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Maximum Likelihood Estimation

Mehdi November 24, 2015

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

Alexandre de Siqueira November 15, 20158 comments

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).

Agustin Bonelli November 12, 20152 comments

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

Rick Lyons August 18, 201517 comments

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

Cedron Dawg May 21, 20151 comment
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

Cedron Dawg April 20, 20152 comments
Introduction

This 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

Cedron Dawg April 17, 20151 comment
Introduction

This 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

Cedron Dawg April 10, 20151 comment
Introduction

This 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

Cedron Dawg March 10, 20155 comments
Introduction

This 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

Rick Lyons September 4, 20146 comments

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...


Exponential Smoothing with a Wrinkle

Cedron Dawg December 17, 20154 comments
Introduction

This 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...


Feedback Controllers - Making Hardware with Firmware. Part 4. Engineering of Evaluation Hardware

Steve Maslen October 10, 2017
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. 

Feedback Controllers - Making Hardware with Firmware. Part 3. Sampled Data Aspects

Steve Maslen September 9, 2017
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.


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

Cedron Dawg January 6, 2018
Introduction

This 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 6. Self-Calibration Related.

Steve Maslen December 3, 20177 comments

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

Steve Maslen March 21, 2018

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...

A Two Bin Solution

Cedron Dawg July 12, 2019
Introduction

This 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...

Filtering Noise: The Basics (Part 1)

Aditya Dua September 17, 20223 comments
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...


Correlation without pre-whitening is often misleading

Peter Kootsookos February 18, 20089 comments
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...


Least-squares magic bullets? The Moore-Penrose Pseudoinverse

Markus Nentwig October 24, 20109 comments

Hello,

the topic of this brief article is a tool that can be applied to a variety of problems: The Moore-Penrose Pseudoinverse.While maybe not exactly a magic bullet, it gives us least-squares optimal solutions, and that is under many circumstances the best we can reasonably expect.

I'll demonstrate its use on a short example. More details can be found for example on Wikipedia, or the Matlab documentation...