Exact Near Instantaneous Frequency Formulas Best at Peaks (Part 2)
IntroductionThis is an article that is a continuation of a digression from trying to give a better understanding of the Discrete Fourier Transform (DFT). It is recommended that my previous article "Exact Near Instantaneous Frequency Formulas Best at Peaks (Part 1)"[1] be read first as many sections of this article are directly dependent upon it.
A second family of formulas for calculating the frequency of a single pure tone in a short interval in the time domain is presented. It...
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...
How to Find a Fast Floating-Point atan2 Approximation
Context Over a short period of time, I came across nearly identical approximations of the two parameter arctangent function, atan2, developed by different companies, in different countries, and even in different decades. Fascinated with how the coefficients used in these approximations were derived, I set out to find them. This atan2 implementation is based around a rational approximation of arctangent on the domain -1 to 1:$$ atan(z) \approx \dfrac{z}{1.0 +...
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]. ...
A Recipe for a Common Logarithm Table
IntroductionThis is an article that is a digression from trying to give a better understanding to the Discrete Fourier Transform (DFT).
A method for building a table of Base 10 Logarithms, also known as Common Logarithms, is featured using math that can be done with paper and pencil. The reader is assumed to have some familiarity with logarithm functions. This material has no dependency on the material in my previous blog articles.
If you were ever curious about how...
Sinusoidal Frequency Estimation Based on Time-Domain Samples
The topic of estimating a noise-free real or complex sinusoid's frequency, based on fast Fourier transform (FFT) samples, has been presented in recent blogs here on dsprelated.com. For completeness, it's worth knowing that simple frequency estimation algorithms exist that do not require FFTs to be performed . Below I present three frequency estimation algorithms that use time-domain samples, and illustrate a very important principle regarding so called "exact"...
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...
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...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...
Canonic Signed Digit (CSD) Representation of Integers
In my last post I presented Matlab code to synthesize multiplierless FIR filters using Canonic Signed Digit (CSD) coefficients. I included a function dec2csd1.m (repeated here in Appendix A) to convert decimal integers to binary CSD values. Here I want to use that function to illustrate a few properties of CSD numbers.
In a binary signed-digit number system, we allow each binary digit to have one of the three values {0, 1, -1}. Thus, for example, the binary value 1 1...
Design IIR Band-Reject Filters
In this post, I show how to design IIR Butterworth band-reject filters, and provide two Matlab functions for band-reject filter synthesis. Earlier posts covered IIR Butterworth lowpass [1] and bandpass [2] filters. Here, the function br_synth1.m designs band-reject filters based on null frequency and upper -3 dB frequency, while br_synth2.m designs them based on lower and upper -3 dB frequencies. I’ll discuss the differences between the two approaches later in this...
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...
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...
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...
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...
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...A Recipe for a Basic Trigonometry Table
IntroductionThis is an article that is give a better understanding to the Discrete Fourier Transform (DFT) by showing how to build a Sine and Cosine table from scratch. Along the way a recursive method is developed as a tone generator for a pure tone complex signal with an amplitude of one. Then a simpler multiplicative one. Each with drift correction factors. By setting the initial values to zero and one degrees and letting it run to build 45 values, the entire set of values needed...
Setting Carrier to Noise Ratio in Simulations
When simulating digital receivers, we often want to check performance with added Gaussian noise. In this article, I’ll derive the simple equations for the rms noise level needed to produce a desired carrier to noise ratio (CNR or C/N). I also provide a short Matlab function to generate a noise vector of the desired level for a given signal vector.
Definition of C/NThe Carrier to noise ratio is defined as the ratio of average signal power to noise power for a modulated...
Interpolator Design: Get the Stopbands Right
In this article, I present a simple approach for designing interpolators that takes the guesswork out of determining the stopbands.
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...
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.
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
The Discrete Fourier Transform as a Frequency Response
The discrete frequency response H(k) of a Finite Impulse Response (FIR) filter is the Discrete Fourier Transform (DFT) of its impulse response h(n) [1]. So, if we can find H(k) by whatever method, it should be identical to the DFT of h(n). In this article, we’ll find H(k) by using complex exponentials, and we’ll see that it is indeed identical to the DFT of h(n).
Consider the four-tap FIR filter in Figure 1, where each block labeled Ts represents a delay of one...
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...
There and Back Again: Time of Flight Ranging between Two Wireless Nodes
With the growth in the Internet of Things (IoT) products, the number of applications requiring an estimate of range between two wireless nodes in indoor channels is growing very quickly as well. Therefore, localization is becoming a red hot market today and will remain so in the coming years.
One question that is perplexing is that many companies now a days are offering cm level accurate solutions using RF signals. The conventional wireless nodes usually implement synchronization...
Third-Order Distortion of a Digitally-Modulated Signal
Analog designers are always harping about amplifier third-order distortion. Why? In this article, we’ll look at why third-order distortion is important, and simulate a QAM signal with third-order distortion.
In the following analysis, we assume that signal phase at the amplifier output is not a function of amplitude. With this assumption, the output y of a non-ideal amplifier can be written as a power series of the input signal x:
$$y=...
Modeling Anti-Alias Filters
Digitizing a signal using an Analog to Digital Converter (ADC) usually requires an anti-alias filter, as shown in Figure 1a. In this post, we’ll develop models of lowpass Butterworth and Chebyshev anti-alias filters, and compute the time domain and frequency domain output of the ADC for an example input signal. We’ll also model aliasing of Gaussian noise. I hope the examples make the textbook explanations of aliasing seem a little more real. Of course, modeling of...
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...
Setting Carrier to Noise Ratio in Simulations
When simulating digital receivers, we often want to check performance with added Gaussian noise. In this article, I’ll derive the simple equations for the rms noise level needed to produce a desired carrier to noise ratio (CNR or C/N). I also provide a short Matlab function to generate a noise vector of the desired level for a given signal vector.
Definition of C/NThe Carrier to noise ratio is defined as the ratio of average signal power to noise power for a modulated...
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...