A New Approach to Linear Filtering and Prediction Problems
In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discrete-data linear filtering problem. Since that time, due in large part to advances in digital computing, the Kalman filter has been the subject of extensive research and application, particularly in the area of autonomous or assisted navigation.
An Introduction To Compressive Sampling
This article surveys the theory of compressive sensing, also known as compressed sensing or CS, a novel sensing/sampling paradigm that goes against the common wisdom in data acquisition.
Introduction to Compressed Sensing
Chapter 1 of the book: "Compressed Sensing: Theory and Applications".
Using the DFT as a Filter: Correcting a Misconception
I have read, in some of the literature of DSP, that when the discrete Fourier transform (DFT) is used as a filter the process of performing a DFT causes an input signal's spectrum to be frequency translated down to zero Hz (DC). I can understand why someone might say that, but I challenge that statement as being incorrect. Here are my thoughts.
Sum of Two Equal-Frequency Sinusoids
The sum of two equal-frequency real sinusoids is itself a single real sinusoid. However, the exact equations for all the various forms of that single equivalent sinusoid are difficult to find in the signal processing literature. Here we provide those equations.
The DFT of Finite-Length Time-Reversed Sequences
Recently I've been reading papers on underwater acoustic communications systems and this caused me to investigate the frequency-domain effects of time-reversal of time-domain sequences. I created this article because there is so little coverage of this topic in the literature of DSP.
The Risk In Using Frequency Domain Curves To Evaluate Digital Integrator Performance
This article shows the danger in evaluating the performance of a digital integration network based solely on its frequency response curve. If you plan on implementing a digital integrator in your signal processing work I recommend you continue reading this article.
Using the DFT as a Filter: Correcting a Misconception
I have read, in some of the literature of DSP, that when the discrete Fourier transform (DFT) is used as a filter the process of performing a DFT causes an input signal's spectrum to be frequency translated down to zero Hz (DC). I can understand why someone might say that, but I challenge that statement as being incorrect. Here are my thoughts.
Fundamentals of the DFT (fft) Algorithms
In this article, a physical explanation of the fundamentals of the DFT (fft) algorithms is presented in terms of waveform decomposition. After reading the article and trying the examples, the reader is expected to gain a clear understanding of the basics of the mysterious DFT (fft) algorithms.
Savitzky Golay Filter
The Savitzky-Golay filter is a mathematical smoothing filter that is often used in signal processing. It was first described in 1964 by Abraham Savitzky and Marcel Golay. The filter uses a polynomial regression over a series of values to find a smoothed value. One advantage of the Savitzky-Golay filter is that, unlike other smoothing filters, high-frequency components are not simply cut off, but are included in the calculation. As a result, the filter shows excellent properties with regard to the relative maxima, minima and scatter. In this article, the principle of the Savitzky Golay filter is explained and accompanied with MATLAB scripts. Two simple examples will be examined and provided with meaningful representations of the results to help understand these filters. The MATLAB function sgolay and its parameters are also explained and applied so that you can better understand this function and use it for your own applications.
A Friendly Introduction to Compressed Sensing
Compared to other signal processing techniques, compressed sensing (or sparse sampling) has caught the interest of many mathematicians, electrical engineers, and computer scientists. The field of compressed sensing is still rapidly evolving. As most papers and textbooks about compressed sensing are at graduate level, the purpose of this paper is to offer a gentler exposure to compressed sensing from a mathematical perspective. By synthesizing my study on compressed sensing as an undergraduate, this thesis covers important concepts in CS such as coherence and restricted isometry property. Several key algorithms in compressed sensing will also be introduced with discussions of their stability, robustness, and performance. In the end, we investigate single-pixel camera as an example of real-world application of compressed sensing.
