Method, computer program, and system for intrinsic timescale decomposition, filtering, and automated analysis of signals of arbitrary origin or timescale

• US 7,966,156 B1
• Filed: 07/09/2008
• Issued: 06/21/2011
• Est. Priority Date: 10/11/2002
• Status: Active Grant

• Current Assignee: Flint Hills Scientific, LLC
• Original Assignee: Flint Hills Scientific, LLC
• Inventors: Frei, Mark G., Osorio, Ivan
• Primary Examiner(s): Wachsman; Hal D
• Application Number:
  US12/217,893
• Time in Patent Office: 1,077 Days
• Field of Search: 702/190, 702/70, 702/74, 702/72
• US Class Current: 702/190
• CPC Class Codes: G05B 23/0221 Preprocessing measurements, e.g. data collection rate adjustment; Standardization of measurements; Time series or signal analysis, e.g. frequency analysis or wavelets; Trustworthiness of measurements; Indexes therefor; Measurements using easily measured parameters to estimate parameters difficult to measure; Virtual sensor creation; De-noising; Sensor fusion; Unconventional preprocessing inherently present in specific fault detection methods like PCA-based methods
• CPC Class Codes: G06F 17/14 Fourier, Walsh or analogous domain transformations , e.g. Laplace, Hilbert, Karhunen-Loeve, transforms for correlation function computation G06F17/156; spectrum analysers G01R23/16
• CPC Class Codes: G06F 2218/02 Preprocessing
• CPC Class Codes: G06F 2218/08 Feature extraction

Abstract

A method and system for intrinsic timescale decomposition, filtering, and automated analysis of signals of arbitrary origin or timescale including receiving an input signal, determining a baseline segment and a monotonic residual segment with strictly negative minimum and strictly positive maximum between two successive extrema of the input signal, and producing a baseline output signal and a residual output signal. The method and system also includes determining at least one instantaneous frequency estimate from a proper rotation signal, determining a zero-crossing and a local extremum of the proper rotation signal, and applying interpolation thereto to determine an instantaneous frequency estimate thereof. The method and system further includes determining at least one instantaneous frequency estimate from a proper rotation signal, extracting an amplitude-normalized half wave therefrom and applying an arcsine function to the amplitude-normalized half wave to determine an instantaneous frequency estimate of the proper rotation signal.

Claims

1. A method for decomposing an input signal into a baseline signal and a residual signal or determining time-frequency-energy information of an input signal at a selected time, the method comprising the steps of:

(a) selecting an input signal comprising data or information from geophysical signals, seismic signals, sea surface temperature signals, radiometer signals, environmental signals, biologic signals, telecommunication signals, acoustic signals, crystallographic signals, spectroscopic signals, electrical signals, magnetic signals, trajectory signals, structural vibration signals, structural resonance signals, electrical circuit signals, and financial market signals;

(b) receiving the selected input signal into a processor;

(c) determining a monotonic residual segment from the selected input signal with strictly negative minimum and strictly positive maximum and a baseline segment wherein said segments are defined on an interval between two successive extrema of the selected input signal and wherein the selected input signal on that interval is the sum of the baseline and residual segments;

(d) producing a baseline output signal from the selected input signal and a residual output signal from the selected input signal wherein the baseline signal is obtained from the baseline segment and the residual segment is obtained from the residual segment as determined in step (c), such that the sum of the baseline and residual signals is equal to the selected input signal thereby forming a decomposition of the selected input signal; and

(e) determining from the baseline output signal and the residual output signal, time-frequency-energy information at a selected time.

2. The method of claim 1, wherein the input signal is obtained by data fusion of information obtained from more than one input signal or source.

3. A method for decomposing an input signal into a baseline signal and a residual signal or determining time-frequency-energy information of an input signal at a selected time, the method comprising the steps of:

(a) selecting an input signal from a set of input signals consisting of geographic signals, seismic signals, sea surface temperature signals, radiometer signals, environmental signals, biologic signals, telecommunication signals, acoustic signals, crystallographic signals, spectroscopic signals, electrical signals, magnetic signals, trajectory signals, structural vibration signals, structural resonance signals, electrical circuit signals, and financial market signals;

(b) decomposing the selected input signal into a set of one or more proper rotation signals and a residual baseline trend signal;

(c) determining at least one zero-crossing and at least one local extrema for the at least one proper rotation signals;

(d) determining at least one time-frequency-energy information feature of the at least one proper rotation signal on an interval between the determined at least one zero-crossing and the at least one local extrema, wherein the determined at least one time-frequency-energy information feature is selected from the group comprising an instantaneous amplitude estimate, an instantaneous energy estimate, an instantaneous phase angle estimate, and an instantaneous frequency estimate.

4. The method of claim 3, wherein the input signal is obtained by data fusion of information obtained from more than one input signal or source.