A Signal De-noising Algorithm Based on Correlation Techniques

Li Xingye and Ma Linlin

Business School University of Shanghai for Science and Technology Shanghai, P. R. China lixingye@tsinghua.org.cn, fuzzy-2001-2001@163.com
AbstractA new periodic signal de-noising method is proposed based on correlation techniques. This new method can be regarded as selecting the frequency components which mainly attributable to the original periodic signal from the noisy signal by using the correlation techniques and DFT (discrete Fourier transform). Experimental results indicate that our proposed method is not only effective when the noise is white noise, but also can extract a periodic signal from the colored noise. It is also shown in the experiment that our method is better than wavelet thresholding de-noising methods. Keywords- correlation; de-noising; DFT

2007 Australasian Telecommunication Networks and Applications Conference December 2nd 5th 2007, Christchurch, New Zealand

Ma Yi
Medical School Xian Jiaotong University Xian, Shanxi, P. R. China jigujia@gmail.com methods aiming at the periodic signals. Most of these methods are suitable to be applied to the signals corrupted by the white noise. Reference [8] successfully detected the periodic signals in the noise by using the correlation techniques, but it didnt propose a method to extract the periodic signals. Reference [9] proposed a method based on [8] to extract the periodic signals from the white noise. Since this method adopts the timedomain method to de-noise the signals, it needs to estimate the period of the original signal first. The algorithm proposed in this paper combines DFT and the method of [8]. It is simpler and more convenient and can extract the periodic signals from the noise without estimating the period of the original periodic signal. Even the noise is colored noise, the algorithm is also effective. Specially, when extracting the periodic signals, it is much more effective than DWT thresholding methods. The article is organized as follows. Section II relates the property of auto-correlation functions and the basic principle of our method. Section III presents the detailed procedure of the algorithm. In Section IV, we give the results of the experiments comparing our algorithm with wavelet thresholding methods and the method in [9]. At last, section V gives some conclusions. II. THE PRINCIPLE

I. INTRODUCTION Periodic signal is a kind of common signal, and it is easy to be corrupted by the noise when transformed in the noisy communication channel, so it needs to be de-noised. At first, Fourier transform was used to de-noise the noisy signal, which can completely eliminate the high-frequency components of it. But at the same time, some important detailed information of the signal may be also lost. After the appearance of the wavelet, the methods based on DWT (Discrete Wavelet Transform) began to be used to de-noise the noisy signals. Many de-noising methods have been proposed during the past twenty years. In 1983, Witkin proposed the scale space filtering method [1]. Based on this method, Xu presented an algorithm called spatially selective noise filtration (SSNF) in 1994 [2]. The effect of the method has a close relationship with the definition of the correlation coefficients, therefore this method works well only under some special conditions. By means of the idea of low pass filter, in 1994, Donoho proposed a very simple wavelet thresholding algorithm, and then he developed it into the soft-thresholding method in 1995 [3] [4], which has been shown to be effective for the signals corrupted by the additive white Gaussian noise. Many new soft-thresholding methods have been proposed these years via Donohos work [5] [6] [7]. All of these methods can be used to extract the periodic signals from the noise. However, they are very complicated. For example, they all need to find a proper wavelet basis in the space to decompose the noisy signal, decide the decomposing level, choose the threshold functions, and compute the threshold values. Besides, these methods have bad effect on de-noising the periodic signals corrupted by the colored noise. According to the properties of the periodic signals, some researchers have also proposed the de-noising

A. The Properties of the Auto-Correlation Function Theorem: Let s( t ) , < t < ,t Z is a periodic signal with the period T . Rs ( ) is the auto-correlation of s( t ) . ak are the Fourier series coefficients of s( t ) . We can infer that T is also the period of Rs ( ) and ak coefficients of Rs ( ) . That is:
s( t ) =
2

are the Fourier series

k =<T >

a e
k

jk ( 2 / T )t

, Rs ( ) =

k =<T >

2 k

e jk ( 2 / T )t .

B. The Principle of Our Proposed Method Suppose the signal V ( t ) is the sum of the periodic signal s( t ) with the period T and the stochastic noise signal N ( t ) , that is V ( t ) = s( t ) + N ( t ) and E( N ( t )) = 0 . Thus the autocorrelation of V ( t ) is:

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RV ( t , t + ) = E( V ( t )V ( t + )) = Rs ( ) + RsN ( t ,t + ) + RNs ( t ,t + ) + RN ( ) ,

0 = V k V k

| Rk |>| Ri | and | Vk || Vi | i k else

where Rs ( t ) , RN ( t ) are the auto-correlations of s( t ) , N ( t ) and RsN ( t ,t + ) , RNs ( t ,t + ) are cross-correlation of s( t ) and N ( t ) respectively. Usually, N ( t ) and s( t ) are uncorrelated, namely,
RsN ( t ,t + ) = E( s( t )N ( t + )) = E( s( t ))E( N ( t + )) = 0 .

