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S transform
View on WikipediaS transform as a time–frequency distribution was developed in 1994 for analyzing geophysics data.[1][2] In this way, the S transform is a generalization of the short-time Fourier transform (STFT), extending the continuous wavelet transform and overcoming some of its disadvantages. For one, modulation sinusoids are fixed with respect to the time axis; this localizes the scalable Gaussian window dilations and translations in S transform. Moreover, the S transform doesn't have a cross-term problem and yields a better signal clarity than Gabor transform. However, the S transform has its own disadvantages: the clarity is worse than Wigner distribution function and Cohen's class distribution function.[citation needed]
A fast S transform algorithm was invented in 2010.[3][4] It reduces the computational complexity from O[N2·log(N)] to O[N·log(N)] and makes the transform one-to-one, where the transform has the same number of points as the source signal or image, compared to storage complexity of N2 for the original formulation.[4][5] An implementation is available to the research community under an open source license.[6][7]
A general formulation of the S transform[4] makes clear the relationship to other time frequency transforms such as the Fourier, short time Fourier, and wavelet transforms.[4]
Definition
[edit]There are several ways to represent the idea of the S transform. In here, S transform is derived as the phase correction of the continuous wavelet transform with window being the Gaussian function.
- S-Transform
- Inverse S-Transform
Modified form
[edit]- Spectrum Form
The above definition implies that the s-transform function can be expressed as the convolution of and .
Applying the Fourier transform to both and gives
- .
- Discrete-time S-transform
From the spectrum form of S-transform, we can derive the discrete-time S-transform.
Let , where is the sampling interval and is the sampling frequency.
The Discrete time S-transform can then be expressed as:
Implementation of discrete-time S-transform
[edit]Below is the Pseudo code of the implementation.
Step1.Compute
loop over m (voices) Step2.Compute for
Step3.Move to
Step4.Multiply Step2 and Step3
Step5.IDFT(). Repeat.}
Comparison with other time–frequency analysis tools
[edit]Comparison with Gabor transform
[edit]The only difference between the Gabor transform (GT) and the S transform is the window size. For GT, the windows size is a Gaussian function , meanwhile, the window function for S-Transform is a function of f. With a window function proportional to frequency, S Transform performs well in frequency domain analysis when the input frequency is low. When the input frequency is high, S-Transform has a better clarity in the time domain. As table below.
| Input Frequency | Clarity in time domain | Clarity in frequency domain |
|---|---|---|
| Low-frequency | Bad | Good |
| High-frequency | Good | Bad |
This kind of property makes S-Transform a powerful tool to analyze sound because human is sensitive to low frequency part in a sound signal.
Comparison with Wigner transform
[edit]The main problem with the Wigner Transform is the cross term, which stems from the auto-correlation function in the Wigner Transform function. This cross term may cause noise and distortions in signal analyses. S-transform analyses avoid this issue.
Comparison with the short-time Fourier transform
[edit]We can compare the S transform and short-time Fourier transform (STFT).[2][8] First, a high frequency signal, a low frequency signal, and a high frequency burst signal are used in the experiment to compare the performance. The S transform characteristic of frequency dependent resolution allows the detection of the high frequency burst. On the other hand, as the STFT consists of a constant window width, it leads to the result having poorer definition. In the second experiment, two more high frequency bursts are added to crossed chirps. In the result, all four frequencies were detected by the S transform. On the other hand, the two high frequencies bursts are not detected by STFT. The high frequencies bursts cross term caused STFT to have a single frequency at lower frequency.
Applications
[edit]- Signal filterings[9]
- Magnetic resonance imaging (MRI)[10]
- Power system disturbance recognition
- S transform has been proven to be able to identify a few types of disturbances, like voltage sag, voltage swell, momentary interruption, and oscillatory transients.[11]
- S transform also be applied for other types of disturbances such as notches, harmonics with sag and swells etc.
- S transform generates contours which are suitable for simple visual inspection. However, wavelet transform requires specific tools like standard multiresolution analysis.
