Topological data analysis for true step detection in periodic piecewise constant signals
This paper introduces a simple yet powerful approach based on topological data analysis for detecting true steps in a periodic, piecewise constant (PWC) signal. The signal is a two state square wave with randomly varying in between pulse spacing, subject to spurious steps at the rising or falling edges which we call digital ringing. We use persistent homology to derive mathematical guarantees for the resulting change detection which enables accurate identification and counting of the true pulses. The approach is tested using both synthetic and experimental data obtained using an engine lathe instrumented with a laser tachometer. The described algorithm enables accurate and automatic calculations of the spindle speed without any choice of parameters. The results are compared with the frequency and sequency methods of the Fourier and Walsh Hadamard transforms, respectively. Both our approach and the Fourier analysis yield comparable results for pulses with regular spacing and digital ringing while the latter causes large errors using the Walsh Hadamard method. Further, the described approach significantly outperforms the frequency/sequency analyses when the spacing between the peaks is varied. We discuss generalizing the approach to higher dimensional PWC signals, although using this extension remains an interesting question for future research.
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences