Generalized spectrogram

<h2 id="definition">Definition</h2>
<p>The definition of the spectrogram relies on the Gabor transform (also called short-time Fourier transform, for short STFT), whose idea is to localize a signal <i>f</i> in time by multiplying it with translations of a window function 
  
    
      
        w
        (
        t
        )
      
    
    {\displaystyle w(t)}
  
.
</p><p>The definition of spectrogram is
</p>

S
        
          
            P
            
              x
              ,
              w
            
          
        
        (
        t
        ,
        f
        )
        =
        
          
            G
            
              x
              ,
              w
            
          
        
        (
        t
        ,
        f
        )
        
          G
          
            
              
              
                x
                ,
                w
              
            
          
          
            ∗
          
        
        (
        t
        ,
        f
        )
        =
        
          |
        
        
          
            G
            
              x
              ,
              w
            
          
        
        (
        t
        ,
        f
        )
        
          
            |
          
          
            2
          
        
      
    
    {\displaystyle S{P_{x,w}}(t,f)={G_{x,w}}(t,f)G_{_{x,w}}^{*}(t,f)=|{G_{x,w}}(t,f)|^{2}}
  
,
<p>where 
  
    
      
        
          
            G
            
              x
              ,
              
                
                  w
                  
                    1
                  
                
              
            
          
        
      
    
    {\displaystyle {G_{x,{w_{1}}}}}
  
 denotes the <a href="/facts/Gabor_transform/dbbHrA1l">Gabor Transform</a> of 
  
    
      
        x
        (
        t
        )
      
    
    {\displaystyle x(t)}
  
.
</p><p>Based on the spectrogram, the generalized spectrogram is defined as:
</p>

S
        
          
            P
            
              x
              ,
              
                
                  w
                  
                    1
                  
                
              
              ,
              
                
                  w
                  
                    2
                  
                
              
            
          
        
        (
        t
        ,
        f
        )
        =
        
          
            G
            
              x
              ,
              
                
                  w
                  
                    1
                  
                
              
            
          
        
        (
        t
        ,
        f
        )
        
          G
          
            
              
              
                x
                ,
                
                  
                    w
                    
                      2
                    
                  
                
              
            
          
          
            ∗
          
        
        (
        t
        ,
        f
        )
      
    
    {\displaystyle S{P_{x,{w_{1}},{w_{2}}}}(t,f)={G_{x,{w_{1}}}}(t,f)G_{_{x,{w_{2}}}}^{*}(t,f)}
  
,
<p>where:
</p>

G
            
              x
              ,
              
                
                  w
                  
                    1
                  
                
              
            
          
        
        
          (
          
            t
            ,
            f
          
          )
        
        =
        
          ∫
          
            −
            ∞
          
          
            ∞
          
        
        
          
            
              w
              
                1
              
            
          
          
            (
            
              t
              −
              τ
            
            )
          
          x
          
            (
            τ
            )
          
          
          
            
              e
              
                −
                j
                2
                π
                
                f
                
                τ
              
            
          
          d
          τ
        
      
    
    {\displaystyle {G_{x,{w_{1}}}}\left({t,f}\right)=\int _{-\infty }^{\infty }{{w_{1}}\left({t-\tau }\right)x\left(\tau \right)\,{e^{-j2\pi \,f\,\tau }}d\tau }}

G
            
              x
              ,
              
                
                  w
                  
                    2
                  
                
              
            
          
        
        
          (
          
            t
            ,
            f
          
          )
        
        =
        
          ∫
          
            −
            ∞
          
          
            ∞
          
        
        
          
            
              w
              
                2
              
            
          
          
            (
            
              t
              −
              τ
            
            )
          
          x
          
            (
            τ
            )
          
          
          
            
              e
              
                −
                j
                2
                π
                
                f
                
                τ
              
            
          
          d
          τ
        
      
    
