Filtering Noise: The Basics (Part 1)
Introduction
Finding signals in the presence of noise is one of the fundamental quests of the discipline of signal processing. Noise is inherently random by nature, so a probability oriented approach is needed to develop a mathematical framework for filtering (i.e. removing/suppressing) noise. This framework or discipline, formally referred to as stochastic signal processing, is often taught in graduate level engineering programs and is covered from different perspectives in excellent...
Book Recommendation "What is Mathematics?"
What is Mathematics is a classic, lucidly written survey of mathematics by Courant and Robbins. The first edition was published in 1941! I have only read a portion of it, mainly the chapter on calculus. One page of Courant is worth about five pages of my old college calculus textbook, and it’s a lot more fun to read.
The reader of this book should already be familiar with algebra and trigonometry. For engineers, some worthwhile sections of the book are:
Evaluate Noise Performance of Discrete-Time Differentiators
When it comes to noise, all differentiators are not created equal. Figure 1 shows the magnitude response of two differentiators. They both have a useful bandwidth of a little less than π/8 radians (based on maximum magnitude response error of 2%). Suppose we apply a signal with Gaussian noise to each of these differentiators. The sinusoidal signal with noise is shown in the top of Figure 2. Signal frequency is π/12.5 radians. The output of the so-called...
Off-Topic: A Fluidic Model of the Universe
Introduction
This article is a followup to my previous article "Off Topic: Refraction in a Varying Medium"[1]. Many of the concepts should be quite familiar and of interest to the readership of this site. In the "Speculations" section of my previous article, I mention the goal of finding a similar differential equation as (18) of [1] for light traveling in gravity. It turns out it is the right equation, but a wrong understanding. As a consequence of trying to solve this puzzle, a new...
Learn About Transmission Lines Using a Discrete-Time Model
We don’t often think about signal transmission lines, but we use them every day. Familiar examples are coaxial cable, Ethernet cable, and Universal Serial Bus (USB). Like it or not, high-speed clock and signal traces on printed-circuit boards are also transmission lines.
While modeling transmission lines is in general a complex undertaking, it is surprisingly simple to model a lossless, uniform line with resistive terminations by using a discrete-time approach. A...
Determination of the transfer function of passive networks with MATLAB Functions
With MATLAB functions, the transfer function of passive networks can be determined relatively easily. The method is explained using the example of a passive low-pass filter of the sixth order, which is shown in Fig.1
Fig.1 Passive low-pass filter of the sixth order
If one tried, as would be logical, to calculate the transfer function starting from the input, it would be quite complicated. On the other hand, if you start from the output, the determination of this function is simple...
A DSP Quiz Question
Here's a DSP Quiz Question that I hope you find mildly interesting
BACKGROUND
Due to the periodic natures an N-point discrete Fourier transform (DFT) sequence and that sequence’s inverse DFT, it is occasionally reasonable to graphically plot either of those sequences as a 3-dimensional (3D) circular plot. For example, Figure 1(a) shows a length-32 x(n) sequence with its 3D circular plot given in Figure 1(b).
HERE'S THE QUIZ QUESTION:
I was reading a paper by an audio DSP engineer where the...The Discrete Fourier Transform and the Need for Window Functions
The Discrete Fourier Transform (DFT) is used to find the frequency spectrum of a discrete-time signal. A computationally efficient version called the Fast Fourier Transform (FFT) is normally used to calculate the DFT. But, as many have found to their dismay, the FFT, when used alone, usually does not provide an accurate spectrum. The reason is a phenomenon called spectral leakage.
Spectral leakage can be reduced drastically by using a window function in conjunction...
The 2021 DSP Online Conference
The 2021 DSP Online Conference is just around the corner and this year again, the program is packed with opportunities for DSP engineers to refresh their DSP skills and learn a few new tricks along the way.
By registering for the conference, not only will you have full access to all talks, workshops, and Q&A sessions at this year's event, but you'll also gain instant access to all talks from last year's...
Modeling Anti-Alias Filters
Digitizing a signal using an Analog to Digital Converter (ADC) usually requires an anti-alias filter, as shown in Figure 1a. In this post, we’ll develop models of lowpass Butterworth and Chebyshev anti-alias filters, and compute the time domain and frequency domain output of the ADC for an example input signal. We’ll also model aliasing of Gaussian noise. I hope the examples make the textbook explanations of aliasing seem a little more real. Of course, modeling of...
