Noise in the context of multi-frequency composite sinusoidal signal frequency, amplitude and phase estimation Study design has

been the hot topic at home and abroad [1,2]. Direct FFT spectrum is roughly Estimation methods, but there are very serious FFT spectral leakage defects [3]; In addition, the Frequency resolution spectral analysis accuracy by = 2 / N (N for the spectral analysis of length) of the Limit [3], due to "fence effect" [3], and therefore can not determine the true frequency of the signal Size, the need for spectral correction. Currently, there are four discrete spectrum at home and abroad correction method: the energy center of gravity method, more than Value method, the phase difference method and the FFT + DFT spectrum of continuous refinement method [4]. Which the energy reHeart and phase difference method most widely used, but the method required five more lines before Accurately estimate the frequency [4]; traditional methods obtain more accurate phase Frequency correction, it is divided into two types [5], the first one kind of approach is taken two consecutive samples, For these two FFT, using the corresponding discrete spectrum of a quasi-phase correction Correct frequency and phase [5], the first two kinds of approach is only sampling a signal sequence for this Column respectively, and N-point N / 2 point FFT analysis, the use of the phase difference for Spectrum correction [5]. It can be seen, the two phase method is characterized by the existence of common Time shift between two sequences, the FFT analysis, then the two spectral peaks Set of analysis to compare the results derived. Which 1 is better than the first two kinds of methods [4]. Above the traditional calibration method are carried out under the framework of classical FFT, and by Code FFT spectral leakage inherent flaws doomed to affect its final calibration accuracy. [6] that "all phase FFT spectrum analysis," compared to conventional FFT Spectral analysis, the method has excellent rejection of spectral leakage performance. This theory Quantitative analysis of its causes spectral leakage can be suppressed, and its phase spectrum analysis Results and the traditional FFT spectrum analysis of the results of the phase formation of the signal frequency, amplitude Value of the "all-phase phase correction method", which algorithm is simple, calibration accuracy than the first one Slightly better class of phase difference method, in addition to a prominent feature: no correction can be The initial phase was accurate estimate of the signal. Which has a high application value.

2 all phase FFT spectrum analysis method outlined All Phase spectrum analysis see [6], the general process shown in Figure 1. As can be seen from Figure 1, only with a length of (2N-1) wc window to the center of the convolutionlike Point x (0) before and after the (2N-1) data are weighted, then twenty-two interval of N Weighted data for the formation of N-overlap-add data, again the FFT of N points That was all phase spectral analysis. One of the convolution window in Figure 1 f and turned by the front window Turn the rear window b convolution from [7], that wc (n) = f (n) * b (-n),-N +1 n N -1 (1) Obviously, when f, b, when the window is symmetrical, wc (n) satisfy

wc (n) = w (-n),-N +1 n N -1 (2) If f = b = RN (RN rectangular window), no window is called the phase spectrum of the whole subAnalysis [6]; if f, b in one of the RN, called single-window spectral analysis of all phase; if f = B RN is called dual-window spectral analysis of all phase. Discuss here only without windows and double Window situation, so that the causal window sequence f spectrum F (j ) (that is, its Fourier transform) for () () Jt F j Fg e = - , = (N -1) 2 (3) Which 't' said group delay. Of equation (1) take the Fourier transform on both sides, there 2 Wc (j ) = F (j ) F * (j ) = Fg ( ) (4) (4) shows that the convolution spectrum of the window before the window of the square of the amplitude spectrum of f. 3 single-frequency complex exponential signal windowed FFT and FFT double windows all phase Theoretical analysis of spectral Unit amplitude single-frequency complex exponential sequence {()} * xn = ej n, n z for the most Basic sequence, the sequence can be seen as the sine of two conjugate complex exponential sequence line Of the combination. Therefore, to study the basic sequence window of the windowed FFT and twophase fullBit FFT spectrum of performance is important. 3.1 windowed FFT spectrum of the phase characteristics Assuming the increase of the FFT window is the front window all phase f, has been truncated by the window Observation interval n [0, N-1], the sequence is added after the window is represented as elements xN (n) = x (n) f (n) (5)

