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]=...Simplest Calculation of Half-band Filter Coefficients
Half-band filters are lowpass FIR filters with cut-off frequency of one-quarter of sampling frequency fs and odd symmetry about fs/4 [1]*. And it so happens that almost half of the coefficients are zero. The passband and stopband bandwiths are equal, making these filters useful for decimation-by-2 and interpolation-by-2. Since the zero coefficients make them computationally efficient, these filters are ubiquitous in DSP systems.
Here we will compute half-band...
Improved Three Bin Exact Frequency Formula for a Pure Real Tone in a DFT
Introduction
This is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by extending the exact two bin formulas for the frequency of a real tone in a DFT to the three bin case. This article is a direct extension of my prior article "Two Bin Exact Frequency Formulas for a Pure Real Tone in a DFT"[1]. The formulas derived in the previous article are also presented in this article in the computational order, rather than the indirect order they were...
There and Back Again: Time of Flight Ranging between Two Wireless Nodes
With the growth in the Internet of Things (IoT) products, the number of applications requiring an estimate of range between two wireless nodes in indoor channels is growing very quickly as well. Therefore, localization is becoming a red hot market today and will remain so in the coming years.
One question that is perplexing is that many companies now a days are offering cm level accurate solutions using RF signals. The conventional wireless nodes usually implement synchronization...
Two Bin Exact Frequency Formulas for a Pure Real Tone in a DFT
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas for the frequency of a real tone in a DFT. This time it is a two bin version. The approach taken is a vector based one similar to the approach used in "Three Bin Exact Frequency Formulas for a Pure Complex Tone in a DFT"[1]. The real valued formula presented in this article actually preceded, and was the basis for the complex three bin...
Exact Near Instantaneous Frequency Formulas Best at Zero Crossings
IntroductionThis is an article that is the last of my digression from trying to give a better understanding of the Discrete Fourier Transform (DFT). It is along the lines of the last two.
In those articles, I presented exact formulas for calculating the frequency of a pure tone signal as instantaneously as possible in the time domain. Although the formulas work for both real and complex signals (something that does not happen with frequency domain formulas), for real signals they...
Exact Near Instantaneous Frequency Formulas Best at Peaks (Part 2)
IntroductionThis is an article that is a continuation of a digression from trying to give a better understanding of the Discrete Fourier Transform (DFT). It is recommended that my previous article "Exact Near Instantaneous Frequency Formulas Best at Peaks (Part 1)"[1] be read first as many sections of this article are directly dependent upon it.
A second family of formulas for calculating the frequency of a single pure tone in a short interval in the time domain is presented. It...
Modeling a Continuous-Time System with Matlab
Many of us are familiar with modeling a continuous-time system in the frequency domain using its transfer function H(s) or H(jω). However, finding the time response can be challenging, and traditionally involves finding the inverse Laplace transform of H(s). An alternative way to get both time and frequency responses is to transform H(s) to a discrete-time system H(z) using the impulse-invariant transform [1,2]. This method provides an exact match to the continuous-time...
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 +...
Exact Near Instantaneous Frequency Formulas Best at Peaks (Part 1)
IntroductionThis is an article that is a another digression from trying to give a better understanding of the Discrete Fourier Transform (DFT). Although it is not as far off as the last blog article.
A new family of formulas for calculating the frequency of a single pure tone in a short interval in the time domain is presented. They are a generalization of Equation (1) from Rick Lyons' recent blog article titled "Sinusoidal Frequency Estimation Based on Time-Domain Samples"[1]. ...
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...
Add the Hilbert Transformer to Your DSP Toolkit, Part 2
In this part, I’ll show how to design a Hilbert Transformer using the coefficients of a half-band filter as a starting point, which turns out to be remarkably simple. I’ll also show how a half-band filter can be synthesized using the Matlab function firpm, which employs the Parks-McClellan algorithm.
A half-band filter is a type of lowpass, even-symmetric FIR filter having an odd number of taps, with the even-numbered taps (except for the main tap) equal to zero. This...
Canonic Signed Digit (CSD) Representation of Integers
In my last post I presented Matlab code to synthesize multiplierless FIR filters using Canonic Signed Digit (CSD) coefficients. I included a function dec2csd1.m (repeated here in Appendix A) to convert decimal integers to binary CSD values. Here I want to use that function to illustrate a few properties of CSD numbers.
In a binary signed-digit number system, we allow each binary digit to have one of the three values {0, 1, -1}. Thus, for example, the binary value 1 1...
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.
Modeling Anti-Alias Filters
Digitizing a signal using an Analog to Digital Converter (ADC) usually requires an anti-alias filter, as shown in Figure 1a. In this post, we’ll develop models of lowpass Butterworth and Chebyshev anti-alias filters, and compute the time domain and frequency domain output of the ADC for an example input signal. We’ll also model aliasing of Gaussian noise. I hope the examples make the textbook explanations of aliasing seem a little more real. Of course, modeling of...