- Geophysical signal analysis
See also
[edit]References
[edit]- ^ Stockwell, RG; Mansinha, L; Lowe, RP (1996). "Localization of the complex spectrum: the S transform". IEEE Transactions on Signal Processing. 44 (4): 998–1001. Bibcode:1996ITSP...44..998S. CiteSeerX 10.1.1.462.1500. doi:10.1109/78.492555. S2CID 30202517.
- ^ a b Stockwell, RG (1999). S-transform analysis of gravity wave activity from a small scale network of airglow imagers. PhD thesis, University of Western Ontario, London, Ontario, Canada.
- ^ Brown, RA; Frayne, R (2008). "A fast discrete S-transform for biomedical signal processing". 2008 30th Annual International Conference of the IEEE Engineering in Medicine and Biology Society. Vol. 2008. pp. 2586–9. doi:10.1109/IEMBS.2008.4649729. ISBN 978-1-4244-1814-5. PMID 19163232. S2CID 29974786.
- ^ a b c d Brown, Robert A.; Lauzon, M. Louis; Frayne, Richard (January 2010). "A General Description of Linear Time-Frequency Transforms and Formulation of a Fast, Invertible Transform That Samples the Continuous S-Transform Spectrum Nonredundantly". IEEE Transactions on Signal Processing. 58 (1): 281–290. Bibcode:2010ITSP...58..281B. doi:10.1109/tsp.2009.2028972. ISSN 1053-587X. S2CID 16074001.
- ^ Kelly Sansom, "Fast S Transform", University of Calgary, https://www.ucalgary.ca/news/utoday/may31-2011/computing
- ^ "Fast S-Transform download | SourceForge.net". 13 August 2018.
- ^ Brown, Robert (2024-12-01), robb-brown/GFT, retrieved 2024-12-10
- ^ E. Sejdić, I. Djurović, J. Jiang, "Time-frequency feature representation using energy concentration: An overview of recent advances," Digital Signal Processing, vol. 19, no. 1, pp. 153-183, January 2009.
- ^ Ditommaso, Rocco; Mucciarelli, Marco; Ponzo, Felice Carlo (2012). "Analysis of non-stationary structural systems by using a band-variable filter" (PDF). Bulletin of Earthquake Engineering. 10 (3): 895–911. Bibcode:2012BuEE...10..895D. doi:10.1007/s10518-012-9338-y.. See also MATLAB file
- ^ Hongmei Zhu, and J. Ross Mitchell, "The S Transform in Medical Imaging," University of Calgary Seaman Family MR Research Centre Foothills Medical Centre, Canada.
- ^ Ray, Prakash K.; Mohanty, Soumya R.; Kishor, Nand; Dubey, Harish C. (2010). "Coherency determination in grid-connected distributed generation based hybrid system under islanding scenarios". 2010 IEEE International Conference on Power and Energy. pp. 85–88. doi:10.1109/PECON.2010.5697562. ISBN 978-1-4244-8947-3.
Further reading
[edit]- Rocco Ditommaso, Felice Carlo Ponzo, Gianluca Auletta (2015). Damage detection on framed structures: modal curvature evaluation using Stockwell Transform under seismic excitation. Earthquake Engineering and Engineering Vibration. June 2015, Volume 14, Issue 2, pp 265–274.
- Rocco Ditommaso, Marco Mucciarelli, Felice C. Ponzo (2010). S-Transform based filter applied to the analysis of non-linear dynamic behaviour of soil and buildings. 14th European Conference on Earthquake Engineering. Proceedings Volume. Ohrid, Republic of Macedonia. August 30 – September 3, 2010. (downloadable from http://roccoditommaso.xoom.it)
- M. Mucciarelli, M. Bianca, R. Ditommaso, M.R. Gallipoli, A. Masi, C Milkereit, S. Parolai, M. Picozzi, M. Vona (2011). FAR FIELD DAMAGE ON RC BUILDINGS: THE CASE STUDY OF NAVELLI DURING THE L’AQUILA (ITALY) SEISMIC SEQUENCE, 2009. Bulletin of Earthquake Engineering. doi:10.1007/s10518-010-9201-y.
- J. J. Ding, "Time-frequency analysis and wavelet transform course note," the Department of Electrical Engineering, National Taiwan University (NTU), Taipei, Taiwan, 2007.
