Generating Partially Correlated Random Variables
IntroductionIt is often useful to be able to generate two or more signals with specific cross-correlations. Or, more generally, we would like to specify an $\left(N \times N\right)$ covariance matrix, $\mathbf{R}_{xx}$, and generate $N$ signals which will produce this covariance matrix.There are many applications in which this technique is useful. I discovered a version of this method while analysing radar systems, but the same approach can be used in a very wide range of...
Free Goodies from Embedded World - Full Inventory and Upcoming Draw Live-Streaming Date
Chances are that you already know that I went to Embedded World a few weeks ago and came back with a bag full of "goodies". Initially, my vision was to do a single draw for one person to win it all, but I didn't expect to come back with so much stuff and so many development kits. Based on your feedback, it seems like you guys agree that It wouldn't make sense for one person to win everything as no-one could make good use of all the boards and there would be lots of...
Angle Addition Formulas from Euler's Formula
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT), but only indirectly. The main intent is to get someone who is uncomfortable with complex numbers a little more used to them and relate them back to already known Trigonometric relationships done in Real values. It is essentially a followup to my first blog article "The Exponential Nature of the Complex Unit Circle".
Polar CoordinatesThe more common way of...
Demonstrating the Periodic Spectrum of a Sampled Signal Using the DFT
One of the basic DSP principles states that a sampled time signal has a periodic spectrum with period equal to the sample rate. The derivation of can be found in textbooks [1,2]. You can also demonstrate this principle numerically using the Discrete Fourier Transform (DFT).
The DFT of the sampled signal x(n) is defined as:
$$X(k)=\sum_{n=0}^{N-1}x(n)e^{-j2\pi kn/N} \qquad (1)$$
Where
X(k) = discrete frequency spectrum of time sequence x(n)
Free Goodies from Embedded World - What to Do Next?
I told you I would go on a hunt for free stuff at Embedded World in order to build a bundle for someone to win.
Back from Embedded World 2019 - Funny Stories and Live-Streaming Woes
When the idea of live-streaming parts of Embedded World came to me, I got so excited that I knew I had to make it happen. I perceived the opportunity as a win-win-win-win.
- win #1 - Engineers who could not make it to Embedded World would be able to sample the huge event,
- win #2 - The organisation behind EW would benefit from the extra exposure
- win #3 - Lecturers and vendors who would be live-streamed would reach a (much) larger audience
- win #4 - I would get...
Spread the Word and Run a Chance to Win a Bundle of Goodies from Embedded World
Do you have a Twitter and/or Linkedin account?
If you do, please consider paying close attention for the next few days to the EmbeddedRelated Twitter account and to my personal Linkedin account (feel free to connect). This is where I will be posting lots of updates about how the EmbeddedRelated.tv live streaming experience is going at Embedded World.
The most successful this live broadcasting experience will be, the better the chances that I will be able to do it...
Launch of EmbeddedRelated.tv
With the upcoming Embedded Word just around the corner, I am very excited to launch the EmbeddedRelated.tv platform.
This is where you will find the schedule for all the live broadcasts that I will be doing from Embedded World next week. Please note that the schedule will be evolving constantly, even during the show, so I suggest your refresh the page often. For instance, I am still unsure if I will be able to do the 'opening of the doors' broadcast as...
Stereophonic Amplitude-Panning: A Derivation of the 'Tangent Law'
In a recent Forum post here on dsprelated.com the audio signal processing subject of stereophonic amplitude-panning was discussed. And in that Forum thread the so-called "Tangent Law", the fundamental principle of stereophonic amplitude-panning, was discussed. However, none of the Forum thread participants had ever seen a derivation of the Tangent Law. This blog presents such a derivation and if this topic interests you, then please read on.
The notion of stereophonic amplitude-panning is...
Live Streaming from Embedded World!
For those of you who won't be attending Embedded World this year, I will try to be your eyes and ears by video streaming live from the show floor.
I am not talking improvised streaming from a phone, but real, high quality HD streaming with a high-end camera and a device that will bond three internet connections (one wifi and two cellular) to ensure a steady, and hopefully reliable, stream. All this to hopefully give those of you who cannot be there in person a virtual...
Design a DAC sinx/x Corrector
This post provides a Matlab function that designs linear-phase FIR sinx/x correctors. It includes a table of fixed-point sinx/x corrector coefficients for different DAC frequency ranges.
