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It
We
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then the effective duration cannot be less than about 1/W and
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From
In
quency is |S(jw)|2, since s(t) and S(jw) are related through Fourier
relation, there is a relation between the densities also.
The
a single variable.
It
Further,
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conversely.
That
frequency domains.
Some Results for Proving Uncertainty Principle
1d
1d
s(t) =
(A(t)ej(t))
j dt
j dt
1
d
d
= (A(t) ej(t) + ej(t) A(t))
j
dt
dt
1
A (t)
= (A(t)ej(t)( (t) j
)
A(t)
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1d
A (t)
< >= =
.|S(j)|2d =
< n >=
s(t).(
n .|S(j)|2d =
s(t).(
1d n
) s(t)dt
j dt
Proof :
< >= =
.|S(j)|2d
S(j) =
1d
)s(t)dt
j dt
Z
t
s(t).ejtdt
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S (j) =
s(t).ejtdt
< >=
< >=
s(t).ejtdt).(
s(t).ejt dt )d
Z Z Z
j(tt )
e
= ej(tt ).j
t
< >=
Z Z Z
s(t)
1 j(tt)
e
).s(t).dtdtd
j t
Z
ej(tt )d = (t t )
1
< >=
j
1
< >=
j
s(t)
(t t )s(t).dtdt
t
s(t) (
t
Z Z
Z
1
< >=
j
Z
t
d
s (t) s(t)dt
dt
< >=
Z
t
s(t)(
1d
s(t))dt
j dt
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< 2 >=
2 .|S(j)| d
2(
< 2 >=
s (t).ejtdt).
s(t).ejt dt)d
Z Z Z
j(tt )
e
= ej(tt ).j
t
2
j(tt)
=
( e
)
2t t t
(jej(tt ))
t
= j(je
2 2 j(tt )
=j e
n n
j(tt )
=j e
< >=
Z Z Z
< 2 >=
Z Z
t
< >=
< 2 >=
Z
t
2
) 2
t
n
tn
1 2 j(tt)
).s(t).dtdtd
s (t)( 2 2 e
j t
1 2
s (t)( 2 2
j t
ej(tt )d).s(t).dtdt
Z Z
t
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j(tt )
1 2
s (t)( 2 2 (t t )).s(t).dtdt
j t
1 2
s (t)( 2 2
j t
Z
t
s(t).(t t )).dtdt
< >=
1 d2
s (t)( 2 2 (s(t))dt
j dt
< >=
1 dn
s (t)( n n (s(t))dt
j dt
Further,
< 2 >=
2 .|S(j)| d
< 2 >=
s(t)((
1d 2
) (s(t))dt
j dt
< 2 >=
s(t)(
d 2
) (s(t))dt
dt
1
s(t) =
2
S(j)ejt d
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S(j)jejt d
j
d
s(t) =
dt
2
S(j)ejt d
d2
d
d
s(t)
=
s(t)
s(t)s(t)
dt2
dt
dt
j2
d2
s(t) =
dt2
2
d
j
s(t) =
dt
2
d
j
| s(t) |=|
dt
2
w2.S(jw).ejwt dw
w
w.S(jw).ejwt dw
w
w.S(jw).ejwt dw |
w
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d
1
s(t) =
dt
2
j
d
| s(t) |2= (
dt
2
d
j
| s(t) |2= (
dt
2
w.S(jw).ejwt dw |2
w
j
w.S(jw).ejwt dw |)(
2
w
j
S(jw).ejwtdw |)(
2
w
w.S(jw).ejwt dw)
w2.S(jw).ejwt dw)
d2
d
2
< w2 >=
w2. | S(jw) |2 dw =
w
s(t)(
t
d2
< w >= s (t). 2 .s(t)dt
dt
t
2
1d 2
) s(t)dt
j dt
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d
j
| s(t) |2=|
dt
2
d
s(t) |2 dt
dt
< w2 >=
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< w2 >=
| s (t) |2 dt
Uncertainty Principle:
Te Be 1/2
Proof:
Be = w2 =
w2|S(jw)|2 dw =
w
Te2 = t2 =
|s(t)|2dt
t
t2|s(t)|2dt
t
and therefore,
Te2Be2 = t2w2 =
|ts(t)|2dt
t
|s (t)|2dt
Taking f = ts
|f (x)|2dx
|g(x)|2dx |f (x)g(x)dx|2
and g = s gives
t2w2
Let,
|ts(t)s(t)dt|2
t
This
further simplifies to
ts(t).s(t) =
1d 2 1 2
A A + jt (t)
2 dt
2
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From
The
ized.
The
third term
t(t)dt = Covtw ,
Therefore,
t2w2
|ts(t).s(t)dt|2
= | 1/2 + jCovtw |2
2
= (1/2)2 + Covtw
2
= 1/4(1 + 4Covtw
)
q
2 )
t w 1/2( 1 + 4Covtw
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The
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At
i.e.
TeBe 1/2
STFT
signals.
Basic Idea of STFT:
Suppose
do we handle this?
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Breakup
varying in time.
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Breakup
and the spectra of such short duration signals have very little
to do with the properties of the original signal.
This
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Can
Thus
it does not.
It
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available in the sense that it does not always give us the clearest
possible picture of what is going on.
Hence
The STFT:
Given s(t)
The
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It
Since
time
h(t)
windowed signal
t
st ( )
St (w) =
st ( )ejw d
s( )h(t )ejw d
St (w)
is termed as STFT.
The
s( )h(t )ejw d |2
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where,
For
The
DR.
s( )h(t )
| s( )h(t ) |2 d
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Such
| t ( ) |2 d = 1
STFT of
t ( )
is given by
Ft (jw) =
We
t ( ).ejw d.
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This
R
| s( )h( t) |2 d
< >t= R
| s( )h( t) |2 d
Duration:
Tt2 =
Tt2
Mean Frequency:
( < >t)2. | t( ) |2 d
< w >t =
Bandwidth:
| t ( ) |2 d
w | Ft(jw) |2 dw
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< >t =
Tt2 =
Let < >t= 0
( < >t )2 | t ( ) |2 d
then,
Tt2 =
2 | t( ) | d
then,
Bt2 =
Bt2 =
w2 | Ft(jw) | dw
| t ( ) |2 d
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Bt2 =
Let, f = t
| f (x) |2 dx
&
g = t
Tt2Bt2
Substituting
| t( ) | d.
| g(x) |2 dx
It
| t ( ) |2 d
f (x)g(x)dx |2
t( )t ( )d |2
This
1
2
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Tt2Bt2 =
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It