Microsoft Word - 385-2422-2-LE-rev2 ACTA IMEKO ISSN: 2221‐870X November 2016, Volume 5, Number 3, 47‐54 ACTA IMEKO | www.imeko.org November 2016 | Volume 5 | Number 3| 47 Signal and zero padding to improve parameters estimation of sinusoidal signals in the frequency domain Dušan Agrež 1 , Damir Ilić 2 , Janko Drnovšek 1 1 University of Ljubljana, Faculty of Electrical Engineering, Trzaska 25, 1000 Ljubljana, Slovenia 2 University of Zagreb, Faculty of Electrical Engineering and Computing, Unska 3, 10000 Zagreb, Croatia Section: RESEARCH PAPER Keywords: sampling process; sampling by averaging; signal padding; zero padding; estimation of parameters; interpolated DFT Citation: Dušan Agrež, Damir Ilić, Janko Drnovšek, Signal and zero padding to improve parameters estimation of sinusoidal signals in the frequency domain, Acta IMEKO, vol. 5, no. 3, article 8, November 2016, identifier: IMEKO‐ACTA‐05 (2016)‐03‐08 Section Editor: Konrad Jedrzejewski, Warsaw University of Technology, Poland Received May 13, 2016; In final form July 11, 2016; Published November 2016 Copyright: © 2016 IMEKO. This is an open‐access article distributed under the terms of the Creative Commons Attribution 3.0 License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited Corresponding author: Dušan Agrež, e‐mail: dusan.agrez@fe.uni‐lj.si 1. INTRODUCTION In the last decade, considerable research has been carried out on the analysis of efficient methods capable of accurately estimating parameters of the frequency components of interest [1], [2]. In many cases the problem of evaluating the spectral performance of a given periodic signal reduces to the estimation of parameters of each spectral component (frequency, amplitude, and phase). Parameter’s estimations of periodic signals mostly base on sampling and acquiring digital values of samples by analog-to-digital converters. In this procedure values of sampling points are results of averaging in the aperture time – measurement time. This averaging (or integration) gives reduction of noise but causes systematic errors in estimations of the signal parameters [3]–[5]. In this paper, algorithms for estimation of parameters by signal and zero padding first and then interpolation in the frequency domain are presented. A sampling process can be modelled with four signals and their frequency spectra in the time and the frequency domain: measured signal )()( F fGtg (Figure 1), impulse response of the sampling channel )()( F fHth (Figure 2), sampling function )()( F fSts (Figure 3), and the window function of the measurement interval )()( F fWtw (Figure 4) where F stands for the Fourier transformation from time domain to frequency domain and vice versa. maxf maxft tg f fG F Figure 1. Measured signal. Figure 2. Impulse response of the sampling channel. 0 F t th f fH 0 ABSTRACT This paper presents the procedure to improve the estimation of the basic sinusoidal signal parameters (frequency, amplitude, and phase, respectively) in the case of signal sampling by averaging in the aperture time. Prior to estimation in the frequency domain by the interpolated DFT algorithms the sampled signal is padded with the signal average values in the aperture times and zeroes in the rest of the sampling interval. We can increase padding points and a number of the signal cycles in the whole measurement interval and with this nearing the errors to the level as with estimation of the signal without average sampling even the sampling Nyquist condition is not fulfill. ACTA IMEKO | www.imeko.org November 2016 | Volume 5 | Number 3| 48 The measured signal )(tg is always filtered by the impulse response of the input front circuit of the measurement channel represented by )(th f in Figure 5 and after that sampled by the real finit duration sampling pulses represented by )(th convolved on the sampling function )(ts (Figure 3: typically time uniformly distributed) and finally only a finite number of samples is taken into consideration represented by the window function )(tw (Figure 4) to get a filtered, sampled and windowed signal )(* , tg wf (Figure 5). Considering that the equivalent of multiplication in the time domain is convolution in the frequency domain d)()()()( 21 F 21 fGGtgtg and vice versa )()(d)()( 21 F 21 fGfGtgg [6] the sampling procedure can be modelled as follows (Figure 5): It is evident that the spectrum of the sampled signal starts to change with modification of the sampling pulses )()( F fHth (Figures 6 and 7). 