## 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

## Approximating the area of a chirp by fitting a polynomial

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...

## Deconvolution by least squares (Using the power of linear algebra in signal processing).

When we deal with our normal discrete signal processing operations, like FIR/IIR filtering, convolution, filter design, etc. we normally think of the signals as a constant stream of numbers that we put in a sequence, such as $x(n)$ with $n\in\mathbb{Z}$. This is at first the most intuitive way of thinking about it, because normally in a digital signal processing system (especially when applied in real time), we take some analogue signal from a sensor like a microphone, convert it...

## Roll Your Own Differentiation Filters

There are many times in digital signal processing that it is necessary to obtain estimates of the derivative of some signal or process from discretely sampled values. Such numerical derivatives are useful in applications such as edge detection, rate of change estimation and optimization, and can even be used as part of quick and efficient dc-blocking filters.

Suppose then, that we want to approximate the derivative of a function at a set of points $\{x_i:i=1,...,N\}$ from...

## 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. Maybe they underestimated the time it takes to write a decent article, or maybe they got cold feet. I don't blame or judge them at all - how many times in my life have I had the intention to do something but didn't follow through? Once, maybe twice 😉 (don't worry if you don't...

## GPS - some terminology!

Hi!

For my first post, I will share some information about GPS - Global Positioning System. I will delve one step deeper than a basic explanation of how a GPS system works and introduce some terminology.

GPS, like we all know is the system useful for identifying one's position, velocity, & time using signals from satellites (referred to as SV or space vehicle in literature). It uses the principle of trilateration (not triangulation which is misused frequently) for...

## 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...

## Bayes meets Fourier

Joseph Fourier never met Thomas Bayes—Fourier was born in 1768, seven years after Bayes died. But recently I have been exploring connections between the Bayes filter and the Fourier transform.

By "Bayes filter", I don't mean spam filtering using a Bayesian classifier, but rather recursive Bayesian estimation, which is used in robotics and other domains to estimate the state of a system that evolves over time, for example, the position of a moving robot. My interest in...

## FIR sideways (interpolator polyphase decomposition)

An efficient implementation of a symmetric-FIR polyphase 1:3 interpolator that doesn't follow the usual tapped delay line-paradigm. The example exploits the impulse response symmetry and avoids four multiplications out of 10. keywords: symmetric polyphase FIR filter implementation ASIC Matlab / Octave implementation

IntroductionAn interpolating FIR filter can be implemented with a single tapped delay line, possibly going forwards and backwards for a symmetric impulse response. To...

## Computing Chebyshev Window Sequences

Chebyshev windows (also called Dolph-Chebyshev, or Tchebyschev windows), have several useful properties. Those windows, unlike the fixed Hanning, Hamming, or Blackman window functions, have adjustable sidelobe levels. For a given user-defined sidelobe level and window sequence length, Chebyshev windows yield the most narrow mainlobe compared to any fixed window functions.

However, for some reason, detailed descriptions of how to compute Chebyshev window sequences are not readily available...

## Dealing With Fixed Point Fractions

Fixed point fractional representation always gives me a headache because I screw it up the first time I try to implement an algorithm. The difference between integer operations and fractional operations is in the overflow. If the representation fits in the fixed point result, you can not tell the difference between fixed point integer and fixed point fractions. When integers overflow, they lose data off the most significant bits. When fractions overflow, they lose data off...

## 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...

## 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...

## The DFT Magnitude of a Real-valued Cosine Sequence

This blog may seem a bit trivial to some readers here but, then again, it might be of some value to DSP beginners. It presents a mathematical proof of what is the magnitude of an N-point discrete Fourier transform (DFT) when the DFT's input is a real-valued sinusoidal sequence.

To be specific, if we perform an N-point DFT on N real-valued time-domain samples of a discrete cosine wave, having exactly integer k cycles over N time samples, the peak magnitude of the cosine wave's...

## Computing FFT Twiddle Factors

Some days ago I read a post on the comp.dsp newsgroup and, if I understood the poster's words, it seemed that the poster would benefit from knowing how to compute the twiddle factors of a radix-2 fast Fourier transform (FFT).

