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@@ -23,9 +23,9 @@ Let's suppose that the ADC is ideal and the only noise comes from the quantizati
Interestingly, the noise amplitude is uniformly distributed.
The quantization noise can take a value between \\(\pm q/2\\), and the probability density function is constant in this range (i.e., its a uniform distribution).
Since the integral of the probability density function is equal to one, its value will be \\(1/q\\) for \\(-q/2 < e < q/2\\) (Fig. [1](#org5848c2b)).
Since the integral of the probability density function is equal to one, its value will be \\(1/q\\) for \\(-q/2 < e < q/2\\) (Fig. [1](#orgf547b74)).
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{{< figure src="/ox-hugo/probability_density_function_adc.png" caption="Figure 1: Probability density function \\(p(e)\\) of the ADC error \\(e\\)" >}}
@@ -48,7 +48,7 @@ Thus, the two-sided PSD (from \\(\frac{-f\_s}{2}\\) to \\(\frac{f\_s}{2}\\)), we
\int\_{-f\_s/2}^{f\_s/2} \Gamma(f) d f = f\_s \Gamma = \frac{q^2}{12}
\end{equation}
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Finally, the Power Spectral Density of the quantization noise of an ADC is equal to:
@@ -62,7 +62,7 @@ Finally, the Power Spectral Density of the quantization noise of an ADC is equal
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Let's take a 18bits ADC with a range of +/-10V and a sample frequency of 10kHz.

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@@ -4,23 +4,21 @@ author = ["Thomas Dehaeze"]
draft = false
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Backlinks:
- [Multivariable Control]({{< relref "multivariable_control" >}})
Tags
:
\\[ \SI{1}{\meter\per\second} \\]
Resources:
- ([Skogestad and Postlethwaite 2007](#org44811fa))
- ([Toivonen 2002](#orgfbd38d8))
- ([Zhang 2011](#orgc3b14cc))
- ([Skogestad and Postlethwaite 2007](#org4fdbcff))
- ([Toivonen 2002](#org4782daf))
- ([Zhang 2011](#org9b9c22a))
## Definition {#definition}
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<div></div>
A norm of \\(e\\) (which may be a vector, matrix, signal of system) is a real number, denoted \\(\\|e\\|\\), that satisfies the following properties:
@@ -47,7 +45,7 @@ A norm of \\(e\\) (which may be a vector, matrix, signal of system) is a real nu
## Matrix Norms {#matrix-norms}
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A norm on a matrix \\(\\|A\\|\\) is a matrix norm if, in addition to the four norm properties, it also satisfies the multiplicative property:
@@ -141,7 +139,7 @@ We now consider which system norms result from the definition of input classes a
### \\(\mathcal{H}\_\infty\\) Norm {#mathcal-h-infty--norm}
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Consider a proper linear stable system \\(G(s)\\).
@@ -159,7 +157,7 @@ In terms of signals, the \\(\mathcal{H}\_\infty\\) norm can be interpreted as fo
### \\(\mathcal{H}\_2\\) Norm {#mathcal-h-2--norm}
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Consider a strictly proper system \\(G(s)\\).
@@ -178,17 +176,17 @@ In terms of signals, the \\(\mathcal{H}\_\infty\\) norm can be interpreted as fo
The \\(\mathcal{H}\_2\\) is very useful when combined to [Dynamic Error Budgeting]({{< relref "dynamic_error_budgeting" >}}).
As explained in ([Monkhorst 2004](#orgc4a9d92)), the \\(\mathcal{H}\_2\\) norm has a stochastic interpretation:
As explained in ([Monkhorst 2004](#orgb605c51)), the \\(\mathcal{H}\_2\\) norm has a stochastic interpretation:
> The squared \\(\mathcal{H}\_2\\) norm can be interpreted as the output variance of a system with zero mean white noise input.
## Bibliography {#bibliography}
<a id="orgc4a9d92"></a>Monkhorst, Wouter. 2004. “Dynamic Error Budgeting, a Design Approach.” Delft University.
<a id="orgb605c51"></a>Monkhorst, Wouter. 2004. “Dynamic Error Budgeting, a Design Approach.” Delft University.
<a id="org44811fa"></a>Skogestad, Sigurd, and Ian Postlethwaite. 2007. _Multivariable Feedback Control: Analysis and Design_. John Wiley.
<a id="org4fdbcff"></a>Skogestad, Sigurd, and Ian Postlethwaite. 2007. _Multivariable Feedback Control: Analysis and Design_. John Wiley.
<a id="orgfbd38d8"></a>Toivonen, Hannu T. 2002. “Robust Control Methods.” Abo Akademi University.
<a id="org4782daf"></a>Toivonen, Hannu T. 2002. “Robust Control Methods.” Abo Akademi University.
<a id="orgc3b14cc"></a>Zhang, Weidong. 2011. _Quantitative Process Control Theory_. CRC Press.
<a id="org9b9c22a"></a>Zhang, Weidong. 2011. _Quantitative Process Control Theory_. CRC Press.

