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...
Number Theory for Codes
Everything in the digital world is encoded. ASCII and Unicode are combinations of bits which have specific meanings to us. If we try to interpret a compiled program as Unicode, the result is a lot of garbage (and beeps!) To reduce errors in transmissions over radio links we use Error Correction Codes so that even when bits are lost we can recover the ASCII or Unicode original. To prevent anyone from understanding a transmission we can encrypt the raw data...
Recruiting New Bloggers!
Previous calls for bloggers have been very successful in recruiting some great communicators - Rick Lyons, Jason Sachs, Victor Yurkovsky, Mike Silva, Markus Nentwig, Gene Breniman, Stephen Friederichs,
A New Contender in the Digital Differentiator Race
This blog proposes a novel differentiator worth your consideration. Although simple, the differentiator provides a fairly wide 'frequency range of linear operation' and can be implemented, if need be, without performing numerical multiplications.
BackgroundIn reference [1] I presented a computationally-efficient tapped-delay line digital differentiator whose $h_{ref}(k)$ impulse response is:
$$ h_{ref}(k) = {-1/16}, \ 0, \ 1, \ 0, \ {-1}, \ 0, \ 1/16 \tag{1} $$and...
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
Four Ways to Compute an Inverse FFT Using the Forward FFT Algorithm
If you need to compute inverse fast Fourier transforms (inverse FFTs) but you only have forward FFT software (or forward FFT FPGA cores) available to you, below are four ways to solve your problem.
Preliminaries To define what we're thinking about here, an N-point forward FFT and an N-point inverse FFT are described by:
$$ Forward \ FFT \rightarrow X(m) = \sum_{n=0}^{N-1} x(n)e^{-j2\pi nm/N} \tag{1} $$ $$ Inverse \ FFT \rightarrow x(n) = {1 \over N} \sum_{m=0}^{N-1}...Correcting an Important Goertzel Filter Misconception
Recently I was on the Signal Processing Stack Exchange web site (a question and answer site for DSP people) and I read a posted question regarding Goertzel filters [1]. One of the subscribers posted a reply to the question by pointing interested readers to a Wikipedia web page discussing Goertzel filters [2]. I noticed the Wiki web site stated that a Goertzel filter:
"...is marginally stable and vulnerable tonumerical error accumulation when computed usinglow-precision arithmetic and...Fitting a Damped Sine Wave
A damped sine wave is described by
$$ 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...
Premium Forum?
Chances are that by now, you have had a chance to browse the new design of the *related site that I published several weeks ago. I have been working for several months on this and I must admit that I am very happy with the results. This new design will serve as a base for many new exciting developments. I would love to hear your comments/suggestions if you have any, please use the comments system at the bottom of this page.
First on my list would be to build and launch a new forum...
Phase and Amplitude Calculation for a Pure Real Tone in a DFT: Method 1
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...
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...
Compute Modulation Error Ratio (MER) for QAM
This post defines the Modulation Error Ratio (MER) for QAM signals, and shows how to compute it. As we’ll see, in the absence of impairments other than noise, the MER tracks the signal’s Carrier-to-Noise Ratio (over a limited range). A Matlab script at the end of the PDF version of this post computes MER for a simplified QAM-64 system.
Figure 1 is a simplified block diagram of a QAM system. The transmitter includes a source of QAM symbols, a root-Nyquist...
New Video: Parametric Oscillations
I just posted this last night. It's kinda off-topic from the mission of the channel, but I realized that it had been months since I'd posted a video, and having an excuse to build on helped keep me on track.
Errata for the book: 'Understanding Digital Signal Processing'
Errata 3rd Ed. International Version.pdfErrata 3rd Ed. International Version.pdfThis blog post provides, in one place, the errata for each of the many different Editions/Printings of my book Understanding Digital Signal Processing.
If you would like the errata for your copy of the book, merely scroll down and click on the appropriate red line below. For the American versions of the various Editions of the book you'll need to know the "Printing Number" of your copy of the...
Exact Frequency Formula for a Pure Real Tone in a DFT
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving an exact formula for the frequency of a real tone in a DFT. According to current teaching, this is not possible, so this article should be considered a major theoretical advance in the discipline. The formula is presented in a few different formats. Some sample calculations are provided to give a numerical demonstration of the formula in use. This article is...
Design Square-Root Nyquist Filters
In his book on multirate signal processing, harris presents a nifty technique for designing square-root Nyquist FIR filters with good stopband attenuation [1]. In this post, I describe the method and provide a Matlab function for designing the filters. You can find a Matlab function by harris for designing the filters at [2].
BackgroundSingle-carrier modulation, such as QAM, uses filters to limit the bandwidth of the signal. Figure 1 shows a simplified QAM system block...
