## "Neat" Rectangular to Polar Conversion Algorithm

The subject of finding algorithms that estimate the magnitude of a complex number, without having to perform one of those pesky square root operations, has been discussed many times in the past on the comp.dsp newsgroup. That is, given the complex number R + jI in rectangular notation, we want to estimate the magnitude of that number represented by M as:

On August 25th, 2009, Jerry (Mr. Wizard) Avins posted an interesting message on this subject to the comp.dsp newsgroup (Subject: "Re:

## 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...

## Least-squares magic bullets? The Moore-Penrose Pseudoinverse

Hello,

the topic of this brief article is a tool that can be applied to a variety of problems: The Moore-Penrose Pseudoinverse.While maybe not exactly a magic bullet, it gives us least-squares optimal solutions, and that is under many circumstances the best we can reasonably expect.

I'll demonstrate its use on a short example. More details can be found for example on Wikipedia, or the Matlab documentation...

## Computing FFT Twiddle Factors

Some days ago I read a post on the comp.dsp newsgroup and, if I understood the poster's words, it seemed that the poster would benefit from knowing how to compute the twiddle factors of a radix-2 fast Fourier transform (FFT).

Then, later it occurred to me that it might be useful for this blog's readers to be aware of algorithms for computing FFT twiddle factors. So,... what follows are two algorithms showing how to compute the individual twiddle factors of an N-point decimation-in-frequency...

## 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...

## Computing an FFT of Complex-Valued Data Using a Real-Only FFT Algorithm

Someone recently asked me if I knew of a way to compute a fast Fourier transform (FFT) of complex-valued input samples using an FFT algorithm that accepts only real-valued input data. Knowing of no way to do this, I rifled through my library of hardcopy FFT articles looking for help. I found nothing useful that could be applied to this problem.

After some thinking, I believe I have a solution to this problem. Here is my idea:

Let's say our original input data is the complex-valued sequence...

## Unit Testing for Embedded Algorithms

Happy Holidays! For my premier article, I am writing about my favorite technique to use when designing and developing software- unit testing. Unit testing is a best practice when designing software. It allows the designer to verify the behavior of the software units before the entire system is complete, and it facilitates the change and growth of the software system because the developer can verify that the changes will not affect the behavior of other parts of the system. I have used...

## Using Mason's Rule to Analyze DSP Networks

There have been times when I wanted to determine the z-domain transfer function of some discrete network, but my algebra skills failed me. Some time ago I learned Mason's Rule, which helped me solve my problems. If you're willing to learn the steps in using Mason's Rule, it has the power of George Foreman's right hand in solving network analysis problems.

This blog discusses a valuable analysis method (well known to our analog control system engineering brethren) to obtain the z-domain...

## The Nature of Circles

What do you mean?When calculating the mean of a list of numbers, the obvious approach is to sum them and divide by how many there are.

Suppose I give you a list of two numbers:

- 0
- 359

What is their mean? The obvious answer is 179.5.

If I told you that the numbers were compass bearings in degrees, what would your answer be then? Does 179.5 seem correct?

In the case of compass bearings, 0 is the same direction as 360. When talking about angles in the DSP world, we often talk about...

## Simultaneously Computing a Forward FFT and an Inverse FFT Using a Single FFT

Most of us are familiar with the processes of using a single N-point complex FFT to: (1) perform a 2N-point FFT on real data, and (2) perform two independent N-point FFTs on real data [1–5]. In case it's of interest to someone out there, this blog gives the algorithm for simultaneously computing a forward FFT and an inverse FFT using a single radix-2 FFT.

Our algorithm is depicted by the seven steps, S1 through S7, shown in Figure 1. In that figure, we compute the x(n) inverse FFT of...

## Harmonic Notch Filter

My basement is covered with power lines and florescent lights which makes collecting ECG and EEG data rather difficult due to the 60 cycle hum. I found the following notch filter to work very well at eliminating the background signal without effecting the highly amplified signals I was looking for.

