Instantaneous frequency
Another way to describe a signal simultaneously in time and in frequency
is to consider its
instantaneous frequency. In order to introduce such a
function, we must define first the concept of
analytic signal.
For any real valued signal
, we associate a complex valued signal
defined as
where

is the
Hilbert transform of

(

can be obtained
using the M-file
hilbert.m of the Signal Processing
Toolbox).

is called the analytic signal associated to

. This
definition has a simple interpretation in the frequency domain since

is a single-sided Fourier transform where the negative frequency values
have been removed, the strictly positive ones have been doubled, and the DC
component is kept unchanged :
(

is the Fourier transform of

, and

the Fourier transform of

). Thus, the analytic signal can be obtained from the real signal by
forcing to zero its spectrum for the negative frequencies, which do not
alter the information content since for a real signal,

.
From this signal, it is then possible to define in a unique way the
concepts of instantaneous amplitude and instantaneous frequency by :
An estimation of the instantaneous frequency is given by the M-file
instfreq.m of the Time-Frequency
toolbox :
Example (see fig. 2.3)
>> sig=fmlin(256); t=(3:256);
>> ifr=instfreq(sig); plotifl(t,ifr);
Figure 2.3:
Estimation of the instantaneous frequency of a
linear chirp
 |
As we can see from this plot, the instantaneous frequency shows with
success the evolution with time of the frequency content of this signal.
Eric Chassande-Mottin
2005-10-26