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.
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.
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.
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.
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
A Subspace Based Approach to the Design, Implementation and Validation of Algorithms for Active Vibration Isolation Control
Vibration isolation endeavors to reduce the transmission of vibration energy from one structure (the source) to another (the receiver), to prevent undesirable phenomena such as sound radiation. A well-known method for achieving this is passive vibration isolation (PVI). In the case of PVI, mounts are used - consisting of springs and dampers - to connect the vibrating source to the receiver. The stiffness of the mount determines the fundamental resonance frequency of the mounted system and vibrations with a frequency higher than the fundamental resonance frequency are attenuated. Unfortunately, however, other design requirements (such as static stability) often impose a minimum allowable stiffness, thus limiting the achievable vibration isolation by passive means. A more promising method for vibration isolation is hybrid vibration isolation control. This entails that, in addition to PVI, an active vibration isolation control (AVIC) system is used with sensors, actuators and a control system that compensates for vibrations in the lower frequency range. Here, the use of a special form of AVIC using statically determinate stiff mounts is proposed. The mounts establish a statically determinate system of high stiffness connections in the actuated directions and of low stiffness connections in the unactuated directions. The latter ensures PVI in the unactuated directions. This approach is called statically determinate AVIC (SD-AVIC). The aim of the control system is to produce antidisturbance forces that counteract the disturbance forces stemming from the source. Using this approach, the vibration energy transfer from the source to the receiver is blocked in the mount due to the anti-forces. This thesis deals with the design of controllers generating the anti-forces by applying techniques that are commonly used in the field of signal processing. The control approaches - that are model-based - are both adaptive and fixed gain and feedforward and feedback oriented. The control approaches are validated using two experimental vibration isolation setups: a single reference single actuator single error sensor (SR-SISO) setup and a single reference input multiple actuator input multiple error sensor output (SR-MIMO) setup. Finding a plant model can be a problem. This is solved by using a black-box modelling strategy. The plants are identified using subspace model identification. It is shown that accurate linear models can be found in a straightforward manner by using small batches of recorded (sampled) time-domain data only. Based on the identified models, controllers are designed, implemented and validated. Due to resonance in mechanical structures, adaptive SD-AVIC systems are often hampered by slow convergence of the controller coefficients. In general, it is desirable that the SD-AVIC system yields fast optimum performance after it is switched on. To achieve this result and speed up the convergence of the adaptive controller coefficients, the so-called inverse outer factor model is included in the adaptive control scheme. The inner/outer factorization, that has to be performed to obtain the inverse outer factor model, is completely determined in state space to enable a numerically robust computation. The inverse outer factor model is also incorporated in the control scheme as a state space model. It is found that fast adaptation of the controller coefficients is possible. Controllers are designed, implemented and validated to suppress both narrowband and broadband disturbances. Scalar regularization is used to prevent actuator saturation and an unstable closed loop. In order to reduce the computational load of the controllers, several steps are taken including controller order reduction and implementation of lower order models. It is found that in all experiments the simulation and real-time results correspond closely for both the fixed gain and adaptive control situation. On the SR-SISO setup, reductions up to 5.0 dB are established in real-time for suppressing a broadband disturbance output (0-2 kHz) using feedback-control. On the SR-MIMO vibration isolation setup, using feedforward-control reductions of broadband disturbances (0-1 kHz) of 9.4 dB are established in real-time. Using feedback-control, reductions are established up to 3.5 dB in real-time (0-1 kHz). In case of the SR-MIMO setup, the values for the reduction are obtained by averaging the reductions obtained in all sensor outputs. The results pave the way for the next generation of algorithms for SD-AVIC.
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.
Method to Calculate the Inverse of a Complex Matrix using Real Matrix Inversion
This paper describes a simple method to calculate the invers of a complex matrix. The key element of the method is to use a matrix inversion, which is available and optimised for real numbers. Some actual libraries used for digital signal processing only provide highly optimised methods to calculate the inverse of a real matrix, whereas no solution for complex matrices are available, like in [1]. The presented algorithm is very easy to implement, while still much more efficient than for example the method presented in [2]. [1] Visual DSP++ 4.0 C/C++ Compiler and Library Manual for TigerSHARC Processors; Analog Devices; 2005. [2] W. Press, S.A. Teukolsky, W.T. Vetterling, B.R. Flannery; Numerical Recipes in C++, The art of scientific computing, Second Edition; p52 : “Complex Systems of Equations”;Cambridge University Press 2002.
