GEOPHYSICS, VOL. 57, NO. 11 (NOVEMBER 1992); P. 152&1524, 2 FIGS.

Short Note
The calculation of instantaneous frequency and
instantaneous bandwidth
Arthur E. Barnes*
INTRODUCTION
A number of ways have been offered to calculate instan-
taneous frequency, an important complex seismic trace
attribute. The standard calculation follows directly from its
definition and requires two differentiations (Taner et al.,
1979). By avoiding these differentiations, three formulas that
approximate instantaneous frequency are faster to compute.
The first employs a two-point finite-impulse response (FIR)
differentiator in place of the derivative filter (Scheuer and
Oldenburg, 1988). The second is nearly the same as the first,
except that it employs a three-point FIR differentiator
(Boashash et al., 1991). The third takes a different approach
and involves two approximations (Claerbout, 1976, p. 20;
Yilmaz, 1987, p. 521). How do these formulas compare, and
which is best?
The results of the approximate formulas for instantaneous
frequency are comparable to that produced by the standard
formula, and they are sufficient for most applications in
reflection seismology. Of the three approximations, employ-
ing the two-point differentiator is arguably the best. As an
average of instantaneous frequency over a sample period, it
is intuitively appealing and more closely related to the
definition than Claerbouts measure. It produces a result
more directly comparable to the standard than that of the
three-point filter. However, it causes a half-sample time
shift; the three-point filter does not cause a shift. Similar
approximations also apply to the calculation of instanta-
neous bandwidth.
I review the definition of instantaneous frequency and of
four formulas for its computation and efficient approxima-
tion. I apply these formulas to a seismic trace, compare the
results, and draw conclusions. I show that similar conclu-
sions apply to the calculation of instantaneous bandwidth.
FORMULAS
Instantaneous frequency
Let x(t) be a seismic trace and let y(t) be its Hilbert
transform, or the imaginary trace. An analytic trace z(t) is
defined as
z(t) = x(t) + iy(t) = R(t) exp [ie (t)],
(1)
where R(t) is the instantaneous amplitude (trace envelope)
and O(t) is the instantaneous phase. Instantaneous fre-
quency f(t) is defined as
f(t)=;;e(t), (2)
(Taner et al., 1979; Cohen, 1989).
An ambiguity inherent in the instantaneous phase renders
equation (2) impractical for calculating instantaneous fre-
quency: only the principal values of the phase are computed,
which causes 27~ phase discontinuities. Instantaneous fre-
quency is instead calculated by another equation, directly
derived from equation (2):
1 x(t)y(t) - x(t)y(t)
f(t) = 2,
x(t)2 + y(t)2
(3)
where the primes denote differentiation with respect to time
(Taner et al., 1979). The instantaneous frequency of sampled
data can be far in excess of Nyquist frequency.
INSTANTANEOUS FREQUENCY APPROXIMATIONS
Equation (3) requires two differentiations to calculate
instantaneous frequency. By avoiding these differentiations,
three formulas that approximate instantaneous frequency
are faster to compute.
The first of the three approximations is developed as
follows. Define an average instantaneous frequency f, (t) as
Manuscript received by the Editor April 22, 1992; revised manuscript received April 22, 1992.
*Genie Mineral, Ecole Polytechnique, C.P. 6079, Succursale I A, Montreal, quebec H3C 3A7, Canada.
0 1992 Society of Exploration Geophysicists. All rights reserved.
1520
Calculation of Instantaneous Frequency
the temporal average of instantaneous frequency in a time
interval from t to t + T:
1521
(12)
(e.g., Jones and Boashash, 1990). Substitution of the defini-
tion given above for instantaneous frequency into equation
(4) yields
(5)
Equation (5) is applicable to sampled data with sample
period T. It is a type 4 linear-phase FIR filter (Parks and
Burrus, 1987, p. 24), and it introduces a half-sample time
shift. Unlike the standard calculation of instantaneous fre-
quency, this measure is constrained to yield a magnitude no
greater than Nyquist frequency because the maximum dif-
ference in the unwrapped phase that can occur over a sample
period is 7~.
Like equation (2), equation (5) is impractical for compu-
tation, but it can be put into a practical form. Note from
equation (1) that
8 (t) = Zm[ln z(t)].
Substituting this equality into equation (5) yields
(6)
fa(f) = & [Zm{ln z(t + T)} - Zm{ln z(t)>l, or (7)
f,(t)=&Zm{ln [F]}=&arg r%]. (8)
This is essentially the formula given by Scheuer and Olden-
burg (1988). It can be rewritten in a form more suitable for
computer implementation:
1
f, (t) = - arctan
x(t)y(t + T) - n(t + T)Y(l)
2aT
1
x(t)x(t + T) + y(t)y(t + T)
(9)
Boashash et al. (1991) offer a similar equation employing a
three-point FIR differentiator. It is a type three linear-phase
FIR filter (Parks and Burrus, 1987, p. 24), and it does not
introduce a time shift. It is given by
fb(t) = &
e(t + T) - O(t - T)
4nT
(10)
This is an average of instantaneous frequency over two
sample periods. It is also constrained to yield a magnitude no
greater than Nyquist frequency. Following a similar devel-
opment as given above results in
(11)
and
1 rx(t - T)y(t + T) - x(t + T)y(t - T)j
fb (t) = - arctan
4,1rT x(t - T)x(t + T) + y(t - T)y(t + T)
I
A third approximate formula for instantaneous frequency
is
fc(t) =$Z #;;;;;:;] (13)
(Claerbout, 1976, p. 20; Yilmaz, 1987, p. 521); it involves
two approximations in its derivation. Put into a practical
form, it is
fc(t) = L
]
x(t)y(t + T) - x(t + T)y(t)
,ITT
1
(x(t) +x(t + T))2 + (y(t) +y(t + T))2
(14)
This equation introduces a half-sample period time shift, and
its results can be greater than Nyquist frequency.
