated with various intrinsic time scales in the physical signal. Expressed in the IMF's, they have well-behaved Hilbert Transforms from which instantaneous frequencies can be calculated. The second step is the Hilbert Transform which produces a Hilbert Spectrum. Thus, the invention can localize any event on the time as well as the frequency axis. The decomposition can also be viewed as an expansion of the data in terms of the IMF's. Then, these IMF's, based on and derived from the data, can serve as the basis of that expansion. The local energy and the instantaneous frequency derived from the IMF's through the Hilbert transform give a full energy-frequency-time distribution of the data which is designated as the Hilbert Spectrum. The third step filters the physical signal by combining a subset of the IMFs. In the fourth step, a curve may be fitted to the filtered signal which may not have been possible with the original, unfiltered signal.
A computer implemented physical signal analysis method includes four basic steps and the associated presentation techniques of the results. The first step is a computer implemented Empirical Mode Decomposition that extracts a collection of Intrinsic Mode Functions (IMF) from nonlinear, nonstationary physical signals. The decomposition is based on the direct extraction of the energy associated with various intrinsic time scales in the physical signal. Expressed in the IMF's, they have well-behaved Hilbert Transforms from which instantaneous frequencies can be calculated. The second step is the Hilbert Transform which produces a Hilbert Spectrum. Thus, the invention can localize any event on the time as well as the frequency axis. The decomposition can also be viewed as an expansion of the data in terms of the IMF's. Then, these IMF's, based on and derived from the data, can serve as the basis of that expansion. The local energy and the instantaneous frequency derived from the IMF's through the Hilbert transform give a full energy-frequency-time distribution of the data which is designated as the Hilbert Spectrum. The third step filters the physical signal by combining a subset of the IMFs. In the fourth step, a curve may be fitted to the filtered signal which may not have been possible with the original, unfiltered signal.
A computer implemented physical signal analysis method is includes two essential steps and the associated presentation techniques of the results. All the steps exist only in a computer: there are no analytic expressions resulting from the method. The first step is a computer implemented Empirical Mode Decomposition to extract a collection of Intrinsic Mode Functions (IMF) from nonlinear, nonstationary physical signals based on local extrema and curvature extrema. The decomposition is based on the direct extraction of the energy associated with various intrinsic time scales in the physical signal. Expressed in the IMF's, they have well-behaved Hilbert Transforms from which instantaneous frequencies can be calculated. The second step is the Hilbert Transform. The final result is the Hilbert Spectrum. Thus, the invention can localize any event on the time as well as the frequency axis. The decomposition can also be viewed as an expansion of the data in terms of the IMF's. Then, these IMF's, based on and derived from the data, can serve as the basis of that expansion. The local energy and the instantaneous frequency derived from the IMF's through the Hilbert transform give a full energy-frequency-time distribution of the data which is designated as the Hilbert Spectrum.
A computer implemented physical signal analysis method is invented. This method includes two essential steps and the associated presentation techniques of the results. All the steps exist only in a computer: there are no analytic expressions resulting from the method. The first step is a computer implemented Empirical Mode Decomposition to extract a collection of Intrinsic Mode Functions (IMF) from nonlinear, nonstationary physical signals. The decomposition is based on the direct extraction of the energy associated with various intrinsic time scales in the physical signal. Expressed in the IMF's, they have well-behaved Hilbert Transforms from which instantaneous frequencies can be calculated. The second step is the Hilbert Transform. The final result is the Hilbert Spectrum. Thus, the invention can localize any event on the time as well as the frequency axis. The decomposition can also be viewed as an expansion of the data in terms of the IMF's. Then, these IMF's, based on and derived from the data, can serve as the basis of that expansion. The local energy and the instantaneous frequency derived from the IMF's through the Hilbert transform give a full energy-frequency-time distribution of the data which is designated as the Hilbert Spectrum.
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Based on the acoustic radiation theory for a moving source, the estimation of the correlation function of a nonstationary acoustic signal is considered. An estimator is obtained for the acoustic correlation, which is shown to be unbiased and consistent. The estimation procedure can be applied to an aircraft noise measurement, where the reflected wave can be eliminated.
Analytical expressions have been derived to describe the mean square error in the estimation of the maximum rms value computed from a step-wise (or running) time average of a nonstationary random signal. These analytical expressions have been applied to the problem of selecting the optimum averaging times that will minimize the total mean square errors in estimates of the maximum sound pressure levels measured inside the Titan IV payload fairing (PLF) and the Space Shuttle payload bay (PLB) during lift-off. Based on evaluations of typical Titan IV and Space Shuttle launch data, it has been determined that the optimum averaging times for computing the maximum levels are (1) T (sub o) = 1.14 sec for the maximum overall level, and T(sub oi) = 4.88 f (sub i) (exp -0.2) sec for the maximum 1/3 octave band levels inside the Titan IV PLF, and (2) T (sub o) = 1.65 sec for the maximum overall level, and T (sub oi) = 7.10 f (sub i) (exp -0.2) sec for the maximum 1/3 octave band levels inside the Space Shuttle PLB, where f (sub i) is the 1/3 octave band center frequency. However, the results for both vehicles indicate that the total rms error in the maximum level estimates will be within 25 percent the minimum error for all averaging times within plus or minus 50 percent of the optimum averaging time, so a precise selection of the exact optimum averaging time is not critical. Based on these results, linear averaging times (T) are recommended for computing the maximum sound pressure level during lift-off.