- Jaya Bharata Reddy, Dusmanta Kumar Mohanta, and B. M. Karan, "Power system disturbance recognition using wavelet and s-transform techniques," Birla institute of Technology, Mesra, Ranchi-835215, 2004.
- B. Boashash, "Notes on the use of the wigner distribution for time frequency signal analysis", IEEE Trans. on Acoust. Speech. and Signal Processing, vol. 26, no. 9, 1987
- R. N. Bracewell, The Fourier Transform and Its Applications, McGraw Hill Book Company, New York, 1978
- E. O. Brigham, The Fast Fourier Transform, Prentice-Hall Inc., Englewood Cliffs, New Jersey, 1974
- Cohen, L. (1989). "Time-frequency distributions—A review". Proc. IEEE. 77 (7): 941–981. CiteSeerX 10.1.1.1026.2853. doi:10.1109/5.30749.
- I. Daubechies, "The wavelet transform, time-frequency localization and signal analysis", IEEE Trans. on Information Theory, vol. 36, no. 5, Sept. 1990
- Farge, M. (1992). "Wavelet transforms and their application to turbulence". Annual Review of Fluid Mechanics. 24: 395–457. doi:10.1146/annurev.fluid.24.1.395.
- D. Gabor, "Theory of communication", J. Inst. Elect. Eng., vol. 93, no. 3, pp. 429–457, 1946
- Goupillaud, P.; Grossmann, A.; Morlet, J. (1984). "Cycle-octave and related transforms in seismic analysis". Geoexploration. 23: 85–102. doi:10.1016/0016-7142(84)90025-5.
- F. Hlawatsch and G. F. Boudreuax-Bartels, 1992 "Linear and quadratic timefrequency signal representations", IEEE Signal Processing Magazine, pp. 21–67
- Rioul, O.; Vetterli, M. (1991). "Wavelets and signal processing" (PDF). IEEE Signal Processing Magazine. 8 (4): 14–38. Bibcode:1991ISPM....8...14R. doi:10.1109/79.91217. S2CID 13266737.
- R. K. Young, Wavelet Theory and its Applications, Kluwer Academic Publishers, Dordrecht,1993
S transform
View on Grokipediawhere denotes time, is frequency, and the Gaussian window's standard deviation scales inversely with frequency for enhanced low-frequency time resolution and high-frequency frequency resolution. The transform is fully invertible, with the Fourier spectrum recoverable as , and the original signal via inverse Fourier transform, ensuring perfect reconstruction without information loss. Unlike bilinear time-frequency representations such as the Wigner distribution, it avoids cross-term artifacts and handles additive noise linearly. Key advantages include its ability to extract local spectral phase directly tied to the global Fourier spectrum, making it ideal for phase-sensitive applications, and computational efficiency in discrete implementations using the fast Fourier transform (FFT). The discrete S-transform for a sampled signal of length is computed as , where is the DFT of the signal, is the time index, and is the frequency index, enabling rapid processing. Variants such as the generalized S-transform (with adjustable window parameters for optimized resolution), modified S-transform (linear frequency scaling of window width), and discrete orthonormal Stockwell transform (DOST, using orthogonal bases for sparsity and faster computation) extend its utility. Notable applications span seismology for event detection in non-stationary seismic data, where it was originally developed, to power quality analysis for identifying voltage sags, swells, transients, and harmonics with over 92% accuracy even in noisy conditions (20 dB SNR). In electrical engineering, it excels at time-varying harmonic detection and inrush current identification, outperforming STFT and WT in resolution for low-frequency events like 6 Hz disturbances. Biomedical signal processing, such as EEG analysis for epileptic seizure localization, and general non-stationary signal denoising further highlight its versatility.
