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.
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).
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
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
Phase and Amplitude Calculation for a Pure Real Tone in a DFT: Method 1
Introduction
This is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas for the phase and amplitude of a non-integer frequency real tone in a DFT. The linearity of the Fourier Transform is exploited to reframe the problem as the equivalent of finding a set of coordinates in a specific vector space. The found coordinates are then used to calculate the phase and amplitude of the pure real tone in the DFT. This article...
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...
DFT Bin Value Formulas for Pure Real 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 real tones. The formula is used to explain the well known properties of the DFT. A sample program is included, with its output, to numerically demonstrate the veracity of the formula. This article builds on the ideas developed in my previous two blog articles:
DFT Graphical Interpretation: Centroids of Weighted Roots of Unity
IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by framing it in a graphical interpretation. The bin calculation formula is shown to be the equivalent of finding the center of mass, or centroid, of a set of points. Various examples are graphed to illustrate the well known properties of DFT bin values. This treatment will only consider real valued signals. Complex valued signals can be analyzed in a similar manner with...
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...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...
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.
The DFT Output and Its Dimensions
The Discrete Fourier Transform, or DFT, converts a signal from discrete time to discrete frequency. It is commonly implemented as and used as the Fast Fourier Transform (FFT). This article will attempt to clarify the format of the DFT output and how it is produced.
Living in the real world, we deal with real signals. The data we typically sample does not have an imaginary component. For example, the voltage sampled by a receiver is a real value at a particular point in time. Let’s...
Hidden Linear Algebra in DSP
Linear algebra (LA) is usually thought of as a blunt theoretical subject. However, LA is found hidden in many DSP algorithms used widely in practice.
An obvious clue in finding LA in DSP is the linearity assumption used in theoretical analysis of systems for modelling or design. A standard modelling example for this case would be linear time invariant (LTI) systems. LTI are usually used to model flat wireless communication channels. LTI systems are also used in the design of digital filter...
Phase and Amplitude Calculation for a Pure Real Tone in a DFT: Method 1
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas for the phase and amplitude of a non-integer frequency real tone in a DFT. The linearity of the Fourier Transform is exploited to reframe the problem as the equivalent of finding a set of coordinates in a specific vector space. The found coordinates are then used to calculate the phase and amplitude of the pure real tone in the DFT. This article...
Is It True That j is Equal to the Square Root of -1 ?
A few days ago, on the YouTube.com web site, I watched an interesting video concerning complex numbers and the j operator. The video's author claimed that the statement "j is equal to the square root of negative one" is incorrect. What he said was:
He justified his claim by going through the following exercise, starting with:
Based on the algebraic identity:
the author rewrites Eq. (1) as:
If we assume
Eq. (3) can be rewritten...
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
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...
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...
Implementing Impractical Digital Filters
This blog discusses a problematic situation that can arise when we try to implement certain digital filters. Occasionally in the literature of DSP we encounter impractical digital IIR filter block diagrams, and by impractical I mean block diagrams that cannot be implemented. This blog gives examples of impractical digital IIR filters and what can be done to make them practical.
Implementing an Impractical Filter: Example 1
Reference [1] presented the digital IIR bandpass filter...
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...
Python number crunching faster? Part I
Everyone has their favorite computing platform, regardless if it is Matlab, Octave, Scilab, Mathematica, Mathcad, etc. I have been using Python and the common numerical and scientific packages available. Personally, I have found this to be very useful in my work. Lately there has been some chatter on speeding up Python.
From another project I follow, MyHDL, I was introduced to the Python JIT compiler,
Modelling a Noisy Communication Signal in MATLAB for the Analog to Digital Conversion Process
A critical thing to realize while modeling the signal that is going to be digitally processed is the SNR. In a receiver, the noise floor (hence the noise variance and hence its power) are determined by the temperature and the Bandwidth. For a system with a constant bandwidth, relatively constant temperature, the noise power remains relatively constant as well. This implies that the noise variance is a constant.
In MATLAB, the easiest way to create a noisy signal is by using...
Feedback Controllers - Making Hardware with Firmware. Part 3. Sampled Data Aspects
Some Design and Simulation Considerations for Sampled-Data Controllers
This article will continue to look at some aspects of the controllers and electronics needed to create emulated physical circuits with real-world connectivity and will look at the issues that arise in sampled-data controllers compared to continuous-domain controllers. As such, is not intended as an introduction to sampled-data systems.
- Part 1: Introduction
Filtering Noise: The Basics (Part 1)
Introduction
Finding signals in the presence of noise is one of the fundamental quests of the discipline of signal processing. Noise is inherently random by nature, so a probability oriented approach is needed to develop a mathematical framework for filtering (i.e. removing/suppressing) noise. This framework or discipline, formally referred to as stochastic signal processing, is often taught in graduate level engineering programs and is covered from different perspectives in excellent...
Feedback Controllers - Making Hardware with Firmware. Part 6. Self-Calibration Related.
This article will consider the engineering of a self-calibration & self-test capability to enable the project hardware to be configured and its basic performance evaluated and verified, ready for the development of the low-latency controller DSP firmware and closed-loop applications. Performance specifications will be documented in due course, on the project website here.
- Part 6: Self-Calibration, Measurements and Signalling (this part)
- Part 5:
Feedback Controllers - Making Hardware with Firmware. Part 8. Control Loop Test-bed
This part in the series will consider the signals, measurements, analyses and configurations for testing high-speed low-latency feedback loops and their controllers. Along with basic test signals, a versatile IFFT signal generation scheme will be discussed and implemented. A simple controller under test will be constructed to demonstrate the analysis principles in preparation for the design and evaluation of specific controllers and closed-loop applications.
Additional design...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...
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...Correlation without pre-whitening is often misleading
White Lies
Correlation, as one of the first tools DSP users add to their tool box, can automate locating a known signal within a second (usually larger) signal. The expected result of a correlation is a nice sharp peak at the location of the known signal and few, if any, extraneous peaks.
A little thought will show this to be incorrect: correlating a signal with itself is only guaranteed to give a sharp peak if the signal's samples are uncorrelated --- for example if the signal is composed...
Algebra's Laws of Powers and Roots: Handle With Care
Recently, for entertainment, I tried to solve a puzzling algebra problem featured on YouTube [1]. In due course I learned that algebra’s $$(a^x)^y=a^{xy}\qquad\qquad\qquad\qquad\qquad(1)$$
Law of Powers identity is not always valid (not always true) if variable a is real and exponents x and y are complex-valued.
The fact that Eq. (1) can’t reliably be used with complex x and y exponents surprised me. And then I thought, “Humm, …what other of algebra’s identities may also...