Then, later it occurred to me that it might be useful for this blog's readers to be aware of algorithms for computing FFT twiddle factors. So,... what follows are two algorithms showing how to compute the individual twiddle factors of an N-point decimation-in-frequency...

## 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...

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

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)...

## Sum of Two Equal-Frequency Sinusoids

Some time ago I reviewed the manuscript of a book being considered by the IEEE Press publisher for possible publication. In that manuscript the author presented the following equation:

Being unfamiliar with Eq. (1), and being my paranoid self, I wondered if that equation is indeed correct. Not finding a stock trigonometric identity in my favorite math reference book to verify Eq. (1), I modeled both sides of the equation using software. Sure enough, Eq. (1) is not correct. So then I...

## Spline interpolation

A cookbook recipe for segmented y=f(x) 3rd-order polynomial interpolation based on arbitrary input data. Includes Octave/Matlab design script and Verilog implementation example. Keywords: Spline, interpolation, function modeling, fixed point approximation, data fitting, Matlab, RTL, Verilog

IntroductionSplines describe a smooth function with a small number of parameters. They are well-known for example from vector drawing programs, or to define a "natural" movement path through given...

## Signed serial-/parallel multiplication

Keywords: Binary signed multiplication implementation, RTL, Verilog, algorithm

Summary- A detailed discussion of bit-level trickstery in signed-signed multiplication
- Algorithm based on Wikipedia example
- Includes a Verilog implementation with parametrized bit width

A straightforward method to multiply two binary numbers is to repeatedly shift the first argument a, and add to a register if the corresponding bit in the other argument b is set. The...

## Benford's law solved with DSP

I have a longtime interest in the mystery of 1/f noise. A few years ago I came across Benford’s law, another puzzle that seemed to have many of the same characteristics.

Suppose you collect a large group of seemingly random numbers, such as might appear in a newspaper or financial report. Benford’s law relates to the leading digit of each number, such as "4" in 4.268, "3" in 0.0312, and "9" in -932.34. Since there are nine possible leading digits...

## 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.

I currently have two jobs: one as an electrical/dsp engineer recycled as a web publisher and the other as a parent of three kids. My job...

## 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...

## Setting the 3-dB Cutoff Frequency of an Exponential Averager

This blog discusses two ways to determine an exponential averager's weighting factor so that the averager has a given 3-dB cutoff frequency. Here we assume the reader is familiar with exponential averaging lowpass filters, also called a "leaky integrators", to reduce noise fluctuations that contaminate constant-amplitude signal measurements. Exponential averagers are useful because they allow us to implement lowpass filtering at a low computational workload per output sample.

Figure 1 shows...

## Using Mason's Rule to Analyze DSP Networks

There have been times when I wanted to determine the z-domain transfer function of some discrete network, but my algebra skills failed me. Some time ago I learned Mason's Rule, which helped me solve my problems. If you're willing to learn the steps in using Mason's Rule, it has the power of George Foreman's right hand in solving network analysis problems.

This blog discusses a valuable analysis method (well known to our analog control system engineering brethren) to obtain the z-domain...

## A multiuser waterfilling algorithm

Hello,this blog entry documents a code snippet for a multi-user waterfilling algorithm. It's heuristic and relatively straightforward, making it easy to implement additional constraints or rules.I rewrote parts of it to improve readability, but no extensive testing took place afterwards. Please double-check that it does what it promises.

Introduction to multiuser waterfilling.Background information can be found for example in the presentation from Yosia Hadisusanto,

## The Little Fruit Market

There used to be a fruit market located at 391 San Antonio Road in Mountain View, California. In the 1990's I worked part time in Mountain View and drove past this market's building, shown in Figure 1, many times, unaware of its history. What happened at that fruit market has changed the lives of almost everyone on our planet. Here's the story.

William Shockley In 1948 the brilliant physicist William Shockley, along with John Bardeen and Walter Brattain, co-invented the transistor at Bell...

## 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...