A sinx/x corrector is a digital (or analog) filter used to compensate for the sinx/x roll-off inherent in the digital to analog conversion process. In DSP math, we treat the digital signal applied to the DAC is a sequence of impulses. These are converted by the DAC into contiguous pulses...
How to Find a Fast Floating-Point atan2 Approximation
Context Over a short period of time, I came across nearly identical approximations of the two parameter arctangent function, atan2, developed by different companies, in different countries, and even in different decades. Fascinated with how the coefficients used in these approximations were derived, I set out to find them. This atan2 implementation is based around a rational approximation of arctangent on the domain -1 to 1:$$ atan(z) \approx \dfrac{z}{1.0 +...
Computing Large DFTs Using Small FFTs
It is possible to compute N-point discrete Fourier transforms (DFTs) using radix-2 fast Fourier transforms (FFTs) whose sizes are less than N. For example, let's say the largest size FFT software routine you have available is a 1024-point FFT. With the following trick you can combine the results of multiple 1024-point FFTs to compute DFTs whose sizes are greater than 1024.
The simplest form of this idea is computing an N-point DFT using two N/2-point FFT operations. Here's how the trick...
ADC Clock Jitter Model, Part 1 – Deterministic Jitter
Analog to digital converters (ADC’s) have several imperfections that affect communications signals, including thermal noise, differential nonlinearity, and sample clock jitter [1, 2]. As shown in Figure 1, the ADC has a sample/hold function that is clocked by a sample clock. Jitter on the sample clock causes the sampling instants to vary from the ideal sample time. This transfers the jitter from the sample clock to the input signal.
In this article, I present a Matlab...
Phase and Amplitude Calculation for a Pure Real Tone in a DFT: Method 1
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas for the phase and amplitude of a non-integer frequency real tone in a DFT. The linearity of the Fourier Transform is exploited to reframe the problem as the equivalent of finding a set of coordinates in a specific vector space. The found coordinates are then used to calculate the phase and amplitude of the pure real tone in the DFT. This article...
Compute Modulation Error Ratio (MER) for QAM
This post defines the Modulation Error Ratio (MER) for QAM signals, and shows how to compute it. As we’ll see, in the absence of impairments other than noise, the MER tracks the signal’s Carrier-to-Noise Ratio (over a limited range). A Matlab script at the end of the PDF version of this post computes MER for a simplified QAM-64 system.
Figure 1 is a simplified block diagram of a QAM system. The transmitter includes a source of QAM symbols, a root-Nyquist...
An s-Plane to z-Plane Mapping Example
While surfing around the Internet recently I encountered the 's-plane to z-plane mapping' diagram shown in Figure 1. At first I thought the diagram was neat because it's a good example of the old English idiom: "A picture is worth a thousand words." However, as I continued to look at Figure 1 I began to detect what I believe are errors in the diagram.
Reader, please take a few moments to see if you detect any errors in Figure 1.
...Generating Complex Baseband and Analytic Bandpass Signals
There are so many different time- and frequency-domain methods for generating complex baseband and analytic bandpass signals that I had trouble keeping those techniques straight in my mind. Thus, for my own benefit, I created a kind of reference table showing those methods. I present that table for your viewing pleasure in this blog.
For clarity, I define a complex baseband signal as follows: derived from an input analog xbp(t)bandpass signal whose spectrum is shown in Figure 1(a), or...
Computing the Group Delay of a Filter
I just learned a new method (new to me at least) for computing the group delay of digital filters. In the event this process turns out to be interesting to my readers, this blog describes the method. Let's start with a bit of algebra so that you'll know I'm not making all of this up.
Assume we have the N-sample h(n) impulse response of a digital filter, with n being our time-domain index, and that we represent the filter's discrete-time Fourier transform (DTFT), H(ω), in polar form...
Generating pink noise
In one of his most famous columns for Scientific American, Martin Gardner wrote about pink noise and its relation to fractal music. The article was based on a 1978 paper by Voss and Clarke, which presents, among other things, a simple algorithm for generating pink noise, also known as 1/f noise.
The fundamental idea of the algorithm is to add up several sequences of uniform random numbers that get updated at different rates. The first source gets updated at...
Signed serial-/parallel multiplication
Keywords: Binary signed multiplication implementation, RTL, Verilog, algorithm
Summary- A detailed discussion of bit-level trickstery in signed-signed multiplication
- Algorithm based on Wikipedia example
- Includes a Verilog implementation with parametrized bit width
A straightforward method to multiply two binary numbers is to repeatedly shift the first argument a, and add to a register if the corresponding bit in the other argument b is set. The...