2. PADDING AND ESTIMATION OF PARAMETERS Sampling by the frequency SS 1 tf of the periodic band limited signal tg composed of M components can be expressed as 1 0 SS 2sin M m mmm tnfAtnw with mf , mA and m as frequency, amplitude, and phase of a particular component, respectively. In the estimation procedure one has to take into account that values of samples (Figure 8: line d) are representatives in the aperture time apt or typically average values of the signal in the aperture integration interval (Figure 8: line c). For a demonstration of sampling, in Figure 8 three periods of the one component sine signal are presented with a duty cycle of sampling 4.0Sap ttD and with sampling ratio of 6.1SS tTffr mm . With sampling representatives – average values – we lose some information of the signal and especially in the cases where the aperture time is so long that the signal changes significantly th ts tg thf tg f ts tg f tw tg wf, t S2t tSt0S2t St S2t tSt0S2t St t 1 MT Figure 6. Signals in the sampling process. Sf S2fS2f Sf f0 fS fH fGf fG wf, fGf fS fG fHf fW maxf maxf f Nyqf 0 fSf S2fS2f Sf Sf S2fS2f Sf f0 Figure 7. Spectra of signals in the sampling process. 1 1 1 1 1 F t )()( Stntts n St S2t0S2t St f S1t S1t S1t S1t S1t )(1 SS n t n f t fS S1 t S2 t0S2 t S1t Figure 3. Sampling function in the time and the frequency domain. tg 0 M1 T M1 T 1 MT t f fW F tw MT Figure 4. Window function of the measurement interval. F tg thf ts th tg f ts tg f tw tg wf , fG f fG wf , fG f fS fG fH f fS fH fW Figure 5. Procedure of sampling in the time and the frequency domain. ACTA IMEKO | www.imeko.org November 2016 | Volume 5 | Number 3| 49 in this interval and where the sampling Nyquist condition is not fulfilled ( 2S mffr ). One possibility to overcome these problems is to add zeroes (known as zero-padding technique [7]) and average values in the aperture times with the duty ratio Sap ttD (Figure 8: line c). The aperture time is positioned symmetrically around the known sampling instants. By increasing the number of samples and acquired signal cycles it is possible to detect signals below the Nyquist condition (Figure 9: the whole acquired signal contains around 50 cycles of the sinusoid 50S Ntfff mmm on 00020N points). An undersampled sine wave still appears as a sampled sine wave but at a lower frequency mfkff S ( ...,2,1k ) or expressed by the relative frequency mk S where S is the relative sampling frequency. With padding points we apparently increase the sampling frequency in relation to the signal frequency. To estimate parameters of the time-dependent signals containing any periodicity, it is preferable to use a transformation of the signal in the frequency domain. The discrete Fourier transformation (DFT) of the windowed signal kgkw on N sampled points at the spectral line i is given by: M m mmm mm iWiWAiG 0 j-j ee 2 j , (1) where mmmm iff is the frequency component related to the base frequency resolution SM 11 tNTf and consists of an integer part and the non-coherent sampling displacement term 5.05.0 m . A finite measurement time is a source of dynamic errors, which are shown as leakage parts of the measurement window spectrum convolved on the spectrum of the measured-sampled signal (Figure 9). The long-range leakage contributions can be reduced in more ways: by increasing the measurement time meas 1 Tf , by using windows with a faster reduction of the side lobes (like the Rife-Vincent windows class I - RV1, etc. [8]), or by using the multi-point interpolated DFT algorithms. Dedicated algorithms are needed to obtain the correct parameters of the sinusoidal components in the signal. Parameters of the measurement component can be estimated by means of interpolation 