I have consulted the almighty oracles of google and wiki, but I cannot seem to find a definition for the phrase "the moment of the spectrum".

A legacy work text I am reading uses it in the following manner, defining the number of zero-crossings per unit time as the following:

$$ N_0 = \frac1{\pi} (\frac{m_2}{m_0})^{1/2}$$

It then goes on to further define the number of extrema per unit time as given by:

$$ N_e = \frac{1}{\pi}(\frac{m_4}{m_2})^{1/2}$$

where it goes on to finally say, "where $m_i$ is the $i$th moment of the spectrum."

Anyone encounter this before? What is the "moment" of a spectrum? I have never heard of it in the DSP literature before.

Thanks!

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2 Answers

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Assume low-pass signals throughout.

Since $X(f)$ is usually complex-valued, using the power spectrum $|X(f)|^2$ is probably a better idea, especially if you want to take square roots etc. afterwards. Thus, $m_k$ is defined as $$m_k = \int_{-\infty}^\infty f^k |X(f)|^2 \mathrm df.$$ Note in particular that $m_0$ is the power in the signal, and $m_1 = 0$ Now, the Gabor bandwidth $G$ of a signal is given by $$G = \sqrt{\frac{\displaystyle \int_{-\infty}^\infty f^2 |X(f)|^2 \mathrm df}{\displaystyle\int_{-\infty}^\infty |X(f)|^2 \mathrm df}} = \sqrt{\frac{m_2}{m_0}}.$$ To put this in a slightly different perspective, $|X(f)|^2$ is a nonnegative function, and the "area under the curve $|X(f)|^2$," viz. $m_0$, is the power in the signal. Therefore, $|X(f)|^2/m_0$ is effectively a probability density function of a zero-mean random variable whose variance is $$\sigma^2 = \int_{-\infty}^\infty f^2 \frac{|X(f)|^2}{m_0} \mathrm df = \frac{\displaystyle\int_{-\infty}^\infty f^2 |X(f)|^2 \mathrm df}{\displaystyle\int_{-\infty}^\infty |X(f)|^2 \mathrm df} = G^2$$.

A sinusoid of frequency $G$ Hz has $2G = 2\sqrt{\frac{m_2}{m_0}}$ zero crossings per second. Since Mohammad is reading a legacy book, it may well be doing all this in radian frequency $\omega$, and thus if $G$ is the Gabor bandwidth in radians per second, we need to divide by $2\pi$ giving $$N_0 = \frac{1}{\pi} \sqrt{\frac{m_2}{m_0}} ~ \text{zero crossings per second.}$$

Turning to extrema, the derivative of $x(t)$ has Fourier transform $j2\pi f X(f)$ and power spectrum $|2\pi f X(f)|^2$. Its Gabor bandwidth is $$\begin{align*}G^\prime &= \sqrt{\frac{\displaystyle\int_{-\infty}^\infty f^2 |2\pi f X(f)|^2 \mathrm df}{\displaystyle\int_{-\infty}^\infty |2\pi f X(f)|^2 \mathrm df}}\\ &= \sqrt{\frac{\displaystyle\int_{-\infty}^\infty f^4 |X(f)|^2 \mathrm df}{\displaystyle\int_{-\infty}^\infty f^2 |X(f)|^2 \mathrm df}}\\ &= \sqrt{\frac{m_4}{m_2}}. \end{align*}$$ Using the same arguments as before (two zero-crossings of the derivative per period is the same as two extrema per period), radian versus Hertzian frequency, we get $$N_e = \frac{1}{\pi} \sqrt{\frac{m_4}{m_2}} ~ \text{extrema per second.}$$

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Great answer Dilip... but, "Gabor Bandwidth"?... I have never heard of this before, and I cant seem to get any info on it from the web - where did you get its formula from? And what is it supposed to measure exactly? – Mohammad Feb 7 at 3:12
Thanks for the pdf links - although I do not believe they are working. Could you please verify? – Mohammad Feb 7 at 5:05
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I don't know that I've heard that term before, but I would interpret the term "moment" as having an analogous meaning to the physical concepts of center of mass and first and second moments of area:

$$ m_k=\int_{-\infty}^{\infty} f^kX(f)\ df $$

That is, the content at every frequency in the spectrum is weighted by the $k$-th power of the frequency and the result is summed up across the entire spectrum. Not sure if this is what you want, but it's a concept of a moment for a spectrum (or any function of a single variable, for that matter).

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