## 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...

## 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.

...## Digital PLL's -- Part 2

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...## 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...

## 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...

## Filter a Rectangular Pulse with no Ringing

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

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

IntroductionThis 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...

## 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...

## 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...

## Modeling a Continuous-Time System with Matlab

Many of us are familiar with modeling a continuous-time system in the frequency domain using its transfer function H(s) or H(jω). However, finding the time response can be challenging, and traditionally involves finding the inverse Laplace transform of H(s). An alternative way to get both time and frequency responses is to transform H(s) to a discrete-time system H(z) using the impulse-invariant transform [1,2]. This method provides an exact match to the continuous-time...

## Exact Frequency Formula for a Pure Real Tone in a DFT

IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving an exact formula for the frequency of a real tone in a DFT. According to current teaching, this is not possible, so this article should be considered a major theoretical advance in the discipline. The formula is presented in a few different formats. Some sample calculations are provided to give a numerical demonstration of the formula in use. This article is...

## 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...

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

IntroductionThis 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

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...

## DFT Bin Value Formulas for Pure Complex Tones

IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by deriving an analytical formula for the DFT of pure complex tones and an alternative variation. It is basically a parallel treatment to the real case given in DFT Bin Value Formulas for Pure Real Tones. In order to understand how a multiple tone signal acts in a DFT it is necessary to first understand how a single pure tone acts. Since a DFT is a linear transform, the...

## A Two Bin Exact Frequency Formula for a Pure Complex Tone in a DFT

IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by deriving an exact formula for the frequency of a complex tone in a DFT. It is basically a parallel treatment to the real case given in Exact Frequency Formula for a Pure Real Tone in a DFT. Since a real signal is the sum of two complex signals, the frequency formula for a single complex tone signal is a lot less complicated than for the real case.

Theoretical...## Computing Translated Frequencies in Digitizing and Downsampling Analog Bandpass Signals

In digital signal processing (DSP) we're all familiar with the processes of bandpass sampling an analog bandpass signal and downsampling a digital bandpass signal. The overall spectral behavior of those operations are well-documented. However, mathematical expressions for computing the translated frequency of individual spectral components, after bandpass sampling or downsampling, are not available in the standard DSP textbooks. The following three sections explain how to compute the...

## Filter a Rectangular Pulse with no Ringing

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...## Three Bin Exact Frequency Formulas for a Pure Complex Tone in a DFT

IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by deriving exact formulas for the frequency of a complex tone in a DFT. This time it is three bin versions. Although the problem is similar to the two bin version in my previous blog article "A Two Bin Exact Frequency Formula for a Pure Complex Tone in a DFT"[1], a slightly different approach is taken using linear algebra concepts. Because of an extra degree of freedom...

## 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...

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

IntroductionThis 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

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...

## Filter a Rectangular Pulse with no Ringing

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...## Exponential Smoothing with a Wrinkle

IntroductionThis 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...

## 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...

## A Two Bin Solution

IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by showing an implementation of how the parameters of a real pure tone can be calculated from just two DFT bin values. The equations from previous articles are used in tandem to first calculate the frequency, and then calculate the amplitude and phase of the tone. The approach works best when the tone is between the two DFT bins in terms of frequency.

The Coding...## Model Signal Impairments at Complex Baseband

In this article, we develop complex-baseband models for several signal impairments: interfering carrier, multipath, phase noise, and Gaussian noise. To provide concrete examples, we’ll apply the impairments to a QAM system. The impairment models are Matlab functions that each use at most seven lines of code. Although our example system is QAM, the models can be used for any complex-baseband signal.

I used a very simple complex-baseband model of a QAM system in my last

## Two Bin Exact Frequency Formulas for a Pure Real Tone in a DFT

IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas for the frequency of a real tone in a DFT. This time it is a two bin version. The approach taken is a vector based one similar to the approach used in "Three Bin Exact Frequency Formulas for a Pure Complex Tone in a DFT"[1]. The real valued formula presented in this article actually preceded, and was the basis for the complex three bin...

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

IntroductionThis 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]. ...