## 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].

## 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

January 8, 2019
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

January 8, 2019
Introduction

Hello! 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

November 22, 2018

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

## Polar Coding Notes: A Simple Proof

November 8, 2018

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

October 19, 20181 comment

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 $N$...

## 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...

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

October 11, 2016

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:

## 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...