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title = "Sensor Noise Estimation"
author = ["Thomas Dehaeze"]
draft = false
+++
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## Estimation of the Noise of Inertial Sensors {#estimation-of-the-noise-of-inertial-sensors}
Measuring the noise level of inertial sensors is not easy as the seismic motion is usually much larger than the sensor's noise level.
A technique to estimate the sensor noise in such case is proposed in ([Barzilai, VanZandt, and Kenny 1998](#org7fe766e)) and well explained in ([Poel 2010](#org964c18e)) (Section 6.1.3).
The idea is to mount two inertial sensors closely together such that they should measure the same quantity.
This is represented in Figure [1](#org53e9426) where two identical sensors are measuring the same motion \\(x(t)\\).
<a id="org53e9426"></a>
{{< figure src="/ox-hugo/huddle_test_setup.png" caption="Figure 1: Schematic representation of the setup for measuring the noise of inertial sensors." >}}
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Few quantities that will be used to estimate the sensor noise are now defined.
This include the **Coherence**, the **Power Spectral Density** (PSD) and the **Cross Spectral Density** (CSD).
The coherence between signals \\(x\\) and \\(y\\) is defined as follow
\\[ \gamma^2\_{xy}(\omega) = \frac{|C\_{xy}(\omega)|^2}{|P\_{x}(\omega)| |P\_{y}(\omega)|} \\]
where \\(|P\_{x}(\omega)|\\) is the output PSD of signal \\(x(t)\\) and \\(|C\_{xy}(\omega)|\\) is the CSD of signals \\(x(t)\\) and \\(y(t)\\).
The PSD and CSD are defined as follow:
\begin{align}
|P\_x(\omega)| &= \frac{2}{n\_d T} \sum^{n\_d}\_{n=1} \left| x\_k(\omega, T) \right|^2 \\\\\\
|C\_{xy}(\omega)| &= \frac{2}{n\_d T} \sum^{n\_d}\_{n=1} [ x\_k^\*(\omega, T) ] [ y\_k(\omega, T) ]
\end{align}
where:
- \\(n\_d\\) is the number for records averaged
- \\(T\\) is the length of each record
- \\(x\_k(\omega, T)\\) is the finite Fourier transform of the kth record
- \\(x\_k^\*(\omega, T)\\) is its complex conjugate
The Matlab function `mscohere` can be used to compute the coherence:
```matlab
%% Parameters
Fs = 1e4; % Sampling Frequency [Hz]
win = hanning(ceil(10*Fs)); % 10 seconds Hanning Windows
%% Coherence between x and y
[pxy, f] = mscohere(x, y, win, [], [], Fs); % Coherence, frequency vector in [Hz]
```
Alternatively, it can be manually computed using the `cpsd` and `pwelch` commands:
```matlab
%% Manual Computation of the Coherence
[pxy, f] = cpsd(x, y, win, [], [], Fs); % Cross Spectral Density between x and y
[pxx, ~] = pwelch(x, win, [], [], Fs); % Power Spectral Density of x
[pyy, ~] = pwelch(y, win, [], [], Fs); % Power Spectral Density of y
pxy_manual = abs(pxy).^2./abs(pxx)./abs(pyy);
```
</div>
Now suppose that:
- both sensors are modelled as LTI systems \\(H\_1(s)\\) and \\(H\_2(s)\\)
- sensor noises are modelled as input noises \\(n\_1(t)\\) and \\(n\_2(s)\\)
- sensor noises are uncorrelated and each are uncorrelated with \\(x(t)\\)
Then, the system can be represented by the block diagram in Figure [2](#org0e1cf4a), and we can write:
\begin{align}
P\_{y\_1y\_1}(\omega) &= |H\_1(\omega)|^2 ( P\_{x}(\omega) + P\_{n\_1}(\omega) ) \\\\\\
P\_{y\_2y\_2}(\omega) &= |H\_2(\omega)|^2 ( P\_{x}(\omega) + P\_{n\_2}(\omega) ) \\\\\\
C\_{y\_1y\_2}(j\omega) &= H\_2^H(j\omega) H\_1(j\omega) P\_{x}(\omega)
\end{align}
And the CSD between \\(y\_1(t)\\) and \\(y\_2(t)\\) is:
\begin{equation}
\gamma^2\_{y\_1y\_2}(\omega) = \frac{|C\_{y\_1y\_2}(j\omega)|^2}{P\_{y\_1}(\omega) P\_{y\_2}(\omega)}
\end{equation}
<a id="org0e1cf4a"></a>
{{< figure src="/ox-hugo/huddle_test_block_diagram.png" caption="Figure 2: Huddle test block diagram" >}}
Rearranging the equations, we obtain the PSD of \\(n\_1(t)\\) and \\(n\_2(t)\\):
\begin{align}
P\_{n1}(\omega) = \frac{P\_{y\_1}(\omega)}{|H\_1(j\omega)|^2} \left( 1 - \gamma\_{y\_1y\_2}(\omega) \frac{|H\_1(j\omega)|}{|H\_2(j\omega)|} \sqrt{\frac{P\_{y\_2}(\omega)}{P\_{y\_1}(\omega)}} \right) \\\\\\
P\_{n2}(\omega) = \frac{P\_{y\_2}(\omega)}{|H\_2(j\omega)|^2} \left( 1 - \gamma\_{y\_1y\_2}(\omega) \frac{|H\_2(j\omega)|}{|H\_1(j\omega)|} \sqrt{\frac{P\_{y\_1}(\omega)}{P\_{y\_2}(\omega)}} \right)
\end{align}
If we assume the two sensor dynamics to be the same \\(H\_1(s) \approx H\_2(s)\\) and the PSD of \\(n\_1(t)\\) and \\(n\_2(t)\\) to be the same (\\(P\_{n\_1}(\omega) \approx P\_{n\_2}(\omega)\\)) which is most of the time the case when using two identical sensors, we obtain this approximate equation:
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\begin{equation}
|P\_{n\_1}(\omega)| \approx \frac{P\_{y\_1}}{|H\_1(j\omega)|^2} \big( 1 - \gamma\_{y\_1y\_2}(\omega) \big)
\end{equation}
</div>
## Bibliography {#bibliography}
<a id="org7fe766e"></a>Barzilai, Aaron, Tom VanZandt, and Tom Kenny. 1998. “Technique for Measurement of the Noise of a Sensor in the Presence of Large Background Signals.” _Review of Scientific Instruments_ 69 (7):276772. <https://doi.org/10.1063/1.1149013>.