Comparison
To judge the three approximate formulas for instantaneous
frequency, equations (9), (12), and (14), I applied them to a
seismic trace and compared the results with that obtained by
the standard formula, equation (3); this is shown in Figure 1.
All three approximate formulas produce results that are
comparable to that produced by the standard formula, and
for most applications any of the three would suffice. Since
they are more efficient, they are preferable to the standard
formula. With regard to frequency spikes, instantaneous
frequency computed with the two-point FIR differentiator
more closely resembles the standard instantaneous fre-
quency than that computed by the three-point operator,
whose spikes have a tendency to be negative. In most
seismic applications, this is unimportant since spikes are
typically ignored. Instantaneous frequency produced by the
three-point operator is a little smoother because it involves
twice as much averaging. Both these measures are simpler
and more intuitive to understand than Claerbouts approxi-
mation, equation (14). Further, they produce results no
greater than Nyquist frequency, unlike both the standard
formula and Claerbouts approximation.
INSTANTANEOUS BANDWIDTH
Instantaneous bandwidth, of(t), has been defined as
where R(t) is instantaneous amplitude and R (t) is its time
derivative (Cohen and Lee, 1990). Given the instantaneous
amplitude, instantaneous bandwidth can be calculated di-
rectly from equation (15) with one differentiation. This
differentiation can be avoided by employing efficient equa-
tions similar to those developed for instantaneous frequency
given above. Employing a two-point FIR differentiator in-
stead of a standard derivative filter yields
1 In R(t + T) - In R(t)
of(t) = 2,
T
x2(t + T) + y2(t + T)
x2(t) + y2(t)
II
.
(16)
1 a
r
O_ ,,-. @&\/ r,J\q#$pqp
-5
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
z 100
z
h
2 50
3
kr
& 0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
time (s)
0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
R 100
8
G
Q 50
s
& 0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
time (3)
time (s)
FIG. 1. (a) Seismic trace, and instantaneous frequency calculated by (b) the standard formula, (c) two-point filter approximation
(recommended), (d) three-point filter approximation, and (e) Claerbouts approximation.
Calculation of Instantaneous Frequency
This introduces a half-sample time shift. For a three-point
FIR differentiator, the corresponding equation is
1523
particular measure is equivalent to instantaneous frequency
averaged over a sample interval. This is equal to the differ-
ence in instantaneous phase over that interval divided by the
length of the interval and is essentially a two-point FIR
differentiator. It is a more intuitive measure than an approx-
imation given by Claerbout (1976). It is arguably better than
instantaneous frequency itself in that its values represent
entire sample periods, whereas instantaneous frequency
represents only the sample points. As a result, it has the
appealing characteristic of constraining instantaneous fre-
quency to be no greater than Nyquist frequency, unlike both
the standard formula and Claerbouts approximation. How-
ever, the two-point differentiator introduces a half-sample
time shift; this can be avoided by using a three-point FIR
filter, equivalent to an average over two sample intervals.
The disadvantage of using the three-point differentiator is
that its results look less like the standard because many
spikes become negative, though for most seismic applica-
tions this is unimportant. Identical equations can be devel-
oped for the efficient computation of instantaneous band-
width. For most applications in reflection seismology, I
recommend the calculation of instantaneous frequency and
bandwidth by the formulas employing a two- or three-point
differentiator.
ar(t) = $ In fW + T)2-Tln Nt - T)
=& In
I [
x2(t + T) + yyt + ZJ
X2(t - T) + y2(t - T)
II
.
(17)
This formula does not introduce a time shift.
A comparison of instantaneous bandwidth calculated with
equations (15), (16), and (17) is shown in Figure 2. The three
results are comparable. For most applications in reflection
seismology, instantaneous bandwidth can be satisfactorily
and efficiently computed by approximate formulas (16) or
(17).
DISCUSSION
Instantaneous frequency is defined as the time derivative
of the instantaneous phase. The formula for its practical
calculation, derived directly from this definition, requires
two differentiations. Alternative formulas provide a close
approximation to instantaneous frequency and are faster to
compute because they avoid these differentiations. One
time (s)
0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45
time (s)
FIG. 2. Instantaneous bandwidth of the seismic trace shown in Figure 1, calculated by (a) the standard formula, (b) two-point
filter approximation, and (c) three-point filter approximation.
1524 Barnes
ACKNOWLEDGMENT
Partial support was provided by a Natural Sciences and
Engineering Research Council of Canada (NSERC) strategic
grant awarded to A. Brown, M. Chouteau, C. Hubert, J.
Ludden, and M. Mareschal.
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