Of equation (5) both sides of the Fourier transform, according to the convolution theorem, there () () () 2 1 XN j = X j * F j (6) That " " said Fourier transform each other, there x (n) 2 ( - *) (7) The equation (7) into equation (6) XN (j ) = ( - *) * F (j ) = F j ( - *) (8) Fourier transform results in k = k = 2k / N on from Bulk sampling, which was the traditional windowed DFT analysis results. XN (k) = F j ( k- *) k [0, N -1], (9) The equation (3) into equation (9) () () [0, 1] () K Ng jXkFk kN e * --*= , (10) Assuming the main number for the spectral line k *, then the corresponding phase angle is expressed as (k *) =- (k * - *) (11) Ruofu index signal initial phase is not 0, then the signal can be expressed as () * (0) [0, 1] jnxnen N + =, - (12) According to the linear nature of the FFT, its main line on the phase value 1 (k *) = 0 - (k * - *) (13) However, the actual sampling of the sample segment may not meet the definition of domain n [0, N-1], but with equation (12) as shown in the sequence of size nx delay, then under Fourier transform time shift the nature of this additional delay will cause the size of * nx Phase shift. On its main line is the phase angle 2 (k) 0 nx (k ) * = - * - * - * (14) Equation (13) minus equation (14) results can be obtained by time-lapse sequence difference between the two nx Column of the main lines of the phase difference value, which can determine the signal frequency *,

which is passed The first phase of system calibration method principle [5]. 3.2 pairs of windows all phase FFT spectrum analysis of the phase characteristics Suppose Figure 1 is fed into the initial phase of the signal unit complex exponential signal 0 by Convolution window to be truncated observation interval n [-N +1, N-1], based on convolution window Symmetry, the weighted overlap-add data after y (n) can be expressed as y (n) = wc (n) x (n) + wc (n-N) x (n-N) RN (n) (15) Using equation (7), according to a frequency domain convolution theorem wc (n) x (n) Wc (j ) * ( - *) = Wc j ( - *) (16) According to the nature of the Fourier transform of the time shift, a c () () c () jwn N xn N e W j - - * N (17) Combined with equation (16) and (17), there { } () () () c c jjYeWje WjRj

* * - * = - +N

N (18) Of equation (18) k = k = 2k / N on the discrete sampling, the use of N k = 2k , thus Y (k) = 2Wc j (k - *) * R (j k) k [0, N -1] N, (19) The rectangular window spectrum RN (j ) in k to meet the nature of the sampling frequency RN j k = N (k) (20) Equation (4) and (20) into equation (19), there () 2 [()] 2 Y k Fg k = - * (21) Of equation (21) divided by 2 for normalization, combined with equation (11), there () () 2 Y k = XN k (22) The double windows all phase FFT spectrum of the windowed FFT spectrum of the traditional square of the amplitude,

This is a very important conclusion. Note that (22) is not imaginary, but by a real number Zero phase. The input sample x (0) for the phase at 0. The two are equal. Easy to prove: a full analysis of the phase spectrum is similar to the linear nature of traditional spectral analysis Quality. Therefore, if the signal is considered when there is an initial phase shift nx 0 its case, the The main line on the phase of all phase FFT spectrum analysis is a (k) 0 n x * = - * (23) Then the expression for the signal () * [()] Jn nx xne - + =, n [-N +1] N-1]. Can be seen, equation (23) is the center of the input point x (0) at the phase value. The foregoing analysis, the following conclusion holds: single-frequency signal by the complex index of all phase FFT spectrum analysis, phase spectrum on the main line and the center value of the phase of the input samples Values are equal. This means that, without the need for phase correction, direct access on the main line Signal phase value to obtain accurate initial phase.

