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...
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 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...
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...
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 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]=...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...
Model a Sigma-Delta DAC Plus RC Filter
Sigma-delta digital-to-analog converters (SD DAC’s) are often used for discrete-time signals with sample rate much higher than their bandwidth. For the simplest case, the DAC output is a single bit, so the only interface hardware required is a standard digital output buffer. Because of the high sample rate relative to signal bandwidth, a very simple DAC reconstruction filter suffices, often just a one-pole RC lowpass. In this article, I present a simple Matlab function that models the combination of a basic SD DAC and one-pole RC filter. This model allows easy evaluation of the overall performance for a given input signal and choice of sample rate, R, and C.
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...
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...Adventures in Signal Processing with Python
Author’s note: This article was originally called Adventures in Signal Processing with Python (MATLAB? We don’t need no stinkin' MATLAB!) — the allusion to The Treasure of the Sierra Madre has been removed, in deference to being a good neighbor to The MathWorks. While I don’t make it a secret of my dislike of many aspects of MATLAB — which I mention later in this article — I do hope they can improve their software and reduce the price. Please note this...
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 +...
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
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...
Feedback Controllers - Making Hardware with Firmware. Part 10. DSP/FPGAs Behaving Irrationally
This article will look at a design approach for feedback controllers featuring low-latency "irrational" characteristics to enable the creation of physical components such as transmission lines. Some thought will also be given as to the capabilities of the currently utilized Intel Cyclone V, the new Cyclone 10 GX and the upcoming Xilinx Versal floating-point FPGAs/ACAPs.
Fig 1. Making a Transmission Line, with the Circuit Emulator
Additional...
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...
Interpolation Basics
This article covers interpolation basics, and provides a numerical example of interpolation of a time signal. Figure 1 illustrates what we mean by interpolation. The top plot shows a continuous time signal, and the middle plot shows a sampled version with sample time Ts. The goal of interpolation is to increase the sample rate such that the new (interpolated) sample values are close to the values of the continuous signal at the sample times [1]. For example, if...
Plotting Discrete-Time Signals
A discrete-time sinusoid can have frequency up to just shy of half the sample frequency. But if you try to plot the sinusoid, the result is not always recognizable. For example, if you plot a 9 Hz sinusoid sampled at 100 Hz, you get the result shown in the top of Figure 1, which looks like a sine. But if you plot a 35 Hz sinusoid sampled at 100 Hz, you get the bottom graph, which does not look like a sine when you connect the dots. We typically want the plot of a...
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...
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...
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...
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...
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...
DSPRelated Finally on Twitter!
Hello!
It's been a while since you've heard from me - and there are many reasons why:
1 - I've made a clown of myself (video here)
2 - I've been working on unifying the user management system. You can now participate to the three related sites (DSPRelated, FPGARelated and EmbeddedRelated) with only one account (same login info).
3- I've been working on getting up to speed with social networks and especially Twitter. I have resisted the idea for a while - at 40...
Two jobs
For those of you following closely embeddedrelated and the other related sites, you might have noticed that I have been less active for the last couple of months, and I will use this blog post to explain why. The main reason is that I got myself involved into a project that ended up using a better part of my cpu than I originally thought it would.
edit - video of the event:
I currently have two jobs: one as an electrical/dsp engineer recycled as a web publisher and the other...