Fundamentals
Definition
The S transform was introduced by R. G. Stockwell, L. Mansinha, and R. P. Lowe in 1996 as a hybrid time-frequency analysis method, originally developed for geophysical signal processing to localize complex spectral components with frequency-dependent resolution.[1] It extends the continuous wavelet transform (CWT) by incorporating a scalable Gaussian window and phase correction, while drawing from the short-time Fourier transform (STFT) to ensure an absolute phase reference relative to the global Fourier spectrum. The continuous S transform of a time series is mathematically defined as where represents time, is frequency, and the Gaussian window function has a standard deviation of , resulting in a window width that scales inversely with frequency magnitude.[1] This frequency-dependent scaling provides enhanced time localization at higher frequencies through narrower windows, while broader windows at lower frequencies improve frequency resolution. The derivation begins with the CWT using a Gaussian mother wavelet , dilated by a scale parameter to form , but adjusted for phase. To achieve an absolute phase reference, the dilated wavelet is multiplied by , yielding the S transform kernel , which ensures the local spectrum aligns directly with the Fourier transform.[1] A distinctive property of the S transform is its direct connection to the Fourier spectrum, expressed as , where denotes the Fourier transform of .[1] Additionally, the transform is fully invertible, recovering the original signal via preserving all information from the time series without loss.[1]Properties
The S-transform exhibits frequency-dependent resolution due to its scalable Gaussian window, which narrows at high frequencies to enhance time localization and widens at low frequencies to improve frequency resolution, addressing the inherent trade-off limitations of fixed-window methods like the short-time Fourier transform. This variable window width enables superior detection of transient events across the spectrum, as demonstrated in applications to geophysical signals where high-frequency bursts are resolved with precision not achievable by constant-width alternatives. A defining feature of the S-transform is its preservation of absolute phase information, directly referenced to the underlying Fourier transform, allowing the representation to function as a frequency-modulated local Fourier spectrum. This phase fidelity provides supplementary insights into signal characteristics, such as oscillatory behavior, by maintaining a consistent temporal origin across frequencies, unlike phase conventions in wavelet-based methods. The S-transform is fully invertible, permitting exact reconstruction of the original signal from its time-frequency representation without information loss, as established by first computing the Fourier transform via and then .[1] This invertibility ensures a one-to-one correspondence between the time-domain signal and its S-transform, eliminating redundancy in the representation and supporting lossless analysis workflows. Furthermore, the S-transform satisfies a Parseval's theorem adapted to its normalization, conserving signal energy across domains via its relation to the Fourier transform. For the standard Gaussian window with integral normalization, the energy preservation follows from the unitarity of the Fourier transform and the marginal property.[2]Discrete Formulation
Continuous to Discrete Transition
The adaptation of the continuous S-transform to discrete signals involves discretizing both the time and frequency variables while preserving the transform's time-frequency localization properties. This transition assumes a finite-length discrete time series , where , is the uniform sampling interval in time, and is the number of samples. The corresponding frequency sampling is defined as , ensuring the frequency resolution aligns with the Nyquist limit and the periodicity of the discrete Fourier transform (DFT).[3] The discrete S-transform is formulated in the frequency domain for computational efficiency, leveraging the DFT of the input signal. Let denote the DFT of . The discrete S-transform for time index and frequency index (with handled separately as the DC component) is given by where the indices are taken modulo to enforce periodicity, and the Gaussian term provides the frequency-dependent windowing centered at frequency . This equation arises from the continuous frequency-domain representation by replacing integrals with sums and applying the shift in frequency via the convolution theorem.[3][4] To compute the discrete S-transform, first obtain the DFT of using the fast Fourier transform (FFT) algorithm, which has complexity. For each frequency bin , shift the spectrum by positions to center the Gaussian modulation at that frequency, multiply by the corresponding Gaussian envelope, and then apply the inverse DFT (via IFFT) to obtain the time-localized values across all . This voice-by-voice processing yields the full time-frequency matrix, with the Gaussian width inversely proportional to to maintain the multiresolution character of the continuous transform. The overall redundancy is , as there are voices for time points.