Savitzky Golay Filter
The Savitzky-Golay filter is a mathematical smoothing filter that is often used in signal processing. It was first described in 1964 by Abraham Savitzky and Marcel Golay. The filter uses a polynomial regression over a series of values to find a smoothed value. One advantage of the Savitzky-Golay filter is that, unlike other smoothing filters, high-frequency components are not simply cut off, but are included in the calculation. As a result, the filter shows excellent properties with regard to the relative maxima, minima and scatter. In this article, the principle of the Savitzky Golay filter is explained and accompanied with MATLAB scripts. Two simple examples will be examined and provided with meaningful representations of the results to help understand these filters. The MATLAB function sgolay and its parameters are also explained and applied so that you can better understand this function and use it for your own applications.
The DFT of Finite-Length Time-Reversed Sequences
Recently I've been reading papers on underwater acoustic communications systems and this caused me to investigate the frequency-domain effects of time-reversal of time-domain sequences. I created this article because there is so little coverage of this topic in the literature of DSP.
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.
The Risk In Using Frequency Domain Curves To Evaluate Digital Integrator Performance
This article shows the danger in evaluating the performance of a digital integration network based solely on its frequency response curve. If you plan on implementing a digital integrator in your signal processing work I recommend you continue reading this article.
Use Matlab Function pwelch to Find Power Spectral Density - or Do It Yourself
In this article, I'll present some examples to show how to use pwelch. You can also "do it yourself", i.e. compute spectra using the Matlab fft or other fft function. As examples, the appendix provides two demonstration mfiles; one computes the spectrum without DFT averaging, and the other computes the spectrum with DFT averaging.
Algorithms, Architectures, and Applications for Compressive Video Sensing
The design of conventional sensors is based primarily on the Shannon-Nyquist sampling theorem, which states that a signal of bandwidth W Hz is fully determined by its discrete-time samples provided the sampling rate exceeds 2W samples per second. For discrete-time signals, the Shannon-Nyquist theorem has a very simple interpretation: the number of data samples must be at least as large as the dimensionality of the signal being sampled and recovered. This important result enables signal processing in the discrete-time domain without any loss of information. However, in an increasing number of applications, the Shannon-Nyquist sampling theorem dictates an unnecessary and often prohibitively high sampling rate. (See Box 1 for a derivation of the Nyquist rate of a time-varying scene.) As a motivating example, the high resolution of the image sensor hardware in modern cameras reflects the large amount of data sensed to capture an image. A 10-megapixel camera, in effect, takes 10 million measurements of the scene. Yet, almost immediately after acquisition, redundancies in the image are exploited to compress the acquired data significantly, often at compression ratios of 100:1 for visualization and even higher for detection and classification tasks. This example suggests immense wastage in the overall design of conventional cameras.
A Review of Physical and Perceptual Feature Extraction Techniques for Speech, Music and Environmental Sounds
Endowing machines with sensing capabilities similar to those of humans is a prevalent quest in engineering and computer science. In the pursuit of making computers sense their surroundings, a huge effort has been conducted to allow machines and computers to acquire, process, analyze and understand their environment in a human-like way. Focusing on the sense of hearing, the ability of computers to sense their acoustic environment as humans do goes by the name of machine hearing. To achieve this ambitious aim, the representation of the audio signal is of paramount importance. In this paper, we present an up-to-date review of the most relevant audio feature extraction techniques developed to analyze the most usual audio signals: speech, music and environmental sounds. Besides revisiting classic approaches for completeness, we include the latest advances in the field based on new domains of analysis together with novel bio-inspired proposals. These approaches are described following a taxonomy that organizes them according to their physical or perceptual basis, being subsequently divided depending on the domain of computation (time, frequency, wavelet, image-based, cepstral, or other domains). The description of the approaches is accompanied with recent examples of their application to machine hearing related problems.
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.
Python For Audio Signal Processing
This paper discusses the use of Python for developing audio signal processing applications. Overviews of Python language, NumPy, SciPy and Matplotlib are given, which together form a powerful platform for scientific computing. We then show how SciPy was used to create two audio programming libraries, and describe ways that Python can be integrated with the SndObj library and Pure Data, two existing environments for music composition and signal processing.