There and Back Again: Time of Flight Ranging between Two Wireless Nodes
With the growth in the Internet of Things (IoT) products, the number of applications requiring an estimate of range between two wireless nodes in indoor channels is growing very quickly as well. Therefore, localization is becoming a red hot market today and will remain so in the coming years.
One question that is perplexing is that many companies now a days are offering cm level accurate solutions using RF signals. The conventional wireless nodes usually implement synchronization...
Differentiating and integrating discrete signals
I am back at work on Think DSP, adding a new chapter on differentiation and integration. In the previous chapter (which you can read here) I present Gaussian smoothing, show how smoothing in the time domain corresponds to a low-pass filter in the frequency domain, and present the Convolution Theorem.
In the current chapter, I start with the first difference operation (diff in Numpy) and show that it corresponds to a high-pass filter in the frequency domain. I use historical stock...
Pentagon Construction Using Complex Numbers
A method for constructing a pentagon using a straight edge and a compass is deduced from the complex values of the Fifth Roots of Unity. Analytic values for the points are also derived.
A Recipe for a Common Logarithm Table
IntroductionThis is an article that is a digression from trying to give a better understanding to the Discrete Fourier Transform (DFT).
A method for building a table of Base 10 Logarithms, also known as Common Logarithms, is featured using math that can be done with paper and pencil. The reader is assumed to have some familiarity with logarithm functions. This material has no dependency on the material in my previous blog articles.
If you were ever curious about how...
scipy.signal calling all developers
There has been some chatter on the scipy-dev mailing list lately about enhancing the scipy.signal package. Unfortunately, there seems to be a split. Some are going off and starting a new package scikit-signal. The original developer, Travis Oliphant, appears to have strong interest in seeing the scipy.signal evovle. If you are interested in signal processing you should check out the mailing lists (
Multilayer Perceptrons and Event Classification with data from CODEC using Scilab and Weka
For my first blog, I thought I would introduce the reader to Scilab [1] and Weka [2]. In order to illustrate how they work, I will put together a script in Scilab that will sample using the microphone and CODEC on your PC and save the waveform as a CSV file.
Deconvolution by least squares (Using the power of linear algebra in signal processing).
When we deal with our normal discrete signal processing operations, like FIR/IIR filtering, convolution, filter design, etc. we normally think of the signals as a constant stream of numbers that we put in a sequence
Reducing IIR Filter Computational Workload
This blog describes a straightforward method to significantly reduce the number of necessary multiplies per input sample of traditional IIR lowpass and highpass digital filters.
Reducing IIR Filter Computations Using Dual-Path Allpass Filters
We can improve the computational speed of a lowpass or highpass IIR filter by converting that filter into a dual-path filter consisting of allpass filters as shown in Figure 1.
...Third-Order Distortion of a Digitally-Modulated Signal
Analog designers are always harping about amplifier third-order distortion. Why? In this article, we’ll look at why third-order distortion is important, and simulate a QAM signal with third-order distortion.
In the following analysis, we assume that signal phase at the amplifier output is not a function of amplitude. With this assumption, the output y of a non-ideal amplifier can be written as a power series of the input signal x:
$$y=...
Handy Online Simulation Tool Models Aliasing With Lowpass and Bandpass Sampling
Analog Devices Inc. has posted a neat software simulation tool on their corporate web site that graphically shows the aliasing effects of both lowpass and bandpass periodic sampling. This is a nice tutorial tool for beginners in DSP.
The tool shows four important characteristics of periodic sampling:
Characteristic# 1: All input analog spectral components, regardless of their center frequencies, show up (appear) below half the sample rate in the digitized...Hidden Linear Algebra in DSP
Linear algebra (LA) is usually thought of as a blunt theoretical subject. However, LA is found hidden in many DSP algorithms used widely in practice.
An obvious clue in finding LA in DSP is the linearity assumption used in theoretical analysis of systems for modelling or design. A standard modelling example for this case would be linear time invariant (LTI) systems. LTI are usually used to model flat wireless communication channels. LTI systems are also used in the design of digital filter...
Design Square-Root Nyquist Filters
In his book on multirate signal processing, harris presents a nifty technique for designing square-root Nyquist FIR filters with good stopband attenuation [1]. In this post, I describe the method and provide a Matlab function for designing the filters. You can find a Matlab function by harris for designing the filters at [2].
BackgroundSingle-carrier modulation, such as QAM, uses filters to limit the bandwidth of the signal. Figure 1 shows a simplified QAM system block...
A Useful Source of Signal Processing Information
I just discovered a useful web-based source of signal processing information that was new to me. I thought I'd share what I learned with the subscribers here on DSPRelated.com.
The Home page of the web site that I found doesn't look at all like it would be useful to us DSP fanatics. But if you enter some signal processing topic of interest, say, "FM demodulation" (without the quotation marks) into the 'Search' box at the top of the web page
and click the red 'SEARCH...