9. From a comparative study 10 it can be concluded that the key for estimating the three basic parameters is in determining the position of the measurement component mmm i between the DFT coefficients )( miG and )1( miG surrounding the component m . In estimations, the well-known expressions for the three-point estimations for frequency (2), amplitude (3), and phase (4) were used. The three-point DFT interpolation gives optimal results owing to: symmetry around the local peak amplitude DFT coefficient; equal suppression of leakage coming from both sides; equal minimal error curves as with one-, five- and multi-point interpolations. Only the order P of the windows has to be changed using RV1 windows [9]. 121 11 13 mmm mm m iGiGiG iGiG P (2) 121 πsin π !22 2 2 1 1 22 2 3 mmm P l m m m P m iGiGiG l P A (3) The single phase can be estimated with the arguments of the three largest local DFT coefficients mi iGm arg [9], [11]: 2 π 3 2 6 141 11 3 mimiimm a mmm . (4) 3. EVALUATION OF THE ESTIMATIONS 3.1. Systematic behaviour We can estimate three basic parameters of a particular component (true or apparent on Figure 9) by the three-point interpolations since we need only the local largest DFT coefficients. The estimation errors were compared for the frequency (2), amplitude (3), and phase (4) estimations using the Hann window ( 1P ). The absolute errors of the frequency estimation trueest.)( E and the phase estimation trueest.)( E , and the absolute relative errors of the amplitude estimation 1)( trueest. AAAe are first checked for one sine component in the signal with a double scan, varying specific sampling parameters and the phase of the signal 0 1 1 maxgtg t a b apt St d c mT St Figure 8. Signals of sampling by averaging in the aperture time: a – original signal, b – truncated signal in the aperture intervals, c – average signal values in the aperture integration interval, d – average value representatives of the sampled signal in the aperture integration interval. G 50 100 150 200 10-6 10-4 10-2 1 s s2 s3 a b c d c d m ms ms Figure 9. Spectra of signals from Figure 8: a – original signal, b – truncated signal in the aperture intervals, c – signal with average values in the aperture integration interval, d – signal with average values in the aperture integration interval with sinc correction. ACTA IMEKO | www.imeko.org November 2016 | Volume 5 | Number 3| 50 at particular relative frequencies because the long-range leakages are frequency- and phase-dependent (Figures 10 to 23: 1mA , and 2π2π , 18π ). First, the sampling ratio mffr S was changed to find intervals where the interpolation algorithm can be used (Figures 10 to 19). The absolute maximum error values (from 19 iterations changing phase) at a given sampling ratio are compared using the duty ratio of 4.0Sap ttD . In Figure 10, we can see that it is possible to estimate the frequency of one component even better than if we have a complete signal also when the sampling ratio mffr S is in a interval between 1 and 2 (the sampling condition is not fulfilled). The vicinities around the integer values 1 and 2 where we cannot estimate parameters as in the case of the original signal depend on the number of signal cycles in the whole measurement interval MT . The largest value gives a better frequency resolution and borders come closer to integer values 1 and 2 (Figures 10, 11, and 12). The width of the error estimation main-lobe around integer values depends on the position of the investigated component and interspacing between neighbouring components if we have enough sampling points in one period (400 points are used in simulations from analysis in Figures 22 and 23). If we have 50 cycles in the measurement interval (Figure 10) we get a basic bin resolution 501 and this resolution gives error main-lobe borders 15.185.0 r and 3.27.1 r around integers where the frequency estimation errors increase due to leakage influence on the investigated component m from its replicas mk S 2,1k (Figures 9 and 12). It can be also noticed that there are error peaks which number increases below 32r due to