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Wavelets II - Vanishing Moments and Spectral Factorization

Vincent HerrmannVincent Herrmann October 11, 2016

This post walks through how vanishing moments turn into concrete algebraic constraints on wavelet filter coefficients, and why that leads to Daubechies filters. It explains how a wavelet with A vanishing moments is orthogonal to all polynomials up to degree A minus one, and it shows how those continuous conditions become discrete sums like sum_k k^n h1(k)=0. Expect clear links between approximation power and filter length.


The Power Spectrum

Neil RobertsonNeil Robertson October 8, 2016

You can get absolute power from a DFT, not just relative spectra. In this post Neil Robertson shows how to convert FFT outputs into watts per bin using Parseval's theorem, how to form one-sided spectra, and how to normalize windows so power is preserved. Matlab examples demonstrate bin-centered and between-bin sinusoids, leakage, scalloping, and how to recover component power by summing bins.


Wavelets I - From Filter Banks to the Dilation Equation

Vincent HerrmannVincent Herrmann September 28, 20169 comments

Starting from a practical cascaded FIR filter bank, this post derives the key equations behind the Fast Wavelet Transform. It shows how conjugate-quadrature analysis and synthesis filters give perfect reconstruction and how iterating the cascade produces the scaling function, leading to the dilation equation. DB4 coefficients are used as a concrete example and a linear-system trick yields exact integer-sample values of the scaling function.


An s-Plane to z-Plane Mapping Example

Rick LyonsRick Lyons September 24, 201610 comments

A misleading online diagram prompted Rick Lyons to reexamine how s-plane points map to the z-plane. He spotted apparent errors in the original figure, drew a corrected mapping, and invites readers to inspect both diagrams and point out any remaining mistakes. The short post is a quick visual primer for engineers who rely on accurate s-plane to z-plane mappings in analysis and design.


Digital PLL's -- Part 2

Neil RobertsonNeil Robertson June 15, 20165 comments

Neil Robertson builds a Z-domain model of a second-order digital PLL with a proportional-plus-integral loop filter, then derives closed-form formulas for KL and KI from the desired loop natural frequency and damping. The post explains the s → (z - 1)/Ts approximation, shows how to form the closed-loop IIR CL(z) for step and frequency responses, and highlights when the linear Z-domain model falls short of nonlinear acquisition behavior.


Digital PLL's -- Part 1

Neil RobertsonNeil Robertson June 7, 201626 comments

A hands-on introduction to time-domain digital phase-locked loops, Neil Robertson builds a simple DPLL model in MATLAB and walks through the NCO, phase detector, and PI loop filter implementations. The post uses phase-in-cycles arithmetic to show how the phase accumulator, detector wrapping, and loop filter interact, and it contrasts linear steady-state behavior with the nonlinear acquisition seen when initial frequency error is large. Part 2 will cover frequency-domain tuning of the loop gains.


Peak to Average Power Ratio and CCDF

Neil RobertsonNeil Robertson May 17, 20164 comments

Setting digital modulator levels depends on peak-to-average power ratio, because random signals produce occasional high peaks that cause clipping. This post shows how to compute the CCDF of PAPR from a signal vector, with MATLAB code and examples for a sine wave and Gaussian noise. The examples reveal the fixed 3.01 dB PAPR of a sine and the need for large sample counts to capture rare AWGN peaks.


Filter a Rectangular Pulse with no Ringing

Neil RobertsonNeil Robertson May 12, 201610 comments

You can filter a rectangular pulse with no ringing simply by using an FIR whose coefficients are all positive, and make them symmetric to get identical leading and trailing edges. This post walks through a MATLAB example that convolves a normalized Hanning window with a 32-sample rectangular pulse, showing that window length controls edge duration and that shorter windows widen the spectrum. It also notes this is not a QAM pulse-shaping solution.


Digital Envelope Detection: The Good, the Bad, and the Ugly

Rick LyonsRick Lyons April 3, 201623 comments

Envelope detection sounds simple, but implementation choices change everything. Rick Lyons gathers common digital detectors, including half-wave, full-wave, square-law, Hilbert-based complex, and synchronous coherent designs, and explains how harmonics, filtering, and carrier recovery change results. He ranks detectors by output SNR from a representative simulation and offers practical tips on filter cutoff, Hilbert transformer bandwidth, and when a simple detector is good enough.


Exponential Smoothing with a Wrinkle

Cedron DawgCedron Dawg December 17, 20154 comments

Cedron Dawg shows how pairing forward and backward exponential smoothing produces exact, frequency-dependent dampening for sinusoids while canceling time-domain lag. The average of the two passes scales the tone by a closed-form factor, and their difference acts like a first-derivative with a quarter-cycle phase shift. The post derives the analytic dampening formulas, compares them to the derivative, and includes a Python demo for DFT preprocessing.


