Phase and Amplitude Calculation for a Pure Complex Tone in a DFT using Multiple Bins
Introduction
This 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...
Coefficients of Cascaded Discrete-Time Systems
In this article, we’ll show how to compute the coefficients that result when you cascade discrete-time systems. With the coefficients in hand, it’s then easy to compute the time or frequency response. The computation presented here can also be used to find coefficients of mixed discrete-time and continuous-time systems, by using a discrete time model of the continuous-time portion [1].
This article is available in PDF format for...
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...Design IIR Highpass Filters
This post is the fourth in a series of tutorials on IIR Butterworth filter design. So far we covered lowpass [1], bandpass [2], and band-reject [3] filters; now we’ll design highpass filters. The general approach, as before, has six steps:
Find the poles of a lowpass analog prototype filter with Ωc = 1 rad/s. Given the -3 dB frequency of the digital highpass filter, find the corresponding frequency of the analog highpass filter (pre-warping). Transform the...Design IIR Band-Reject Filters
In this post, I show how to design IIR Butterworth band-reject filters, and provide two Matlab functions for band-reject filter synthesis. Earlier posts covered IIR Butterworth lowpass [1] and bandpass [2] filters. Here, the function br_synth1.m designs band-reject filters based on null frequency and upper -3 dB frequency, while br_synth2.m designs them based on lower and upper -3 dB frequencies. I’ll discuss the differences between the two approaches later in this...
Design IIR Bandpass Filters
In this post, I present a method to design Butterworth IIR bandpass filters. My previous post [1] covered lowpass IIR filter design, and provided a Matlab function to design them. Here, we’ll do the same thing for IIR bandpass filters, with a Matlab function bp_synth.m. Here is an example function call for a bandpass filter based on a 3rd order lowpass prototype:
N= 3; % order of prototype LPF fcenter= 22.5; % Hz center frequency, Hz bw= 5; ...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...
An Alternative Form of the Pure Real Tone DFT Bin Value Formula
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving alternative exact formulas for the bin values of a real tone in a DFT. The derivation of the source equations can be found in my earlier blog article titled "DFT Bin Value Formulas for Pure Real Tones"[1]. The new form is slighty more complicated and calculation intensive, but it is more computationally accurate in the vicinity of near integer frequencies. This...
Design IIR Butterworth Filters Using 12 Lines of Code
While there are plenty of canned functions to design Butterworth IIR filters [1], it’s instructive and not that complicated to design them from scratch. You can do it in 12 lines of Matlab code. In this article, we’ll create a Matlab function butter_synth.m to design lowpass Butterworth filters of any order. Here is an example function call for a 5th order filter:
N= 5 % Filter order fc= 10; % Hz cutoff freq fs= 100; % Hz sample freq [b,a]=...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...
IIR Bandpass Filters Using Cascaded Biquads
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 shown in...
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.
...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...
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...
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...
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
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 article 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 pulse-shaping filter and a...
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...
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...
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...
Digital PLL's -- Part 2
In Part 1, we found the time response of a 2nd order PLL with a proportional + integral (lead-lag) loop filter. Now let’s look at this PLL in the Z-domain [1, 2]. We will find that the response is characterized by a loop natural frequency ωn and damping coefficient ζ.
Having a Z-domain model of the DPLL will allow us to do three things:
Compute the values of loop filter proportional gain KL and integrator gain KI that give the desired loop natural...Design IIR Highpass Filters
This post is the fourth in a series of tutorials on IIR Butterworth filter design. So far we covered lowpass [1], bandpass [2], and band-reject [3] filters; now we’ll design highpass filters. The general approach, as before, has six steps:
Find the poles of a lowpass analog prototype filter with Ωc = 1 rad/s. Given the -3 dB frequency of the digital highpass filter, find the corresponding frequency of the analog highpass filter (pre-warping). Transform the...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...
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...
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...
IIR Bandpass Filters Using Cascaded Biquads
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 shown in...
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
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...
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...Computing Translated Frequencies in Digitizing and Downsampling Analog Bandpass Signals
In digital signal processing (DSP) we're all familiar with the processes of bandpass sampling an analog bandpass signal and downsampling a digital bandpass signal. The overall spectral behavior of those operations are well-documented. However, mathematical expressions for computing the translated frequency of individual spectral components, after bandpass sampling or downsampling, are not available in the standard DSP textbooks. The following three sections explain how to compute the...
