## Differentiating and integrating discrete signals

I am back at work on Think DSP, adding a new chapter on differentiation and integration. In the previous chapter (which you can read here) I present Gaussian smoothing, show how smoothing in the time domain corresponds to a low-pass filter in the frequency domain, and present the Convolution Theorem.

In the current chapter, I start with the first difference operation (diff in Numpy) and show that it corresponds to a high-pass filter in the frequency domain. I use historical stock...

## Discrete-Time PLLs, Part 1: Basics

Design Files: Part1.slx

Hi everyone,

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.

In the first part of the series, we will be reviewing the basics of continuous-time baseband PLLs and we will see some useful mathematics that will give us insight into the inners working of PLLs. In the second part, we will focus on...

## 60 numbers

This blog title is inspired from the Peabody award-winning Radiolab episode 60 words. Radiolab is well known for its insightful stories on Science with an amazing sound design. Today's blog is about decoding Radiolab's theme music (actually, just a small "Mmm Newewe" part of it hereafter called the Radiolab sound). I have been taking this online course on Audio Signal Processing where we are taught how to analyze sounds...

## Compressive Sensing - Recovery of Sparse Signals (Part 1)

The amount of data that is generated has been increasing at a substantial rate since the beginning of the digital revolution. The constraints on the sampling and reconstruction of digital signals are derived from the well-known Nyquist-Shannon sampling theorem. To review, the theorem states that a band-limited signal, with the highest frequency of $f_{max}$, can be completely reconstructed from its samples if the sampling rate, $f_{s}$, is at least twice the signal bandwidth. If the...

## Summary of ROC Rules

This is a very short guide on how to find all possible outcomes of a system where Region of Convergence (ROC) and the original signal is not known.

Summary of ROC RulesFor a causal system the ROC extends outwards.For a non-causal system the ROC extends inwards.For a two-sided system, the ROC can extend inwards or outwards from every pole. The ROC cannot contain any polesThe system is stable if the unity circle is included in the ROCOne Pole System...## Analytic Signal

In communication theory and modulation theory we always deal with two phases: In-phase (I) and Quadrature-phase (Q). The question that I will discuss in this blog is that why we use two phases and not more.

Any real band-limited signal along with its Hilbert transformed pair form an analytic signal. We normally use the analytic signal for modulation. A modulated signal is actually a carrier or the sine signal that one attribute of it is changing with time which is our signal....

## Multilayer Perceptrons and Event Classification with data from CODEC using Scilab and Weka

For my first blog, I thought I would introduce the reader to Scilab [1] and Weka [2]. In order to illustrate how they work, I will put together a script in Scilab that will sample using the microphone and CODEC on your PC and save the waveform as a CSV file. Then, we can take the CSV file and open it in Weka. Once in Weka, we have a lot of paths to consider in order to classify it. I use the term classify loosely since there are many things you can do with data sets...

## Maximum Likelihood Estimation

Any observation has some degree of noise content that makes our observations uncertain. When we try to make conclusions based on noisy observations, we have to separate the dynamics of a signal from noise. This is the point that estimation starts. Any time that we analyse noisy observations to make decisions, we are estimating some parameters. Parameters are mainly used to simplify the description of a dynamic.

Noise by its definition is a...

## Implementing Simultaneous Digital Differentiation, Hilbert Transformation, and Half-Band Filtering

Recently I've been thinking about digital differentiator and Hilbert transformer implementations and I've developed a processing scheme that may be of interest to the readers here on dsprelated.com.

This blog presents a novel method for simultaneously implementing a digital differentiator (DD), a Hilbert transformer (HT), and a half-band lowpass filter (HBF) using a single tapped-delay line and a single set of coefficients. The method is based on the similarities of the three N =...

## Multimedia Processing with FFMPEG

FFMPEG is a set of libraries and a command line tool for encoding and decoding audio and video in many different formats. It is a free software project for manipulating/processing multimedia data. Many open source media players are based on FFMPEG libraries.

FFMPEG is developed under Linux but it can be compiled under most operating systems including Mac OS, Microsoft Windows. For more details about FFMPEG please refer

## Peak to Average Power Ratio and CCDF

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...

## Accurate Measurement of a Sinusoid's Peak Amplitude Based on FFT Data

There are two code snippets associated with this blog post:

and

Testing the Flat-Top Windowing Function

This blog discusses an accurate method of estimating time-domain sinewave peak amplitudes based on fast Fourier transform (FFT) data. Such an operation sounds simple, but the scalloping loss characteristic of FFTs complicates the process. We eliminate that complication by...

## 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...

## A Differentiator With a Difference

Some time ago I was studying various digital differentiating networks, i.e., networks that approximate the process of taking the derivative of a discrete time-domain sequence. By "studying" I mean that I was experimenting with various differentiating filter coefficients, and I discovered a computationally-efficient digital differentiator. A differentiator that, for low fequency signals, has the power of George Foreman's right hand! Before I describe this differentiator, let's review a few...

## Time Machine, Anyone?

Abstract: Dispersive linear systems with negative group delay have caused much confusion in the past. Some claim that they violate causality, others that they are the cause of superluminal tunneling. Can we really receive messages before they are sent? This article aims at pouring oil in the fire and causing yet more confusion :-).

