## 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...

## Fibonacci trick

I'm working on a video, tying the Fibonacci sequence into the general subject of difference equations.

Here's a fun trick: take any two consecutive numbers in the Fibonacci sequence, say 34 and 55. Now negate one and use them as the seed for the Fibonacci sequence, larger magnitude first, i.e.

$-55, 34, \cdots$

Carry it out, and you'll eventually get the Fibonacci sequence, or it's negative:

$-55, 34, -21, 13, -8, 5, -3, 2, -1, 1, 0, 1, 1 \cdots$

This is NOT a general property of difference...

## The Power Spectrum

Often, when calculating the spectrum of a sampled signal, we are interested in relative powers, and we don’t care about the absolute accuracy of the y axis. However, when the sampled signal represents an analog signal, we sometimes need an accurate picture of the analog signal’s power in the frequency domain. This post shows how to calculate an accurate power spectrum.

Parseval’s theorem [1,2] is a property of the Discrete Fourier Transform (DFT) that...

## New Comments System (please help me test it)

I thought it would take me a day or two to implement, it took almost two weeks...

But here it is, the new comments systems for blogs, heavily inspired by the forum system I developed earlier this year.

Which means that:

- You can easily add images, either by drag and drop or through the 'Insert Image' button
- You can add MathML, TeX and ASCIImath equations and they will be rendered with Mathjax
- You can add code snippets and they will be highlighted with highlights.js
- You can edit...

## Wavelets I - From Filter Banks to the Dilation Equation

This is the first in what I hope will be a series of posts about wavelets, particularly about the Fast Wavelet Transform (FWT). The FWT is extremely useful in practice and also very interesting from a theoretical point of view. Of course there are already plenty of resources, but I found them tending to be either simple implementation guides that do not touch on the many interesting and sometimes crucial connections. Or they are highly mathematical and definition-heavy, for a...

## The Real Star of Star Trek

Unless you've been living under a rock recently, you're probably aware that this month is the 50-year anniversary of the original Star Trek show on American television. It's an anniversary worth noting, as did Time and Newsweek magazines with their special editions.

Over the years I've come to realize that a major star of the original Star Trek series wasn't an actor. It was a thing. The starship USS Enterprise! Before I explain my thinking, here's a little...

## 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.

...## Should DSP Undergraduate Students Study z-Transform Regions of Convergence?

Not long ago I presented my 3-day DSP class to a group of engineers at Tektronix Inc. in Beaverton Oregon [1]. After I finished covering my material on IIR filters' z-plane pole locations and filter stability, one of the Tektronix engineers asked a question similar to:

"I noticed that you didn't discuss z-plane regions of convergence here. In my undergraduate DSP class we spent a lot of classroom and homework time on the ...

## Implementing Impractical Digital Filters

This blog discusses a problematic situation that can arise when we try to implement certain digital filters. Occasionally in the literature of DSP we encounter impractical digital IIR filter block diagrams, and by impractical I mean block diagrams that cannot be implemented. This blog gives examples of impractical digital IIR filters and what can be done to make them practical.

Implementing an Impractical Filter: Example 1

Reference [1] presented the digital IIR bandpass filter...

## An Astounding Digital Filter Design Application

I've recently encountered a digital filter design application that astonished me with its design flexibility, capability, and ease of use. The software is called the "ASN Filter Designer." After experimenting with a demo version of this filter design software I was so impressed that I simply had publicize it to the subscribers here on dsprelated.com.

What I Liked About the ASN Filter DesignerWith typical filter design software packages the user enters numerical values for the...

## A multiuser waterfilling algorithm

Hello,this blog entry documents a code snippet for a multi-user waterfilling algorithm. It's heuristic and relatively straightforward, making it easy to implement additional constraints or rules.I rewrote parts of it to improve readability, but no extensive testing took place afterwards. Please double-check that it does what it promises.

Introduction to multiuser waterfilling.Background information can be found for example in the presentation from Yosia Hadisusanto,

## The History of CIC Filters: The Untold Story

If you have ever studied or designed a cascaded integrator-comb (CIC) lowpass filter then surely you've read Eugene Hogenauer's seminal 1981 IEEE paper where he first introduced the CIC filter to the signal processing world [1]. As it turns out, Hogenauer's famous paper was not the first formal document describing and proposing CIC filters. Here's the story.

In the Fall of 1979 Eugene Hogenauer was finalizing his development of the CIC filter, the filter now used in so many multirate signal...

## Design study: 1:64 interpolating pulse shaping FIR

This article is the documentation to a code snippet that originated from a discussion on comp.dsp.

The task is to design a root-raised cosine filter with a rolloff of a=0.15 that interpolates to 64x the symbol rate at the input.

The code snippet shows a solution that is relatively straightforward to design and achieves reasonably good efficiency using only FIR filters.

Motivation: “simple solutions?”## Half-band filter on Xilinx FPGA

1. DSP48 Slice in Xilinx FPGAThere are many DSP48 Slices in most Xilinx® FPGAs, one DSP48 slice in Spartan6® FPGA is shown in Figure 1, the structure may different depending on the device, but broadly similar.

