## Second Order Discrete-Time System Demonstration

Discrete-time systems are remarkable: the time response can be computed from mere difference equations, and the coefficients ai, bi of these equations are also the coefficients of H(z). Here, I try to illustrate this remarkableness by converting a continuous-time second-order system to an approximately equivalent discrete-time system. With a discrete-time model, we can then easily compute the time response to any input. But note that the goal here is as much to...

## 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...

## 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.

I used a very simple complex-baseband model of a QAM system in my last

## Compute Modulation Error Ratio (MER) for QAM

This post defines the Modulation Error Ratio (MER) for QAM signals, and shows how to compute it. As we’ll see, in the absence of impairments other than noise, the MER tracks the signal’s Carrier-to-Noise Ratio (over a limited range). A Matlab script at the end of the PDF version of this post computes MER for a simplified QAM-64 system.

Figure 1 is a simplified block diagram of a QAM system. The transmitter includes a source of QAM symbols, a root-Nyquist...

## Plotting Discrete-Time Signals

A discrete-time sinusoid can have frequency up to just shy of half the sample frequency. But if you try to plot the sinusoid, the result is not always recognizable. For example, if you plot a 9 Hz sinusoid sampled at 100 Hz, you get the result shown in the top of Figure 1, which looks like a sine. But if you plot a 35 Hz sinusoid sampled at 100 Hz, you get the bottom graph, which does not look like a sine when you connect the dots. We typically want the plot of a...

## Interpolation Basics

This article covers interpolation basics, and provides a numerical example of interpolation of a time signal. Figure 1 illustrates what we mean by interpolation. The top plot shows a continuous time signal, and the middle plot shows a sampled version with sample time Ts. The goal of interpolation is to increase the sample rate such that the new (interpolated) sample values are close to the values of the continuous signal at the sample times [1]. For example, if...

## A Two Bin Solution

IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by showing an implementation of how the parameters of a real pure tone can be calculated from just two DFT bin values. The equations from previous articles are used in tandem to first calculate the frequency, and then calculate the amplitude and phase of the tone. The approach works best when the tone is between the two DFT bins in terms of frequency.

The Coding...## 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...

## 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...

## 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...

## A Quadrature Signals Tutorial: Complex, But Not Complicated

Introduction Quadrature signals are based on the notion of complex numbers and perhaps no other topic causes more heartache for newcomers to DSP than these numbers and their strange terminology of j operator, complex, imaginary, real, and orthogonal. If you're a little unsure of the physical meaning of complex numbers and the j = √-1 operator, don't feel bad because you're in good company. Why even Karl Gauss, one the world's greatest mathematicians, called the j-operator the "shadow of...

## A Fixed-Point Introduction by Example

IntroductionThe finite-word representation of fractional numbers is known as fixed-point. Fixed-point is an interpretation of a 2's compliment number usually signed but not limited to sign representation. It extends our finite-word length from a finite set of integers to a finite set of rational real numbers [1]. A fixed-point representation of a number consists of integer and fractional components. The bit length is defined...

## Design IIR Butterworth Filters Using 12 Lines of Code

While there are plenty of canned functions to design Butterworth IIR filters [1], it’s instructive and not that complicated to design them from scratch. You can do it in 12 lines of Matlab code. In this article, we’ll create a Matlab function butter_synth.m to design lowpass Butterworth filters of any order. Here is an example function call for a 5th order filter:

N= 5 % Filter order fc= 10; % Hz cutoff freq fs= 100; % Hz sample freq [b,a]=...## Minimum Shift Keying (MSK) - A Tutorial

Minimum Shift Keying (MSK) is one of the most spectrally efficient modulation schemes available. Due to its constant envelope, it is resilient to non-linear distortion and was therefore chosen as the modulation technique for the GSM cell phone standard.

MSK is a special case of Continuous-Phase Frequency Shift Keying (CPFSK) which is a special case of a general class of modulation schemes known as Continuous-Phase Modulation (CPM). It is worth noting that CPM (and hence CPFSK) is 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...

## Digital Envelope Detection: The Good, the Bad, and the Ugly

Recently I've been thinking about the process of envelope detection. Tutorial information on this topic is readily available but that information is spread out over a number of DSP textbooks and many Internet web sites. The purpose of this blog is to summarize various digital envelope detection methods in one place.

Here I focus on envelope detection as it is applied to an amplitude-fluctuating sinusoidal signal where the positive-amplitude fluctuations (the sinusoid's envelope)...

## The Exponential Nature of the Complex Unit Circle

IntroductionThis is an article to hopefully give an understanding to Euler's magnificent equation:

$$ e^{i\theta} = cos( \theta ) + i \cdot sin( \theta ) $$

This equation is usually proved using the Taylor series expansion for the given functions, but this approach fails to give an understanding to the equation and the ramification for the behavior of complex numbers. Instead an intuitive approach is taken that culminates in a graphical understanding of the equation.

