Tutorials

Interpolation Basics

Neil Robertson August 20, 201915 comments

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...


A Two Bin Solution

Cedron Dawg July 12, 2019
Introduction

This is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by showing an implementation of how the parameters of a real pure tone can be calculated from just two DFT bin values. The equations from previous articles are used in tandem to first calculate the frequency, and then calculate the amplitude and phase of the tone. The approach works best when the tone is between the two DFT bins in terms of frequency.

The Coding...

IIR Bandpass Filters Using Cascaded Biquads

Neil Robertson April 20, 201911 comments

In an earlier post [1], we implemented lowpass IIR filters using a cascade of second-order IIR filters, or biquads.  

This post provides a Matlab function to do the same for Butterworth bandpass IIR filters.  Compared to conventional implementations, bandpass filters based on biquads are less sensitive to coefficient quantization [2].  This becomes important when designing narrowband filters.

A biquad section block diagram using the Direct Form II structure [3,4] is...


Generating Partially Correlated Random Variables

Harry Commin March 23, 201910 comments
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

Cedron Dawg March 16, 20198 comments
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 Coordinates

The more common way of...


Demonstrating the Periodic Spectrum of a Sampled Signal Using the DFT

Neil Robertson March 9, 201920 comments

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

Neil Robertson February 10, 20192 comments

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

Neil Robertson January 13, 201936 comments

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

Neil Robertson December 18, 2018

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

Neil Robertson July 22, 20189 comments

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 1

Neil Robertson June 7, 201622 comments
1. Introduction

Figure 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

Neil Robertson November 20, 20179 comments

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...


Plotting Discrete-Time Signals

Neil Robertson September 15, 20195 comments

A discrete-time sinusoid can have frequency up to just shy of half the sample frequency.  But if you try to plot the sinusoid, the result is not always recognizable.  For example, if you plot a 9 Hz sinusoid sampled at 100 Hz, you get the result shown in the top of Figure 1, which looks like a sine.  But if you plot a 35 Hz sinusoid sampled at 100 Hz, you get the bottom graph, which does not look like a sine when you connect the dots.  We typically want the plot of a...


An s-Plane to z-Plane Mapping Example

Rick Lyons September 24, 20169 comments

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

Rick Lyons August 18, 201517 comments

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


Interpolation Basics

Neil Robertson August 20, 201915 comments

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...


Phase or Frequency Shifter Using a Hilbert Transformer

Neil Robertson March 25, 201821 comments

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 Shifter

A conceptual diagram of a phase shifter is shown in Figure 1, where the bold lines indicate complex...


Evaluate Window Functions for the Discrete Fourier Transform

Neil Robertson December 18, 2018

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...


Sinusoidal Frequency Estimation Based on Time-Domain Samples

Rick Lyons April 20, 201719 comments

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

Cedron Dawg May 21, 2015
Introduction

This 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...