[3] Finite signal lengths introduce boundary effects in the DFT-based computation, which assumes the signal is periodic. To mitigate edge distortions, periodic extension is inherently used through the modulo indexing in the summation, ensuring seamless wrapping at the boundaries. Alternatively, zero-padding the original signal to length (e.g., ) before DFT computation can reduce spectral leakage and improve localization near the edges, though it increases the transform size without altering the core formulation. These handling methods preserve invertibility, allowing exact recovery of via averaging over frequencies.[3]Implementation Algorithms
The standard algorithm for computing the discrete S-transform of a signal with samples involves leveraging the fast Fourier transform (FFT) to achieve efficiency, as direct time-domain convolution would be prohibitively slow. This approach exploits the convolution theorem by performing operations in the frequency domain, where the Gaussian windowing is realized through multiplication after an appropriate spectral shift. The process begins by computing the discrete Fourier transform (DFT) of the input signal and then, for each non-zero frequency index, applies a frequency-dependent Gaussian multiplier before applying the inverse DFT (IDFT) to obtain the time-frequency representation. The pseudo-code for the standard implementation is as follows:1. Compute the DFT: X[k] = ∑_{n=0}^{N-1} x[n] exp(-i 2π k n / N) for k = 0 to N-1
2. For each frequency m = 1 to N-1:
a. Compute the Gaussian window in the time domain: g[p] = exp(-2π² (p)^2 / m^2) for p = -(N/2) to (N/2)-1 (using circular indexing for periodicity)
b. Circularly shift the DFT by m positions: consider X[(p + m) mod N]
c. Multiply the shifted spectrum element-wise: temp[p] = X[(p + m) mod N] * g[p]
d. Compute the IDFT: S[j, m] = (1/N) ∑_{p=0}^{N-1} temp[p] exp(i 2π p j / N) for j = 0 to N-1
3. Output the S-transform matrix S[j, m]
1. Compute the DFT: X[k] = ∑_{n=0}^{N-1} x[n] exp(-i 2π k n / N) for k = 0 to N-1
2. For each frequency m = 1 to N-1:
a. Compute the Gaussian window in the time domain: g[p] = exp(-2π² (p)^2 / m^2) for p = -(N/2) to (N/2)-1 (using circular indexing for periodicity)
b. Circularly shift the DFT by m positions: consider X[(p + m) mod N]
c. Multiply the shifted spectrum element-wise: temp[p] = X[(p + m) mod N] * g[p]
d. Compute the IDFT: S[j, m] = (1/N) ∑_{p=0}^{N-1} temp[p] exp(i 2π p j / N) for j = 0 to N-1
3. Output the S-transform matrix S[j, m]
fft and ifft) to achieve near-theoretical performance on modern hardware.[5]
To enhance efficiency, pre-compute the Gaussian windows for all frequencies in a lookup table where memory allows, avoiding redundant exponentiations during loops; additionally, employ optimized FFT libraries like FFTW or Intel MKL for the transforms, which can reduce constants by factors of 2-5 through parallelism and cache-friendly operations. For edge cases, the zero-frequency component () cannot capture time variations and is typically set to the signal's constant average value across all times , or zeroed out if DC analysis is irrelevant, ensuring invertibility and avoiding division-by-zero in window scaling.[5]
Variants
Modified S-Transform
The modified S-transform adjusts the standard Gaussian window to improve the time-frequency resolution trade-off, particularly for low frequencies where the standard 1/|f| scaling can lead to excessive time spreading. One common modification involves linearly scaling the window standard deviation with frequency, allowing a control parameter to balance resolution across the spectrum.[3] The mathematical formulation is where is an adjustable parameter controlling the window width (with recovering the standard S-transform). This linear scaling of the standard deviation enables better concentration of energy for specific applications, such as power quality analysis, by tuning to optimize for the signal's frequency content.[3] Advantages include enhanced low-frequency time resolution without severely degrading high-frequency frequency resolution, making it suitable for non-stationary signals with mixed frequency components. The discrete implementation follows similarly to the standard discrete S-transform, leveraging FFT for efficiency.Hyperbolic S-Transform
