## 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...

## 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...

## 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.

## Improved Three Bin 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 extending the exact two bin formulas for the frequency of a real tone in a DFT to the three bin case. This article is a direct extension of my prior article "Two Bin Exact Frequency Formulas for a Pure Real Tone in a DFT"[1]. The formulas derived in the previous article are also presented in this article in the computational order, rather than the indirect order they were...

## Polar Coding Notes: Channel Combining and Channel Splitting

Channel Combining

Channel combining is a step that combines copies of a given B-DMC $W$ in a recursive manner to produce a vector channel $W_N : {\cal X}^N \to {\cal Y}^N$, where $N$ can be any power of two, $N=2^n, n\le0^{[1]}$.

The notation $u_1^N$ as shorthand for denoting a row vector $(u_1, \dots , u_N)$.

The vector channel $W_N$ is the virtual channel between the input sequence $u_1^N$ to a linear encoder and the output sequence $y^N_1$ of $N$...

## 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]. ...

## 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

## Instantaneous Frequency Measurement

I would like to talk about the oft used method of measuring the carrier frequency in the world of Signal Collection and Characterization world. It is an elegant technique because of its simplicity. But, of course, with simplicity, there come drawbacks (sometimes...especially with this one!).

In the world of Radar detection and characterization, one of the key characteristics of interest is the carrier frequency of the signal. If the radar is pulsed, you will have a very wide bandwidth, a...

## 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...

## 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:...

## Compute Images/Aliases of CIC Interpolators/Decimators

Cascade-Integrator-Comb (CIC) filters are efficient fixed-point interpolators or decimators. For these filters, all coefficients are equal to 1, and there are no multipliers. They are typically used when a large change in sample rate is needed. This article provides two very simple Matlab functions that can be used to compute the spectral images of CIC interpolators and the aliases of CIC decimators.

1. CIC InterpolatorsFigure 1 shows three interpolate-by-M...

## 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

## 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...

## 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...## 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...