Figure 1: A whole DSP48A1 Slice in Spartan6 (www.xilinx.com)

2. Symmetric Systolic Half-band FIRFigure 2: Symmetric Systolic Half-band FIR Filter

3. Two-channel Symmetric Systolic Half-band FIRFigure 3: 2-Channel...

## Beat Notes: An Interesting Observation

Some weeks ago a friend of mine, a long time radio engineer as well as a piano player, called and asked me,

"When I travel in a DC-9 aircraft, and I sit back near the engines, I hear this fairly loud unpleasant whump whump whump whump sound. The frequency of that sound is, maybe, two cycles per second. I think that sound is a beat frequency because the DC-9's engines are turning at a slightly different number of revolutions per second. My question is, what sort of mechanism in the airplane...

## Improved Narrowband Lowpass IIR Filters

Here's a neat IIR filter trick. It's excerpted from the "DSP Tricks" chapter of the new 3rd edition of my book "Understanding Digital Signal Processing". Perhaps this trick will be of some value to the subscribers of dsprelated.com.

Due to their resistance to quantized-coefficient errors, traditional 2nd-order infinite impulse response (IIR) filters are the fundamental building blocks in computationally-efficient high-order IIR digital filter implementations. However, when used in...

## Coupled-Form 2nd-Order IIR Resonators: A Contradiction Resolved

This blog clarifies how to obtain and interpret the z-domain transfer function of the coupled-form 2nd-order IIR resonator. The coupled-form 2nd-order IIR resonator was developed to overcome a shortcoming in the standard 2nd-order IIR resonator. With that thought in mind, let's take a brief look at a standard 2nd-order IIR resonator.

Standard 2nd-Order IIR Resonator A block diagram of the standard 2nd-order IIR resonator is shown in Figure 1(a). You've probably seen that block diagram many...

## Multimedia Processing with FFMPEG

FFMPEG is a set of libraries and a command line tool for encoding and decoding audio and video in many different formats. It is a free software project for manipulating/processing multimedia data. Many open source media players are based on FFMPEG libraries.

FFMPEG is developed under Linux but it can be compiled under most operating systems including Mac OS, Microsoft Windows. For more details about FFMPEG please refer

## Discrete Wavelet Transform Filter Bank Implementation (part 2)

Following the previous blog entry: http://www.dsprelated.com/showarticle/115.php

Difference between DWT and DWPTBefore getting to the equivalent filter obtention, I first want to talk about the difference between DWT(Discrete Wavelet Transform) and DWPT (Discrete Wavelet Packet Transform). The latter is used mostly for image processing.

While DWT has a single "high-pass" branch that filters the signal with the h1 filter, the DWPT separates branches symmetricaly: this means that one...

## Fitting a Damped Sine Wave

A damped sine wave is described by

$$ x_{(k)} = A \cdot e^{\alpha \cdot k} \cdot cos(\omega \cdot k + p)\tag{1}$$

with frequency $\omega$ , phase p , initial amplitude A and damping constant $\alpha$ . The $x_{(k)}$ are the samples of the function at equally spaced points in time.

With $x_{(k)}$ given, one often has to find the unknown parameters of the function. This can be achieved for instance with nonlinear approximation or with DFT – methods.

I present a method to find the...

## 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 snippetThis 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,...

## A Quadrature Signals Tutorial: Complex, But Not Complicated

Introduction Quadrature signals are based on the notion of complex numbers and perhaps no other topic causes more heartache for newcomers to DSP than these numbers and their strange terminology of j operator, complex, imaginary, real, and orthogonal. If you're a little unsure of the physical meaning of complex numbers and the j = √-1 operator, don't feel bad because you're in good company. Why even Karl Gauss, one the world's greatest mathematicians, called the j operator the "shadow of...

## PID Without a PhD

I both consult and teach in the area of digital control. Through both of these efforts, I have found that while there certainly are control problems that require all the expertise I can bring to bear, there are a great number of control problems that can be solved with the most basic knowledge of simple controllers, without resort to any formal control theory at all.

This article will tell you how to implement a simple controller in software and how to tune it without getting into heavy...

## Music/Audio Signal Processing

Greetings,

This is my blog from the point of view of a music/audio DSP research engineer / educator. It is informal and largely nontechnical because nearly everything I have to say about signal processing is (or will be) somewhere in my four-book series: Mathematics of DFT with Audio Applications, Introduction to Digital Filters, Physical Audio Signal Processing and

## 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...

## The DFT Magnitude of a Real-valued Cosine Sequence

This blog may seem a bit trivial to some readers here but, then again, it might be of some value to DSP beginners. It presents a mathematical proof of what is the magnitude of an N-point discrete Fourier transform (DFT) when the DFT's input is a real-valued sinusoidal sequence.

To be specific, if we perform an N-point DFT on N real-valued time-domain samples of a discrete cosine wave, having exactly integer k cycles over N time samples, the peak magnitude of the cosine wave's...

## 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...

## Time Machine, Anyone?

Abstract: Dispersive linear systems with negative group delay have caused much confusion in the past. Some claim that they violate causality, others that they are the cause of superluminal tunneling. Can we really receive messages before they are sent? This article aims at pouring oil in the fire and causing yet more confusion :-).