IntroductionIn this article we reproduce the results of a physical experiment...

## 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...

## The Exponential Nature of the Complex Unit Circle

IntroductionThis is an article to hopefully give an understanding to Euler's magnificent equation:

$$ e^{i\theta} = cos( \theta ) + i \cdot sin( \theta ) $$

This equation is usually proved using the Taylor series expansion for the given functions, but this approach fails to give an understanding to the equation and the ramification for the behavior of complex numbers. Instead an intuitive approach is taken that culminates in a graphical understanding of the equation.

Complex...## Spectral Flipping Around Signal Center Frequency

Most of us are familiar with the process of flipping the spectrum (spectral inversion) of a real signal by multiplying that signal's time samples by (-1)n. In that process the center of spectral rotation is fs/4, where fs is the signal's sample rate in Hz. In this blog we discuss a different kind of spectral flipping process.

Consider the situation where we need to flip the X(f) spectrum in Figure 1(a) to obtain the desired Y(f) spectrum shown in Figure 1(b). Notice that the center of...

## 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

## Noise shaping

Keywords: 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...

## Spectral Flipping Around Signal Center Frequency

Most of us are familiar with the process of flipping the spectrum (spectral inversion) of a real signal by multiplying that signal's time samples by (-1)n. In that process the center of spectral rotation is fs/4, where fs is the signal's sample rate in Hz. In this blog we discuss a different kind of spectral flipping process.

Consider the situation where we need to flip the X(f) spectrum in Figure 1(a) to obtain the desired Y(f) spectrum shown in Figure 1(b). Notice that the center of...

## Waveforms that are their own Fourier Transform

Mea Culpa

There are many scary things about writing a technical book. Can I make the concepts clear? It is worth the effort? Will it sell? But all of these pale compared to the biggest fear: What if I'm just plain wrong? Not being able to help someone is one thing, but leading them astray is far worse.

My book on DSP has now been published for almost ten years. I've found lots of typos, a few misstatements, and many places where the explanations confuse even me. But I have been lucky;...

## Some Observations on Comparing Efficiency in Communication Systems

Engineering is usually about managing efficiencies of one sort or another. One of my favorite working definitions of an engineer says, "An engineer is somebody who can do for a nickel what any damn fool can do for a dollar." In that case, the implication is that the cost is one of the characteristics being optimized. But cost isn't always the main efficiency metric, or at least the only one. Consider how a common transportation appliance, the automobile, is optimized...

## The Swiss Army Knife of Digital Networks

This blog describes a general discrete-signal network that appears, in various forms, inside so many DSP applications.

Figure 1 shows how the network's structure has the distinct look of a digital filter—a comb filter followed by a 2nd-order recursive network. However, I do not call this useful network a filter because its capabilities extend far beyond simple filtering. Through a series of examples I've illustrated the fundamental strength of this Swiss Army Knife of digital networks...

## 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...## A Simple Complex Down-conversion Scheme

Recently I was experimenting with complex down-conversion schemes. That is, generating an analytic (complex) version, centered at zero Hz, of a real bandpass signal that was originally centered at ±fs/4 (one fourth the sample rate). I managed to obtain one such scheme that is computationally efficient, and it might be of some mild interest to you guys. The simple complex down-conversion scheme is shown in Figure 1(a).It works like this: say we have a real xR(n) input bandpass...

## Computing Large DFTs Using Small FFTs

It is possible to compute N-point discrete Fourier transforms (DFTs) using radix-2 fast Fourier transforms (FFTs) whose sizes are less than N. For example, let's say the largest size FFT software routine you have available is a 1024-point FFT. With the following trick you can combine the results of multiple 1024-point FFTs to compute DFTs whose sizes are greater than 1024.

The simplest form of this idea is computing an N-point DFT using two N/2-point FFT operations. Here's how the trick...

## Generating Complex Baseband and Analytic Bandpass Signals

There are so many different time- and frequency-domain methods for generating complex baseband and analytic bandpass signals that I had trouble keeping those techniques straight in my mind. Thus, for my own benefit, I created a kind of reference table showing those methods. I present that table for your viewing pleasure in this blog.

For clarity, I define a complex baseband signal as follows: derived from an input analog xbp(t)bandpass signal whose spectrum is shown in Figure 1(a), or...

## Design of an anti-aliasing filter for a DAC

- Octaveforge / Matlab design script. Download: here
- weighted numerical optimization of Laplace-domain transfer function
- linear-phase design, optimizes vector error (magnitude and phase)
- design process calculates and corrects group delay internally
- includes sinc() response of the sample-and-hold stage in the ADC
- optionally includes multiplierless FIR filter

Digital-to-analog conversion connects digital...

## Goertzel Algorithm for a Non-integer Frequency Index

If you've read about the Goertzel algorithm, you know it's typically presented as an efficient way to compute an individual kth bin result of an N-point discrete Fourier transform (DFT). The integer-valued frequency index k is in the range of zero to N-1 and the standard block diagram for the Goertzel algorithm is shown in Figure 1. For example, if you want to efficiently compute just the 17th DFT bin result (output sample X17) of a 64-point DFT you set integer frequency index k = 17 and N =...