Smaller DFTs from bigger DFTs
Introduction
Let's consider the following hypothetical situation: You have a sequence $x$ with $N/2$ points and a black box which can compute the DFT (Discrete Fourier Transform) of an $N$ point sequence. How will you use the black box to compute the $N/2$ point DFT of $x$? While the problem may appear to be a bit contrived, the answer(s) shed light on some basic yet insightful and useful properties of the DFT.
On a related note, the reverse problem of computing an $N$...
A Brief Introduction To Romberg Integration
This blog briefly describes a remarkable integration algorithm, called "Romberg integration." The algorithm is used in the field of numerical analysis but it's not so well-known in the world of DSP.
To show the power of Romberg integration, and to convince you to continue reading, consider the notion of estimating the area under the continuous x(t) = sin(t) curve based on the five x(n) samples represented by the dots in Figure 1.The results of performing a Trapezoidal Rule, a...
Use Matlab Function pwelch to Find Power Spectral Density – or Do It Yourself
In my last post, we saw that finding the spectrum of a signal requires several steps beyond computing the discrete Fourier transform (DFT)[1]. These include windowing the signal, taking the magnitude-squared of the DFT, and computing the vector of frequencies. The Matlab function pwelch [2] performs all these steps, and it also has the option to use DFT averaging to compute the so-called Welch power spectral density estimate [3,4].
In this article, I’ll present some...
Microprocessor Family Tree
Below is a little microprocessor history. Perhaps some of the ol' timers here will recognize a few of these integrated circuits. I have a special place in my heart for the Intel 8080 chip.
Image copied, without permission, from the now defunct Creative Computing magazine, Vol. 11, No. 6, June 1985.
A Markov View of the Phase Vocoder Part 2
Introduction
Last post we motivated the idea of viewing the classic phase vocoder as a Markov process. This was due to the fact that the input signal’s features are unknown to the computer, and the phase advancement for the next synthesis frame is entirely dependent on the phase advancement of the current frame. We will dive a bit deeper into this idea, and flesh out some details which we left untouched last week. This includes the effect our discrete Fourier transform has on the...
A Markov View of the Phase Vocoder Part 1
IntroductionHello! This is my first post on dsprelated.com. I have a blog that I run on my website, http://www.christianyostdsp.com. In order to engage with the larger DSP community, I'd like to occasionally post my more engineering heavy writing here and get your thoughts.
Today we will look at the phase vocoder from a different angle by bringing some probability into the discussion. This is the first part in a short series. Future posts will expand further upon the ideas...
Evaluate Window Functions for the Discrete Fourier Transform
The Discrete Fourier Transform (DFT) operates on a finite length time sequence to compute its spectrum. For a continuous signal like a sinewave, you need to capture a segment of the signal in order to perform the DFT. Usually, you also need to apply a window function to the captured signal before taking the DFT [1 - 3]. There are many different window functions and each produces a different approximation of the spectrum. In this post, we’ll present Matlab code that...
Feedback Controllers - Making Hardware with Firmware. Part 10. DSP/FPGAs Behaving Irrationally
This article will look at a design approach for feedback controllers featuring low-latency "irrational" characteristics to enable the creation of physical components such as transmission lines. Some thought will also be given as to the capabilities of the currently utilized Intel Cyclone V, the new Cyclone 10 GX and the upcoming Xilinx Versal floating-point FPGAs/ACAPs.
Fig 1. Making a Transmission Line, with the Circuit Emulator
Additional...
Polar Coding Notes: A Simple Proof
For any B-DMC $W$, the channels $\{W_N^{(i)}\}$ polarize in the sense that, for any fixed $\delta \in (0, 1)$, as $N$ goes to infinity through powers of two, the fraction of indices $i \in \{1, \dots, N\}$ for which $I(W_N^{(i)}) \in (1 − \delta, 1]$ goes to $I(W)$ and the fraction for which $I(W_N^{(i)}) \in [0, \delta)$ goes to $1−I(W)^{[1]}$.
Mrs. Gerber’s Lemma
Mrs. Gerber’s Lemma provides a lower bound on the entropy of the modulo-$2$ sum of two binary random...
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 $N$...
A Simpler Goertzel Algorithm
In this blog I propose a Goertzel algorithm that is simpler than the version of the Goertzel algorithm that is traditionally presented DSP textbooks. Below I very briefly describe the DSP textbook version of the Goertzel algorithm followed by a description of my proposed simpler algorithm.
The Traditional DSP Textbook Goertzel Algorithm
The so-called Goertzel algorithm is used to efficiently compute a single mth-bin sample of an N-point discrete Fourier transform (DFT) [1-4]. The...
Candan's Tweaks of Jacobsen's Frequency Approximation
Introduction
This 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...
Using Mason's Rule to Analyze DSP Networks
There have been times when I wanted to determine the z-domain transfer function of some discrete network, but my algebra skills failed me. Some time ago I learned Mason's Rule, which helped me solve my problems. If you're willing to learn the steps in using Mason's Rule, it has the power of George Foreman's right hand in solving network analysis problems.
This blog discusses a valuable analysis method (well known to our analog control system engineering brethren) to obtain the z-domain...
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...The History of CIC Filters: The Untold Story
If you have ever studied or designed a cascaded integrator-comb (CIC) lowpass filter then surely you've read Eugene Hogenauer's seminal 1981 IEEE paper where he first introduced the CIC filter to the signal processing world [1]. As it turns out, Hogenauer's famous paper was not the first formal document describing and proposing CIC filters. Here's the story.