The hyperbolic S-transform was proposed by Pinnegar and Mansinha in 2003 as a variant of the standard S-transform to enhance resolution at low frequencies, where the original Gaussian window exhibits limitations in capturing fine details of non-stationary signals. This extension replaces the Gaussian window with a pseudo-Gaussian hyperbolic window, which provides a more balanced trade-off between time and frequency localization by maintaining a bounded extent that avoids the unbounded tails of the Gaussian at low frequencies.[6] The mathematical formulation of the hyperbolic S-transform for a continuous-time signal is given by where the hyperbolic window function is , modulated by the frequency-dependent scaling factor . Approximate discrete forms can be derived for numerical implementation, but the continuous version highlights the window's design to approximate Gaussian behavior while ensuring finite support.[6] A key difference from the original Gaussian-based S-transform lies in the hyperbolic taper, which reduces sidelobe artifacts and improves energy concentration for signals with abrupt changes, offering superior performance in analyzing non-stationary phenomena without excessive broadening at low frequencies. This window maintains the phase reference of the Fourier transform, facilitating direct comparison with the signal's spectrum.[6] The hyperbolic S-transform retains the invertibility property of the standard S-transform, allowing perfect reconstruction of the original signal via integration over frequency, though it alters the energy distribution to favor higher resolution in time-varying components. It has proven particularly useful in seismic data processing, where enhanced low-frequency resolution aids in identifying subtle wave arrivals and attenuating noise in geophysical surveys.[6]Comparisons
With Short-Time Fourier Transform
The short-time Fourier transform (STFT) utilizes a fixed-width window function, such as a Gaussian of constant duration, which yields uniform resolution in both time and frequency domains across the entire spectrum.[1] In contrast, the S-transform employs a frequency-dependent window width that narrows at higher frequencies and widens at lower ones, enabling adaptive resolution tailored to the signal's characteristics.[1] This adaptive nature provides distinct resolution advantages over the STFT. At high frequencies, the S-transform delivers superior time localization, effectively capturing transient bursts that the STFT's broader window tends to smooth out. At low frequencies, it offers enhanced frequency separation, resolving closely spaced components with greater clarity than the STFT's fixed resolution. These benefits are illustrated in analyses of synthetic chirp signals; for instance, in a time series featuring two crossed linear chirps combined with high-frequency bursts, the S-transform produces sharp, well-defined contours in the time-frequency plane, accurately delineating the chirp trajectories and burst onsets, whereas the STFT exhibits smearing and reduced detail due to its invariant window.[1] The S-transform also demonstrates superior detection performance for multiple closely spaced frequencies. In experiments with synthetic signals containing low-, mid-, and high-frequency components—including a persistent low-frequency sinusoid, a mid-frequency tone, and a brief high-frequency burst—the S-transform resolves all elements distinctly, highlighting the burst's precise timing and the low-frequency's steady amplitude without interference. The STFT, however, compromises this by averaging the burst across its fixed window, leading to obscured contours and poorer separation of adjacent frequencies.[1] Despite these advantages, the STFT remains computationally simpler and more efficient for many applications, achieving O(N² log N) complexity through fast Fourier transform implementations, while the original S-transform formulation demands O(N² log N) operations due to its redundant sampling of the time-frequency plane.With Gabor Transform
The Gabor transform applies a fixed-width Gaussian window to localize the Fourier spectrum in time, attaining the minimum uncertainty product as dictated by the Heisenberg principle while yielding constant time-frequency resolution across all frequencies. This fixed resolution, however, limits its effectiveness for signals spanning wide frequency bands, as it cannot adapt the window scale to optimize localization at both low and high frequencies.[7][8] In contrast, the S-transform builds upon Gabor-like elementary functions by scaling the Gaussian window inversely with frequency, resulting in frequency-dependent resolution that progressively refines time localization at higher frequencies and frequency localization at lower ones. This variable resolution property enhances signal clarity for broadband phenomena, where the Gabor transform's uniform window often blurs details at frequency extremes. The S-transform's basis functions thus combine wavelet-style scalability with Fourier directivity, outperforming the Gabor transform in resolving multi-scale features without sacrificing spectral fidelity.[1][9][7] The following table summarizes the resolution trade-offs:| Frequency Range | S-Transform | Gabor Transform |
|---|---|---|
| Low Frequencies | Good frequency resolution (wide window); poor time resolution | Fixed balanced resolution; limited clarity in time domain |
| High Frequencies | Good time resolution (narrow window); poor frequency resolution | Fixed balanced resolution; limited clarity in frequency domain |
