## 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...

## Free Goodies from Embedded World - Full Inventory and Upcoming Draw Live-Streaming Date

Chances are that you already know that I went to Embedded World a few weeks ago and came back with a bag full of "goodies". Initially, my vision was to do a single draw for one person to win it all, but I didn't expect to come back with so much stuff and so many development kits. Based on your feedback, it seems like you guys agree that It wouldn't make sense for one person to win everything as no-one could make good use of all the boards and there would be lots of...

## Angle Addition Formulas from Euler's Formula

IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT), but only indirectly. The main intent is to get someone who is uncomfortable with complex numbers a little more used to them and relate them back to already known Trigonometric relationships done in Real values. It is essentially a followup to my first blog article "The Exponential Nature of the Complex Unit Circle".

Polar CoordinatesThe more common way of...

## 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)

## 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.

## Back from Embedded World 2019 - Funny Stories and Live-Streaming Woes

When the idea of live-streaming parts of Embedded World came to me, I got so excited that I knew I had to make it happen. I perceived the opportunity as a win-win-win-win.

- win #1 - Engineers who could not make it to Embedded World would be able to sample the huge event,
- win #2 - The organisation behind EW would benefit from the extra exposure
- win #3 - Lecturers and vendors who would be live-streamed would reach a (much) larger audience
- win #4 - I would get...

## Spread the Word and Run a Chance to Win a Bundle of Goodies from Embedded World

Do you have a Twitter and/or Linkedin account?

If you do, please consider paying close attention for the next few days to the EmbeddedRelated Twitter account and to my personal Linkedin account (feel free to connect). This is where I will be posting lots of updates about how the EmbeddedRelated.tv live streaming experience is going at Embedded World.

The most successful this live broadcasting experience will be, the better the chances that I will be able to do it...

## Launch of EmbeddedRelated.tv

With the upcoming Embedded Word just around the corner, I am very excited to launch the EmbeddedRelated.tv platform.

This is where you will find the schedule for all the live broadcasts that I will be doing from Embedded World next week. Please note that the schedule will be evolving constantly, even during the show, so I suggest your refresh the page often. For instance, I am still unsure if I will be able to do the 'opening of the doors' broadcast as...

## Stereophonic Amplitude-Panning: A Derivation of the 'Tangent Law'

In a recent Forum post here on dsprelated.com the audio signal processing subject of stereophonic amplitude-panning was discussed. And in that Forum thread the so-called "Tangent Law", the fundamental principle of stereophonic amplitude-panning, was discussed. However, none of the Forum thread participants had ever seen a derivation of the Tangent Law. This blog presents such a derivation and if this topic interests you, then please read on.

The notion of stereophonic amplitude-panning is...

## Live Streaming from Embedded World!

For those of you who won't be attending Embedded World this year, I will try to be your eyes and ears by video streaming live from the show floor.

I am not talking improvised streaming from a phone, but real, high quality HD streaming with a high-end camera and a device that will bond three internet connections (one wifi and two cellular) to ensure a steady, and hopefully reliable, stream. All this to hopefully give those of you who cannot be there in person a virtual...

## Data Types for Control & DSP

There's a lot of information out there on what data types to use for digital signal processing, but there's also a lot of confusion, so the topic bears repeating.

I recently posted an entry on PID control. In that article I glossed over the data types used by showing "double" in all of my example code. Numerically, this should work for most control problems, but it can be an extravagant use of processor resources. There ought to be a better way to determine what precision you need...

## Ancient History

The other day I was downloading an IDE for a new (to me) OS. When I went to compile some sample code, it failed. I went onto a forum, where I was told "if you read the release notes you'd know that the peripheral libraries are in a legacy download". Well damn! Looking back at my previous versions I realized I must have done that and forgotten about it. Everything changes, and keeping up with it takes time and effort.

When I first started with microprocessors we...

## Back from ESC Boston

NOT going to ESC Boston would have allowed me to stay home, in my comfort zone.

NOT going to ESC Boston would have saved me from driving in the absolutely horrible & stressful Boston traffic1.

NOT going to ESC Boston would have saved me from having to go through a full search & questioning session at the Canada Customs on my return2.

