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
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...
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...
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...
Python scipy.signal IIR Filter Design Cont.
In the previous post the Python scipy.signal iirdesign function was disected. We reviewed the basics of filter specification and reviewed how to use the iirdesign function to design IIR filters. The previous post I only demonstrated low pass filter designs. The following are examples how to use the iirdesign function for highpass, bandpass, and stopband filters designs.
Highpass FilterThe following is a highpass filter design for the different filter...
Constrained Integer Behavior
The wheels go round and round, round and round ...Integer arithmetic is ubiquitous in digital hardware implementations, it's prolific in the control and data-paths. When using fixed width (constrained) integers, overflow and underflow is business as usual.
Building with IntegersThe subtitle of this post mentions a wheel - before I get to the wheel I want to look at an example. The recursive-windowed-averager (rwa, a.k.a moving average)...
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...
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.
Some Thoughts on Sampling
Some time ago, I came across an interesting problem. In the explanation of sampling process, a representation of impulse sampling shown in Figure 1 below is illustrated in almost every textbook on DSP and communications. The question is: how is it possible that during sampling, the frequency axis gets scaled by $1/T_s$ -- a very large number? For an ADC operating at 10 MHz for example, the amplitude of the desired spectrum and spectral replicas is $10^7$! I thought that there must be...
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...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...
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,
Feedback Controllers - Making Hardware with Firmware. Part I. Introduction
Introduction to the topicThis is the 1st in a series of articles looking at how we can use DSP and Feedback Control Sciences along with some mixed-signal electronics and number-crunching capability (e.g. FPGA), to create arbitrary (within reason) Electrical/Electronic Circuits with real-world connectivity. Of equal importance will be the evaluation of the functionality and performance of a practical design made from modestly-priced state of the art devices.
- Part 1:
Feedback Controllers - Making Hardware with Firmware. Part 4. Engineering of Evaluation Hardware
Following on from the previous abstract descriptions of an arbitrary circuit emulation application for low-latency feedback controllers, we now come to some aspects in the hardware engineering of an evaluation design from concept to first power-up. In due course a complete specification along with application examples will be maintained on the project website.- Part 1: Introduction
- Part 2:...
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...
Feedback Controllers - Making Hardware with Firmware. Part 3. Sampled Data Aspects
Some Design and Simulation Considerations for Sampled-Data ControllersThis 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
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 LiesCorrelation, 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...
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...Simple Concepts Explained: Fixed-Point
IntroductionMost signal processing intensive applications on FPGA are still implemented relying on integer or fixed-point arithmetic. It is not easy to find the key ideas on quantization, fixed-point and integer arithmetic. In a series of articles, I aim to clarify some concepts and add examples on how things are done in real life. The ideas covered are the result of my professional experience and hands-on projects.
In this article I will present the most fundamental question you...
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:
Constrained Integer Behavior
The wheels go round and round, round and round ...Integer arithmetic is ubiquitous in digital hardware implementations, it's prolific in the control and data-paths. When using fixed width (constrained) integers, overflow and underflow is business as usual.
Building with IntegersThe subtitle of this post mentions a wheel - before I get to the wheel I want to look at an example. The recursive-windowed-averager (rwa, a.k.a moving 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...