Coefficients of Cascaded Discrete-Time Systems

Neil RobertsonNeil Robertson March 4, 2018

Multiplying discrete-time transfer functions is just polynomial multiplication, and polynomial multiplication is convolution. Neil Robertson shows that the numerator and denominator coefficients of cascaded systems come from convolving the individual coefficient vectors, then demonstrates the idea with MATLAB code and a 2nd-order IIR cascade that yields a 4th-order response. The approach makes computing time and frequency responses straightforward.


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

Cedron DawgCedron Dawg January 6, 2018

Cedron Dawg derives compact, exact formulas to recover the phase and amplitude of a single complex tone from a DFT bin when the tone frequency is known. The paper turns the complex bin value into closed-form expressions using a sine-fraction amplitude correction and a simple phase shift, and includes working code plus a numeric example for direct implementation.


Filter a Rectangular Pulse with no Ringing

Neil RobertsonNeil Robertson May 12, 201610 comments

You can filter a rectangular pulse with no ringing simply by using an FIR whose coefficients are all positive, and make them symmetric to get identical leading and trailing edges. This post walks through a MATLAB example that convolves a normalized Hanning window with a 32-sample rectangular pulse, showing that window length controls edge duration and that shorter windows widen the spectrum. It also notes this is not a QAM pulse-shaping solution.


How the Cooley-Tukey FFT Algorithm Works | Part 2 - Divide & Conquer

Mark NewmanMark Newman November 18, 2024

The Fast Fourier Transform revolutionized the Discrete Fourier Transform by making it much more efficient. In part 1, we saw that if you run the DFT on a power-of-2 number of samples, the calculations of different groups of samples repeat themselves at different frequencies. By leveraging the repeating patterns of sine and cosine values, the algorithm enables us to calculate the full DFT more efficiently. However, the calculations of certain groups of samples repeat more often than others. In this article, we’re going to explore how the divide-and-conquer method prepares the ground for the next stage of the algorithm by grouping the samples into specially ordered pairs.


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

Cedron DawgCedron Dawg March 14, 201812 comments

Cedron presents exact, closed-form formulas to extract the phase and amplitude of a pure complex tone from multiple DFT bin values, using a compact vector formulation. The derivation introduces a delta variable to simplify the sinusoidal bin expression, stacks neighboring bins into a basis vector, and solves for the complex amplitude q by projection. The phase and magnitude follow directly from q, and extra bins reduce leakage when the tone falls between bins.


The Discrete Fourier Transform of Symmetric Sequences

Neil RobertsonNeil Robertson December 8, 2024

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.


A Two Bin Exact Frequency Formula for a Pure Complex Tone in a DFT

Cedron DawgCedron Dawg March 20, 20179 comments

Cedron Dawg derives an exact two-bin frequency formula for a pure complex tone in the DFT, eliminating amplitude and phase to isolate frequency via a complex quotient and the complex logarithm. He presents an adjacent-bin simplification that replaces a complex multiply with a bin offset plus an atan2 angle, and discusses integer-frequency handling and aliasing. C source and numerical examples show the formula working in practice.


Three Bin Exact Frequency Formulas for a Pure Complex Tone in a DFT

Cedron DawgCedron Dawg April 13, 20171 comment

Cedron Dawg derives closed-form three-bin frequency estimators for a pure complex tone in a DFT using a linear algebra view that treats three adjacent bins as a vector. He shows any vector K orthogonal to [1 1 1] yields a = (K·Z)/(K·D·Z) and derives practical K choices including a Von Hann (Pascal) kernel and a data-driven projection. The post compares estimators under noise and gives simple selection rules.


Exact Near Instantaneous Frequency Formulas Best at Peaks (Part 1)

Cedron DawgCedron Dawg May 12, 2017

Cedron Dawg presents a new family of exact time-domain formulas to estimate the instantaneous frequency of a single pure tone. The methods generalize a known one-sample formula into k-degree neighbor-pair sums with spacing d, giving exact results in the noiseless case and tunable robustness in noise. The paper explains why real-tone estimates must be taken at peaks and shows the formulas also work for complex tones.


Two Bin Exact Frequency Formulas for a Pure Real Tone in a DFT

Cedron DawgCedron Dawg October 4, 20179 comments

Cedron Dawg derives exact, closed-form frequency formulas that recover a pure real tone from just two DFT bins using a geometric vector approach. The method projects bin-derived vectors onto a plane orthogonal to a constraint vector to eliminate amplitude and phase, yielding an explicit cos(alpha) estimator; a small adjustment improves noise performance so the estimator rivals and slightly betters earlier two-bin methods.