<a id="org964c18e"></a>Poel, Gerrit Wijnand van der. 2010. “An Exploration of Active Hard Mount Vibration Isolation for Precision Equipment.” University of Twente. <https://doi.org/10.3990/1.9789036530163>.

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@@ -10,7 +10,7 @@ Tags
## SNR to Noise PSD {#snr-to-noise-psd}
From ([Jabben 2007](#org4650879)) (Section 3.3.2):
From ([Jabben 2007](#orgf2f4e47)) (Section 3.3.2):
> Electronic equipment does most often not come with detailed electric schemes, in which case the PSD should be determined from measurements.
> In the design phase however, one has to rely on information provided by specification sheets from the manufacturer.
@@ -22,7 +22,7 @@ From ([Jabben 2007](#org4650879)) (Section 3.3.2):
> \\[ S\_{snr} = \frac{x\_{fr}^2}{8 f\_c C\_{snr}^2} \\]
> with \\(x\_{fr}\\) the full range of \\(x\\), and \\(C\_{snr}\\) the SNR.
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Let's take an example.
@@ -49,7 +49,7 @@ where \\(S\_{snr}\\) is the SNR in dB and \\(S\_\text{rms}\\) is the RMS value o
If the full range is \\(\Delta V\\), then:
\\[ S\_\text{rms} = \frac{\Delta V/2}{\sqrt{2}} \\]
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As an example, let's take a voltage amplifier with a full range of \\(\Delta V = 20V\\) and a SNR of 85dB.
@@ -66,7 +66,7 @@ The RMS value of the noise is then:
If the wanted full range and RMS value of the noise are defined, the required SNR can be computed from:
\\[ S\_{snr} = 20 \log \frac{\text{Signal, rms}}{\text{Noise, rms}} \\]
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Let's say the wanted noise is \\(1 mV, \text{rms}\\) for a full range of \\(20 V\\), the corresponding SNR is:
@@ -78,13 +78,13 @@ Let's say the wanted noise is \\(1 mV, \text{rms}\\) for a full range of \\(20 V
## Noise Density to RMS noise {#noise-density-to-rms-noise}
From ([Fleming 2010](#orgf1518db)):
From ([Fleming 2010](#orgf17a758)):
\\[ \text{RMS noise} = \sqrt{2 \times \text{bandwidth}} \times \text{noise density} \\]
If the noise is normally distributed, the RMS value is also the standard deviation \\(\sigma\\).
The peak to peak amplitude is then approximately \\(6 \sigma\\).
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- noise density = \\(20 pm/\sqrt{Hz}\\)
@@ -98,6 +98,6 @@ The peak-to-peak noise will be approximately \\(6 \sigma = 1.7 nm\\)
## Bibliography {#bibliography}
<a id="orgf1518db"></a>Fleming, A.J. 2010. “Nanopositioning System with Force Feedback for High-Performance Tracking and Vibration Control.” _IEEE/ASME Transactions on Mechatronics_ 15 (3):43347. <https://doi.org/10.1109/tmech.2009.2028422>.
<a id="orgf17a758"></a>Fleming, A.J. 2010. “Nanopositioning System with Force Feedback for High-Performance Tracking and Vibration Control.” _IEEE/ASME Transactions on Mechatronics_ 15 (3):43347. <https://doi.org/10.1109/tmech.2009.2028422>.
<a id="org4650879"></a>Jabben, Leon. 2007. “Mechatronic Design of a Magnetically Suspended Rotating Platform.” Delft University.
<a id="orgf2f4e47"></a>Jabben, Leon. 2007. “Mechatronic Design of a Magnetically Suspended Rotating Platform.” Delft University.