The notch filter is based on the a transfer function with the form $$H(z)=\frac{1}{2}(1+A(z))$$ where A(z) is an all pass filter. The original paper [1] describes a method to...

## How Not to Reduce DFT Leakage

This blog describes a technique to reduce the effects of spectral leakage when using the discrete Fourier transform (DFT).

In late April 2012 there was a thread on the comp.dsp newsgroup discussing ways to reduce the spectral leakage problem encountered when using the DFT. One post in that thread caught my eye [1]. That post referred to a website presenting a paper describing a DFT leakage method that I'd never heard of before [2]. (Of course, not that I've heard...

## Using the DFT as a Filter: Correcting a Misconception

I have read, in some of the literature of DSP, that when the discrete Fourier transform (DFT) is used as a filter the process of performing a DFT causes an input signal's spectrum to be frequency translated down to zero Hz (DC). I can understand why someone might say that, but I challenge that statement as being incorrect. Here are my thoughts.

Using the DFT as a Filter It may seem strange to think of the DFT as being used as a filter but there are a number of applications where this is...

## Is It True That *j* is Equal to the Square Root of -1 ?

A few days ago, on the YouTube.com web site, I watched an interesting video concerning complex numbers and the j operator. The video's author claimed that the statement "j is equal to the square root of negative one" is incorrect. What he said was:

He justified his claim by going through the following exercise, starting with:

Based on the algebraic identity:

the author rewrites Eq. (1) as:

If we assume

Eq. (3) can be rewritten...

## Computing an FFT of Complex-Valued Data Using a Real-Only FFT Algorithm

Someone recently asked me if I knew of a way to compute a fast Fourier transform (FFT) of complex-valued input samples using an FFT algorithm that accepts only real-valued input data. Knowing of no way to do this, I rifled through my library of hardcopy FFT articles looking for help. I found nothing useful that could be applied to this problem.

After some thinking, I believe I have a solution to this problem. Here is my idea:

Let's say our original input data is the complex-valued sequence...

## Impulse Response Approximation

Recently, I stumbled upon a stepped-triangular (ST) approximation that can be implemented as a cascade of recursive running sum (RRS) filters. The following is a short introduction to the stepped-triangular approximation.The stepped-triangular approximation was introduced by Jovanovic-Dolecek and Mitra [1] as a quantized approximation of a low-pass filter (LPF). Figure 1 shows an example of the approximation.

[Figure 1: Stepped Approximation of a LPF...

## Exact Near Instantaneous Frequency Formulas Best at Peaks (Part 1)

IntroductionThis is an article that is a another digression from trying to give a better understanding of the Discrete Fourier Transform (DFT). Although it is not as far off as the last blog article.

A new family of formulas for calculating the frequency of a single pure tone in a short interval in the time domain is presented. They are a generalization of Equation (1) from Rick Lyons' recent blog article titled "Sinusoidal Frequency Estimation Based on Time-Domain Samples"[1]. ...

## Correlation without pre-whitening is often misleading

White LiesCorrelation, as one of the first tools DSP users add to their tool box, can automate locating a known signal within a second (usually larger) signal. The expected result of a correlation is a nice sharp peak at the location of the known signal and few, if any, extraneous peaks.

A little thought will show this to be incorrect: correlating a signal with itself is only guaranteed to give a sharp peak if the signal's samples are uncorrelated --- for example if the signal is composed...

## Instant CIC

Summary:

A floating point model for a CIC decimator, including the frequency response.

Description:

A CIC filter relies on a peculiarity of its fixed-point implementation: Normal operation involves repeated internal overflows that have no effect to the output signal, as they cancel in the following stage.

One way to put it intuitively is that only the speed (and rate of change) of every little "wheel" in the clockworks carries information, but its absolute position is...

## Exact Near Instantaneous Frequency Formulas Best at Zero Crossings

IntroductionThis is an article that is the last of my digression from trying to give a better understanding of the Discrete Fourier Transform (DFT). It is along the lines of the last two.

