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...
Angle Addition Formulas from Euler's Formula
Introduction
This 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...
Smaller DFTs from bigger DFTs
Introduction
Let's consider the following hypothetical situation: You have a sequence $x$ with $N/2$ points and a black box which can compute the DFT (Discrete Fourier Transform) of an $N$ point sequence. How will you use the black box to compute the $N/2$ point DFT of $x$? While the problem may appear to be a bit contrived, the answer(s) shed light on some basic yet insightful and useful properties of the DFT.
On a related note, the reverse problem of computing an $N$...
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 $N$...
Take Control of Noise with Spectral Averaging
Most engineers have seen the moment-to-moment fluctuations that are common with instantaneous measurements of a supposedly steady spectrum. You can see these fluctuations in magnitude and phase for each frequency bin of your spectrogram. Although major variations are certainly reason for concern, recall that we don’t live in an ideal, noise-free world. After verifying the integrity of your measurement setup by checking connections, sensors, wiring, and the like, you might conclude that the...
How precise is my measurement?
Some might argue that measurement is a blend of skepticism and faith. While time constraints might make you lean toward faith, some healthy engineering skepticism should bring you back to statistics. This article reviews some practical statistics that can help you satisfy one common question posed by skeptical engineers: “How precise is my measurement?” As we’ll see, by understanding how to answer it, you gain a degree of control over your measurement time.
An accurate, precise...Feedback Controllers - Making Hardware with Firmware. Part 8. Control Loop Test-bed
This part in the series will consider the signals, measurements, analyses and configurations for testing high-speed low-latency feedback loops and their controllers. Along with basic test signals, a versatile IFFT signal generation scheme will be discussed and implemented. A simple controller under test will be constructed to demonstrate the analysis principles in preparation for the design and evaluation of specific controllers and closed-loop applications.
Additional design...Phase and Amplitude Calculation for a Pure Complex Tone in a DFT using Multiple Bins
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas to calculate the phase and amplitude of a pure complex tone from several DFT bin values and knowing the frequency. This article is functionally an extension of my prior article "Phase and Amplitude Calculation for a Pure Complex Tone in a DFT"[1] which used only one bin for a complex tone, but it is actually much more similar to my approach for real...
Phase and Amplitude Calculation for a Pure Complex Tone in a DFT
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas to calculate the phase and amplitude of a pure complex tone from a DFT bin value and knowing the frequency. This is a much simpler problem to solve than the corresponding case for a pure real tone which I covered in an earlier blog article[1]. In the noiseless single tone case, these equations will be exact. In the presence of noise or other tones...
Feedback Controllers - Making Hardware with Firmware. Part 7. Turbo-charged DSP Oscillators
This article will look at some DSP Sine-wave oscillators and will show how an FPGA with limited floating-point performance due to latency, can be persuaded to produce much higher sample-rate sine-waves of high quality.Comparisons will be made between implementations on Intel Cyclone V and Cyclone 10 GX FPGAs. An Intel numerically controlled oscillator
Delay estimation by FFT
Given x=sig(t) and y=ref(t), returns [c, ref(t+delta), delta)] = fitSignal(y, x);:Estimates and corrects delay and scaling factor between two signals Code snippet
This article relates to the Matlab / Octave code snippet: Delay estimation with subsample resolution It explains the algorithm and the design decisions behind it.
IntroductionThere are many DSP-related problems, where an unknown timing between two signals needs to be determined and corrected, for example, radar, sonar,...
Python scipy.signal IIR Filtering: An Example
Introduction
In the last posts I reviewed how to use the Python scipy.signal package to design digital infinite impulse response (IIR) filters, specifically, using the iirdesign function (IIR design I and IIR design II ). In this post I am going to conclude the IIR filter design review with an example.
Previous posts:
Python scipy.signal IIR Filter Design
IntroductionThe following is an introduction on how to design an infinite impulse response (IIR) filters using the Python scipy.signal package. This post, mainly, covers how to use the scipy.signal package and is not a thorough introduction to IIR filter design. For complete coverage of IIR filter design and structure see one of the references.
Filter SpecificationBefore providing some examples lets review the specifications for a filter design. A filter...
An Efficient Linear Interpolation Scheme
This blog presents a computationally-efficient linear interpolation trick that requires at most one multiply per output sample.
Background: Linear Interpolation
Looking at Figure 1(a) let's assume we have two points, [x(0),y(0)] and [x(1),y(1)], and we want to compute the value y, on the line joining those two points, associated with the value x.
Figure 1: Linear interpolation: given x, x(0), x(1), y(0), and y(1), compute the value of y. ...