3.3 Method of all phase phase frequency, amplitude, phase correction principle
Equation (14), traditional phase spectrum (denoted by heavy " (k *)") minus (23) Full phase phase spectrum can be obtained = (k *)- a (k *) = ( *-k * ) = d (24) That is, on the main line of the windowed FFT phase spectrum and all phase FFT phase spectrum The difference with the offset value d is proportional to the scale factor is the group delay . This means that as long as the measured two kinds of spectral analysis on the main line on the large phase angle Small, whichever is the difference, according to equation (25) to form the true frequency of the signal estimate *= / +k* (25) Derivation of the unit in front of the signal amplitude spectrum analysis of the two theoretical results If, according to the linear nature of the spectral analysis, from (10) and (20) can be deduced: amplitude A value of the windowed FFT spectrum and amplitude of all phase FFT spectrum were XN (k *) = A Fg (k * - *) (26) Y (k *) = A Fg (k * - *) 2 (27) Equation (26) squared (ie, have the power spectrum) divided by (27), there () () *2 * XN k A Yk = (28)

(28) is the amplitude of the correction formula, the formula is obviously with the increase of the window function Nothing to do. Thus, from (23) and (25) and (28) can be completed on the signal phase, Frequency, amplitude estimates. The calibration process can be represented in Figure 2. Figure 2 the spectrum of all phase correction phase flow method

4 multi-frequency signal line distribution and correction

Spectrum of multi-frequency signal correction, we should first study the traditional FFT And all phase FFT spectral lines of distribution. Here a simple example that Out. So that N = 8, then = / 4, 1 = 2.4 , 2 = 5.3 , research The domain of study are as follows n [-N +1, N-1] of the complex exponential signal 12 1 (); 2 () 2; () 1 () 2 () xn = ej nxn = ej nxn = xn + xn (29) Make it the traditional FFT spectrum were X1 (k), X2 (k), X (k), all phase FFT spectra were Y1 (k), Y2 (k), Y (k), without windows, such as when the discrete spectrum Figure 3 shows. Windowed FFT spectrum and double windows all phase FFT spectrum shown in Figure 4. From Figure 3, Figure 4, the line height can be broadly seen, Y1 (k), Y2 (k) Amplitude of X1 (k), X2 (k) the amplitude of the square, which makes all-phase high-side line Degrees relative to the main line by a high proportion of the square of attenuation down to Next to get a good spectral leakage suppression properties. According to the linear nature of the spectral analysis, Meet X (k) = X 1 (k) + X 2 (k); Y (k) = Y1 (k) + Y2 (k) (30) Figure 3 FFT spectrum and no windows all phase FFT spectrum (N = 8) Figure 4 windowed FFT spectrum and double windows all phase FFT spectrum (N = 8, hanning window) After all this time phase spectrum superimposed Y (k) and traditional spectral X (k) no longer exists amplitude Value on the mathematical square of the relationship, but approximate square relationship, from Figure 3, Figure 4 can be See, Y (k) compared to X (k) still has a better spectral leakage suppression effect. Also can be seen from Figure 3, without windows, the conventional FFT spectrum analysis Too much leakage from the main lines k = 2 spectral leakage will produce next to k = 5 Superposition of interference at the main line, and all phase FFT spectrum of this interference is Small. Figure 4 plus the window, the lower the degree of interference between the traditional spectrum, and all phase spectral Lower degree of interference, which can be from k = 4 at the height of the boundary line can be significantly See it. As the double windows all phase FFT spectrum of the low level of interference, which does not Using equation (23) and (25) and (28) of the calibration accuracy of the spectrum have a big impact, by the