IntroductionIn this article we reproduce the results of a physical experiment...

## Understanding and Relating E_{b}/N_{o}, SNR, and other Power Efficiency Metrics

Introduction

Evaluating the performance of communication systems, and wireless systems in particular, usually involves quantifying some performance metric as a function of Signal-to-Noise-Ratio (SNR) or some similar measurement. Many systems require performance evaluation in multipath channels, some in Doppler conditions and other impairments related to mobility. Some have interference metrics to measure against, but nearly all include noise power as an impairment. Not all systems are...

## Sum of Two Equal-Frequency Sinusoids

Some time ago I reviewed the manuscript of a book being considered by the IEEE Press publisher for possible publication. In that manuscript the author presented the following equation:

Being unfamiliar with Eq. (1), and being my paranoid self, I wondered if that equation is indeed correct. Not finding a stock trigonometric identity in my favorite math reference book to verify Eq. (1), I modeled both sides of the equation using software. Sure enough, Eq. (1) is not correct. So then I...

## DSPRelated and EmbeddedRelated now on Facebook & I will be at EE Live!

I have two news to share with you today.

The first one is that I finally created Facebook pages for DSPRelated.com and EmbeddedRelated (DSPRelated page - EmbeddedRelated page). For a long time I didn't feel that this was something that was needed, but it seems that these days more and more people are using their Facebook account to stay updated with their favorite websites. In any event, if you have a Facebook account, I would greatly appreciate if you could use the next 5 seconds to "like"...

## Collaborative Writing Experiment: Your Favorite DSP Websites

You are invited to contribute to the content of this blog post through the magic of Google Docs' real time collaboration feature.

I discovered this tool several months ago when I was looking for a way to coordinate our annual family halloween party (potluck) and avoid the very unpleasant situation of ending up with too much chips and not enough chocolate (first world problem!). It was amusing to keep an eye on the "food you will bring" document we had created for this and watch...

## DSPRelated Finally on Twitter!

Hello!

It's been a while since you've heard from me - and there are many reasons why:

1 - I've made a clown of myself (video here)

2 - I've been working on unifying the user management system. You can now participate to the three related sites (DSPRelated, FPGARelated and EmbeddedRelated) with only one account (same login info).

3- I've been working on getting up to speed with social networks and especially Twitter. I have resisted the idea for a while - at 40...

## Two jobs

For those of you following closely embeddedrelated and the other related sites, you might have noticed that I have been less active for the last couple of months, and I will use this blog post to explain why. The main reason is that I got myself involved into a project that ended up using a better part of my cpu than I originally thought it would.

I currently have two jobs: one as an electrical/dsp engineer recycled as a web publisher and the other as a parent of three kids. My job...

## Do you like the new Comments System?

I have just finished implementing a new comments system for the blogs. Do you like it?

Please share your thoughts with me by adding a comment.

I'll wait a few days and make sure it works properly and then I'll port it to the code snippets and papers section.

Thanks!

## DSP Papers, Articles, Theses, etc

As you may already know, there is a 'Papers and Theses' section on DSPRelated:http://www.dsprelated.com/documents.phpThere are hundreds of DSP Related documents (articles, papers, theses, dissertations, etc) scattered all around the web, and the goal with this section is to find and list as many of those documents as possible in one place. There are, at the moment, a little over 100 documents listed, which I believe is only a small subset of what is available out there, and I need your help...

## Code Snippets Suggestions

Despite being only a couple of months old, the Code Snippet section ( DSPRelated.com/code.php ) already contains tens of snippets, thanks to the contributors who have taken the time to share their code.

But let's not stop here - there is room for several hundreds more snippets before the database can be said to cover a decent portion of the DSP field.

To keep the momentum going, I will do two things:

First, I am modifying the rewards program. Instead of...

## Latest DSP Books

As you may already know, Rick Lyons has just published a new edition of his highly acclaimed book: "Understanding Digital Signal Processing". This book has been getting very high ratings and positive reviews from the DSP community since the publication of the first edition. The 3rd edition seems to contain more than enough new material to justify replacing your old copy.

Also of possible interest to you, a new DSP book by C. Britton Rorabaugh titled "

## Code Snippets Section Now LIVE

The new code sharing section is now live and can be accessed HERE.

Please take a few minutes to rate and/or comment the snippets that you have the expertise to judge.

If you think of some code snippets that you would like to share with the DSP community, please apply to become a contributor HERE.

If you are not aware of the reward program for contributors, your can learn about it HERE.

As always, your comments and suggestions are...

## New Code Sharing Section & Reward Program for Contributors!

UPDATE (11/02/2010): The code section is now live.

UPDATE 2 (01/31/2011): The reward program has changed. A flat fee of $20 per code snippet submitted will now be paid.

_______________

I am very happy to finally announce the imminent launch of the new code sharing section. My vision for this new section is a rich library of high quality code snippets for the DSP community, from processor specific functions to Matlab or Scilab routines, from the simplest filter...