## Smaller DFTs from bigger DFTs

IntroductionLet's consider the following hypothetical situation: You have a sequence $x$ with $N/2$ points and a black box which can compute the DFT (Discrete Fourier Transform) of an $N$ point sequence. How will you use the black box to compute the $N/2$ point DFT of $x$? While the problem may appear to be a bit contrived, the answer(s) shed light on some basic yet insightful and useful properties of the DFT.

On a related note, the reverse problem of computing an $N$...

## A Brief Introduction To Romberg Integration

This blog briefly describes a remarkable integration algorithm, called "Romberg integration." The algorithm is used in the field of numerical analysis but it's not so well-known in the world of DSP.

To show the power of Romberg integration, and to convince you to continue reading, consider the notion of estimating the area under the continuous x(t) = sin(t) curve based on the five x(n) samples represented by the dots in Figure 1.The results of performing a Trapezoidal Rule, a...

## 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...

## Microprocessor Family Tree

Below is a little microprocessor history. Perhaps some of the ol' timers here will recognize a few of these integrated circuits. I have a special place in my heart for the Intel 8080 chip.

Image copied, without permission, from the now defunct Creative Computing magazine, Vol. 11, No. 6, June 1985.

## A Markov View of the Phase Vocoder Part 2

IntroductionLast post we motivated the idea of viewing the classic phase vocoder as a Markov process. This was due to the fact that the input signal’s features are unknown to the computer, and the phase advancement for the next synthesis frame is entirely dependent on the phase advancement of the current frame. We will dive a bit deeper into this idea, and flesh out some details which we left untouched last week. This includes the effect our discrete Fourier transform has on the...

## A Markov View of the Phase Vocoder Part 1

IntroductionHello! This is my first post on dsprelated.com. I have a blog that I run on my website, http://www.christianyostdsp.com. In order to engage with the larger DSP community, I'd like to occasionally post my more engineering heavy writing here and get your thoughts.

Today we will look at the phase vocoder from a different angle by bringing some probability into the discussion. This is the first part in a short series. Future posts will expand further upon the ideas...

## 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...

## 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...

## Polar Coding Notes: A Simple Proof

For any B-DMC $W$, the channels $\{W_N^{(i)}\}$ polarize in the sense that, for any fixed $\delta \in (0, 1)$, as $N$ goes to infinity through powers of two, the fraction of indices $i \in \{1, \dots, N\}$ for which $I(W_N^{(i)}) \in (1 − \delta, 1]$ goes to $I(W)$ and the fraction for which $I(W_N^{(i)}) \in [0, \delta)$ goes to $1−I(W)^{[1]}$.

Mrs. Gerber’s Lemma

Mrs. Gerber’s Lemma provides a lower bound on the entropy of the modulo-$2$ sum of two binary random...

## Polar Coding Notes: Channel Combining and Channel Splitting

Channel Combining

Channel combining is a step that combines copies of a given B-DMC $W$ in a recursive manner to produce a vector channel $W_N : {\cal X}^N \to {\cal Y}^N$, where $N$ can be any power of two, $N=2^n, n\le0^{[1]}$.

The notation $u_1^N$ as shorthand for denoting a row vector $(u_1, \dots , u_N)$.

The vector channel $W_N$ is the virtual channel between the input sequence $u_1^N$ to a linear encoder and the output sequence $y^N_1$ of $N$...

## 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...

## The Number 9, Not So Magic After All

This blog is not about signal processing. Rather, it discusses an interesting topic in number theory, the magic of the number 9. As such, this blog is for people who are charmed by the behavior and properties of numbers.

For decades I've thought the number 9 had tricky, almost magical, qualities. Many people feel the same way. I have a book on number theory, whose chapter 8 is titled "Digits — and the Magic of 9", that discusses all sorts of interesting mathematical characteristics of the...

## 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...

## A Simplified Matlab Function for Power Spectral Density

In an earlier post [1], I showed how to compute power spectral density (PSD) of a discrete-time signal using the Matlab function pwelch [2]. Pwelch is a useful function because it gives the correct output, and it has the option to average multiple Discrete Fourier Transforms (DFTs). However, a typical function call has five arguments, and it can be hard to remember how to set them all and how they default.

In this post, I create a simplified PSD function by putting a...

## Optimizing the Half-band Filters in Multistage Decimation and Interpolation

This blog discusses a not so well-known rule regarding the filtering in multistage decimation and interpolation by an integer power of two. I'm referring to sample rate change systems using half-band lowpass filters (LPFs) as shown in Figure 1. Here's the story.

Figure 1: Multistage decimation and interpolation using half-band filters.

Multistage Decimation – A Very Brief ReviewFigure 2(a) depicts the process of decimation by an integer factor D. That...

## Linear Feedback Shift Registers for the Uninitiated, Part XVI: Reed-Solomon Error Correction

Last time, we talked about error correction and detection, covering some basics like Hamming distance, CRCs, and Hamming codes. If you are new to this topic, I would strongly suggest going back to read that article before this one.

This time we are going to cover Reed-Solomon codes. (I had meant to cover this topic in Part XV, but the article was getting to be too long, so I’ve split it roughly in half.) These are one of the workhorses of error-correction, and they are used in...