Complex...## Design IIR Bandpass Filters

In this post, I present a method to design Butterworth IIR bandpass filters. My previous post [1] covered lowpass IIR filter design, and provided a Matlab function to design them. Here, we’ll do the same thing for IIR bandpass filters, with a Matlab function bp_synth.m. Here is an example function call for a bandpass filter based on a 3rd order lowpass prototype:

N= 3; % order of prototype LPF fcenter= 22.5; % Hz center frequency, Hz bw= 5; ...## How to Find a Fast Floating-Point atan2 Approximation

Context Over a short period of time, I came across nearly identical approximations of the two parameter arctangent function, atan2, developed by different companies, in different countries, and even in different decades. Fascinated with how the coefficients used in these approximations were derived, I set out to find them. This atan2 implementation is based around a rational approximation of arctangent on the domain -1 to 1:$$ atan(z) \approx \dfrac{z}{1.0 +...

## Design IIR Filters Using Cascaded Biquads

This article shows how to implement a Butterworth IIR lowpass filter as a cascade of second-order IIR filters, or biquads. We’ll derive how to calculate the coefficients of the biquads and do some examples using a Matlab function biquad_synth provided in the Appendix. Although we’ll be designing Butterworth filters, the approach applies to any all-pole lowpass filter (Chebyshev, Bessel, etc). As we’ll see, the cascaded-biquad design is less sensitive to coefficient...## A Fixed-Point Introduction by Example

IntroductionThe finite-word representation of fractional numbers is known as fixed-point. Fixed-point is an interpretation of a 2's compliment number usually signed but not limited to sign representation. It extends our finite-word length from a finite set of integers to a finite set of rational real numbers [1]. A fixed-point representation of a number consists of integer and fractional components. The bit length is defined...

## A Quadrature Signals Tutorial: Complex, But Not Complicated

Introduction Quadrature signals are based on the notion of complex numbers and perhaps no other topic causes more heartache for newcomers to DSP than these numbers and their strange terminology of j operator, complex, imaginary, real, and orthogonal. If you're a little unsure of the physical meaning of complex numbers and the j = √-1 operator, don't feel bad because you're in good company. Why even Karl Gauss, one the world's greatest mathematicians, called the j-operator the "shadow of...

## Digital Envelope Detection: The Good, the Bad, and the Ugly

Recently I've been thinking about the process of envelope detection. Tutorial information on this topic is readily available but that information is spread out over a number of DSP textbooks and many Internet web sites. The purpose of this blog is to summarize various digital envelope detection methods in one place.

Here I focus on envelope detection as it is applied to an amplitude-fluctuating sinusoidal signal where the positive-amplitude fluctuations (the sinusoid's envelope)...

## Design IIR Butterworth Filters Using 12 Lines of Code

While there are plenty of canned functions to design Butterworth IIR filters [1], it’s instructive and not that complicated to design them from scratch. You can do it in 12 lines of Matlab code. In this article, we’ll create a Matlab function butter_synth.m to design lowpass Butterworth filters of any order. Here is an example function call for a 5th order filter:

N= 5 % Filter order fc= 10; % Hz cutoff freq fs= 100; % Hz sample freq [b,a]=...## Minimum Shift Keying (MSK) - A Tutorial

Minimum Shift Keying (MSK) is one of the most spectrally efficient modulation schemes available. Due to its constant envelope, it is resilient to non-linear distortion and was therefore chosen as the modulation technique for the GSM cell phone standard.

MSK is a special case of Continuous-Phase Frequency Shift Keying (CPFSK) which is a special case of a general class of modulation schemes known as Continuous-Phase Modulation (CPM). It is worth noting that CPM (and hence CPFSK) is a...

## The Exponential Nature of the Complex Unit Circle

IntroductionThis is an article to hopefully give an understanding to Euler's magnificent equation:

$$ e^{i\theta} = cos( \theta ) + i \cdot sin( \theta ) $$

This equation is usually proved using the Taylor series expansion for the given functions, but this approach fails to give an understanding to the equation and the ramification for the behavior of complex numbers. Instead an intuitive approach is taken that culminates in a graphical understanding of the equation.

Complex...## How to Find a Fast Floating-Point atan2 Approximation

Context Over a short period of time, I came across nearly identical approximations of the two parameter arctangent function, atan2, developed by different companies, in different countries, and even in different decades. Fascinated with how the coefficients used in these approximations were derived, I set out to find them. This atan2 implementation is based around a rational approximation of arctangent on the domain -1 to 1:$$ atan(z) \approx \dfrac{z}{1.0 +...

## Design IIR Bandpass Filters

In this post, I present a method to design Butterworth IIR bandpass filters. My previous post [1] covered lowpass IIR filter design, and provided a Matlab function to design them. Here, we’ll do the same thing for IIR bandpass filters, with a Matlab function bp_synth.m. Here is an example function call for a bandpass filter based on a 3rd order lowpass prototype:

N= 3; % order of prototype LPF fcenter= 22.5; % Hz center frequency, Hz bw= 5; ...## 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...