KLT for transient signal analysis

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The Labyrinth of the Unepected: unforeseen treasures in impossible regions of phase space Nicolò Antonietti 4/1/17 Kerastari, Greece May 9 th June 3 rd

Qualitatively definition of transient signals Signals that last for a very short period of time are born from a sudden change in amplitude are referred to as TRANSENT signals Switch bounces Recording of the Vela pulsar (PSR B833-45) made at the Green Bank 14-ft telescope of the U.S. National Radio Astronomy Observatory, Charlottesville VA, in September, 197. May 31 st 17

Mathematical definition of transient signals A qualitatively definition is as follows: a signal is said to contain a transient signal when it is short in time and its slope/amplitude abruptly changes with respect to the previous instant in time Because of the uncertainty principle between time and frequency, the narrower is a signal in time, the broader is the frequency range to take into account to describe the signal. Therefore A mathematically convenient definition is as follows: a signal is said to contain a transient whenever its Fourier epansion requires an infinite number of sinusoids. Thus, waveform discontinuities are transients, as are discontinuities in the waveform slope, curvature, etc. Thus, waveform discontinuities are transients, as are discontinuities in the waveform slope, curvature, etc. Any fied sum of sinusoids, on the other hand, is a steady-state signal. May 31 st 17 3

Transient signals in SET as well Level 1: Piggyback SET at 1.4 GHz by FFT. Level : Broad-band SET by KLT Level 3: Targeted Searches Level 4: Leakage Searches Level 5: Entanglement & Encrypted SET (?). May 31 st 17 4

May 31 st 17 = z y z y 5 Eigenfunctions = z z y y ' ' ' ' y z Eample (a Newtonian analogy): consider a solid object, like a BOOK, described by its NERTA MATRX. Then there eist only one special reference frame where the nertia Matri is DAGONAL. This is the reference frame spanned by the EGENVECTORS of the nertia matri. KLT for transient signals

Mathematics of the KLT X ( t) is a stochastic process and it can be epanded into an infinite series on a finite support, called the Karhunen-Loéve Transform (KLT) φ n ( t) ( t) Z n ( t) X = φ t T n n=1 are orthonormalized functions of the time: T ( t) φ ( t) φm n dt = δ mn Z are random variables, not depending on time: n Zm Z n = λ n δ mn The KLT separates the input (signal + noise) to the radio telescope, into the stochastic part and the deterministic part in time May 31 st 17 6

t s about solving an integral equation T X ( t ) X ( t ) φ ( t ) dt = λ φ ( ) 1 n 1 1 n n t This is the integral equation yielding the Karhunen-Loève s φ n t eigenfunctions and corresponding eigenvalues. λ n t is the usual eigenfunction of the quantum mechanics but, instead of the potential, here the operator we apply to the eigenfunctions is the autocorrelation (kernel of the transform) and, instead of a differential equation, here is an integral equation This is the best basis in the Hilbert space describing the (signal + noise). The KLT adapts itself to the shape of the radio telescope input (signal + noise) by adopting, as a reference frame, the one spanned by the eigenfunctions of the autocorrelation. And this is turns out to be just a LNEAR transformation of coordinates in the Hilbert space ( ) May 31 st 17 7

KLT filtering There s no degeneracy: each eigenvalue correspond to only one eigenfunction The eigenvalues turn out to be the variances of the random variables, that is σ λ = Z >. Z n = n n Z n = Since, we can SORT in descending order of magnitude both the eigenvalues and the corresponding eigenfunctions. Then, if we decide to consider only the first few eigenfunctions as the bulk of the signal Z n May 31 st 17 8

KLT filtering vs. FFT KLT FFT Works well for both wide and narrow band signals Works for both stationary and non-stationary input stochastic processes s defined for any finite time interval Needs high computational burden: no fast KLT Practically true for narrow band signals only (Nyquist criterion) Works OK for stationary input stochastic processes only (Wiener-Khinchine theorem) s plagued by the windowing problems and the Gibbs phenomenon Fast algorithm FFT May 31 st 17 9

Final variance theorem and Bordered Autocorrelation Method 1/ The Final Variance Theorem (Maccone, Proc. of Science, 7) proves the dependency of the eigenvalues on the final instant of our measurement, T ( T ) σ X ( t ) λ = n n= 1 T dt We can now take the derivative of both sides and get n= 1 λn T ( T ) = σ X ( T ) May 31 st 17 1

Final Variance Theorem and Bordered Autocorrelation Method / For a stationary stochastic process only n= 1 λn T ( T ) λ ( T ) 1 T = σ X = a that is, the sum of the derivative of the eigenvalues with respect to the final instant T is a constant n general, the behavior of the eigenvalues with respect to the final instant T can be found by increasing the size of the autocorrelation matri ad calculating, at every step, the set of eigenvalues (Bordered Autocorrelation Method) May 31 st 17 11

Bordered Autocorrelation Method, an analytical sample Let s analyze a single harmonic frequency buried in white noise S ( t) = W ( t) + µ sin ( ω t) ( µ << 1) ( t T ) t can be proved that the eigenvalues T of the stochastic process S 8 π µ n T ( ) 1 1 λn T = cos T and λn T ( T ) ( ω T 4 π n ) c λ ( ) ( t) n ( T ) sin ( ωt ) + c ( T ) cos( ωt ) + c ( T ) 1 ( ) ω 3 May 31 st 17 1

KLT for wide band and feeble signals Thus, the result is that the frequency of the first derivative if the first eigenvalue with respect to the final instant T is twice the frequency of the signal buried in the white noise Using the Bordered Autocorrelation Method, it was possible to filter out a simulated harmonic signal buried in noise with a signal to noise ratio (SNR) as low as,5, whereas the FFT fails to retrieve it (Acta Astronautica, The KLT to etend SET searches to broad-band and etremely feeble signals, Claudio Maccone) Using the KLT, it was possible to get power spectrum of a chirp signal with a SNR = -1dB (ESA working paper, Karhunen-Loève Transform as an instrument to detect weak RF signals, Arkadiusz Szumski) May 31 st 17 13

Lines for the future The frequency behavior of the derivative of the first eigenvalue with respect to the final instant T in case of stationary white noise was neither depending on T nor n; nevertheless, a more complicated, process could lead to such a dependence. An investigation of its behavior might give hints to solve the folding problem given the signal you are looking at Given their ability to model signals that are feeble and wideband, the KLT eigenfunctions might be suitable to deep learning processes at detecting SET signals or transient signals. Principal component analysis and Deep learning processes are already used for speech and image recognition May 31 st 17 14

Thank you May 31 st 17 15