replicas mk S with higher values of ..,4,3k (Figure 12). Decreasing the bin resolution to 201 increases unusable intervals to 2.18.0 r and 5.25.1 r (Figure 11). Going in opposite direction by increasing the bin resolution to 1001 (Figure 12) reduces unusable intervals to 1.19.0 r and 15.285.1 r , and the frequency can be accurately estimated also in the interval of sampling ratio 85.11.1 S mff what is below the sampling condition. In the case of the amplitude estimation (Figures 13 and 15) we need to correct the estimated amplitude or the complete amplitude DFT spectrum (Figure 9, line d) by the well-known sinc correction mm TtTtk apapsinc-corr πsinπ [3]. We see the same behaviour of the errors in the cases of amplitude and phase estimations as with the frequency estimation (Figures 13 to 16). A bin resolution of 501 reduces unusable intervals 15.185.0 r and 2.28.1 r for the phase estimation as for frequency estimation (Figure 14) and even better for the amplitude estimation (Figure 13: unusable intervals 1.19.0 r and 3.27.1 r ). A resolution of 1001 further reduces unusable intervals to 08.192.0 r and 15.285.1 r (Figures 15 and 16). mffS 1 1.5 2 2.5 10-5 10-3 10-1 a b 10 3 1k2k3k... maxE Figure 12. Absolute maximum values of errors of the frequency estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k40N , Hz320Hz10S f , 100m . mffS Aemax 1 1.5 2 2.5 10-5 10-3 10-1 a b 10 3 Figure 13. Absolute maximum values of relative errors of the amplitude estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k20N , Hz160Hz5S f , 50m . mffS maxE 1 1.5 2 2.5 10-5 10-3 10-1 a b 10 3 Figure 10. Absolute maximum values of errors of the frequency estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k20N , Hz160Hz5S f , 50m . mffS maxE 1 1.5 2 2.5 10-5 10-3 10-1 a b 10 3 Figure 11. Absolute maximum values of errors of the frequency estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k8N , Hz64Hz2S f , 20m . ACTA IMEKO | www.imeko.org November 2016 | Volume 5 | Number 3| 51 Algorithms were analysed also by the multi-component signal. The second harmonic component as the closest and the most disturbing component was added with amplitude 1012 AA ( 1.0THD ) and phase 02 , other parameters of simulations are the same as for Figure 8. We get the most disturbing replicas of the second harmonic at positions 5.1r and 3 due to the leakage effect mfkff 2S ( 2,1k ) (Figures 17 to 19). Simulation results show that the proposed estimation procedures give very good results when the sampling condition is fulfilled, but beyond the Nyquist frequency the THD has to be low ( 01.0 ). If we change the duty ratio Sap ttD in the sampling interval (changing the aperture time at a fixed sampling frequency) the estimation errors do not change very much in comparison to the estimation of the original signal if we correct the estimation by a sinc correction [12]. In Figures 20 and 21 the duty ratio was changed almost in the whole possible interval 998.0001.0 D at 6.1S mffr with 400P N mffS degmax E 1 1.5 2 2.5 10-2 1 a b 102 3 Figure 14. Absolute maximum values of errors of the phase estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k20N , Hz160Hz5S f , 50m . mffS Aemax 1 1.5 2 2.5 10-5 10-3 10-1 a b 10 3 Figure 15. Absolute maximum values of relative errors of the amplitude estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k40N , Hz320Hz10S f , 100m . mffS degmax E 1 1.5 2 2.5 10-2 1 a b 102 3 Figure 16. Absolute maximum values of errors of the phase estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k40N , Hz320Hz10S f , 100m . mffS 1 1.5 2 2.5 10-5 10-3 10-1 a b 10 3 mfk ;1 mfk 2;1mfk ;2 mfk 2;2 maxE Figure 17. Absolute maximum values of errors of the frequency estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k20N , Hz160Hz5S f , 50m . mffS Aemax 1 1.5 2 2.5 10-5 10-3 10-1 a b 10 3 Figure 18. Absolute maximum values of relative errors of the amplitude estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k20N , Hz160Hz5S f , 50m . mffS degmax E 1 1.5 2 2.5 10-2 1 a b 102 3 Figure 19. Absolute maximum values of errors of the phase estimation