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...
Angle Addition Formulas from Euler's Formula
Introduction
This 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)
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...
Use Matlab Function pwelch to Find Power Spectral Density – or Do It Yourself
In my last post, we saw that finding the spectrum of a signal requires several steps beyond computing the discrete Fourier transform (DFT)[1]. These include windowing the signal, taking the magnitude-squared of the DFT, and computing the vector of frequencies. The Matlab function pwelch [2] performs all these steps, and it also has the option to use DFT averaging to compute the so-called Welch power spectral density estimate [3,4].
In this article, I’ll present some...
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...
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...
Digital PLL’s, Part 3 – Phase Lock an NCO to an External Clock
Sometimes you may need to phase-lock a numerically controlled oscillator (NCO) to an external clock that is not related to the system clocks of your ASIC or FPGA. This situation is shown in Figure 1. Assuming your system has an analog-to-digital converter (ADC) available, you can sync to the external clock using the scheme shown in Figure 2. This time-domain PLL model is similar to the one presented in Part 1 of this series on digital PLL’s [1]. In that PLL, we...
ADC Clock Jitter Model, Part 2 – Random Jitter
In Part 1, I presented a Matlab function to model an ADC with jitter on the sample clock, and applied it to examples with deterministic jitter. Now we’ll investigate an ADC with random clock jitter, by using a filtered or unfiltered Gaussian sequence as the jitter source. What we are calling jitter can also be called time jitter, phase jitter, or phase noise. It’s all the same phenomenon. Typically, we call it jitter when we have a time-domain representation,...
ADC Clock Jitter Model, Part 1 – Deterministic Jitter
Analog to digital converters (ADC’s) have several imperfections that affect communications signals, including thermal noise, differential nonlinearity, and sample clock jitter [1, 2]. As shown in Figure 1, the ADC has a sample/hold function that is clocked by a sample clock. Jitter on the sample clock causes the sampling instants to vary from the ideal sample time. This transfers the jitter from the sample clock to the input signal.
In this article, I present a Matlab...
How the Cooley-Tukey FFT Algorithm Works | Part 2 - Divide & Conquer
The Fast Fourier Transform revolutionized the Discrete Fourier Transform by making it much more efficient. In part 1, we saw that if you run the DFT on a power-of-2 number of samples, the calculations of different groups of samples repeat themselves at different frequencies. By leveraging the repeating patterns of sine and cosine values, the algorithm enables us to calculate the full DFT more efficiently. However, the calculations of certain groups of samples repeat more often than others. In this article, we’re going to explore how the divide-and-conquer method prepares the ground for the next stage of the algorithm by grouping the samples into specially ordered pairs.
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...Add the Hilbert Transformer to Your DSP Toolkit, Part 1
In some previous articles, I made use of the Hilbert transformer, but did not explain its theory in any detail. In this article, I’ll dig a little deeper into how the Hilbert Transformer works. Understanding the Hilbert Transformer involves a modest amount of mathematics, but the payoff in useful applications is worth it.
As we’ll learn, a Hilbert Transformer is just a particular type of Finite Impulse Response (FIR) filter. In Part 1 of this article, I’ll...
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.
Discrete-Time PLLs, Part 1: Basics
In this series of tutorials on discrete-time PLLs we will be focusing on Phase-Locked Loops that can be implemented in discrete-time signal proessors such as FPGAs, DSPs and of course, MATLAB.
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...
The Discrete Fourier Transform as a Frequency Response
The discrete frequency response H(k) of a Finite Impulse Response (FIR) filter is the Discrete Fourier Transform (DFT) of its impulse response h(n) [1]. So, if we can find H(k) by whatever method, it should be identical to the DFT of h(n). In this article, we’ll find H(k) by using complex exponentials, and we’ll see that it is indeed identical to the DFT of h(n).
Consider the four-tap FIR filter in Figure 1, where each block labeled Ts represents a delay of one...
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
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 +...
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...Digital PLL’s, Part 3 – Phase Lock an NCO to an External Clock
Sometimes you may need to phase-lock a numerically controlled oscillator (NCO) to an external clock that is not related to the system clocks of your ASIC or FPGA. This situation is shown in Figure 1. Assuming your system has an analog-to-digital converter (ADC) available, you can sync to the external clock using the scheme shown in Figure 2. This time-domain PLL model is similar to the one presented in Part 1 of this series on digital PLL’s [1]. In that PLL, we...
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...
Canonic Signed Digit (CSD) Representation of Integers
In my last post I presented Matlab code to synthesize multiplierless FIR filters using Canonic Signed Digit (CSD) coefficients. I included a function dec2csd1.m (repeated here in Appendix A) to convert decimal integers to binary CSD values. Here I want to use that function to illustrate a few properties of CSD numbers.
In a binary signed-digit number system, we allow each binary digit to have one of the three values {0, 1, -1}. Thus, for example, the binary value 1 1...
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...
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 PDF version of this post 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...
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)
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...
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...
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...
DFT Graphical Interpretation: Centroids of Weighted Roots of Unity
IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by framing it in a graphical interpretation. The bin calculation formula is shown to be the equivalent of finding the center of mass, or centroid, of a set of points. Various examples are graphed to illustrate the well known properties of DFT bin values. This treatment will only consider real valued signals. Complex valued signals can be analyzed in a similar manner with...
