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Choi–Williams distribution function

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The Choi–Williams distribution function is a quadratic time-frequency representation belonging to Cohen's class. Introduced by H.-I. Choi and W. J. Williams in 1989, it uses an exponential kernel to reduce interference between signal components.[1] The amount of attenuation depends on the positions of the interference terms in the ambiguity domain, and stronger smoothing can also change the concentration of the signal's auto-terms.[2]

Mathematical definition

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Let x(t) be a complex signal of finite energy, and use frequency measured in cycles per unit time. With the Fourier-transform convention X(f)=∫ℝx(t)e−i2πftdt, the centered correlation and ambiguity function are Rx(u,τ)=x(u+τ/2)x∗(u−τ/2), Ax(ν,τ)=∫ℝRx(u,τ)e−i2πνudu. Here τ is delay, ν is Doppler frequency, and the asterisk denotes complex conjugation. The Choi–Williams distribution is Cx(α)(t,f)=∬ℝ2Ax(ν,τ)Φα(ν,τ)ei2π(νt−fτ)dνdτ, where Φα(ν,τ)=exp⁡[−α(ντ)2],α>0. This exponential-kernel convention is used in Ding's lecture notes on Cohen-class distributions.[3] The multiplier acts on the ambiguity function before the inverse transform to the time-frequency plane. The constant multiplier Φ=1 gives the Wigner distribution.[4]

Equivalent time-lag representation

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An equivalent representation is obtained by transforming the multiplier in its Doppler coordinate. For nonzero delay, kα(v,τ)=∫ℝΦα(ν,τ)ei2πνvdν=πα|τ|exp⁡[−π2v2ατ2]. The distribution can therefore be written as Cx(α)(t,f)=∫ℝ[∫ℝkα(t−u,τ)Rx(u,τ)du]e−i2πfτdτ. The inner integral smooths the correlation in time using a Gaussian whose width depends on the delay.[2] For each nonzero delay, the Gaussian kernel has unit integral in v. Its width tends to zero with the delay, and its zero-delay interpretation is the distributional limit kα(v,0)=δ(v). Thus the apparent division by |τ| is handled by a limiting kernel rather than by evaluating that quotient at zero.[2]

Kernel geometry and cross-term suppression

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For a multicomponent signal, the quadratic correlation contains auto-terms from the individual components and cross-terms between different components. The Choi–Williams multiplier weights both types of terms in the ambiguity domain.[2] On either coordinate axis it satisfies Φα(0,τ)=Φα(ν,0)=1. Away from the axes, its attenuation depends on the squared product (ντ)2. Consequently its pass region is cross-shaped rather than circular.[4] Interference near either axis can remain prominent even when interference farther from the axes is strongly attenuated. The orientation of the signal components therefore affects the reduction of cross-terms. The Time-Frequency Toolbox tutorial illustrates this effect with Gaussian atoms arranged at different orientations in the time-frequency plane.[4] In particular, components with equal time centers or equal frequency centers place their cross-ambiguity centers on an axis. Unit gain at such a center does not mean that every point of a finite-width cross-ambiguity lobe is unchanged: points away from the axis can still be attenuated.[4] Increasing the attenuation may also change the auto-terms. Cross-term suppression and preservation of component concentration are therefore separate considerations.[2]

Cross-shaped Choi-Williams ambiguity kernel with unit gain on both coordinate axes.
Choi–Williams ambiguity-domain multiplier Φ(ν,τ)=exp⁡[−0.5(ντ)2]. Its value is one on both coordinate axes.
Nine signed time-frequency plots comparing three Gaussian-pair geometries and three smoothing parameters.
Numerical illustrations for three pairs of Gaussian components. The columns use α=0 (Wigner), 0.5 and 8 in Φα(ν,τ)=exp⁡[−α(ντ)2]. Each row uses a common signed colour scale.

Properties

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Energy marginals

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For sufficiently regular signals, the time marginal is ∫ℝCx(α)(t,f)df=|x(t)|2, and the frequency marginal is ∫ℝCx(α)(t,f)dt=|X(f)|2. The corresponding conditions on a Cohen-class multiplier are Φ(ν,0)=1 and Φ(0,τ)=1, respectively. The Choi–Williams multiplier satisfies both.[2] These conditions follow by integrating the defining expression over one output coordinate. Integration over frequency selects zero delay, giving ∫ℝCx(α)(t,f)df=∫ℝAx(ν,0)ei2πνtdν=Rx(t,0). Integration over time selects zero Doppler, giving ∫ℝCx(α)(t,f)dt=∫ℝAx(0,τ)e−i2πfτdτ. The latter expression is the Fourier transform of the signal's autocorrelation and equals its energy spectrum.[2] In particular, the signed integral over the whole time-frequency plane equals the signal energy. Marginal preservation does not imply pointwise nonnegativity.[2]

Reality and covariance

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The ambiguity function satisfies the conjugate symmetry Ax(−ν,−τ)=Ax(ν,τ)∗. The exponential multiplier is real and unchanged by simultaneous reversal of its coordinates. The product AxΦα therefore has the conjugate symmetry required for a real-valued time-frequency distribution.[2] For a translated and modulated signal y(t)=ei2πf0tx(t−t0), the representation obeys Cy(α)(t,f)=Cx(α)(t−t0,f−f0). This is covariance under time and frequency shifts: the distribution shifts with the signal.[2]

Parameter conventions

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Numerical parameter values must be interpreted using the kernel formula in which they appear. In the convention exp⁡[−α(ντ)2], larger α gives stronger attenuation away from the axes. As α→0+, the multiplier tends to one, giving the Wigner limit.[4] Hlawatsch and Boudreaux-Bartels use the convention Φ(ν,τ)=exp⁡[−(2πντ)2σH]. Comparison of the exponents gives α=4π2σH. Their Gaussian time-lag kernel is the same kernel after this change of parameter.[2] The Time-Frequency Toolbox tutorial uses Φ(ν,τ)=exp⁡[−(πντ)22σT2], which corresponds to α=π22σT2. In that convention, increasing σT reduces the attenuation.[4] Parameters bearing the same name in different references thus need not represent the same degree of smoothing. The balance between interference reduction and auto-term distortion depends on the signal as well as on the chosen convention.[2][4]

See also

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References

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  1. ↑ Choi, H.-I.; Williams, W. J. (1989). "Improved time-frequency representation of multicomponent signals using exponential kernels". IEEE Transactions on Acoustics, Speech, and Signal Processing. 37 (6): 862–871. doi:10.1109/ASSP.1989.28057.
  2. 1 2 3 4 5 6 7 8 9 10 11 12 Hlawatsch, Franz; Boudreaux-Bartels, G. Faye (1992). "Linear and quadratic time-frequency signal representations" (PDF). IEEE Signal Processing Magazine. 9 (2): 21–67. doi:10.1109/79.127284. See Tables IV–V, pp. 40–41.
  3. ↑ Ding, Jian-Jiun. "Time-Frequency Analysis and Wavelet Transform". Department of Electrical Engineering. National Taiwan University. Lecture 6, section VI-A-3, printed p. 186. Retrieved 2026-10-12. Lecture 6 PDF, PDF p. 10.
  4. 1 2 3 4 5 6 7 Auger, François; Flandrin, Patrick; Gonçalvès, Paulo; Lemoine, Olivier (2005-10-26). Time-Frequency Toolbox Tutorial (PDF). pp. 78–82.

Further reading

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  • Qian, S.; Chen, D. (1996). Joint Time-Frequency Analysis: Methods and Applications. Prentice Hall.