# Lecture 4: Filtered Noise - University Of Illinois Urbana-Champaign

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Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Lecture 4: Filtered Noise Mark Hasegawa-Johnson ECE 417: Multimedia Signal Processing, Fall 2020 Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Outline 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Review: Last time Masking: a pure tone can be heard, in noise, if there is at k threshold. least one auditory filter through which NkN T k We can calculate the power of a noise signal by using Parseval’s theorem, together with its power spectrum. Z π N 1 N 1 1 X 1 1 X 2 x [n] R[k] R(ω)dω N N 2π π n 0 k 0 The inverse DTFT of the power spectrum is the autocorrelation 1 r [n] x[n] x[ n] N The power spectrum and autocorrelation of noise are, themselves, random variables. For zero-mean white noise of length N, their expected values are E [R[k]] σ 2 E [r [n]] σ 2 δ[n] Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Outline 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Filtered Noise What happens when we filter noise? Suppose that x[n] is zero-mean Gaussian white noise, and y [n] h[n] x[n] What is y [n]? Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Filtered Noise y [n] h[n] x[n] X h[m]x[n m] m y [n] is the sum of Gaussians, so y [n] is also Gaussian. y [n] is the sum of zero-mean random variables, so it’s also zero-mean. y [n] h[0]x[n] other stuff, and y [n 1] h[1]x[n] other stuff. So obviously, y [n] and y [n 1] are not uncorrelated. So y [n] is not white noise. What kind of noise is it? Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape The variance of y [n] First, let’s find its variance. Since x[n] and x[n 1] are uncorrelated, we can write σy2 X h2 [m]Var(x[n m]) m X σx2 h2 [m] m Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape The autocorrelation of y [n] Second, let’s find its autocorrelation. Let’s define rxx [n] N1 x[n] x[ n]. Then 1 y [n] y [ n] N 1 (x[n] h[n]) (x[ n] h[ n]) N 1 x[n] x[ n] h[n] h[ n] N rxx [n] h[n] h[ n] ryy [n] Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Expected autocorrelation of y [n] ryy [n] rxx [n] h[n] h[ n] Expectation is linear, and convolution is linear, so E [ryy [n]] E [rxx [n]] h[n] h[ n] Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Expected autocorrelation of y [n] x[n] is white noise if and only if its autocorrelation is a delta function: E [rxx [n]] σx2 δ[n] So E [ryy [n]] σx2 (h[n] h[ n]) In other words, x[n] contributes only its energy (σ 2 ). h[n] contributes the correlation between neighboring samples. Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Example Here’s an example. The white noise signal on the top (x[n]) is convolved with the bandpass filter in the middle (h[n]) to produce the green-noise signal on the bottom (y [n]). Notice that y [n] is random, but correlated.

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Colors, anybody? Noise with a flat power spectrum (uncorrelated samples) is called white noise. Noise that has been filtered (correlated samples) is called colored noise. If it’s a low-pass filter, we call it pink noise (this is quite standard). If it’s a high-pass filter, we could call it blue noise (not so standard). If it’s a band-pass filter, we could call it green noise (not at all standard, but I like it!)

Review Autocorrelation Spectrum White Bandwidth Bandstop Outline 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Power Spectrum of Filtered Noise So we have ryy [n] rxx [n] h[n] h[ n]. What about the power spectrum? Ryy (ω) F {ryy [n]} F {rxx [n] h[n] h[ n]} Rxx (ω) H(ω) 2 Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Example Here’s an example. The white noise signal on the top ( X [k] 2 ) is multiplied by the bandpass filter in the middle ( H[k] 2 ) to produce the green-noise signal on the bottom ( Y [k] 2 X [k] 2 H[k] 2 ).

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Units Conversion The DTFT version of Parseval’s theorem is Z π 1 X 2 1 x [n] Rxx (ω)dω N n 2π π Let’s consider converting units to Hertz. Remember that ω 2πf Fs , 2π where Fs is the sampling frequency, so dω Fs df , and we get that Z Fs /2 1 X 2 1 2πf x [n] Rxx df N n Fs Fs /2 Fs So we can use Rxx 2πf Fs as if it were a power spectrum in continuous time, at least for F2s f Fs 2 .

