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)...
Exponential Smoothing with a Wrinkle
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...
Discrete-Time PLLs, Part 1: Basics
In this series of tutorials on discrete-time PLLs we will be focusing on Phase-Locked Loops that can be implemented in discrete-time signal proessors such as FPGAs, DSPs and of course, MATLAB.
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...
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...
Model Signal Impairments at Complex Baseband
In this article, we develop complex-baseband models for several signal impairments: interfering carrier, multipath, phase noise, and Gaussian noise. To provide concrete examples, we’ll apply the impairments to a QAM system. The impairment models are Matlab functions that each use at most seven lines of code. Although our example system is QAM, the models can be used for any complex-baseband signal.
I used a very simple complex-baseband model of a QAM system in my last
GPS - some terminology!
Hi!
For my first post, I will share some information about GPS - Global Positioning System. I will delve one step deeper than a basic explanation of how a GPS system works and introduce some terminology.
GPS, like we all know is the system useful for identifying one's position, velocity, & time using signals from satellites (referred to as SV or space vehicle in literature). It uses the principle of trilateration (not triangulation which is misused frequently) for...
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...
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...
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...
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...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...
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.
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...Frequency Formula for a Pure Complex Tone in a DTFT
The analytic formula for calculating the frequency of a pure complex tone from the bin values of a rectangularly windowed Discrete Time Fourier Transform (DTFT) is derived. Unlike the corresponding Discrete Fourier Transform (DFT) case, there is no extra degree of freedom and only one solution is possible.
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).
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...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...
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...
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...
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...
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...
The Discrete Fourier Transform of Symmetric Sequences
Symmetric sequences arise often in digital signal processing. Examples include symmetric pulses, window functions, and the coefficients of most finite-impulse response (FIR) filters, not to mention the cosine function. Examining symmetric sequences can give us some insights into the Discrete Fourier Transform (DFT). An even-symmetric sequence is centered at n = 0 and xeven(n) = xeven(-n). The DFT of xeven(n) is real. Most often, signals we encounter start at n = 0, so they are not strictly speaking even-symmetric. We’ll look at the relationship between the DFT’s of such sequences and those of true even-symmetric sequences.
