Curtin University, Australia 8-1

YH Leung (2005, 2012)

INTRODUCTION TO SPECTRAL ANALYSIS


Why Spectral Analysis?
The spectrum provides an alternate representation of the same information that is
contained in the time-domain representation of the waveform (a different but more
useful perspective!).

When we examine two waveforms one with higher frequency content than the other
they generally appear to be visually different in the time domain in terms of the
rapidity of variation with respect to time, if there is clear separation of their frequency
content.

But what if we needed to go further and quantify this difference? What if the two
signals overlap in frequency content, in which case they may not appear very
different visually in the time domain?



Possible Applications
Speech/speaker recognition
Engine diagnosis based on vibration analysis, detection of abnormal combustion in
an internal combustion engine.
Prediction of machine tool breakdown or wear (pseudo or quasi stationary
process)
Communication systems determining possible source of noise interference or
typing the noise source (which may or may not be stationary)
Processing of EEG, ECG, and other signals for medical diagnosis
Predicting earthquakes, weather



Comment
Even though the fundamental mathematical relationships of random processes are
often obtained based on assumption of some form of stationarity, in real life we often
have to deal with non-stationary signals. Typically they are slowly changing
stationary signals (which still makes them non-stationary!), which enables the use of
theoretical results based on assumption of stationarity.

Curtin University, Australia 8-2
YH Leung (2005, 2012)
Classification of Techniques
The body of spectral estimation techniques falls into two categories:

1 Non-parametric (Classical) Techniques
Periodogram
Bartlett/Welch modified periodogram
Blackman-Tukey method
Advanced techniques

Basic Principle
These methods of estimation are based on using the DFT (actually the FFT)
directly on the samples of a sample function of the (random) process. They make
no assumptions about how the data was generated.

Advantages
Since they are based on the FFT, they can be quite fast.

Disadvantages
The spectral resolution is low when only short data records are available.


2 Parametric (Modern) Techniques
Autoregressive (AR) model
Moving Average (MA) model
Autoregressive Moving Average (ARMA) model
Advanced techniques

Basic Principle
A model (characterized by parameters) is postulated for the production process of
the random signal. These parameters are estimated in some optimal way using a
sample function of the process.

Advantages
These methods generally enable increased spectral resolution even with shorter
data lengths.

Disadvantages
An appropriate model has to be chosen based on some intuition about the process
and additional tests. The model order has to be selected and the parameters have
to be computed from the available data.