Tutorials

Wavelets II - Vanishing Moments and Spectral Factorization

Vincent Herrmann October 11, 2016

In the previous blog post I described the workings of the Fast Wavelet Transform (FWT) and how wavelets and filters are related. As promised, in this article we will see how to construct useful filters. Concretely, we will find a way to calculate the Daubechies filters, named after Ingrid Daubechies, who invented them and also laid much of the mathematical foundations for wavelet analysis.

Besides the content of the last post, you should be familiar with basic complex algebra, the...


The Power Spectrum

Neil Robertson October 8, 2016

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...


Wavelets I - From Filter Banks to the Dilation Equation

Vincent Herrmann September 28, 20168 comments

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...


An s-Plane to z-Plane Mapping Example

Rick Lyons September 24, 20166 comments

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.

...

Digital PLL's -- Part 2

Neil Robertson June 15, 2016

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 frequency and...

Digital PLL's -- Part 1

Neil Robertson June 7, 201618 comments
1. Introduction

Figure 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...


Peak to Average Power Ratio and CCDF

Neil Robertson May 17, 20162 comments

Peak to Average Power Ratio (PAPR) is often used to characterize digitally modulated signals.  One example application is setting the level of the signal in a digital modulator.  Knowing PAPR allows setting the average power to a level that is just low enough to minimize clipping.

However, for a random signal, PAPR is a statistical quantity.  We have to ask, what is the probability of a given peak power?  Then we can decide where to set the average...


Filter a Rectangular Pulse with no Ringing

Neil Robertson May 12, 201610 comments

To filter a rectangular pulse without any ringing, there is only one requirement on the filter coefficients:  they must all be positive.  However, if we want the leading and trailing edge of the pulse to be symmetrical, then the coefficients must be symmetrical.  What we are describing is basically a window function.

Consider a rectangular pulse 32 samples long with fs = 1 kHz.  Here is the Matlab code to generate the pulse:

N= 64; fs= 1000; % Hz sample...

Digital Envelope Detection: The Good, the Bad, and the Ugly

Rick Lyons April 3, 201610 comments

Recently I've been thinking about the process of envelope detection. Tutorial information on this topic is readily available but that information is spread out over a number of DSP textbooks and many Internet web sites. The purpose of this blog is to summarize various digital envelope detection methods in one place.

Here I focus on envelope detection as it is applied to an amplitude-fluctuating sinusoidal signal where the positive-amplitude fluctuations (the sinusoid's envelope)...


Exponential Smoothing with a Wrinkle

Cedron Dawg December 17, 2015
Introduction

This is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by providing a set of preprocessing filters to improve the resolution of the DFT. Because of the exponential nature of sinusoidal functions, they have special mathematical properties when exponential smoothing is applied to them. These properties are derived and explained in this blog article.

Basic Exponential Smoothing

Exponential smoothing is also known as...


IIR Bandpass Filters Using Cascaded Biquads

Neil Robertson April 20, 20196 comments

In an earlier post [1], we implemented lowpass IIR filters using a cascade of second-order IIR filters, or biquads.  This post provides a Matlab function to do the same for Butterworth bandpass IIR filters.  Compared to conventional implementations, bandpass filters based on biquads are less sensitive to coefficient quantization [2].  This becomes important when designing narrowband filters.

A biquad section block diagram using the Direct Form II structure [3,4] is shown in...


Filter a Rectangular Pulse with no Ringing

Neil Robertson May 12, 201610 comments

To filter a rectangular pulse without any ringing, there is only one requirement on the filter coefficients:  they must all be positive.  However, if we want the leading and trailing edge of the pulse to be symmetrical, then the coefficients must be symmetrical.  What we are describing is basically a window function.

Consider a rectangular pulse 32 samples long with fs = 1 kHz.  Here is the Matlab code to generate the pulse:

N= 64; fs= 1000; % Hz sample...

Approximating the area of a chirp by fitting a polynomial

Alexandre de Siqueira November 15, 20158 comments

Once in a while we need to estimate the area of a dataset in which we are interested. This area could give us, for example, force (mass vs acceleration) or electric power (electric current vs charge).

One way to do that is fitting a curve on our data, and let's face it: this is not that easy. In this post we will work on this issue using Python and its packages. If you do not have Python installed on your system, check here how to...


Evaluate Window Functions for the Discrete Fourier Transform

Neil Robertson December 18, 2018

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...


Exponential Smoothing with a Wrinkle

Cedron Dawg December 17, 2015
Introduction

This is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by providing a set of preprocessing filters to improve the resolution of the DFT. Because of the exponential nature of sinusoidal functions, they have special mathematical properties when exponential smoothing is applied to them. These properties are derived and explained in this blog article.

Basic Exponential Smoothing

Exponential smoothing is also known as...


Demonstrating the Periodic Spectrum of a Sampled Signal Using the DFT

Neil Robertson March 9, 201920 comments

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)


Phase and Amplitude Calculation for a Pure Complex Tone in a DFT

Cedron Dawg January 6, 2018
Introduction

This is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas to calculate the phase and amplitude of a pure complex tone from a DFT bin value and knowing the frequency. This is a much simpler problem to solve than the corresponding case for a pure real tone which I covered in an earlier blog article[1]. In the noiseless single tone case, these equations will be exact. In the presence of noise or other tones...


Coefficients of Cascaded Discrete-Time Systems

Neil Robertson March 4, 2018

In this article, we’ll show how to compute the coefficients that result when you cascade discrete-time systems.  With the coefficients in hand, it’s then easy to compute the time or frequency response.  The computation presented here can also be used to find coefficients of mixed discrete-time and continuous-time systems, by using a discrete time model of the continuous-time portion [1].

This article is available in PDF format for...


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

Cedron Dawg May 12, 2017
Introduction

This 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]. ...


Exact Near Instantaneous Frequency Formulas Best at Zero Crossings

Cedron Dawg July 20, 2017
Introduction

This 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...