Review Autocorrelation Spectrum White Bandwidth Bandstop Outline 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Dick Lyon, public domain image, 2007. https://en.wikipedia.org/wiki/File:Cochlea Traveling Wave.png Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary The Power of Filtered White Noise Suppose that h[n] is the auditory filter centered at frequency fc (in Hertz), and y [n] h[n] x[n] where x[n] is white noise. What’s the power of the signal y [n]? Z Fs /2 1 2πf 1 X 2 y [n] df Ryy N n Fs Fs /2 Fs Z Fs /2 1 2πf Rxx H(f ) 2 df Fs Fs /2 Fs So the expected power is # " Z σ 2 Fs /2 1 X 2 y [n] H(f ) 2 df E N n Fs Fs /2 . . . so, OK, what is R Fs /2 2 Fs /2 H(f ) df ?

Review Autocorrelation Spectrum White Bandwidth Bandstop Outline 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Bandwidth By InductiveLoad, public domain image, https://commons.wikimedia.org/wiki/File:Bandwidth 2.svg Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Equivalent rectangular bandwidth Let’s make the simplest possible assumption: a rectangular filter, centered at frequency fc , with bandwidth b: b b 1 fc 2 f fc 2 H(f ) 1 fc b2 f fc b2 0 otherwise That’s useful, because it makes Parseval’s theorem very easy: σ2 Fs Z Fs /2 2 H(f ) df Fs /2 2b Fs σ2 Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Reminder: Fletcher’s Model of Masking Fletcher proposed the following model of hearing in noise: 1 The human ear pre-processes the audio using a bank of bandpass filters. 2 The power of the noise signal, in the bandpass filter centered at frequency fc , is Nfc . 3 The power of the noise tone is Nfc Tfc . 4 If there is any band, k, in which tone is audible. Otherwise, not. Nfc Tfc N fc threshold, then the

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary The “Just Noticeable Difference” in Loudness First, let’s figure out what the threshold is. Play two white noise signals, x[n] and y [n]. Ask listeners which one is louder. The “just noticeable difference” is the difference in loudness at which 75% of listeners can correctly tell you that y [n] is louder than x[n]: ! ! X X 2 2 x [n] JND 10 log10 y [n] 10 log10 n n It turns out that the JND is very close to 1dB, for casual listening, for most listeners. So Fletcher’s masking criterion becomes: N T If there is any band, l, in which 10 log10 fcNf fc 1dB, c then the tone is audible. Otherwise, not.

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Fletcher’s Model, for White Noise 1 The human ear pre-processes the audio using a bank of bandpass filters. 2 The power of the noise signal, in the filter centered at fc , is Nfc 2bσ 2 /Fs . 3 The power of the noise tone is Nfc Tfc . N T If there is any band in which 10 log10 fcNf fc 1dB, then c the tone is audible. Otherwise, not. 4 . . . next question to solve. What is the power of the tone? Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape What is the power of a tone? A pure tone has the formula x[n] A cos (ω0 n θ) , ω0 2π N0 Its power is calculated by averaging over any integer number of periods: N0 1 1 X A2 Tfc A2 cos2 (ω0 n θ) N0 2 n 0 Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Power of a filtered tone Suppose y [n] h[n] x[n]. Then y [n] A H(ω0 ) cos (ω0 n θ Hfc (ω0 )) And it has the power 1 Tfc A2 H(ω0 ) 2 2 If we’re using rectangular bandpass filters, then 2 A b b 2 fc 2 f0 fc 2 2 Tfc A2 fc b2 f fc b2 0 otherwise Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Fletcher’s Model, for White Noise The tone is audible if there’s some filter centered at fc f0 (specifically, fc b2 f0 fc b2 ) for which: 1dB 10 log10 Nfc Tfc Nfc 10 log10 2bσ 2 A2 Fs 2 2bσ 2 Fs ! Procedure: Set Fs and σ 2 to some comfortable listening level. In order to find the bandwidth, b, of the auditory filter centered at f0 , 1 Test a range of different levels of A. 2 Find the minimum value of A at which listeners can report “tone is present” with 75% accuracy. 3 From that, calculate b.

