## Filtering Noise: The Basics (Part 1)

IntroductionFinding signals in the presence of noise is one of the fundamental quests of the discipline of signal processing. Noise is inherently random by nature, so a probability oriented approach is needed to develop a mathematical framework for filtering (i.e. removing/suppressing) noise. This framework or discipline, formally referred to as stochastic signal processing, is often taught in graduate level engineering programs and is covered from different perspectives in excellent...

## A Markov View of the Phase Vocoder Part 2

IntroductionLast post we motivated the idea of viewing the classic phase vocoder as a Markov process. This was due to the fact that the input signal’s features are unknown to the computer, and the phase advancement for the next synthesis frame is entirely dependent on the phase advancement of the current frame. We will dive a bit deeper into this idea, and flesh out some details which we left untouched last week. This includes the effect our discrete Fourier transform has on the...

## A Markov View of the Phase Vocoder Part 1

IntroductionHello! This is my first post on dsprelated.com. I have a blog that I run on my website, http://www.christianyostdsp.com. In order to engage with the larger DSP community, I'd like to occasionally post my more engineering heavy writing here and get your thoughts.

Today we will look at the phase vocoder from a different angle by bringing some probability into the discussion. This is the first part in a short series. Future posts will expand further upon the ideas...

## Polar Coding Notes: Channel Combining and Channel Splitting

Channel Combining

Channel combining is a step that combines copies of a given B-DMC $W$ in a recursive manner to produce a vector channel $W_N : {\cal X}^N \to {\cal Y}^N$, where $N$ can be any power of two, $N=2^n, n\le0^{[1]}$.

The notation $u_1^N$ as shorthand for denoting a row vector $(u_1, \dots , u_N)$.

The vector channel $W_N$ is the virtual channel between the input sequence $u_1^N$ to a linear encoder and the output sequence $y^N_1$ of $N$...

## 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. This is the point that estimation starts. Any time that we analyse noisy observations to make decisions, we are estimating some parameters. Parameters are mainly used to simplify the description of a dynamic.

Noise by its definition is a...

## 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...

## Filtering Noise: The Basics (Part 1)

IntroductionFinding signals in the presence of noise is one of the fundamental quests of the discipline of signal processing. Noise is inherently random by nature, so a probability oriented approach is needed to develop a mathematical framework for filtering (i.e. removing/suppressing) noise. This framework or discipline, formally referred to as stochastic signal processing, is often taught in graduate level engineering programs and is covered from different perspectives in excellent...

## Polar Coding Notes: Channel Combining and Channel Splitting

Channel Combining

Channel combining is a step that combines copies of a given B-DMC $W$ in a recursive manner to produce a vector channel $W_N : {\cal X}^N \to {\cal Y}^N$, where $N$ can be any power of two, $N=2^n, n\le0^{[1]}$.

The notation $u_1^N$ as shorthand for denoting a row vector $(u_1, \dots , u_N)$.

The vector channel $W_N$ is the virtual channel between the input sequence $u_1^N$ to a linear encoder and the output sequence $y^N_1$ of $N$...

## A Markov View of the Phase Vocoder Part 2

IntroductionLast post we motivated the idea of viewing the classic phase vocoder as a Markov process. This was due to the fact that the input signal’s features are unknown to the computer, and the phase advancement for the next synthesis frame is entirely dependent on the phase advancement of the current frame. We will dive a bit deeper into this idea, and flesh out some details which we left untouched last week. This includes the effect our discrete Fourier transform has on the...

## 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

IntroductionHello! This is my first post on dsprelated.com. I have a blog that I run on my website, http://www.christianyostdsp.com. In order to engage with the larger DSP community, I'd like to occasionally post my more engineering heavy writing here and get your thoughts.

Today we will look at the phase vocoder from a different angle by bringing some probability into the discussion. This is the first part in a short series. Future posts will expand further upon the ideas...

## 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. This is the point that estimation starts. Any time that we analyse noisy observations to make decisions, we are estimating some parameters. Parameters are mainly used to simplify the description of a dynamic.

Noise by its definition is a...

## 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...

## 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

Channel Combining

Channel combining is a step that combines copies of a given B-DMC $W$ in a recursive manner to produce a vector channel $W_N : {\cal X}^N \to {\cal Y}^N$, where $N$ can be any power of two, $N=2^n, n\le0^{[1]}$.

The notation $u_1^N$ as shorthand for denoting a row vector $(u_1, \dots , u_N)$.

The vector channel $W_N$ is the virtual channel between the input sequence $u_1^N$ to a linear encoder and the output sequence $y^N_1$ of $N$...

## 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...

## Filtering Noise: The Basics (Part 1)

IntroductionFinding signals in the presence of noise is one of the fundamental quests of the discipline of signal processing. Noise is inherently random by nature, so a probability oriented approach is needed to develop a mathematical framework for filtering (i.e. removing/suppressing) noise. This framework or discipline, formally referred to as stochastic signal processing, is often taught in graduate level engineering programs and is covered from different perspectives in excellent...

## A Markov View of the Phase Vocoder Part 1

IntroductionHello! This is my first post on dsprelated.com. I have a blog that I run on my website, http://www.christianyostdsp.com. In order to engage with the larger DSP community, I'd like to occasionally post my more engineering heavy writing here and get your thoughts.

Today we will look at the phase vocoder from a different angle by bringing some probability into the discussion. This is the first part in a short series. Future posts will expand further upon the ideas...

## 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. This is the point that estimation starts. Any time that we analyse noisy observations to make decisions, we are estimating some parameters. Parameters are mainly used to simplify the description of a dynamic.

Noise by its definition is a...

## A Markov View of the Phase Vocoder Part 2

IntroductionLast post we motivated the idea of viewing the classic phase vocoder as a Markov process. This was due to the fact that the input signal’s features are unknown to the computer, and the phase advancement for the next synthesis frame is entirely dependent on the phase advancement of the current frame. We will dive a bit deeper into this idea, and flesh out some details which we left untouched last week. This includes the effect our discrete Fourier transform has on the...