Exact Frequency Formula for a Pure Real Tone in a DFT
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving an exact formula for the frequency of a real tone in a DFT. According to current teaching, this is not possible, so this article should be considered a major theoretical advance in the discipline. The formula is presented in a few different formats. Some sample calculations are provided to give a numerical demonstration of the formula in use. This article is...
Exponential Smoothing with a Wrinkle
IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by providing a set of preprocessing filters to improve the resolution of the DFT. Because of the exponential nature of sinusoidal functions, they have special mathematical properties when exponential smoothing is applied to them. These properties are derived and explained in this blog article.
Basic Exponential Smoothing
Exponential smoothing is also known as...
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)$$
Where
X(k) = discrete frequency spectrum of time sequence x(n)
Third-Order Distortion of a Digitally-Modulated Signal
Analog designers are always harping about amplifier third-order distortion. Why? In this article, we’ll look at why third-order distortion is important, and simulate a QAM signal with third-order distortion.
In the following analysis, we assume that signal phase at the amplifier output is not a function of amplitude. With this assumption, the output y of a non-ideal amplifier can be written as a power series of the input signal x:
$$y=...
Sinusoidal Frequency Estimation Based on Time-Domain Samples
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"...
ADC Clock Jitter Model, Part 1 – Deterministic Jitter
Analog to digital converters (ADC’s) have several imperfections that affect communications signals, including thermal noise, differential nonlinearity, and sample clock jitter [1, 2]. As shown in Figure 1, the ADC has a sample/hold function that is clocked by a sample clock. Jitter on the sample clock causes the sampling instants to vary from the ideal sample time. This transfers the jitter from the sample clock to the input signal.
In this article, I present a Matlab...
Multimedia Processing with FFMPEG
FFMPEG is a set of libraries and a command line tool for encoding and decoding audio and video in many different formats. It is a free software project for manipulating/processing multimedia data. Many open source media players are based on FFMPEG libraries.
ADC Clock Jitter Model, Part 2 – Random Jitter
In Part 1, I presented a Matlab function to model an ADC with jitter on the sample clock, and applied it to examples with deterministic jitter. Now we’ll investigate an ADC with random clock jitter, by using a filtered or unfiltered Gaussian sequence as the jitter source. What we are calling jitter can also be called time jitter, phase jitter, or phase noise. It’s all the same phenomenon. Typically, we call it jitter when we have a time-domain representation,...
DFT Bin Value Formulas for Pure Real Tones
IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by deriving an analytical formula for the DFT of pure real tones. The formula is used to explain the well known properties of the DFT. A sample program is included, with its output, to numerically demonstrate the veracity of the formula. This article builds on the ideas developed in my previous two blog articles:
Computing Translated Frequencies in Digitizing and Downsampling Analog Bandpass Signals
In digital signal processing (DSP) we're all familiar with the processes of bandpass sampling an analog bandpass signal and downsampling a digital bandpass signal. The overall spectral behavior of those operations are well-documented. However, mathematical expressions for computing the translated frequency of individual spectral components, after bandpass sampling or downsampling, are not available in the standard DSP textbooks. The following three sections explain how to compute the...
Exact Frequency Formula for a Pure Real Tone in a DFT
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving an exact formula for the frequency of a real tone in a DFT. According to current teaching, this is not possible, so this article should be considered a major theoretical advance in the discipline. The formula is presented in a few different formats. Some sample calculations are provided to give a numerical demonstration of the formula in use. This article is...
How precise is my measurement?
Some might argue that measurement is a blend of skepticism and faith. While time constraints might make you lean toward faith, some healthy engineering skepticism should bring you back to statistics. This article reviews some practical statistics that can help you satisfy one common question posed by skeptical engineers: “How precise is my measurement?” As we’ll see, by understanding how to answer it, you gain a degree of control over your measurement time.
An accurate, precise...Modeling a Continuous-Time System with Matlab
Many of us are familiar with modeling a continuous-time system in the frequency domain using its transfer function H(s) or H(jω). However, finding the time response can be challenging, and traditionally involves finding the inverse Laplace transform of H(s). An alternative way to get both time and frequency responses is to transform H(s) to a discrete-time system H(z) using the impulse-invariant transform [1,2]. This method provides an exact match to the continuous-time...
The Discrete Fourier Transform and the Need for Window Functions
The Discrete Fourier Transform (DFT) is used to find the frequency spectrum of a discrete-time signal. A computationally efficient version called the Fast Fourier Transform (FFT) is normally used to calculate the DFT. But, as many have found to their dismay, the FFT, when used alone, usually does not provide an accurate spectrum. The reason is a phenomenon called spectral leakage.
Spectral leakage can be reduced drastically by using a window function in conjunction...
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...
