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...
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)
Compute the Frequency Response of a Multistage Decimator
Figure 1a shows the block diagram of a decimation-by-8 filter, consisting of a low-pass finite impulse response (FIR) filter followed by downsampling by 8 [1]. A more efficient version is shown in Figure 1b, which uses three cascaded decimate-by-two filters. This implementation has the advantages that only FIR 1 is sampled at the highest sample rate, and the total number of filter taps is lower.
The frequency response of the single-stage decimator before downsampling is just...
Use Matlab Function pwelch to Find Power Spectral Density – or Do It Yourself
In my last post, we saw that finding the spectrum of a signal requires several steps beyond computing the discrete Fourier transform (DFT)[1]. These include windowing the signal, taking the magnitude-squared of the DFT, and computing the vector of frequencies. The Matlab function pwelch [2] performs all these steps, and it also has the option to use DFT averaging to compute the so-called Welch power spectral density estimate [3,4].
In this article, I’ll present some...
Evaluate Window Functions for the Discrete Fourier Transform
The Discrete Fourier Transform (DFT) operates on a finite length time sequence to compute its spectrum. For a continuous signal like a sinewave, you need to capture a segment of the signal in order to perform the DFT. Usually, you also need to apply a window function to the captured signal before taking the DFT [1 - 3]. There are many different window functions and each produces a different approximation of the spectrum. In this post, we’ll present Matlab code that...
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...
Digital PLL’s, Part 3 – Phase Lock an NCO to an External Clock
Sometimes you may need to phase-lock a numerically controlled oscillator (NCO) to an external clock that is not related to the system clocks of your ASIC or FPGA. This situation is shown in Figure 1. Assuming your system has an analog-to-digital converter (ADC) available, you can sync to the external clock using the scheme shown in Figure 2. This time-domain PLL model is similar to the one presented in Part 1 of this series on digital PLL’s [1]. In that PLL, we...
ADC Clock Jitter Model, Part 2 – Random Jitter
In Part 1, I presented a Matlab function to model an ADC with jitter on the sample clock, and applied it to examples with deterministic jitter. Now we’ll investigate an ADC with random clock jitter, by using a filtered or unfiltered Gaussian sequence as the jitter source. What we are calling jitter can also be called time jitter, phase jitter, or phase noise. It’s all the same phenomenon. Typically, we call it jitter when we have a time-domain representation,...
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...
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...Simplest Calculation of Half-band Filter Coefficients
Half-band filters are lowpass FIR filters with cut-off frequency of one-quarter of sampling frequency fs and odd symmetry about fs/4 [1]*. And it so happens that almost half of the coefficients are zero. The passband and stopband bandwiths are equal, making these filters useful for decimation-by-2 and interpolation-by-2. Since the zero coefficients make them computationally efficient, these filters are ubiquitous in DSP systems.
Here we will compute half-band...
Design IIR Filters Using Cascaded Biquads
This article shows how to implement a Butterworth IIR lowpass filter as a cascade of second-order IIR filters, or biquads. We’ll derive how to calculate the coefficients of the biquads and do some examples using a Matlab function biquad_synth provided in the Appendix. Although we’ll be designing Butterworth filters, the approach applies to any all-pole lowpass filter (Chebyshev, Bessel, etc). As we’ll see, the cascaded-biquad design is less sensitive to coefficient...
Interpolation Basics
This article covers interpolation basics, and provides a numerical example of interpolation of a time signal. Figure 1 illustrates what we mean by interpolation. The top plot shows a continuous time signal, and the middle plot shows a sampled version with sample time Ts. The goal of interpolation is to increase the sample rate such that the new (interpolated) sample values are close to the values of the continuous signal at the sample times [1]. For example, if...
Evaluate Window Functions for the Discrete Fourier Transform
The Discrete Fourier Transform (DFT) operates on a finite length time sequence to compute its spectrum. For a continuous signal like a sinewave, you need to capture a segment of the signal in order to perform the DFT. Usually, you also need to apply a window function to the captured signal before taking the DFT [1 - 3]. There are many different window functions and each produces a different approximation of the spectrum. In this post, we’ll present Matlab code that...
Phase or Frequency Shifter Using a Hilbert Transformer
In this article, we’ll describe how to use a Hilbert transformer to make a phase shifter or frequency shifter. In either case, the input is a real signal and the output is a real signal. We’ll use some simple Matlab code to simulate these systems. After that, we’ll go into a little more detail on Hilbert transformer theory and design.
Phase ShifterA conceptual diagram of a phase shifter is shown in Figure 1, where the bold lines indicate complex...
Digital PLL's -- Part 1
1. IntroductionFigure 1.1 is a block diagram of a digital PLL (DPLL). The purpose of the DPLL is to lock the phase of a numerically controlled oscillator (NCO) to a reference signal. The loop includes a phase detector to compute phase error and a loop filter to set loop dynamic performance. The output of the loop filter controls the frequency and phase of the NCO, driving the phase error to zero.
One application of the DPLL is to recover the timing in a digital...
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...
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.
...Second Order Discrete-Time System Demonstration
Discrete-time systems are remarkable: the time response can be computed from mere difference equations, and the coefficients ai, bi of these equations are also the coefficients of H(z). Here, I try to illustrate this remarkableness by converting a continuous-time second-order system to an approximately equivalent discrete-time system. With a discrete-time model, we can then easily compute the time response to any input. But note that the goal here is as much to...
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
Digital PLL's -- Part 1
1. IntroductionFigure 1.1 is a block diagram of a digital PLL (DPLL). The purpose of the DPLL is to lock the phase of a numerically controlled oscillator (NCO) to a reference signal. The loop includes a phase detector to compute phase error and a loop filter to set loop dynamic performance. The output of the loop filter controls the frequency and phase of the NCO, driving the phase error to zero.
One application of the DPLL is to recover the timing in a digital...
Simplest Calculation of Half-band Filter Coefficients
Half-band filters are lowpass FIR filters with cut-off frequency of one-quarter of sampling frequency fs and odd symmetry about fs/4 [1]*. And it so happens that almost half of the coefficients are zero. The passband and stopband bandwiths are equal, making these filters useful for decimation-by-2 and interpolation-by-2. Since the zero coefficients make them computationally efficient, these filters are ubiquitous in DSP systems.
Here we will compute half-band...
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
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...
Phase or Frequency Shifter Using a Hilbert Transformer
In this article, we’ll describe how to use a Hilbert transformer to make a phase shifter or frequency shifter. In either case, the input is a real signal and the output is a real signal. We’ll use some simple Matlab code to simulate these systems. After that, we’ll go into a little more detail on Hilbert transformer theory and design.
Phase ShifterA conceptual diagram of a phase shifter is shown in Figure 1, where the bold lines indicate complex...
Discrete-Time PLLs, Part 1: Basics
Design Files: Part1.slx
Hi everyone,
In this series of tutorials on discrete-time PLLs we will be focusing on Phase-Locked Loops that can be implemented in discrete-time signal proessors such as FPGAs, DSPs and of course, MATLAB.
In the first part of the series, we will be reviewing the basics of continuous-time baseband PLLs and we will see some useful mathematics that will give us insight into the inners working of PLLs. In the second part, we will focus on...
Peak to Average Power Ratio and CCDF
Peak to Average Power Ratio (PAPR) is often used to characterize digitally modulated signals. One example application is setting the level of the signal in a digital modulator. Knowing PAPR allows setting the average power to a level that is just low enough to minimize clipping.
However, for a random signal, PAPR is a statistical quantity. We have to ask, what is the probability of a given peak power? Then we can decide where to set the average...
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...