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Equivalent rectangular bandwidth (ERB) Here are the experimental results: The frequency resolution of your ear is better at low frequencies! In fact, the dependence is roughly linear (Glasberg and Moore, 1990): b 0.108f 24.7 These are often called (approximately) constant-Q filters, because the quality factor is f Q 9.26 b The dependence of b on f is not quite linear. A more precise formula is given in (Moore and Glasberg, 1983) as: b 6.23 f 1000 2 93.39 f 1000 28.52

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Equivalent rectangular bandwidth (ERB) By Dick Lyon, public domain image 2009, https://commons.wikimedia.org/wiki/File:ERB vs frequency.svg

Review Autocorrelation Spectrum White Bandwidth Bandstop Outline 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape What happens if we start with bandstop noise? Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape The power of bandstop noise Suppose y [n] is a bandstop noise: say, it’s been zeroed out between f2 and f3 : ( 0 f2 f f3 E [Ryy (ω)] 2 σ otherwise Parseval’s theorem gives us the energy of this noise: " N 1 # Z Fs /2 1 1 X 2 E y [n] Ryy (ω)dω N Fs Fs /2 n 0 2(f3 f2 ) 2 σ 1 Fs If f3 f2 F2s , then the power of this noise is almost as large as the power of a white noise signal. Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Bandstop noise power White noise power Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Auditory-filtered bandstop noise Now let’s filter y [n] through an auditory filter: z[n] y [n] h[n] where, again, let’s assume a rectangular auditory filter, and let’s assume that the whole bandstop region lies inside the auditory filter, so that b b fc f3 f2 fc 2 2 Then we have b 2 σ fc 2 f f2 E [Rzz (f )] E [Ryy (f )] H(f ) 2 σ 2 f3 f fc b2 0 otherwise This is nonzero only in two tiny frequency bands: fc b2 f f2 , and f3 f fc b2 . Summary

Review Autocorrelation Spectrum White Bandwidth Auditory-filtered bandstop noise Bandstop Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Tiny power spectrum tiny waveform energy Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Outline 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Lowpass noise Patterson (1974) measured the shape of the auditory filter using lowpass noise, i.e., noise with the following spectrum: ( σ 2 f1 f f1 Rxx (f ) 0 otherwise Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Lowpass-filtered noise By Dave Dunford, public domain image 1010, https://en.wikipedia.org/wiki/File:Off F listening.svg Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Lowpass noise Patterson (1974) measured the shape of the auditory filter using lowpass noise, i.e., noise with the following spectrum: ( σ 2 f1 f f1 Rxx (f ) 0 otherwise The power of a lowpass filtered noise, as heard through an auditory filter H(f ) centered at fc , is Z Fs /2 Z σ 2 f1 1 2 Rxx (f ) H(f ) df H(f ) 2 df N(fc , f1 ) Fs Fs /2 Fs f1 Turning that around, we get a formula for H(f ) 2 in terms of the power, N(fc , f1 ), that gets passed through the filter: Fs dN(fc , f1 ) 2 H(f ) 2σ 2 df1

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary The power of lowpass noise Suppose that we have a tone at f0 fc , and we raise its amplitude, A, until it’s just barely audible. The relationship between the tone power and the noise power, at the JND amplitude, is N(fc , f1 ) 0.5A2 0.5A2 10 log10 1 N(fc , f1 ) 1/10 N(fc , f1 ) 10 1 So if we measure the minimum tone amplitude that is audible, as a function of fc and f1 , then we get 1.93Fs dA(fc , f1 ) 2 H(f ) σ2 df1 . . . so the shape of the auditory filter is the derivative, with respect to cutoff frequency, of the smallest audible power of the tone at fc .

