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Plotting Discrete-Time Signals

Neil Robertson September 15, 20195 comments

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

Neil Robertson August 20, 201912 comments

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

Cedron Dawg July 12, 2019
Introduction

This 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

Neil Robertson April 20, 201911 comments

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

Harry Commin March 23, 201921 comments
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

Cedron Dawg March 16, 20199 comments
Introduction

This 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 Coordinates

The more common way of...


Demonstrating the Periodic Spectrum of a Sampled Signal Using the DFT

Neil Robertson March 9, 201920 comments

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)


Compute the Frequency Response of a Multistage Decimator

Neil Robertson February 10, 20192 comments

Figure 1a shows the block diagram of a decimation-by-8 filter, consisting of a low-pass finite impulse response (FIR) filter followed by downsampling by 8 [1].  A more efficient version is shown in Figure 1b, which uses three cascaded decimate-by-two filters.  This implementation has the advantages that only FIR 1 is sampled at the highest sample rate, and the total number of filter taps is lower.

The frequency response of the single-stage decimator before downsampling is just...


Use Matlab Function pwelch to Find Power Spectral Density – or Do It Yourself

Neil Robertson January 13, 201938 comments

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...


Evaluate Window Functions for the Discrete Fourier Transform

Neil Robertson December 18, 20184 comments

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...


Design IIR Highpass Filters

Neil Robertson February 3, 20182 comments

This post is the fourth in a series of tutorials on IIR Butterworth filter design.  So far we covered lowpass [1], bandpass [2], and band-reject [3] filters; now we’ll design highpass filters.  The general approach, as before, has six steps:

Find the poles of a lowpass analog prototype filter with Ωc = 1 rad/s. Given the -3 dB frequency of the digital highpass filter, find the corresponding frequency of the analog highpass filter (pre-warping). Transform the...

Phase and Amplitude Calculation for a Pure Real Tone in a DFT: Method 1

Cedron Dawg May 21, 20151 comment
Introduction

This is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas for the phase and amplitude of a non-integer frequency real tone in a DFT. The linearity of the Fourier Transform is exploited to reframe the problem as the equivalent of finding a set of coordinates in a specific vector space. The found coordinates are then used to calculate the phase and amplitude of the pure real tone in the DFT. This article...


Peak to Average Power Ratio and CCDF

Neil Robertson May 17, 20164 comments

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.

However, for a random signal, PAPR is a statistical quantity.  We have to ask, what is the probability of a given peak power?  Then we can decide where to set the average...


Sinusoidal Frequency Estimation Based on Time-Domain Samples

Rick Lyons April 20, 201719 comments

The topic of estimating a noise-free real or complex sinusoid's frequency, based on fast Fourier transform (FFT) samples, has been presented in recent blogs here on dsprelated.com. For completeness, it's worth knowing that simple frequency estimation algorithms exist that do not require FFTs to be performed . Below I present three frequency estimation algorithms that use time-domain samples, and illustrate a very important principle regarding so called "exact"...


IIR Bandpass Filters Using Cascaded Biquads

Neil Robertson April 20, 201911 comments

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...


Digital PLL's -- Part 2

Neil Robertson June 15, 20165 comments

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...

Fractional Delay FIR Filters

Neil Robertson February 9, 202017 comments

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...


Wavelets II - Vanishing Moments and Spectral Factorization

Vincent Herrmann 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...


Discrete-Time PLLs, Part 1: Basics

Reza Ameli December 1, 20159 comments

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.


Design a DAC sinx/x Corrector

Neil Robertson July 22, 20188 comments

This post provides a Matlab function that designs linear-phase FIR sinx/x correctors.  It includes a table of fixed-point sinx/x corrector coefficients for different DAC frequency ranges.

A sinx/x corrector is a digital (or analog) filter used to compensate for the sinx/x roll-off inherent in the digital to analog conversion process.  In DSP math, we treat the digital signal applied to the DAC is a sequence of impulses.  These are converted by the DAC into contiguous pulses...