## New Video: Parametric Oscillations

I just posted this last night. It's kinda off-topic from the mission of the channel, but I realized that it had been months since I'd posted a video, and having an excuse to build on helped keep me on track.

## Wavelets II - Vanishing Moments and Spectral Factorization

In the previous blog post I described the workings of the Fast Wavelet Transform (FWT) and how wavelets and filters are related. As promised, in this article we will see how to construct useful filters. Concretely, we will find a way to calculate the Daubechies filters, named after Ingrid Daubechies, who invented them and also laid much of the mathematical foundations for wavelet analysis.

Besides the content of the last post, you should be familiar with basic complex algebra, the...

## The Power Spectrum

Often, when calculating the spectrum of a sampled signal, we are interested in relative powers, and we don’t care about the absolute accuracy of the y axis. However, when the sampled signal represents an analog signal, we sometimes need an accurate picture of the analog signal’s power in the frequency domain. This post shows how to calculate an accurate power spectrum.

Parseval’s theorem [1,2] is a property of the Discrete Fourier Transform (DFT) that...

## 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...

## An s-Plane to z-Plane Mapping Example

While surfing around the Internet recently I encountered the 's-plane to z-plane mapping' diagram shown in Figure 1. At first I thought the diagram was neat because it's a good example of the old English idiom: "A picture is worth a thousand words." However, as I continued to look at Figure 1 I began to detect what I believe are errors in the diagram.

Reader, please take a few moments to see if you detect any errors in Figure 1.

...## Digital PLL's -- Part 2

In Part 1, we found the time response of a 2nd order PLL with a proportional + integral (lead-lag) loop filter. Now let’s look at this PLL in the Z-domain [1, 2]. We will find that the response is characterized by a loop natural frequency ωn and damping coefficient ζ.

Having a Z-domain model of the DPLL will allow us to do three things:

Compute the values of loop filter proportional gain KL and integrator gain KI that give the desired loop natural...## Digital PLL's -- Part 1

1. IntroductionFigure 1.1 is a block diagram of a digital PLL (DPLL). The purpose of the DPLL is to lock the phase of a numerically controlled oscillator (NCO) to a reference signal. The loop includes a phase detector to compute phase error and a loop filter to set loop dynamic performance. The output of the loop filter controls the frequency and phase of the NCO, driving the phase error to zero.

One application of the DPLL is to recover the timing in a digital...

## Peak to Average Power Ratio and CCDF

Peak to Average Power Ratio (PAPR) is often used to characterize digitally modulated signals. One example application is setting the level of the signal in a digital modulator. Knowing PAPR allows setting the average power to a level that is just low enough to minimize clipping.

However, for a random signal, PAPR is a statistical quantity. We have to ask, what is the probability of a given peak power? Then we can decide where to set the 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...## Digital Envelope Detection: The Good, the Bad, and the Ugly

Recently I've been thinking about the process of envelope detection. Tutorial information on this topic is readily available but that information is spread out over a number of DSP textbooks and many Internet web sites. The purpose of this blog is to summarize various digital envelope detection methods in one place.

Here I focus on envelope detection as it is applied to an amplitude-fluctuating sinusoidal signal where the positive-amplitude fluctuations (the sinusoid's envelope)...

## Phase and Amplitude Calculation for a Pure Complex Tone in a DFT using Multiple Bins

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 several DFT bin values and knowing the frequency. This article is functionally an extension of my prior article "Phase and Amplitude Calculation for a Pure Complex Tone in a DFT"[1] which used only one bin for a complex tone, but it is actually much more similar to my approach for real...

## Pentagon Construction Using Complex Numbers

A method for constructing a pentagon using a straight edge and a compass is deduced from the complex values of the Fifth Roots of Unity. Analytic values for the points are also derived.

## 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...

## Candan's Tweaks of Jacobsen's Frequency Approximation

IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by explaining how a tweak to a well known frequency approximation formula makes it better, and another tweak makes it exact. The first tweak is shown to be the first of a pattern and a novel approximation formula is made from the second. It only requires a few extra calculations beyond the original approximation to come up with an approximation suitable for most...

## 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...

## Computing Translated Frequencies in Digitizing and Downsampling Analog Bandpass Signals

In digital signal processing (DSP) we're all familiar with the processes of bandpass sampling an analog bandpass signal and downsampling a digital bandpass signal. The overall spectral behavior of those operations are well-documented. However, mathematical expressions for computing the translated frequency of individual spectral components, after bandpass sampling or downsampling, are not available in the standard DSP textbooks. The following three sections explain how to compute the...

## 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...## 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...

## 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...## 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...

## 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...## Add the Hilbert Transformer to Your DSP Toolkit, Part 1

In some previous articles, I made use of the Hilbert transformer, but did not explain its theory in any detail. In this article, I’ll dig a little deeper into how the Hilbert Transformer works. Understanding the Hilbert Transformer involves a modest amount of mathematics, but the payoff in useful applications is worth it.

As we’ll learn, a Hilbert Transformer is just a particular type of Finite Impulse Response (FIR) filter. In Part 1 of this article, I’ll...

## 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...## Learn About Transmission Lines Using a Discrete-Time Model

We don’t often think about signal transmission lines, but we use them every day. Familiar examples are coaxial cable, Ethernet cable, and Universal Serial Bus (USB). Like it or not, high-speed clock and signal traces on printed-circuit boards are also transmission lines.

While modeling transmission lines is in general a complex undertaking, it is surprisingly simple to model a lossless, uniform line with resistive terminations by using a discrete-time approach. A...

## 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).

## 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...

## In Search of The Fourth Wave

Last year I participated in the first DSP Related online conference, where I presented a short talk called "In Search of The Fourth Wave". It's based on a small mystery I encountered when I was working on Think DSP. As you might know:

A sawtooth wave contains harmonics at integer multiples of the fundamental frequency, and their amplitudes drop off in proportion to 1/f. A square wave contains only odd multiples of the fundamental, but they also drop off...## 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...## Two Bin Exact Frequency Formulas 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 exact formulas for the frequency of a real tone in a DFT. This time it is a two bin version. The approach taken is a vector based one similar to the approach used in "Three Bin Exact Frequency Formulas for a Pure Complex Tone in a DFT"[1]. The real valued formula presented in this article actually preceded, and was the basis for the complex three bin...

## Phase and Amplitude Calculation for a Pure Complex Tone in a DFT using Multiple Bins

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 several DFT bin values and knowing the frequency. This article is functionally an extension of my prior article "Phase and Amplitude Calculation for a Pure Complex Tone in a DFT"[1] which used only one bin for a complex tone, but it is actually much more similar to my approach for real...