## Generating Partially Correlated Random Variables

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...

## Free Goodies from Embedded World - Full Inventory and Upcoming Draw Live-Streaming Date

Chances are that you already know that I went to Embedded World a few weeks ago and came back with a bag full of "goodies". Initially, my vision was to do a single draw for one person to win it all, but I didn't expect to come back with so much stuff and so many development kits. Based on your feedback, it seems like you guys agree that It wouldn't make sense for one person to win everything as no-one could make good use of all the boards and there would be lots of...

## Angle Addition Formulas from Euler's Formula

IntroductionThis 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 CoordinatesThe more common way of...

## Demonstrating the Periodic Spectrum of a Sampled Signal Using the DFT

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)

## Free Goodies from Embedded World - What to Do Next?

I told you I would go on a hunt for free stuff at Embedded World in order to build a bundle for someone to win.

## 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...

## Spread the Word and Run a Chance to Win a Bundle of Goodies from Embedded World

Do you have a Twitter and/or Linkedin account?

If you do, please consider paying close attention for the next few days to the EmbeddedRelated Twitter account and to my personal Linkedin account (feel free to connect). This is where I will be posting lots of updates about how the EmbeddedRelated.tv live streaming experience is going at Embedded World.

The most successful this live broadcasting experience will be, the better the chances that I will be able to do it...

## Launch of EmbeddedRelated.tv

With the upcoming Embedded Word just around the corner, I am very excited to launch the EmbeddedRelated.tv platform.

This is where you will find the schedule for all the live broadcasts that I will be doing from Embedded World next week. Please note that the schedule will be evolving constantly, even during the show, so I suggest your refresh the page often. For instance, I am still unsure if I will be able to do the 'opening of the doors' broadcast as...

## Stereophonic Amplitude-Panning: A Derivation of the 'Tangent Law'

In a recent Forum post here on dsprelated.com the audio signal processing subject of stereophonic amplitude-panning was discussed. And in that Forum thread the so-called "Tangent Law", the fundamental principle of stereophonic amplitude-panning, was discussed. However, none of the Forum thread participants had ever seen a derivation of the Tangent Law. This blog presents such a derivation and if this topic interests you, then please read on.

The notion of stereophonic amplitude-panning is...

## Live Streaming from Embedded World!

For those of you who won't be attending Embedded World this year, I will try to be your eyes and ears by video streaming live from the show floor.

I am not talking improvised streaming from a phone, but real, high quality HD streaming with a high-end camera and a device that will bond three internet connections (one wifi and two cellular) to ensure a steady, and hopefully reliable, stream. All this to hopefully give those of you who cannot be there in person a virtual...

## The DFT of Finite-Length Time-Reversed Sequences

Recently I've been reading papers on underwater acoustic communications systems and this caused me to investigate the frequency-domain effects of time-reversal of time-domain sequences. I created this blog because there is so little coverage of this topic in the literature of DSP.

This blog reviews the two types of time-reversal of finite-length sequences and summarizes their discrete Fourier transform (DFT) frequency-domain characteristics.The Two Types of Time-Reversal in DSP

...## 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...

## 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 +...

## 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...

## Python scipy.signal IIR Filtering: An Example

IntroductionIn the last posts I reviewed how to use the Python scipy.signal package to design digital infinite impulse response (IIR) filters, specifically, using the iirdesign function (IIR design I and IIR design II ). In this post I am going to conclude the IIR filter design review with an example.

Previous posts:

## 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...

## 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...

## FFT Interpolation Based on FFT Samples: A Detective Story With a Surprise Ending

This blog presents several interesting things I recently learned regarding the estimation of a spectral value located at a frequency lying between previously computed FFT spectral samples. My curiosity about this FFT interpolation process was triggered by reading a spectrum analysis paper written by three astronomers [1].

My fixation on one equation in that paper led to the creation of this blog.

Background

The notion of FFT interpolation is straightforward to describe. That is, for example,...

## Round Round Get Around: Why Fixed-Point Right-Shifts Are Just Fine

Today’s topic is rounding in embedded systems, or more specifically, why you don’t need to worry about it in many cases.

One of the issues faced in computer arithmetic is that exact arithmetic requires an ever-increasing bit length to avoid overflow. Adding or subtracting two 16-bit integers produces a 17-bit result; multiplying two 16-bit integers produces a 32-bit result. In fixed-point arithmetic we typically multiply and shift right; for example, if we wanted to multiply some...

## Model Signal Impairments at Complex Baseband

In this article, we develop complex-baseband models for several signal impairments: interfering carrier, multipath, phase noise, and Gaussian noise. To provide concrete examples, we’ll apply the impairments to a QAM system. The impairment models are Matlab functions that each use at most seven lines of code. Although our example system is QAM, the models can be used for any complex-baseband signal.

I used a very simple complex-baseband model of a QAM system in my last

## 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...

## Embedded Toolbox: Programmer's Calculator

Like any craftsman, I have accumulated quite a few tools during my embedded software development career. Some of them proved to me more useful than others. And these generally useful tools ended up in my Embedded Toolbox. In this blog, I'd like to share some of my tools with you. Today, I'd like to start with my cross-platform Programmer's Calculator called QCalc.

I'm sure that you already have your favorite calculator online or on your smartphone. But can your calculator accept...

## 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

## The Exponential Nature of the Complex Unit Circle

IntroductionThis is an article to hopefully give an understanding to Euler's magnificent equation:

$$ e^{i\theta} = cos( \theta ) + i \cdot sin( \theta ) $$

This equation is usually proved using the Taylor series expansion for the given functions, but this approach fails to give an understanding to the equation and the ramification for the behavior of complex numbers. Instead an intuitive approach is taken that culminates in a graphical understanding of the equation.

Complex...## 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...

## 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...

## Understanding and Implementing the Sliding DFT

IntroductionIn 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...

## 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...

## Frequency Dependence in Free Space Propagation

Introduction

It seems to be fairly common knowledge, even among practicing professionals, that the efficiency of propagation of wireless signals is frequency dependent. Generally it is believed that lower frequencies are desirable since pathloss effects will be less than they would be at higher frequencies. As evidence of this, the Friis Transmission Equation[i] is often cited, the general form of which is usually written as:

Pr = Pt Gt Gr ( λ / 4πd )2 (1)

where the...

## 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 +...

## 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. Maybe they underestimated the time it takes to write a decent article, or maybe they got cold feet. I don't blame or judge them at all - how many times in my life have I had the intention to do something but didn't follow through? Once, maybe twice 😉 (don't worry if you don't...

## 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...

## 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,

## 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...

## The Sampling Theorem - An Intuitive Approach

Scott Kurtz from DSPSoundWare.com has put together a video presentation that aims to help DSPers gain a better intuitive understanding of the Sampling Theorem. Feel free to have a look and share your thoughts by commenting this blog post.

## DSP Related Math: Nice Animated GIFs

I was browsing the ECE subreddit lately and found that some of the most popular posts over the last few months have been animated GIFs helping understand some mathematical concepts. I thought there would be some value in aggregating the DSP related gifs on one page.

The relationship between sin, cos, and right triangles: Constructing a square wave with infinite series (see this...## 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...