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Symmetric filters Using the method on the previous slide, Patterson showed that the auditory filter shape varies somewhat depending on loudness, but the auditory filter centered at f0 is pretty well approximated as H(f ) 2 (b 2 1 (f f0 )2 )4

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape What is the inverse transform of a symmetric filter? H(f ) 2 1 (b 2 (f f0 )2 )4 Patterson suggested analyzing this as H(f ) 2 (b 2 1 G (f ) 2 (f f0 )2 )4 where G (f ) 2 b2 1 (f f0 )2 4 Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape What is the inverse transform of G (f ) ? First, let’s just consider the filter G (f ) 2 b2 1 (f f0 )2 The only causal filter with this frequency response is the basic second-order resonator filter, 2π 2π(b j(f f0 )) R . . . which is the Fourier transform (G (f ) g (t)e j2πft dt) of ( 2πe 2π(b jf0 )t t 0 g (t) 0 t 0 G (f ) Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary What does g (t) look like? The real part of g (t) is e 2πbt cos(2πf0 t)u(t), which is shown here: By LM13700, CC-SA3.0, .png

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary What does G (f ) look like? G (f ) looks like this (the frequency response of a standard second-order resonator filter). It’s closest to the olive-colored one: By Geek3, Gnu Free Documentation License, https://commons.wikimedia.org/wiki/File:Mplwp resonance zeta envelope.svg

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape From G (f ) to H(f ) Patterson suggested analyzing H(f ) as H(f ) 2 (b 2 1 G (f ) 2 (f f0 )2 )4 which means that h(t) g (t) g (t) g (t) g (t) So what is g (t) g (t)? 4 Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape The self-convolution of an exponential is a gamma Let’s first figure out what is g (t) g (t), where g (t) e at u(t), a 2π(b jf0 ) We can write it as Z t e aτ e a(t τ ) dτ 0 Z t at e e aτ e aτ dτ g (t) g (t) 0 te at u(t) Repeating that process, we get g (t) g (t) g (t) g (t) t 3 e at u(t) Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary The Gammatone Filter Patterson proposed that, since h(t) is obviously real-valued, we should model it as n n 1 1 H(f ) b j(f f0 ) b j(f f0 ) Whose inverse transform is a filter called a gammatone filter (because it looks like a gamma function, from statistics, multiplied by a tone): h(t) t n 1 e 2πbt cos(2πf0 t)u(t) where, in this case, the order of the gammatone is n 4.

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary The Gammatone Filter The top frame is a white noise, x[n]. The middle frame is a gammatone filter at fc 1000Hz, with a bandwidth of b 128Hz. The bottom frame is the filtered noise y [n].

Review Autocorrelation Spectrum White Bandwidth Bandstop Outline 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary Shape Summary

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Summary Autocorrelation of filtered noise: ryy [n] rxx [n] h[n] h[ n] Power spectrum of filtered noise: Ryy (ω) Rxx (ω) H(ω) 2 Auditory-filtered white noise: " # Z 1 X 2 σ 2 Fs /2 E y [n] H(f ) 2 df N n Fs Fs /2 Bandwidth of the auditory filters: f Q 9.26 b Shape of the auditory filters: 1 H(f ) 2 2 , h(t) t n 1 e 2πbt cos(2πf0 t)u(t) (b (f f0 )2 )4

Review Autocorrelation Spectrum White Bandwidth Bandstop Shape Summary Outline 1 Review: Power Spectrum and Autocorrelation 2 Autocorrelation of Filtered Noise 3 Power Spectrum of Filtered Noise 4 Auditory-Filtered White Noise 5 What is the Bandwidth of the Auditory Filters? 6 Auditory-Filtered Other Noises 7 What is the Shape of the Auditory Filters? 8 Summary

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