Blackman–Tukey Transformation
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The Blackman–Tukey transformation (or Blackman–Tukey method) is a
digital signal processing Digital signal processing (DSP) is the use of digital processing, such as by computers or more specialized digital signal processors, to perform a wide variety of signal processing operations. The digital signals processed in this manner are a ...
method to transform
data Data ( , ) are a collection of discrete or continuous values that convey information, describing the quantity, quality, fact, statistics, other basic units of meaning, or simply sequences of symbols that may be further interpreted for ...
from the
time domain In mathematics and signal processing, the time domain is a representation of how a signal, function, or data set varies with time. It is used for the analysis of mathematical functions, physical signals or time series of economic or environmental ...
to the
frequency domain In mathematics, physics, electronics, control systems engineering, and statistics, the frequency domain refers to the analysis of mathematical functions or signals with respect to frequency (and possibly phase), rather than time, as in time ser ...
. It was originally programmed around 1953 by
James Cooley James William Cooley (September 18, 1926 – June 29, 2016) was an American mathematician. Cooley received a B.A. degree in 1949 from Manhattan College, Bronx, NY, an M.A. degree in 1951 from Columbia University, New York, NY, and a Ph.D. degree ...
for
John Tukey John Wilder Tukey (; June 16, 1915 – July 26, 2000) was an American mathematician and statistician, best known for the development of the fast Fourier Transform (FFT) algorithm and box plot. The Tukey range test, the Tukey lambda distributi ...
at
John von Neumann John von Neumann ( ; ; December 28, 1903 – February 8, 1957) was a Hungarian and American mathematician, physicist, computer scientist and engineer. Von Neumann had perhaps the widest coverage of any mathematician of his time, in ...
's
Institute for Advanced Study The Institute for Advanced Study (IAS) is an independent center for theoretical research and intellectual inquiry located in Princeton, New Jersey. It has served as the academic home of internationally preeminent scholars, including Albert Ein ...
as a way to get "good smoothed statistical estimates of
power spectra In signal processing, the power spectrum S_(f) of a continuous time signal x(t) describes the distribution of power into frequency components f composing that signal. According to Fourier analysis, any physical signal can be decomposed into a ...
without requiring large
Fourier transforms In mathematics, the Fourier transform (FT) is an integral transform that takes a function (mathematics), function as input then outputs another function that describes the extent to which various Frequency, frequencies are present in the origin ...
." It was published by
Ralph Beebe Blackman Ralph Beebe Blackman (August 29, 1904 – May 24, 1990) was an American mathematician and engineer who was among the pioneers of the Information Age along with Claude E. Shannon, Hendrik Wade Bode, and John Tukey. Blackman graduated from the ...
and John Tukey in 1958.


Background


Transformation

In
signal processing Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing ''signals'', such as audio signal processing, sound, image processing, images, Scalar potential, potential fields, Seismic tomograph ...
, transformation from the
time domain In mathematics and signal processing, the time domain is a representation of how a signal, function, or data set varies with time. It is used for the analysis of mathematical functions, physical signals or time series of economic or environmental ...
to another
domain A domain is a geographic area controlled by a single person or organization. Domain may also refer to: Law and human geography * Demesne, in English common law and other Medieval European contexts, lands directly managed by their holder rather ...
, such as the
frequency domain In mathematics, physics, electronics, control systems engineering, and statistics, the frequency domain refers to the analysis of mathematical functions or signals with respect to frequency (and possibly phase), rather than time, as in time ser ...
, is used to focus on the details of a
waveform In electronics, acoustics, and related fields, the waveform of a signal is the shape of its Graph of a function, graph as a function of time, independent of its time and Magnitude (mathematics), magnitude Scale (ratio), scales and of any dis ...
. Many of the waveform's details can be analyzed much more easily in a domain other than the original. Different methods exist to do transformation from time domain to frequency domain; the most prominent is the
Fourier transform In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input then outputs another function that describes the extent to which various frequencies are present in the original function. The output of the tr ...
, which the Blackman–Tukey method uses. Prior to the advent of fast computers and the 1965 rediscovery of the
fast Fourier transform A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT). A Fourier transform converts a signal from its original domain (often time or space) to a representation in ...
, the large number of computations necessary for the
discrete Fourier Transform In mathematics, the discrete Fourier transform (DFT) converts a finite sequence of equally-spaced Sampling (signal processing), samples of a function (mathematics), function into a same-length sequence of equally-spaced samples of the discre ...
motivated researchers to reduce the number of calculations required, resulting in the (now obsolete) Blackman–Tukey method based on the Wiener-Khinchin theorem.


Statistical estimation

Statistical estimation Estimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component. The parameters describe an underlying physical setting in such a way that their value ...
is used to determine the
expected value In probability theory, the expected value (also called expectation, expectancy, expectation operator, mathematical expectation, mean, expectation value, or first Moment (mathematics), moment) is a generalization of the weighted average. Informa ...
(s) of statistical expected values of statistical quantities. Statistical estimation also tries to find the expected values. The expected values are those values that we expect among the random values, derived from samples of the population in probability (group of subset). In time series analysis,
discrete Discrete may refer to: *Discrete particle or quantum in physics, for example in quantum theory * Discrete device, an electronic component with just one circuit element, either passive or active, other than an integrated circuit * Discrete group, ...
data obtained as a function of time is usually the only type of data available, instead of samples of population or group of subsets taken simultaneously. Difficulty is commonly avoided using an ''
ergodic In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies th ...
'' process, that changes with time and probability gets involved with it, and it's not always
periodic Periodicity or periodic may refer to: Mathematics * Bott periodicity theorem, addresses Bott periodicity: a modulo-8 recurrence relation in the homotopy groups of classical groups * Periodic function, a function whose output contains values tha ...
at all portions of time.


Blackman–Tukey transformation method

The method is fully described in Blackman and Tukey's 1958 journal publications republished as their 1959 book "The measurement of power spectra, from the point of view of communications engineering" and is outlined by the following procedures: # Calculate the
autocorrelation Autocorrelation, sometimes known as serial correlation in the discrete time case, measures the correlation of a signal with a delayed copy of itself. Essentially, it quantifies the similarity between observations of a random variable at differe ...
function with the data # Apply a suitable
window function In signal processing and statistics, a window function (also known as an apodization function or tapering function) is a mathematical function that is zero-valued outside of some chosen interval. Typically, window functions are symmetric around ...
, and finally # Compute a
discrete Fourier transform In mathematics, the discrete Fourier transform (DFT) converts a finite sequence of equally-spaced Sampling (signal processing), samples of a function (mathematics), function into a same-length sequence of equally-spaced samples of the discre ...
(now done with
FFT A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT). A Fourier transform converts a signal from its original domain (often time or space) to a representation in ...
) of the data to obtain the power density spectrum Autocorrelation makes the wave smoothed rather than averaging several waveforms. This function is set to window, the corresponding waveform toward its extremes. Computation gets faster if more data is
correlated In statistics, correlation or dependence is any statistical relationship, whether causal or not, between two random variables or bivariate data. Although in the broadest sense, "correlation" may indicate any type of association, in statistic ...
and if memory capacity of the system increases then overlap save sectioning technique would be applied. If the autocorrelation function in Blackman–Tukey is computed using FFT, then it will name fast correlation method for
spectral estimation In statistical signal processing, the goal of spectral density estimation (SDE) or simply spectral estimation is to estimate the spectral density (also known as the power spectral density) of a signal from a sequence of time samples of the signal ...
.


References


External links

* * * * * * * * {{DEFAULTSORT:Blackman-Tukey transformation Electrical engineering