in relation to the sampling ratio: a – original signal, b – signal with average values; k20N , Hz160Hz5S f , 50m . ACTA IMEKO | www.imeko.org November 2016 | Volume 5 | Number 3| 52 samples in one period (other parameters were the same as in Figure 8). The estimation also much depends on the number of points in the period PN and in the whole measurement interval. Padding with more points (average signal values and zero values) will improve estimations since interpolation equations (2), (3), and (4) are derived for large number of points 1N [9]. In Figures 22 and 23, the number of points in the period PN was changed from 10P N to more than 512P N (other parameters were the same as in Figure 8). We can see that the frequency estimation does not differ significantly if we have reduced the information of the signal (Figure 22: curves a and b) and both estimations errors decrease with increasing number of points. The amplitude estimation much more depends on the number of points (Figure 23) but after having more than 128P N points per period the estimation errors drop to the level as with the estimation of the original signal without averaging in the aperture time. 3.2. Noise propagation The price for the effective leakage reduction is in the increase of the estimation uncertainties related to the unbiased Cramér-Rao bounds 13 fixed by the signal-to-noise-ratio for a particular component 22 2 tmm ASNR corrupted by a white noise with standard uncertainty t 14. In Figures 24 and 26, there are standard uncertainties of the frequency, amplitude, and phase estimations related to the CR bounds, respectively. CRB, 113 NSNR , (5) AA NSNR CRB, 11 , (6) CRB, 11 2 NSNR . (7) Moving away from integers of the relative frequency, what is the case when the sampling ratio is below 2, the standard uncertainties increase in relation to the minimal attainable values (Figure 24 for the frequency estimation, Figure 25 for the amplitude estimation, and Figure 26 for the phase estimation) but these changes can be neglected. In the case of amplitude estimation the standard deviations even decrease if the frequency is estimated first. 1 2 3 CRB, 6 1 5432 Figure 24. Standard uncertainty of the three‐point displacement estimation (2) related to the CR bound (5). Figure 20. Absolute maximum values of errors of the frequency estimation in relation to the duty ratio: a – original signal, b – signal with average values in the aperture interval. Sap tt 5max 10Ae 0 0.1 0.5 2.2 2.6 3.0 a b 3.4 1 Figure 21. Absolute maximum values of relative errors of the amplitude estimation in relation to the duty ratio: a – original signal, b – signal with average values in the aperture integration interval with sinc correction. Figure 22. Absolute maximum values of errors of the frequency estimation in relation to the number of sampling points in the period: a – original signal, b – signal with average values in the aperture interval. pN Aemax 100 200 300 400 10-5 10-3 10-1 a b 5000 Figure 23. Absolute maximum values of relative errors of the amplitude estimation in relation to the number of sampling points in the period: a – original signal, b – signal with average values in the aperture integration interval with sinc correction. Sap tt 5max 10E 0 0.1 0.5 1 3 5 a b 1 pN maxE 20 40 60 80 10-4 10-3 a b 100 0 120 ACTA IMEKO | www.imeko.org November 2016 | Volume 5 | Number 3| 53 4. EXPERIMENTAL RESULTS To demonstrate the proposed algorithms in reducing both estimation errors (phase and noise contributions at different frequencies) in a real measurement environment we use a digitizing voltmeter to acquire signal, Agilent 3458A [15] and a stable voltage generator, Keysight 33500B [16] to generate a nominal sine voltage with amplitude V1n, uA ( %04.0THD ) and changing frequency. In opposite to simulations, the sampling frequency was set at kHz10S f μs100S t and the signal frequency was changed from kHz100m f down to kHz125.3m f to achieve the same sampling ratio 2.31.0mS ffr . The fixed aperture time μs40ap t determined the duty cycle of sampling 4.0Sap ttD and with 80s.p. n acquired