In the Fall of 1979 Eugene Hogenauer was finalizing his development of the CIC filter, the filter now used in so many multirate signal...
Setting Carrier to Noise Ratio in Simulations
When simulating digital receivers, we often want to check performance with added Gaussian noise. In this article, I’ll derive the simple equations for the rms noise level needed to produce a desired carrier to noise ratio (CNR or C/N). I also provide a short Matlab function to generate a noise vector of the desired level for a given signal vector.
Definition of C/NThe Carrier to noise ratio is defined as the ratio of average signal power to noise power for a modulated...
Compute the Frequency Response of a Multistage Decimator
Figure 1a shows the block diagram of a decimation-by-8 filter, consisting of a low-pass finite impulse response (FIR) filter followed by downsampling by 8 [1]. A more efficient version is shown in Figure 1b, which uses three cascaded decimate-by-two filters. This implementation has the advantages that only FIR 1 is sampled at the highest sample rate, and the total number of filter taps is lower.
The frequency response of the single-stage decimator before downsampling is just...
Demonstrating the Periodic Spectrum of a Sampled Signal Using the DFT
One of the basic DSP principles states that a sampled time signal has a periodic spectrum with period equal to the sample rate. The derivation of can be found in textbooks [1,2]. You can also demonstrate this principle numerically using the Discrete Fourier Transform (DFT).
The DFT of the sampled signal x(n) is defined as:
$$X(k)=\sum_{n=0}^{N-1}x(n)e^{-j2\pi kn/N} \qquad (1)$$
Where
X(k) = discrete frequency spectrum of time sequence x(n)
Filtering Noise: The Basics (Part 1)
IntroductionFinding 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...
Frequency Dependence in Free Space Propagation
Introduction
It seems to be fairly common knowledge, even among practicing professionals, that the efficiency of propagation of wireless signals is frequency dependent. Generally it is believed that lower frequencies are desirable since pathloss effects will be less than they would be at higher frequencies. As evidence of this, the Friis Transmission Equation[i] is often cited, the general form of which is usually written as:
Pr = Pt Gt Gr ( λ / 4πd )2 (1)
where the...
Free Goodies from Embedded World - What to Do Next?
I told you I would go on a hunt for free stuff at Embedded World in order to build a bundle for someone to win.
IIR Bandpass Filters Using Cascaded Biquads
In an earlier post [1], we implemented lowpass IIR filters using a cascade of second-order IIR filters, or biquads.
This post provides a Matlab function to do the same for Butterworth bandpass IIR filters. Compared to conventional implementations, bandpass filters based on biquads are less sensitive to coefficient quantization [2]. This becomes important when designing narrowband filters.
A biquad section block diagram using the Direct Form II structure [3,4] is...
The History of CIC Filters: The Untold Story
If you have ever studied or designed a cascaded integrator-comb (CIC) lowpass filter then surely you've read Eugene Hogenauer's seminal 1981 IEEE paper where he first introduced the CIC filter to the signal processing world [1]. As it turns out, Hogenauer's famous paper was not the first formal document describing and proposing CIC filters. Here's the story.
In the Fall of 1979 Eugene Hogenauer was finalizing his development of the CIC filter, the filter now used in so many multirate signal...
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...
Setting the 3-dB Cutoff Frequency of an Exponential Averager
This blog discusses two ways to determine an exponential averager's weighting factor so that the averager has a given 3-dB cutoff frequency. Here we assume the reader is familiar with exponential averaging lowpass filters, also called a "leaky integrators", to reduce noise fluctuations that contaminate constant-amplitude signal measurements. Exponential averagers are useful because they allow us to implement lowpass filtering at a low computational workload per output sample.
Figure 1 shows...
A Simplified Matlab Function for Power Spectral Density
In an earlier post [1], I showed how to compute power spectral density (PSD) of a discrete-time signal using the Matlab function pwelch [2]. Pwelch is a useful function because it gives the correct output, and it has the option to average multiple Discrete Fourier Transforms (DFTs). However, a typical function call has five arguments, and it can be hard to remember how to set them all and how they default.
In this post, I create a simplified PSD function by putting a...
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...Ten Little Algorithms, Part 6: Green’s Theorem and Swept-Area Detection
Other articles in this series:
- Part 1: Russian Peasant Multiplication
- Part 2: The Single-Pole Low-Pass Filter
- Part 3: Welford's Method (And Friends)
- Part 4: Topological Sort
- Part 5: Quadratic Extremum Interpolation and Chandrupatla's Method
This article is mainly an excuse to scribble down some cryptic-looking mathematics — Don’t panic! Close your eyes and scroll down if you feel nauseous — and...
Discrete-Time PLLs, Part 1: Basics
Design Files: Part1.slx
Hi everyone,
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.
In the first part of the series, we will be reviewing the basics of continuous-time baseband PLLs and we will see some useful mathematics that will give us insight into the inners working of PLLs. In the second part, we will focus on...
Goertzel Algorithm for a Non-integer Frequency Index
If you've read about the Goertzel algorithm, you know it's typically presented as an efficient way to compute an individual kth bin result of an N-point discrete Fourier transform (DFT). The integer-valued frequency index k is in the range of zero to N-1 and the standard block diagram for the Goertzel algorithm is shown in Figure 1. For example, if you want to efficiently compute just the 17th DFT bin result (output sample X17) of a 64-point DFT you set integer frequency index k = 17 and N =...