In those articles, I presented exact formulas for calculating the frequency of a pure tone signal as instantaneously as possible in the time domain. Although the formulas work for both real and complex signals (something that does not happen with frequency domain formulas), for real signals they...

## Specifying the Maximum Amplifier Noise When Driving an ADC

I recently learned an interesting rule of thumb regarding the use of an amplifier to drive the input of an analog to digital converter (ADC). The rule of thumb describes how to specify the maximum allowable noise power of the amplifier [1].

The Problem Here's the situation for an ADC whose maximum analog input voltage range is –VRef to +VRef. If we drive an ADC's analog input with an sine wave whose peak amplitude is VP = VRef, the ADC's output signal to noise ratio is maximized. We'll...

## "Neat" Rectangular to Polar Conversion Algorithm

The subject of finding algorithms that estimate the magnitude of a complex number, without having to perform one of those pesky square root operations, has been discussed many times in the past on the comp.dsp newsgroup. That is, given the complex number R + jI in rectangular notation, we want to estimate the magnitude of that number represented by M as:

On August 25th, 2009, Jerry (Mr. Wizard) Avins posted an interesting message on this subject to the comp.dsp newsgroup (Subject: "Re:

## Multiplierless Exponential Averaging

This blog discusses an interesting approach to exponential averaging. To begin my story, a traditional exponential averager (also called a "leaky integrator"), shown in Figure 1(a), is commonly used to reduce noise fluctuations that contaminate relatively constant-amplitude signal measurements.

Figure 1 Exponential averaging: (a) standard network; (b) single-multiply network.That exponential averager's difference equation is

y(n) = αx(n) + (1 –...## 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...

## Instant CIC

Summary:

A floating point model for a CIC decimator, including the frequency response.

Description:

A CIC filter relies on a peculiarity of its fixed-point implementation: Normal operation involves repeated internal overflows that have no effect to the output signal, as they cancel in the following stage.

One way to put it intuitively is that only the speed (and rate of change) of every little "wheel" in the clockworks carries information, but its absolute position is...

## Harmonic Notch Filter

My basement is covered with power lines and florescent lights which makes collecting ECG and EEG data rather difficult due to the 60 cycle hum. I found the following notch filter to work very well at eliminating the background signal without effecting the highly amplified signals I was looking for.

The notch filter is based on the a transfer function with the form $$H(z)=\frac{1}{2}(1+A(z))$$ where A(z) is an all pass filter. The original paper [1] describes a method to...

## A Complex Variable Detective Story – A Disconnect Between Theory and Implementation

Recently I was in the middle of a pencil-and-paper analysis of a digital 5-tap FIR filter having complex-valued coefficients and I encountered a surprising and thought-provoking problem. So that you can avoid the algebra difficulty I encountered, please read on.

A Surprising Algebra Puzzle

I wanted to derive the H(ω) equation for the frequency response of my FIR digital filter whose complex coefficients were h0, h1, h2, h3, and h4. I could then test the validity of my H(ω)...

## Correlation without pre-whitening is often misleading

White LiesCorrelation, as one of the first tools DSP users add to their tool box, can automate locating a known signal within a second (usually larger) signal. The expected result of a correlation is a nice sharp peak at the location of the known signal and few, if any, extraneous peaks.

A little thought will show this to be incorrect: correlating a signal with itself is only guaranteed to give a sharp peak if the signal's samples are uncorrelated --- for example if the signal is composed...

## 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...

## Computing an FFT of Complex-Valued Data Using a Real-Only FFT Algorithm

Someone recently asked me if I knew of a way to compute a fast Fourier transform (FFT) of complex-valued input samples using an FFT algorithm that accepts only real-valued input data. Knowing of no way to do this, I rifled through my library of hardcopy FFT articles looking for help. I found nothing useful that could be applied to this problem.

After some thinking, I believe I have a solution to this problem. Here is my idea:

Let's say our original input data is the complex-valued sequence...