Filtering Noise: The Basics (Part 1)
How do you pull signals out of random noise? This post builds intuition from first principles for discrete-time white Gaussian noise and shows how simple linear FIR filtering (averaging) reduces noise. You’ll get derivations for the output mean, variance and autocorrelation, learn why the uniform moving-average minimizes noise under a unity-DC constraint, and why its sinc spectrum can be problematic. Part 1 of a short series.
A Markov View of the Phase Vocoder Part 2
This post builds a Markov-chain transition graph to guide phase vocoder time-frequency decisions, using spectral correlation data from a Bach violin sonata. It shows how FFT size and the time-stretch factor alpha change bin-to-bin correlations, proposes an inverse-square plus log-boundary probability model for transitions, and demonstrates practical limits and implementation choices with accompanying MATLAB code.
A Markov View of the Phase Vocoder Part 1
The phase vocoder is reframed here as a Markov process, letting simple statistics reveal how sinusoidal energy migrates across frequency bins. The author shows how per-bin amplitude-difference correlations produce a data-driven transition picture, and provides MATLAB code and practical gating strategies to make those estimates robust. The results explain common phase-vocoder heuristics and point toward improved, structure-aware time-frequency processing.
Polar Coding Notes: Channel Combining and Channel Splitting
Lyons Zhang walks through the core algebra of polar coding, showing how channel combining builds the vector channel W_N from N copies of a binary-input DMC using the polar transform G_N = B_N F^{⊗n}. The notes then define channel splitting, derive the coordinate-channel transition probabilities from the chain rule, and present the recursive formulas that let you compute W_{2N}^{(2i-1)} and W_{2N}^{(2i)} from W_N^{(i)}.
Maximum Likelihood Estimation
Any observation has some degree of noise content that makes our observations uncertain. When we try to make conclusions based on noisy observations, we have to separate the dynamics of a signal from noise.
Bayes meets Fourier
Joseph Fourier never met Thomas Bayes—Fourier was born in 1768, seven years after Bayes died. But recently I have been exploring connections between the Bayes filter and the Fourier transform.
By "Bayes filter", I don't mean spam filtering using a Bayesian classifier, but rather recursive Bayesian estimation, which is used in robotics and other domains to estimate the state of a system that evolves over time, for example, the position of a moving robot. My interest in...
Engineering the Statistics
Do you remember the probability course you took in undergrad? If you were like me, you would consider it one of those courses that you get out of confused. But maybe a time will come where you regret skipping class because of the lecturer's persisting attempts to scare you with mathematical involved nomenclature.As you might have guessed, I had this moment few months back where I had to go deep into statistical analysis. I learned things the hard way, or maybe it is the right way. I mean...
Polar Coding Notes: Channel Combining and Channel Splitting
Lyons Zhang walks through the core algebra of polar coding, showing how channel combining builds the vector channel W_N from N copies of a binary-input DMC using the polar transform G_N = B_N F^{⊗n}. The notes then define channel splitting, derive the coordinate-channel transition probabilities from the chain rule, and present the recursive formulas that let you compute W_{2N}^{(2i-1)} and W_{2N}^{(2i)} from W_N^{(i)}.
Filtering Noise: The Basics (Part 1)
How do you pull signals out of random noise? This post builds intuition from first principles for discrete-time white Gaussian noise and shows how simple linear FIR filtering (averaging) reduces noise. You’ll get derivations for the output mean, variance and autocorrelation, learn why the uniform moving-average minimizes noise under a unity-DC constraint, and why its sinc spectrum can be problematic. Part 1 of a short series.
Bayes meets Fourier
Joseph Fourier never met Thomas Bayes—Fourier was born in 1768, seven years after Bayes died. But recently I have been exploring connections between the Bayes filter and the Fourier transform.
By "Bayes filter", I don't mean spam filtering using a Bayesian classifier, but rather recursive Bayesian estimation, which is used in robotics and other domains to estimate the state of a system that evolves over time, for example, the position of a moving robot. My interest in...
