📄 demqpc.m
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%DEMQPC HOSA Toolbox Demo: Detection of Quadratic Phase Coupling
echo off
% demos of qpctor (qpcgen)
% A. Swami April 15, 1993
% Copyright (c) 1991-2001 by United Signals & Systems, Inc.
% $Revision: 1.6 $
% RESTRICTED RIGHTS LEGEND
% Use, duplication, or disclosure by the Government is subject to
% restrictions as set forth in subparagraph (c) (1) (ii) of the
% Rights in Technical Data and Computer Software clause of DFARS
% 252.227-7013.
% Manufacturer: United Signals & Systems, Inc., P.O. Box 2374,
% Culver City, California 90231.
%
% This material may be reproduced by or for the U.S. Government pursuant
% to the copyright license under the clause at DFARS 252.227-7013.
clear, clc,
echo on
% Non-Linear Processes: Quadratic Phase Coupling
%
% When a signal consisting of two harmonics, say at frequencies f1 and f2,
% with starting phases, ph1(1) and phi(2), is passed through a square-law
% device (a quadratic non-linearity), the output consists of harmonics at
% frequencies f1, f2, f1+f2 and f1-f2, with starting phases phi(1), phi(2),
% phi(1)+phi(2) and phi(1)-phi(2). These harmonics are said to be
% quadratically phase-coupled. This phenomenon is observed in several
% situations, such as plasma physics, oceanography, EEG signals, otoacoustic
% emissions, signals generated by rotating machinery, etc.
% The bispectrum estimation routines BISPECD and BISPECI may be used
% to obtain (non-parametric) estimates of the bispectrum. If QPC is present,
% the bispectrum will exhibit sharp peaks. (Choose the option
% `Estimating Bispectra ...' from the main menu, to learn more about this.)
% Here we will look at parametric methods, which offer the promise of
% high resolution.
% Hit any key to continue
pause
clc
% The HOSA Toolbox offers two routines:
% 1. QPCGEN may be used to generate synthetics consisting of
% sinusoids, whose phases may be independent or quadratically
% phase coupled.
%
% 2. QPCTOR may be used to detect the presence of quadratic
% phase-coupling; this function uses the "Third-Order Recursion"
% method.
%
% We will test QPCTOR on some data generated by QPCGEN.
% The data for this demo is a synthetic for the quadratic-phase coupling (QPC)
% problem. The data consist of four unity amplitude harmonics with
% frequencies, 0.1 Hz, 0.15 Hz, 0.25 Hz and 0.40 Hz. 64 independent
% realizations, each consisting of 64 samples, were generated using routine
% QPCGEN. The starting phases for the harmonics with frequencies, 0.1 Hz,
% 0.25 Hz and 0.40 Hz were chosen independently from an uniform distribution;
% the starting phase of the third harmonic, at 0.25 Hz, was set equal to the
% the sum of the starting phases of the harmonics at 0.1 Hz and 0.15 Hz.
% White Gaussian noise with a variance of 1.5 was added to the signal.
% Note that the harmonics at (0.1, 0.15, 0.25) are both frequency- and phase-
% coupled; whereas those at (0.15, 0.25, 0.40) are frequency-coupled, but
% not phase-coupled.
% Hit any key to continue
pause
clc
load qpc
% We will use QPCTOR, with maxlag=18, and an assumed order of 12.
% QPCTOR sets up a set of linear equations based on third-order cumulants.
% If the data has n quadratically phase-coupled frequency triplets,
% then, the rank of this matrix should be 6n.
% We compute the SVD of this matrix, in order to determine its rank.
% We also estimate the conventional power spectrum to get a rough idea of
% the number of harmonics present in the data.
%
% Notice that the power spectrum shows peaks at roughly 0.10, 0.15, 0.25
% and 0.40 Hz. We note that quadratic phase coupling may exist in the
% triplets (0.1,0.15,0.25) and (0.15,0.25,0.40).
% You will notice a sharp drop in the singular value plot, after n=6
% Overfitting usually improves the estimate: so we will use an order of 12
% Hit any key to continue
pause
clf
[arvec, Bspec] = qpctor(zmat,18,12);
set(gcf, 'Name', 'HOSA QPCTOR')
% QPCTOR estimates the conventional power spectrum, as well as the parametric
% bispectrum.
%
% In the plots, you should note that:
% The singular values drop off sharply after n=6 indicating the presence of
% three quadratically phase-coupled harmonics.
% The power spectrum has four peaks corresponding to the four harmonics,
% (0.1, 0.15, 0.25 and 0.40 Hz).
% The bispectrum shows a single sharp peak at around (f1,f2) = (0.10,0.15),
% indicating qpc for frequencies (0.10, 0.15, 0.25).
% Notice that only the 0 <= f1 <= f2 portion of the bispectrum is displayed.
% Hit any key to return to the main menu
pause
echo off
clc
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