Determination of the transfer function of passive networks with MATLAB Functions
With MATLAB functions, the transfer function of passive networks can be determined relatively easily. The method is explained using the example of a passive low-pass filter of the sixth order, which is shown in Fig.1
Fig.1 Passive low-pass filter of the sixth order
If one tried, as would be logical, to calculate the transfer function starting from the input, it would be quite complicated. On the other hand, if you start from the output, the determination of this function is simple...
Pulse Shaping in Single-Carrier Communication Systems
Some common conceptual hurdles for beginning communications engineers have to do with "Pulse Shaping" or the closely-related, even synonymous, topics of "matched filtering", "Nyquist filtering", "Nyquist pulse", "pulse filtering", "spectral shaping", etc. Some of the confusion comes from the use of terms like "matched filter" which has a broader meaning in the more general field of signal processing or detection theory. Likewise "Raised Cosine" has a different meaning or application in this...
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...
The DFT Output and Its Dimensions
The Discrete Fourier Transform, or DFT, converts a signal from discrete time to discrete frequency. It is commonly implemented as and used as the Fast Fourier Transform (FFT). This article will attempt to clarify the format of the DFT output and how it is produced.
Living in the real world, we deal with real signals. The data we typically sample does not have an imaginary component. For example, the voltage sampled by a receiver is a real value at a particular point in time. Let’s...
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...
A Fast Real-Time Trapezoidal Rule Integrator
This blog presents a computationally-efficient network for computing real‑time discrete integration using the Trapezoidal Rule.
Background
While studying what is called "N-sample Romberg integration" I noticed that such an integration process requires the computation of many individual smaller‑sized integrations using the Trapezoidal Rule integration method [1]. My goal was to create a computationally‑fast real‑time Trapezoidal Rule integration network to increase the processing...
Polyphase filter / Farrows interpolation
Hello,
this article is meant to give a quick overview over polyphase filtering and Farrows interpolation.
A good reference with more depth is for example Fred Harris' paper: http://www.signumconcepts.com/IP_center/paper018.pdf
The task is as follows: Interpolate a band-limited discrete-time signal at a variable offset between samples.In other words:Delay the signal by a given amount with sub-sample accuracy.Both mean the same.
The picture below shows samples (black) representing...
Frequency Dependence in Free Space Propagation
Introduction
It seems to be fairly common knowledge, even among practicing professionals, that the efficiency of propagation of wireless signals is frequency dependent. Generally it is believed that lower frequencies are desirable since pathloss effects will be less than they would be at higher frequencies. As evidence of this, the Friis Transmission Equation[i] is often cited, the general form of which is usually written as:
Pr = Pt Gt Gr ( λ / 4πd )2 (1)
where the...
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.
...The Most Interesting FIR Filter Equation in the World: Why FIR Filters Can Be Linear Phase
This blog discusses a little-known filter characteristic that enables real- and complex-coefficient tapped-delay line FIR filters to exhibit linear phase behavior. That is, this blog answers the question:
What is the constraint on real- and complex-valued FIR filters that guarantee linear phase behavior in the frequency domain?I'll declare two things to convince you to continue reading.
Declaration# 1: "That the coefficients must be symmetrical" is not a correct
Take Control of Noise with Spectral Averaging
Most engineers have seen the moment-to-moment fluctuations that are common with instantaneous measurements of a supposedly steady spectrum. You can see these fluctuations in magnitude and phase for each frequency bin of your spectrogram. Although major variations are certainly reason for concern, recall that we don’t live in an ideal, noise-free world. After verifying the integrity of your measurement setup by checking connections, sensors, wiring, and the like, you might conclude that the...
Sinusoidal Frequency Estimation Based on Time-Domain Samples
The topic of estimating a noise-free real or complex sinusoid's frequency, based on fast Fourier transform (FFT) samples, has been presented in recent blogs here on dsprelated.com. For completeness, it's worth knowing that simple frequency estimation algorithms exist that do not require FFTs to be performed . Below I present three frequency estimation algorithms that use time-domain samples, and illustrate a very important principle regarding so called "exact"...
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...
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...
An Efficient Linear Interpolation Scheme
This blog presents a computationally-efficient linear interpolation trick that requires at most one multiply per output sample.
Background: Linear Interpolation
Looking at Figure 1(a) let's assume we have two points, [x(0),y(0)] and [x(1),y(1)], and we want to compute the value y, on the line joining those two points, associated with the value x.
Figure 1: Linear interpolation: given x, x(0), x(1), y(0), and y(1), compute the value of y. ...
Python scipy.signal IIR Filter Design Cont.
In the previous post the Python scipy.signal iirdesign function was disected. We reviewed the basics of filter specification and reviewed how to use the iirdesign function to design IIR filters. The previous post I only demonstrated low pass filter designs. The following are examples how to use the iirdesign function for highpass, bandpass, and stopband filters designs.
Highpass FilterThe following is a highpass filter design for the different filter...