    {\displaystyle {G_{x,{w_{2}}}}\left({t,f}\right)=\int _{-\infty }^{\infty }{{w_{2}}\left({t-\tau }\right)x\left(\tau \right)\,{e^{-j2\pi \,f\,\tau }}d\tau }}

<p>For 
  
    
      
        
          w
          
            1
          
        
        (
        t
        )
        =
        
          w
          
            2
          
        
        (
        t
        )
        =
        w
        (
        t
        )
      
    
    {\displaystyle w_{1}(t)=w_{2}(t)=w(t)}
  
, it reduces to the classical spectrogram:
</p>

S
        
          
            P
            
              x
              ,
              w
            
          
        
        (
        t
        ,
        f
        )
        =
        
          
            G
            
              x
              ,
              w
            
          
        
        (
        t
        ,
        f
        )
        
          G
          
            
              
              
                x
                ,
                w
              
            
          
          
            ∗
          
        
        (
        t
        ,
        f
        )
        =
        
          |
        
        
          
            G
            
              x
              ,
              w
            
          
        
        (
        t
        ,
        f
        )
        
          
            |
          
          
            2
          
        
      
    
    {\displaystyle S{P_{x,w}}(t,f)={G_{x,w}}(t,f)G_{_{x,w}}^{*}(t,f)=|{G_{x,w}}(t,f)|^{2}}

<p>The feature of Generalized spectrogram is that the window sizes of 
  
    
      
        
          w
          
            1
          
        
        (
        t
        )
      
    
    {\displaystyle w_{1}(t)}
  
 and 
  
    
      
        
          w
          
            2
          
        
        (
        t
        )
      
    
    {\displaystyle w_{2}(t)}
  
 are different. Since the time-frequency resolution will be affected by the window size, if one choose a wide 
  
    
      
        
          w
          
            1
          
        
        (
        t
        )
      
    
    {\displaystyle w_{1}(t)}
  
 and a narrow 
  
    
      
        
          w
          
            1
          
        
        (
        t
        )
      
    
    {\displaystyle w_{1}(t)}
  
 (or the opposite), the resolutions of them will be high in different part of spectrogram. After the multiplication of these two Gabor transform, the resolutions of both time and frequency axis will be enhanced.
</p>
<h2 id="properties">Properties</h2>
Relation with <a href="/facts/Wigner_distribution_function/l5lUlUDV">Wigner Distribution</a>

S
              P
            
          
          
            
              w
              
                1
              
            
            ,
            
              w
              
                2
              
            
          
        
        (
        t
        ,
        f
        )
        (
        x
        ,
        w
        )
        =
        W
        i
        g
        (
        
          w
          
            1
          
          ′
        
        ,
        
          w
          
            2
          
          ′
        
        )
        ∗
        W
        i
        g
        (
        t
        ,
        f
        )
        (
        x
        ,
        w
        )
        ,
      
    
    {\displaystyle {\mathcal {SP}}_{w_{1},w_{2}}(t,f)(x,w)=Wig(w_{1}',w_{2}')*Wig(t,f)(x,w),}

where 
  
    
      
        
          w
          
            1
          
          ′
        
        (
        s
        )
        :=
        
          w
          
            1
          
        
        (
        −
        s
        )
        ,
        
          w
          
            2
          
          ′
        
        (
        s
        )
        :=
        
          w
          
            2
          
        
        (
        −
        s
        )
      
    
    {\displaystyle w_{1}'(s):=w_{1}(-s),w_{2}'(s):=w_{2}(-s)}

Time marginal condition
The generalized spectrogram 
  
    
      
        
          
            
              S
              P
            
          
          
            
              w
              
                1
              
            
            ,
            
              w
              
                2
              
            
          
        
        (
        t
        ,
        f
        )
        (
        x
        ,
        w
        )
      