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]=...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...
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...
Ten Little Algorithms, Part 2: The Single-Pole Low-Pass Filter
Other articles in this series:
- Part 1: Russian Peasant Multiplication
- Part 3: Welford's Method (And Friends)
- Part 4: Topological Sort
- Part 5: Quadratic Extremum Interpolation and Chandrupatla's Method
- Part 6: Green’s Theorem and Swept-Area Detection
I’m writing this article in a room with a bunch of other people talking, and while sometimes I wish they would just SHUT UP, it would be...
Sampling bandpass signals
Sampling bandpass signals 1.1 IntroductionIt is known [1], [3] that bandpass signals can be sampled with a sampling frequency which is lower than the sampling frequency according to the sampling theorem.
Fig. 1 shows an example of how the spectrum of a bandpass signal sampled with $f_s$ (Fig. 1a) arises in the baseband with $−f_s / 2 ≤ f < f_s/2$. The bandpass signal is assumed to have a center frequency $f_c = (f_{max} + f_{min})/2$ and bandwidth $\Delta f...
Return of the Delta-Sigma Modulators, Part 1: Modulation
About a decade ago, I wrote two articles:
- Modulation Alternatives for the Software Engineer (November 2011)
- Isolated Sigma-Delta Modulators, Rah Rah Rah! (April 2013)
Each of these are about delta-sigma modulation, but they’re short and sweet, and not very in-depth. And the 2013 article was really more about analog-to-digital converters. So we’re going to revisit the subject, this time with a lot more technical depth — in fact, I’ve had to split this...
Back from Embedded World 2019 - Funny Stories and Live-Streaming Woes
When the idea of live-streaming parts of Embedded World came to me, I got so excited that I knew I had to make it happen. I perceived the opportunity as a win-win-win-win.
- win #1 - Engineers who could not make it to Embedded World would be able to sample the huge event,
- win #2 - The organisation behind EW would benefit from the extra exposure
- win #3 - Lecturers and vendors who would be live-streamed would reach a (much) larger audience
- win #4 - I would get...
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...
Understanding and Preventing Overflow (I Had Too Much to Add Last Night)
Happy Thanksgiving! Maybe the memory of eating too much turkey is fresh in your mind. If so, this would be a good time to talk about overflow.
In the world of floating-point arithmetic, overflow is possible but not particularly common. You can get it when numbers become too large; IEEE double-precision floating-point numbers support a range of just under 21024, and if you go beyond that you have problems:
for k in [10, 100, 1000, 1020, 1023, 1023.9, 1023.9999, 1024]: try: ...Free DSP Books on the Internet
While surfing the "net" I have occasionally encountered signal processing books whose chapters could be downloaded to my computer. I started keeping a list of those books and, over the years, that list has grown to over forty books. Perhaps the list will be of interest to you.
Please know, all of the listed books are copyrighted. The copyright holders have graciously provided their books free of charge for downloading for individual use, but multiple copies must not be made or printed. As...
A Beginner's Guide to OFDM
In the recent past, high data rate wireless communications is often considered synonymous to an Orthogonal Frequency Division Multiplexing (OFDM) system. OFDM is a special case of multi-carrier communication as opposed to a conventional single-carrier system.
The concepts on which OFDM is based are so simple that almost everyone in the wireless community is a technical expert in this subject. However, I have always felt an absence of a really simple guide on how OFDM works which can...
Polyphase Filters and Filterbanks
ALONG CAME POLY
Polyphase filtering is a computationally efficient structure for applying resampling and filtering to a signal. Most digital filters can be applied in a polyphase format, and it is also possible to create efficient resampling filterbanks using the same theories.
This post will walk through a reference implementation of both the downsampling polyphase filter and a downsampling polyphase filterbank using scipy, numpy, matplotlib, and python. It should also highlight some of...
Python scipy.signal IIR Filter Design
Introduction
The following is an introduction on how to design an infinite impulse response (IIR) filters using the Python scipy.signal package. This post, mainly, covers how to use the scipy.signal package and is not a thorough introduction to IIR filter design. For complete coverage of IIR filter design and structure see one of the references.
Filter SpecificationBefore providing some examples lets review the specifications for a filter design. A filter...
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 snippet
This 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,...