} to time domain using the NStep5 Transform { V k point IFFT, and then get { s( t )} , which is the signal extracted from { v( t )} .

In the same way, RNs (t , t + ) = 0 . So the auto-correlation of V (t ) can be simplified as RV ( ) = Rs ( ) + RN ( ) . As the noise, when > 0 , N ( t ) and N ( t + ) are uncorrelated. So
RV ( ) Rs ( ) , if the value of is large enough. That is to say Rs ( ) and RN ( ) will have similar frequency components.

Since the periodic signal s( t ) and its auto-correlation Rs ( ) have the same period, RN ( ) and s( t ) should have the same frequency components when is large enough. So we can find the main frequency components coming from s( t ) in V (t ) by the magnitude spectrums of RV ( ) . III. THE ALGORITHM

Figure 1 Original signal

Suppose { v( t )} , t = 0 ,1,..., N 1 is the finite observational sequence of V ( t ) , and v( t ) = s( t ) + n( t ) , t = 0 ,1 N 1 , where s( t ) is the truncation of a periodic signal with the period T , n( t ) is a zero-mean noise uncorrelated with s( t ) . We can process it as follows to extract s( t ) from v( t ) : Step1 Transform the noisy signal to the frequency domain using the N-point DFT, and get the Fourier transform coefficients { Vk } , k = 0,1 N 1 . Compute the auto-correlation { Rv ( )} , = 0 ,1 N 1 of { v( t )} , t = 0 ,1 N 1 and eliminate the beginning part of { Rv ( )} , namely Rv ( 0 ) , Rv ( 1 ) ,, Rv ( m ) ( m 0 ). In order to reserve enough information of the original signal, m should not be too large ( m is usually defined by the type and the power of noise). Step3 Use the N-point DFT to transform {Rv ( + m + 1)} ({Rv ( + m + 1)} is padded with trailing zeros to the size N, so the magnitude with the same frequency as { v( t )} is obtained), then get the frequency coefficients { Rk } ,
k = 0 ,1 N 1 .

Figure 2 Noisy signal (SNR=-0.5520)

Step2

Figure 3 De-noised signal

Step4 According to the principle of this algorithm, when | Rk | is relatively smaller and the frequency component of the original signal on the point k isnt seriously corrupted, Vk should also be relatively smaller. On the contrary, it means the frequency component on the point k is seriously corrupted. So we can use the following method to modify Vk :

Figure 4 De-noised signal With DWT method (the threshold selection method is Heuristic SURE soft threshold) SNR=9.9551

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IV. SIMULATION EXPERIMENT Both of the wavelet thresolding methods used in the following two experiments adopted db3 wavelet to decompose the noisy signal at depth 5.
Table 1 SNR (dB) OF De-noised Signal Using wavelet Methods Scaled Scaled Unscaled Unscaled white white white noise noise white noise noise Soft Fixed form threshold Rigorous SURE Heuristic SURE Minimax Penalize high Penalize medium Penalize low 5.1932 9.4523 9.9551 7.1562 4.6326 5.4573 5.9060 7.3378 1.7560 2.2044 7.2179 6.9210 5.8860 9.3580 5.5471 5.2516 7.0183 7.1344 Hard 4.4927 -0.4984 -0.2065 1.2327

after denoised using our algorithm almost had no difference from the original signal. The algorithm reserved not only the periodicity, but also eliminated all the high frequency noise, and the SNR increased about 12dB comparing with the wavelet thresolding method. The conclusion obtained from the experiment 1 is that: the de-noising method of the wavelet thresolding has a very good effect on time-varying signal, but for the stationary periodic signal, this method combined with DFT has a better effect.

Figure 6 Noisy signal (SNR= -6.0888)

Figure 5 De-noised signal with our proposed method

Figure 7 De-noised signal With DWT method (the threshold selection method is Penalize high hard threshold. SNR=3.4494

Experiment 1: Uniform white noise on the interval is added to a period signal [ 0 .5 ,0.5 ] s( t ) = cos( 32 t / N ) + sin( 48t / N ) , N = 1000 (Figure 1). Then the noisy signal with the signal-to-noise ratio (SNR) of 0.5520dB is obtained (Figure 2). In this experiment, our algorithm and the method in Reference [9] were utilized respectively to de-noise this noisy signal. The auto-correlation { Rv ( )} of the white noise computed in practice cant attenuate to zero immediately when > 0 , so the effect is not good enough when m = 0 . In our experiment, the effect was better when m = 6 . The de-noised signal using these methods are shown in Figure 3, Figure 4and Figure 5, where Figure 4 used the Heuristic SURE soft threshold method to select the threshold (Table 1 shows the SNR of the de-noised signal using the wavelet thresolding method, from which we can see that, for the signal used in our experiment, the effect using Heuristic SURE soft threshold method is better than other wavelet thresolding methods). From Figure 3 we know that, because the signal is seriously corrupted, it was not easy to estimate the period of the original signal by using the method in Reference [9]. The method didnt eliminate the high frequency noise completely. From Figure 4 we know that the smoothness of the wave after de-noised using the wavelet thresolding method is worse. Figure 5 shows that the wave