## 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...## The Power Spectrum

Often, when calculating the spectrum of a sampled signal, we are interested in relative powers, and we don’t care about the absolute accuracy of the y axis. However, when the sampled signal represents an analog signal, we sometimes need an accurate picture of the analog signal’s power in the frequency domain. This post shows how to calculate an accurate power spectrum.

Parseval’s theorem [1,2] is a property of the Discrete Fourier Transform (DFT) that...

## 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)

## 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

## Computing the Group Delay of a Filter

I just learned a new method (new to me at least) for computing the group delay of digital filters. In the event this process turns out to be interesting to my readers, this blog describes the method. Let's start with a bit of algebra so that you'll know I'm not making all of this up.

Assume we have the N-sample h(n) impulse response of a digital filter, with n being our time-domain index, and that we represent the filter's discrete-time Fourier transform (DTFT), H(ω), in polar form...

## Optimizing the Half-band Filters in Multistage Decimation and Interpolation

This blog discusses a not so well-known rule regarding the filtering in multistage decimation and interpolation by an integer power of two. I'm referring to sample rate change systems using half-band lowpass filters (LPFs) as shown in Figure 1. Here's the story.

Figure 1: Multistage decimation and interpolation using half-band filters.

Multistage Decimation – A Very Brief ReviewFigure 2(a) depicts the process of decimation by an integer factor D. That...

## 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...

## Oscilloscope Dreams

My coworkers and I recently needed a new oscilloscope. I thought I would share some of the features I look for when purchasing one.

When I was in college in the early 1990's, our oscilloscopes looked like this:

Now the cathode ray tubes have almost all been replaced by digital storage scopes with color LCD screens, and they look like these:

Oscilloscopes are basically just fancy expensive boxes for graphing voltage vs. time. They span a wide range of features and prices:...

## 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...

## Noise shaping

eywords: Quantization noise; noise shaping

A brief introduction to noise shaping, with firm resolve not to miss the forest for the trees. We may still stumble over some assorted roots. Matlab example code is included.

QuantizationFig. 1 shows a digital signal that is reduced to a lower bit width, for example a 16 bit signal being sent to a 12 bit digital-to-analog converter. Rounding to the nearest output value is obviously the best that can be done to minimize the error of each...

## TCP/IP interface (Matlab/Octave)

Communicate with measurement instruments via Ethernet (no-toolbox-Matlab or Octave)

PurposeMeasurement automation is digital signal processing in a wider sense: Getting a digital signal from an analog world usually involves some measurement instruments, for example a spectrum analyzer. Modern instruments, and also many off-the-shelf prototyping boards such as FPGA cards [1] or microcontrollers [2] are able to communicate via Ethernet. Here, I provide some basic mex-functions (compiled C...

## An s-Plane to z-Plane Mapping Example

While surfing around the Internet recently I encountered the 's-plane to z-plane mapping' diagram shown in Figure 1. At first I thought the diagram was neat because it's a good example of the old English idiom: "A picture is worth a thousand words." However, as I continued to look at Figure 1 I began to detect what I believe are errors in the diagram.

Reader, please take a few moments to see if you detect any errors in Figure 1.

...## How Discrete Signal Interpolation Improves D/A Conversion

This blog post is also available in pdf format. Download here.Earlier this year, for the Linear Audio magazine, published in the Netherlands whose subscribers are technically-skilled hi-fi audio enthusiasts, I wrote an article on the fundamentals of interpolation as it's used to improve the performance of analog-to-digital conversion. Perhaps that article will be of some value to the subscribers of dsprelated.com. Here's what I wrote:

We encounter the process of digital-to-analog...

## 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

## Almost 50,000 Members!

I am very happy to announce that DSPRelated.com will reach the 50,000 registered members mark before the end of 2009. To celebrate this milestone, I will buy a BMW 5 to the 50,000th person to register (please make sure to confirm you email address to activate your registration). Please read the fine prints after the picture.

I am just having fun here and it's not even April's fool day. The 50,000th member won't get a BMW (I wish I could offer it!),...

## DSPRelated faster than ever!

if you are visiting DSPRelated.com on a regular basis, you should observe that the site loads significantly faster in your browser than it used to, especially if you are in Europe or in Asia. The main reason for this is that I am now using Amazon's CloudFront service for the delivery of most static content on DSPRelated.com (images, javascripts, css). The cloudFront service automatically detects the location of a visitor and will deliver the static content from the server...

## New Papers / Theses Section

The new 'Papers & Theses' section is now online: http://www.dsprelated.com/documents.phpThe idea is to list and organize in one place as many DSP related dissertations (PhD & Masters) and papers/articles as possible.If you are the author of a thesis or paper and would like to have it listed on DSPRelated.com, please follow these steps:- Make sure that you are allowed to share the document online (copyright).- If you don't already have one, make a 'pdf' copy of your document. ...

## New Blog Section!

By now, chances are you have noticed the new blogs section (you are actually in it right now!).

Following an email I sent to the members of the site, a few weeks ago, asking for dsp engineers willing to blog here, I received around 50 propositions. I have selected an initial set of 10 bloggers (that I will soon introduce into a seperate post) and I am currently in the process of creating their accounts. Markus and Parth have already...

## New Discussion Group: DSP & FPGA

I have just created a new discussion group for engineers implementing DSP functions on FPGAs. The creation of this group has been on my todo list for a long time. If you want to join the group, send a blank email to: fpgadsp-subscribe@yahoogroups.com

As usual, it should take a few weeks before there are enough members for interesting discussions to get started.