How to Find a Fast Floating-Point atan2 Approximation
Context Over a short period of time, I came across nearly identical approximations of the two parameter arctangent function, atan2, developed by different companies, in different countries, and even in different decades. Fascinated with how the coefficients used in these approximations were derived, I set out to find them. This atan2 implementation is based around a rational approximation of arctangent on the domain -1 to 1:
$$ atan(z) \approx \dfrac{z}{1.0 +...
Back from Embedded World 2019 - Funny Stories and Live-Streaming Woes
When the idea of live-streaming parts of Embedded World came to me, I got so excited that I knew I had to make it happen. I perceived the opportunity as a win-win-win-win.
- win #1 - Engineers who could not make it to Embedded World would be able to sample the huge event,
- win #2 - The organisation behind EW would benefit from the extra exposure
- win #3 - Lecturers and vendors who would be live-streamed would reach a (much) larger audience
- win #4 - I would get...
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; ...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...
Understanding and Implementing the Sliding DFT
Introduction
In many applications the detection or processing of signals in the frequency domain offers an advantage over performing the same task in the time-domain. Sometimes the advantage is just a simpler or more conceptually straightforward algorithm, and often the largest barrier to working in the frequency domain is the complexity or latency involved in the Fast Fourier Transform computation. If the frequency-domain data must be updated frequently in a...
Went 280km/h (174mph) in a Porsche Panamera in Germany!
Those of you who've been following my blog lately already know that I am going through some sort of mid-life crisis that involves going out there to meet people and make videos. It all started with Embedded World early this year, then continued at ESC Boston a couple of months ago and the latest chapter just concluded as I returned from Germany after spending a week at SEGGER's headquarters to produce a video to highlight their 25th anniversary.
Going back to Germany!
A couple of blog posts ago, I wrote that the decision to go to ESC Boston ended up being a great one for many different reasons. I came back from the conference energized and really happy that I went.
These feelings were amplified a few days after my return when I received an email from Rolf Segger, the founder of SEGGER Microcontroller (check out their very new website), asking if I would be interested in visiting their headquarters...
ESC Boston's Videos are Now Up
In my last blog, I told you about my experience at ESC Boston and the few videos that I was planning to produce and publish. Here they are, please have a look and any feedback (positive or negative) is appreciated.
Short HighlightThis is a very short (one minute) montage of some of the footage that I shot at the show & conference. In future shows, I absolutely need to insert clips here and there of engineers saying a few words about the conference (why they...
Back from ESC Boston
NOT going to ESC Boston would have allowed me to stay home, in my comfort zone.
NOT going to ESC Boston would have saved me from driving in the absolutely horrible & stressful Boston traffic1.
NOT going to ESC Boston would have saved me from having to go through a full search & questioning session at the Canada Customs on my return2.
2017/06/06 update: Videos are now up!So two days...
Launch of Youtube Channel: My First Videos - Embedded World 2017
I went to Embedded World 2017 in Nuremberg with an ambitious plan; I would make video highlights of several exhibits (booths) to be presented to the *Related sites audience. I would try to make the vendors focus their pitch on the essential in order to produce a one to three minutes video per booth.
So far my experience with making videos was limited to family videos, so I knew I had lots of reading to do and lots of Youtube videos and tutorials to watch. Trade shows are...
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...
3 Good News
Good News #1Last week, I announced a new and ambitious reward program that will be funded by the new Vendors Directory.
This week, I am happy to announce that we have our firsts two sponsors! Quantum Leaps & Abelon Systems have agreed to pay the sponsorship fee to be listed in the new Vendors Directory. Because of their support, there is now some money in the reward pool ($1,000) and enough to pay for the firsts 500 'beers' awarded. Please...
The New Forum is LIVE!
After months of hard word, I am very excited to introduce to you the new forum interface.
Here are the key features:
1- Easily add images to a post by drag & dropping the images in the editor
2- Easily attach files to a post by drag & dropping the files in the editor
3- Add latex equations to a post and they will be rendered with Mathjax (tutorial)
4- Add a code snippet and surround the code with
Helping New Bloggers to Break the Ice: A New Ipad Pro for the Author with the Best Article!
Breaking the ice can be tough. Over the years, many individuals have asked to be given access to the blogging interface only to never post an article.
Welcoming MANY New Bloggers!
The response to the latest call for bloggers has been amazing and I am very grateful.
In this post I present to you the individuals who, so far (I am still receiving applications at an impressive rate and will update this page as more bloggers are added), have been given access to the blogging interface. I am very pleased with the positive response and I think the near future will see the publication of many great articles, given the quality of the...