Figure 8 De-noised signal with our proposed method (SNR= 8.4984)

Experiment 2: AR(3) noise is added to the same periodic signal and the noisy signal with the SNR of 6.0888dB is obtained (Figure 6). The wavelet thresolding method and our algorithm are adopted separately to de-noise the signal. From Figure 6 we can see that the power of the noise is very large, so here, the value of m needs to be larger ( m = 159 ) to eliminate the affection of the noise. In fact, when the power of the noise is too large, the auto-correlation of the noise will also be very large, so the speed of attenuating to zero will be slower, and it needs lagging much order to get close to zero. However, the order lagged should not be too large, otherwise, a large amount of information of the original signal will be lost. Figure 7 shows the wave obtained after de-noised using Penalize high threshold to select the threshold (Table 2 shows the SNR of the

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de-noised signal using the wavelet thresolding method, from which we can see that the effect using Penalize high threshold method is better than other wavelet thresolding methods). From Figure 7 we know that, the middle part of the wave after denoised using the wavelet thresolding method is similar with the original signal, both ends of the signal have bigger distortions. Figure 8 shows the results adopting our algorithm to de-noise, from which we can see that the wave after de-noised almost has no difference from the original signal, and the SNR increased 5dB comparing with the wavelet methods. All of these showed the advantages of our algorithm.
TABLE 2 SNR (dB) of De-noised Signal Using wavelet Methods Non- white noise The method to select threshold Soft 3.4472 2.6913 3.4470 2.9381 3.4461 3.4461 3.4461 Hard 3.4342 -2.1307 3.4342 -1.7823 3.4494 3.4494

the same as the original signal. The effect of de-noising signal using our algorithm was better than the one using the algorithm in Reference [9] and our algorithm has more advantages than the method of the wavelet threshold. A large amount of control experiments also show that, when the power of the white noise is smaller, the SNR of the signal de-noised using our algorithm could increase about 20dB than the one using the wavelet threshold method. The advantages of our algorithm would be more obvious when the power of the colored noise is smaller. ACKNOWLEDGMENT This work was jointly supported by the Science Foundation of Shanghai (06ZR14144) and Shanghai Leading Academic Discipline Project (T0502). REFERENCES
[1] [2] A. Witkin, Scale space filtering. Proc. 8th Int. Joint Conf. Artificial Intell., 1983. S. Mallat and W. L. Hwang, Singularity detection and processing with wavelets. IEEE Trans. Inform. Theory, 1992, Vol. 38, No. 2, pp. 617 643. D. L. Donoho and I. M. Johnstone, Ideal Spatial Adaptation by Wavelet Shrinkage. Biometrika, 1994, Vol. 81, pp. 425455. D. L. Donoho and I. M. Johnstone, Adapting to unknown smoothness via wavelet shrinkage. Journal of the American Statistical Association, 1995, Vol. 90, pp. 12001224. M. Lang and H. Guo, Noise Reduction Using an Undecimated Discrete Wavelet Transform. IEEE Signal processing letlers, 1996, Vol. 3, No. 1, pp. 1012. S. Paul, Wavelet Thresholding of Multivalued Images. IEEE Transactions on image processing, 2004, Vol. 13, No. 4, pp. 475483. T. R. Downie and B. W. Silverman, The Discrete Multiple Wavelet Transform and Thresholding Methods. IEEE transactions on signal processing, 1998, Vol. 46, No. 9, pp. 25582561. Y. W. Lee, J. R. Cheatham, and J. B. Wieshner, Application of Correlation Analysis to the Detection of Periodic Signals in Noise. Proceedings of the I. R. E., 1950, Vol. 38, No. 10, pp. 11651171. R. J. Schilling and S. L. Harris, Fundamentals of Digital Signal ProcessingUsing MATLAB. Xian Jiaotong University Press, 2005, 9. pp. 300306.

Fixed form threshold Rigorous SURE Heuristic SURE Minimax Penalize high Penalize medium Penalize low

[3] [4]

[5]
3.4494

[6]

V. CONCLUSION In this paper, a new periodic signal de-noising algorithm based on the correlation techniques is proposed. It is simple and convenient among the methods extracting the periodic signal corrupted by the noise. The experiments showed that the periodic signal corrupted by the white noise or the colored noise could be extracted and the wave extracted was almost

[7]

[8]

[9]

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