2017/06/06 update: Videos are now up!So two days...

## Sensors Expo - Trip Report & My Best Video Yet!

This was my first time at Sensors Expo and my second time in Silicon Valley and I must say I had a great time.

Before I share with you what I find to be, by far, my best 'highlights' video yet for a conference/trade show, let me try to entertain you with a few anecdotes from this trip. If you are not interested by my stories or maybe don't have the extra minutes needed to read them, please feel free to skip to the end of this blog post to watch the...

## Embedded World 2018 - More Videos!

After the interview videos last week, this week I am very happy to release two more videos taken at Embedded World 2018 and that I am proud of.

For both videos, I made extensive use of my two new toys, a Zhiyun Crane Gimbal and a Sony a6300 camera.

The use of a gimbal like the Zhiyun makes a big difference in terms of making the footage look much more stable and cinematographic.

As for the Sony camera, it takes fantastic slow-motion footage and...

## Polyphase filter / Farrows interpolation

Hello,

this article is meant to give a quick overview over polyphase filtering and Farrows interpolation.

A good reference with more depth is for example Fred Harris' paper: http://www.signumconcepts.com/IP_center/paper018.pdf

The task is as follows: Interpolate a band-limited discrete-time signal at a variable offset between samples.In other words:Delay the signal by a given amount with sub-sample accuracy.Both mean the same.

The picture below shows samples (black) representing...

## Padé Delay is Okay Today

This article is going to be somewhat different in that I’m not really writing it for the typical embedded systems engineer. Rather it’s kind of a specialized topic, so don’t be surprised if you get bored and move on to something else. That’s fine by me.

Anyway, let’s just jump ahead to the punchline. Here’s a numerical simulation of a step response to a \( p=126, q=130 \) Padé approximation of a time delay:

Impressed? Maybe you should be. This...

## Optimizing the Half-band Filters in Multistage Decimation and Interpolation

This blog discusses a not so well-known rule regarding the filtering in multistage decimation and interpolation by an integer power of two. I'm referring to sample rate change systems using half-band lowpass filters (LPFs) as shown in Figure 1. Here's the story.

Figure 1: Multistage decimation and interpolation using half-band filters.

Multistage Decimation – A Very Brief ReviewFigure 2(a) depicts the process of decimation by an integer factor D. That...

## 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...

## Signal Processing Contest in Python (PREVIEW): The Worst Encoder in the World

When I posted an article on estimating velocity from a position encoder, I got a number of responses. A few of them were of the form "Well, it's an interesting article, but at slow speeds why can't you just take the time between the encoder edges, and then...." My point was that there are lots of people out there which take this approach, and don't take into account that the time between encoder edges varies due to manufacturing errors in the encoder. For some reason this is a hard concept...

## Signed serial-/parallel multiplication

Keywords: Binary signed multiplication implementation, RTL, Verilog, algorithm

Summary- A detailed discussion of bit-level trickstery in signed-signed multiplication
- Algorithm based on Wikipedia example
- Includes a Verilog implementation with parametrized bit width

A straightforward method to multiply two binary numbers is to repeatedly shift the first argument a, and add to a register if the corresponding bit in the other argument b is set. The...

## Fractional Delay FIR Filters

Consider the following Finite Impulse Response (FIR) coefficients:

b = [b0 b1 b2 b1 b0]

These coefficients form a 5-tap symmetrical FIR filter having constant group delay [1,2] over 0 to fs/2 of:

D = (ntaps – 1)/2 = 2 samples

For a symmetrical filter with an odd number of taps, the group delay is always an integer number of samples, while for one with an even number of taps, the group delay is always an integer + 0.5 samples. Can we design a filter...

## Beat Notes: An Interesting Observation

Some weeks ago a friend of mine, a long time radio engineer as well as a piano player, called and asked me,

"When I travel in a DC-9 aircraft, and I sit back near the engines, I hear this fairly loud unpleasant whump whump whump whump sound. The frequency of that sound is, maybe, two cycles per second. I think that sound is a beat frequency because the DC-9's engines are turning at a slightly different number of revolutions per second. My question is, what sort of mechanism in the airplane...

## 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...

## 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 =...

## 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...

## 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...

## 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...

## 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.