sampling points the measurement time was ms8Ss.p.M tnT with a frequency resolution of Hz1251 M Tf . As in the simulations, 400padd N padding points (for signal and zero padding) was used around the acquired points, and altogether k32padds.p. NnN was used in the interpolation DFT algorithms. Each sampling sequence of 80 points was synchronized using the ‘sync out’ terminal of the generator and the external trigger input of the voltmeter. Maximal estimation errors are shown in Figures 27 to 29, where reference values were those set on the generator ( 1A , kHz125.3kHz100 f and 2π2π , 18π ) and with 50 trials at each frequency and phase. The estimation error behaviours are very close to those in the simulations. It can be noticed that systematic error contributions behaves as expected and a very small second harmonic component is presented in the measurement system. The frequency estimation (Figure 27) can be compared with the simulation results from Figure 10 except the noise floor is higher and at the level of 4max 102)( E even in the interval below the sampling condition 8.115.1 S mff . The results of the 6.1 4.1 2.1 1 4 51 2 3 6 b a AA CRB, Figure 25. Standard uncertainty of the amplitude three‐point estimation (3) related to the CRB (6); a – is estimated, b – is known. 0 3 1 4 2 CRB,m 53 61 2 4 a b Figure 26. Ratios of the uncertainties of the phase three‐point estimation (4) related the CRB (7); a – is estimated, b – is known. mffS 10-2 maxE 1 1.5 2 2.5 10-4 10-3 10-1 1 3 Figure 27. Absolute maximum values of errors of the frequency estimation in relation to the sampling ratio; 80s.p. n , k32N , kHz10S f , 25800mm ff . mffS 10-2 Aemax 1 1.5 2 2.5 10-4 10-3 10-1 1 3 Figure 28. Absolute maximum values of the relative errors of the amplitude estimation in relation to the sampling ratio; 80s.p. n , k32N , kHz10S f , 25800mm ff . mffS degmax E 1 1.5 2 2.5 10-1 1 101 3 Figure 29. Absolute maximum values of errors of the phase estimation in relation to the sampling ratio; 80s.p. n , k32N , kHz10S f , 25800mm ff . ACTA IMEKO | www.imeko.org November 2016 | Volume 5 | Number 3| 54 amplitude (Figure 28) and the phase estimations (Figure 29) are worse in comparison to the simulation results (Figures 13 and 14) due to inaccurate values at the output of the generator and inaccuracy of the sampling voltmeter, but the systematic contributions of errorss confirm the expected behaviour like with the frequency estimation. 5. CONCLUSIONS The paper proposes algorithms for the estimation of basic sinusoidal parameters (frequency, amplitude, and phase of the frequency component), when the acquired sampling points do not fulfil the sampling condition and some signal information is lost due to signal averaging in the aperture time. In the proposed procedure, the empty space between successive real sampling points is virtually padded by average values of the real sampling point in the interval of knowing aperture and zeroes in the rest of the sampling interval. This procedure with suitable large acquired cycles in the whole measurement interval improves the frequency resolution, and the interpolated DFT estimation algorithms can be adopted for particular frequency components. In many cases the number of sampling points is limited but by performing the algorithms on a computer we can increase padding points and with this nearing the errors to the level as with estimation on the theoretically original signal without averaging in the aperture time and with the number of points equal to all padding points. Simulation and experimental results show that the parameters’ estimations are possible also even in the interval below the sampling condition. REFERENCES [1] G. D’Antona, A. Ferrero, Digital Signal Processing for Measurement Systems. Theory and Applications, Springer Science, 2006. [2] D. Agrež, "Dynamics of frequency estimation in the frequency domain", IEEE Trans. Instr. Meas. 56 (2007) pp. 2111-2118. [3] R. L. 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[16] 33500B Series Waveform Generators – Data Sheet, 5991- 0692EN, 2015, Keysight Technologies.