A Markov View of the Phase Vocoder Part 1
The phase vocoder is reframed here as a Markov process, letting simple statistics reveal how sinusoidal energy migrates across frequency bins. The author shows how per-bin amplitude-difference correlations produce a data-driven transition picture, and provides MATLAB code and practical gating strategies to make those estimates robust. The results explain common phase-vocoder heuristics and point toward improved, structure-aware time-frequency processing.
Engineering the Statistics
Do you remember the probability course you took in undergrad? If you were like me, you would consider it one of those courses that you get out of confused. But maybe a time will come where you regret skipping class because of the lecturer's persisting attempts to scare you with mathematical involved nomenclature.As you might have guessed, I had this moment few months back where I had to go deep into statistical analysis. I learned things the hard way, or maybe it is the right way. I mean...
A Markov View of the Phase Vocoder Part 2
This post builds a Markov-chain transition graph to guide phase vocoder time-frequency decisions, using spectral correlation data from a Bach violin sonata. It shows how FFT size and the time-stretch factor alpha change bin-to-bin correlations, proposes an inverse-square plus log-boundary probability model for transitions, and demonstrates practical limits and implementation choices with accompanying MATLAB code.
Maximum Likelihood Estimation
Any observation has some degree of noise content that makes our observations uncertain. When we try to make conclusions based on noisy observations, we have to separate the dynamics of a signal from noise.
Filtering Noise: The Basics (Part 1)
How do you pull signals out of random noise? This post builds intuition from first principles for discrete-time white Gaussian noise and shows how simple linear FIR filtering (averaging) reduces noise. You’ll get derivations for the output mean, variance and autocorrelation, learn why the uniform moving-average minimizes noise under a unity-DC constraint, and why its sinc spectrum can be problematic. Part 1 of a short series.
Bayes meets Fourier
Joseph Fourier never met Thomas Bayes—Fourier was born in 1768, seven years after Bayes died. But recently I have been exploring connections between the Bayes filter and the Fourier transform.
By "Bayes filter", I don't mean spam filtering using a Bayesian classifier, but rather recursive Bayesian estimation, which is used in robotics and other domains to estimate the state of a system that evolves over time, for example, the position of a moving robot. My interest in...
Polar Coding Notes: Channel Combining and Channel Splitting
Lyons Zhang walks through the core algebra of polar coding, showing how channel combining builds the vector channel W_N from N copies of a binary-input DMC using the polar transform G_N = B_N F^{⊗n}. The notes then define channel splitting, derive the coordinate-channel transition probabilities from the chain rule, and present the recursive formulas that let you compute W_{2N}^{(2i-1)} and W_{2N}^{(2i)} from W_N^{(i)}.
Engineering the Statistics
Do you remember the probability course you took in undergrad? If you were like me, you would consider it one of those courses that you get out of confused. But maybe a time will come where you regret skipping class because of the lecturer's persisting attempts to scare you with mathematical involved nomenclature.As you might have guessed, I had this moment few months back where I had to go deep into statistical analysis. I learned things the hard way, or maybe it is the right way. I mean...
A Markov View of the Phase Vocoder Part 1
The phase vocoder is reframed here as a Markov process, letting simple statistics reveal how sinusoidal energy migrates across frequency bins. The author shows how per-bin amplitude-difference correlations produce a data-driven transition picture, and provides MATLAB code and practical gating strategies to make those estimates robust. The results explain common phase-vocoder heuristics and point toward improved, structure-aware time-frequency processing.
Maximum Likelihood Estimation
Any observation has some degree of noise content that makes our observations uncertain. When we try to make conclusions based on noisy observations, we have to separate the dynamics of a signal from noise.
A Markov View of the Phase Vocoder Part 2
This post builds a Markov-chain transition graph to guide phase vocoder time-frequency decisions, using spectral correlation data from a Bach violin sonata. It shows how FFT size and the time-stretch factor alpha change bin-to-bin correlations, proposes an inverse-square plus log-boundary probability model for transitions, and demonstrates practical limits and implementation choices with accompanying MATLAB code.