Correction process in Figure 2 still traditional windowed FFT, and thus affect the accuracy of its calibration Are mainly caused by the traditional windowed FFT. Of course, the actual project experience is multi-frequency components of the sine sequence of real numbers, As the sine sequence consists of two conjugate linear combination of complex exponential sequence from, as long as Spectral interference, the same access to an accurate estimate of the sine wave spectrum. In addition, Noise is always inevitable, the need to experiment to study the noise spectrum estimation Impact. 5 experiments To verify the full performance phase phase correction method, the proposed method with the traditional Energy center of gravity method, the traditional method first phase (second phase method because accuracy Lower, not be considered) to compare the calibration results. Traditional methods are Hanning Window under the conditions, [4] gives the energy center of gravity for the Hanning window method Amplitude, phase correction formula, and also gives the first class for the Hanning window Phase method combined ratio method [4], amplitude, phase correction formula. Spectral analysis of the experimental points is taken as 1024 N, the noise contains a mixture of 5 Frequencies of the composite cosine signal x (n) spectral analysis and correction 4 0 () () 2 () cos (k k) k xn nAk n = = + + (31) Type (31) in the true value of each frequency k as shown in Table 1, line 2 (in The frequency resolution ); corresponding real amplitude A (k) as shown in Table 1, line 3, Corresponds to a phase k as shown in Table 1, line 4. (n) is zero mean, square Deviation of 1 Gaussian white noise, by changing the parameter ' ' value to adjust the noise amplitude Degrees, Assuming the signal energy Es, the noise energy En, then the signal to noise ratio SNR table Expressed as 1 2 0 2 2 ()

SNR 10 lg 10 lg M sk n Ak E E =

==

(32) Which were taken 0,0.5,2 when the value of , A (k) to take 1 full-value, on behalf of theInto (32) can be calculated the SNR value + , 15.05dB and 3.01dB, Gradually increasing the noise situation. Repeat obtained by averaging 20 experiments in Table 1 Experimental data, the following conclusions: (1) the frequency where many frequency-intensive applications (k = 1, k = 2), all phase-phase Error correction method (referred to as Method 1) calibration accuracy of better than traditional Class 1 phase method (simple Said method 2) and the energy center of gravity method (referred to as method 3), no noise when the frequency error correction Is less than 0.0001 ; while Method 2 is about 0.004 ~ 0.005 ; Method 3 effect If the worst, the frequency estimation error is about 0.04 ~ 0.1 , and can not achieve the phase Correction. This is due to frequency-intensive applications, full-spectrum analysis of the spectral-phase interference Extent than the traditional FFT spectral analysis of reason. (2) 3 kinds of methods, the method estimates the phase 1 has the highest accuracy without Noise during the non-noise-free frequency-intensive applications (k = 0,3,4) in the phase estimation error 10-7 degree level, degree-level method 2 at 10-4, 10-1 Method 3 degree level. In SNR = 15.05dB, 3 correction phase estimation accuracy has declined, Method 1, but still higher than the calibration accuracy of Method 2, the SNR = 3.01dB, the side Method 1 method 2 relative to the decline in the advantage of both performance quite. The method After 3 plus noise has become worse. (3) three methods of frequency estimation, frequency distribution for non-intensive applications (K = 0,3,4), Tier 1 and Tier 2 performance quite, no noise at the same place 10-7

Level, SNR = 15.05dB at the same level at 10-4 , SNR = 3.01dB at the same At 10-2 level. And Method 3 are worse than these two methods, with the noise increased, The disadvantage has been reduced. (4) a variety of additional noise, the amplitude of three methods of estimation accuracy quite. But the total Calculated considering the complexity of the method 1 dominant, because equation (28) is calculated simply Single, and does not depend on the window function. [4] gives the amplitude calibration method 2 public Type only for the Hanning window, and the amplitude correction formula method 3 with energy recovery The constant Kt (plus hanning window is 8 / 3). 6 Conclusion This paper presents a new combination of all phase FFT and FFT spectrum analysis of traditional Spectrum correction method, the phase difference between the value of the main lines can be corrected in the frequency Rate, from the main line at the traditional power spectrum and amplitude spectrum of the phase ratio of the whole school can Is the amplitude, and direct access to the main line on the full value of the phase spectrum without phase correction The initial phase can be obtained, strictly theoretical derivation of the correction mechanism, the simulation experiment This method proved suitable interval of two intensive frequency distribution of frequency resolution Occasions, the phase estimation accuracy is very high, the frequency and amplitude estimation and the traditional first Phase method performs as well, so there is a high value.