Beat Notes: An Interesting Observation
Some weeks ago a friend of mine, a long time radio engineer as well as a piano player, called and asked me,
"When I travel in a DC-9 aircraft, and I sit back near the engines, I hear this fairly loud unpleasant whump whump whump whump sound. The frequency of that sound is, maybe, two cycles per second. I think that sound is a beat frequency because the DC-9's engines are turning at a slightly different number of revolutions per second. My question is, what sort of mechanism in the airplane...
Digital PLL's -- Part 2
In Part 1, we found the time response of a 2nd order PLL with a proportional + integral (lead-lag) loop filter. Now let’s look at this PLL in the Z-domain [1, 2]. We will find that the response is characterized by a loop natural frequency ωn and damping coefficient ζ.
Having a Z-domain model of the DPLL will allow us to do three things:
Compute the values of loop filter proportional gain KL and integrator gain KI that give the desired loop natural...Fractional Delay FIR Filters
Consider the following Finite Impulse Response (FIR) coefficients:
b = [b0 b1 b2 b1 b0]
These coefficients form a 5-tap symmetrical FIR filter having constant group delay [1,2] over 0 to fs/2 of:
D = (ntaps – 1)/2 = 2 samples
For a symmetrical filter with an odd number of taps, the group delay is always an integer number of samples, while for one with an even number of taps, the group delay is always an integer + 0.5 samples. Can we design a filter...
The History of CIC Filters: The Untold Story
If you have ever studied or designed a cascaded integrator-comb (CIC) lowpass filter then surely you've read Eugene Hogenauer's seminal 1981 IEEE paper where he first introduced the CIC filter to the signal processing world [1]. As it turns out, Hogenauer's famous paper was not the first formal document describing and proposing CIC filters. Here's the story.
In the Fall of 1979 Eugene Hogenauer was finalizing his development of the CIC filter, the filter now used in so many multirate signal...
Using Mason's Rule to Analyze DSP Networks
There have been times when I wanted to determine the z-domain transfer function of some discrete network, but my algebra skills failed me. Some time ago I learned Mason's Rule, which helped me solve my problems. If you're willing to learn the steps in using Mason's Rule, it has the power of George Foreman's right hand in solving network analysis problems.
This blog discusses a valuable analysis method (well known to our analog control system engineering brethren) to obtain the z-domain...
Wavelets II - Vanishing Moments and Spectral Factorization
In the previous blog post I described the workings of the Fast Wavelet Transform (FWT) and how wavelets and filters are related. As promised, in this article we will see how to construct useful filters. Concretely, we will find a way to calculate the Daubechies filters, named after Ingrid Daubechies, who invented them and also laid much of the mathematical foundations for wavelet analysis.
Besides the content of the last post, you should be familiar with basic complex algebra, the...
Goertzel Algorithm for a Non-integer Frequency Index
If you've read about the Goertzel algorithm, you know it's typically presented as an efficient way to compute an individual kth bin result of an N-point discrete Fourier transform (DFT). The integer-valued frequency index k is in the range of zero to N-1 and the standard block diagram for the Goertzel algorithm is shown in Figure 1. For example, if you want to efficiently compute just the 17th DFT bin result (output sample X17) of a 64-point DFT you set integer frequency index k = 17 and N =...
Setting the 3-dB Cutoff Frequency of an Exponential Averager
This blog discusses two ways to determine an exponential averager's weighting factor so that the averager has a given 3-dB cutoff frequency. Here we assume the reader is familiar with exponential averaging lowpass filters, also called a "leaky integrators", to reduce noise fluctuations that contaminate constant-amplitude signal measurements. Exponential averagers are useful because they allow us to implement lowpass filtering at a low computational workload per output sample.
Figure 1 shows...
Ten Little Algorithms, Part 6: Green’s Theorem and Swept-Area Detection
Other articles in this series:
- Part 1: Russian Peasant Multiplication
- Part 2: The Single-Pole Low-Pass Filter
- Part 3: Welford's Method (And Friends)
- Part 4: Topological Sort
- Part 5: Quadratic Extremum Interpolation and Chandrupatla's Method
This article is mainly an excuse to scribble down some cryptic-looking mathematics — Don’t panic! Close your eyes and scroll down if you feel nauseous — and...