Savitzky Golay Filter
The Savitzky-Golay filter is a mathematical smoothing filter that is often used in signal processing. It was first described in 1964 by Abraham Savitzky and Marcel Golay. The filter uses a polynomial regression over a series of values to find a smoothed value. One advantage of the Savitzky-Golay filter is that, unlike other smoothing filters, high-frequency components are not simply cut off, but are included in the calculation. As a result, the filter shows excellent properties with regard to the relative maxima, minima and scatter. In this article, the principle of the Savitzky Golay filter is explained and accompanied with MATLAB scripts. Two simple examples will be examined and provided with meaningful representations of the results to help understand these filters. The MATLAB function sgolay and its parameters are also explained and applied so that you can better understand this function and use it for your own applications.
A New Approach to Linear Filtering and Prediction Problems
In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discrete-data linear filtering problem. Since that time, due in large part to advances in digital computing, the Kalman filter has been the subject of extensive research and application, particularly in the area of autonomous or assisted navigation.
A Friendly Introduction to Compressed Sensing
Compared to other signal processing techniques, compressed sensing (or sparse sampling) has caught the interest of many mathematicians, electrical engineers, and computer scientists. The field of compressed sensing is still rapidly evolving. As most papers and textbooks about compressed sensing are at graduate level, the purpose of this paper is to offer a gentler exposure to compressed sensing from a mathematical perspective. By synthesizing my study on compressed sensing as an undergraduate, this thesis covers important concepts in CS such as coherence and restricted isometry property. Several key algorithms in compressed sensing will also be introduced with discussions of their stability, robustness, and performance. In the end, we investigate single-pixel camera as an example of real-world application of compressed sensing.
Use Matlab Function pwelch to Find Power Spectral Density - or Do It Yourself
In this article, I'll present some examples to show how to use pwelch. You can also "do it yourself", i.e. compute spectra using the Matlab fft or other fft function. As examples, the appendix provides two demonstration mfiles; one computes the spectrum without DFT averaging, and the other computes the spectrum with DFT averaging.
An Introduction To Compressive Sampling
This article surveys the theory of compressive sensing, also known as compressed sensing or CS, a novel sensing/sampling paradigm that goes against the common wisdom in data acquisition.
Python For Audio Signal Processing
This paper discusses the use of Python for developing audio signal processing applications. Overviews of Python language, NumPy, SciPy and Matplotlib are given, which together form a powerful platform for scientific computing. We then show how SciPy was used to create two audio programming libraries, and describe ways that Python can be integrated with the SndObj library and Pure Data, two existing environments for music composition and signal processing.
Adaptive Algorithms in Digital Signal Processing - Overview, Theory and Applications
Fundamentals of the DFT (fft) Algorithms
In this article, a physical explanation of the fundamentals of the DFT (fft) algorithms is presented in terms of waveform decomposition. After reading the article and trying the examples, the reader is expected to gain a clear understanding of the basics of the mysterious DFT (fft) algorithms.
A Review of Physical and Perceptual Feature Extraction Techniques for Speech, Music and Environmental Sounds
Endowing machines with sensing capabilities similar to those of humans is a prevalent quest in engineering and computer science. In the pursuit of making computers sense their surroundings, a huge effort has been conducted to allow machines and computers to acquire, process, analyze and understand their environment in a human-like way. Focusing on the sense of hearing, the ability of computers to sense their acoustic environment as humans do goes by the name of machine hearing. To achieve this ambitious aim, the representation of the audio signal is of paramount importance. In this paper, we present an up-to-date review of the most relevant audio feature extraction techniques developed to analyze the most usual audio signals: speech, music and environmental sounds. Besides revisiting classic approaches for completeness, we include the latest advances in the field based on new domains of analysis together with novel bio-inspired proposals. These approaches are described following a taxonomy that organizes them according to their physical or perceptual basis, being subsequently divided depending on the domain of computation (time, frequency, wavelet, image-based, cepstral, or other domains). The description of the approaches is accompanied with recent examples of their application to machine hearing related problems.