    
    {\displaystyle {\mathcal {SP}}_{w_{1},w_{2}}(t,f)(x,w)}
  
 satisfies the time marginal condition if and only if 
  
    
      
        
          w
          
            1
          
        
        
          w
          
            2
          
          ′
        
        =
        δ
      
    
    {\displaystyle w_{1}w_{2}'=\delta }
  
,
where 
  
    
      
        δ
      
    
    {\displaystyle \delta }
  
 denotes the <a href="/facts/Dirac_delta_function/V8PjRP8T">Dirac delta function</a>
Frequency marginal condition
The generalized spectrogram 
  
    
      
        
          
            
              S
              P
            
          
          
            
              w
              
                1
              
            
            ,
            
              w
              
                2
              
            
          
        
        (
        t
        ,
        f
        )
        (
        x
        ,
        w
        )
      
    
    {\displaystyle {\mathcal {SP}}_{w_{1},w_{2}}(t,f)(x,w)}
  
 satisfies the frequency marginal condition if and only if 
  
    
      
        
          w
          
            1
          
        
        
          w
          
            2
          
          ′
        
        =
        δ
      
    
    {\displaystyle w_{1}w_{2}'=\delta }
  
,
where 
  
    
      
        δ
      
    
    {\displaystyle \delta }
  
 denotes the <a href="/facts/Dirac_delta_function/V8PjRP8T">Dirac delta function</a>
Conservation of energy
The generalized spectrogram 
  
    
      
        
          
            
              S
              P
            
          
          
            
              w
              
                1
              
            
            ,
            
              w
              
                2
              
            
          
        
        (
        t
        ,
        f
        )
        (
        x
        ,
        w
        )
      
    
    {\displaystyle {\mathcal {SP}}_{w_{1},w_{2}}(t,f)(x,w)}
  
 satisfies the conservation of energy if and only if 
  
    
      
        (
        
          w
          
            1
          
        
        ,
        
          w
          
            2
          
        
        )
        =
        1
      
    
    {\displaystyle (w_{1},w_{2})=1}
  
.
Reality analysis
The generalized spectrogram 
  
    
      
        
          
            
              S
              P
            
          
          
            
              w
              
                1
              
            
            ,
            
              w
              
                2
              
            
          
        
        (
        t
        ,
        f
        )
        (
        x
        ,
        w
        )
      
    
    {\displaystyle {\mathcal {SP}}_{w_{1},w_{2}}(t,f)(x,w)}
  
 is real if and only if 
  
    
      
        
          w
          
            1
          
        
        =
        C
        
          w
          
            2
          
        
      
    
    {\displaystyle w_{1}=Cw_{2}}
  
 for some 
  
    
      
        C
        ∈
        
          R
        
      
    
    {\displaystyle C\in \mathbb {R} }
  
.

<ul><li><a href="http://djj.ee.ntu.edu.tw/TFW.htm">Class notes of Time frequency analysis and wavelet transform --  from Prof. Jian-Jiun Ding's course website </a></li>
<li>P. Boggiatto, G. De Donno, and A. Oliaro, “<a href="https://scholar.google.com.tw/scholar_url?url=http://nozdr.ru/data/media/biblioteka/kolxo3/M_Mathematics/MC_Calculus/MCf_Functional%2520analysis/Schulze%2520B.W.,%2520Wong%2520M.W.%2520(eds.)%2520Pseudo-differential%2520operators..%2520Complex%2520analysis%2520and%2520partial%2520differential%2520equations%2520(Birkhauser,%25202010)(ISBN%25203034601972)(O)(294s)_MCf_.pdf%23page%3D254&hl=zh-TW&sa=X&scisig=AAGBfm3k6US20Q9vL3As15cbbJLAFBdsDA&nossl=1&oi=scholarr&ei=gKW8VLroC5Ht8gWvr4DICw&ved=0CBoQgAMoADAA">Two window spectrogram and their integrals</a>," Advances and Applications, vol. 205, pp. 251–268, 2009.</li></ul>

Generalized spectrogram open-in-new

Generalized spectrogram