The Power Spectrum
Often, when calculating the spectrum of a sampled signal, we are interested in relative powers, and we don’t care about the absolute accuracy of the y axis. However, when the sampled signal represents an analog signal, we sometimes need an accurate picture of the analog signal’s power in the frequency domain. This post shows how to calculate an accurate power spectrum.
Parseval’s theorem [1,2] is a property of the Discrete Fourier Transform (DFT) that...
Wavelets I - From Filter Banks to the Dilation Equation
This is the first in what I hope will be a series of posts about wavelets, particularly about the Fast Wavelet Transform (FWT). The FWT is extremely useful in practice and also very interesting from a theoretical point of view. Of course there are already plenty of resources, but I found them tending to be either simple implementation guides that do not touch on the many interesting and sometimes crucial connections. Or they are highly mathematical and definition-heavy, for a...
An s-Plane to z-Plane Mapping Example
While surfing around the Internet recently I encountered the 's-plane to z-plane mapping' diagram shown in Figure 1. At first I thought the diagram was neat because it's a good example of the old English idiom: "A picture is worth a thousand words." However, as I continued to look at Figure 1 I began to detect what I believe are errors in the diagram.
Reader, please take a few moments to see if you detect any errors in Figure 1.
...Digital PLL's -- Part 2
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...Digital PLL's -- Part 1
1. IntroductionFigure 1.1 is a block diagram of a digital PLL (DPLL). The purpose of the DPLL is to lock the phase of a numerically controlled oscillator (NCO) to a reference signal. The loop includes a phase detector to compute phase error and a loop filter to set loop dynamic performance. The output of the loop filter controls the frequency and phase of the NCO, driving the phase error to zero.
One application of the DPLL is to recover the timing in a digital...
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.
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...
Filter a Rectangular Pulse with no Ringing
To filter a rectangular pulse without any ringing, there is only one requirement on the filter coefficients: they must all be positive. However, if we want the leading and trailing edge of the pulse to be symmetrical, then the coefficients must be symmetrical. What we are describing is basically a window function.
Consider a rectangular pulse 32 samples long with fs = 1 kHz. Here is the Matlab code to generate the pulse:
N= 64; fs= 1000; % Hz sample...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)...
Exponential Smoothing with a Wrinkle
Introduction
This 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...
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.
A Two Bin Exact Frequency Formula for a Pure Complex Tone in a DFT
IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by deriving an exact formula for the frequency of a complex tone in a DFT. It is basically a parallel treatment to the real case given in Exact Frequency Formula for a Pure Real Tone in a DFT. Since a real signal is the sum of two complex signals, the frequency formula for a single complex tone signal is a lot less complicated than for the real case.
Theoretical...Setting Carrier to Noise Ratio in Simulations
When simulating digital receivers, we often want to check performance with added Gaussian noise. In this article, I’ll derive the simple equations for the rms noise level needed to produce a desired carrier to noise ratio (CNR or C/N). I also provide a short Matlab function to generate a noise vector of the desired level for a given signal vector.
Definition of C/NThe Carrier to noise ratio is defined as the ratio of average signal power to noise power for a modulated...
Phase and Amplitude Calculation for a Pure Real Tone in a DFT: Method 1
IntroductionThis 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...
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...
DFT Bin Value Formulas for Pure Complex 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 complex tones and an alternative variation. It is basically a parallel treatment to the real case given in DFT Bin Value Formulas for Pure Real Tones. In order to understand how a multiple tone signal acts in a DFT it is necessary to first understand how a single pure tone acts. Since a DFT is a linear transform, the...
Phase and Amplitude Calculation for a Pure Complex Tone in a DFT
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas to calculate the phase and amplitude of a pure complex tone from a DFT bin value and knowing the frequency. This is a much simpler problem to solve than the corresponding case for a pure real tone which I covered in an earlier blog article[1]. In the noiseless single tone case, these equations will be exact. In the presence of noise or other tones...
Frequency Formula for a Pure Complex Tone in a DTFT
The analytic formula for calculating the frequency of a pure complex tone from the bin values of a rectangularly windowed Discrete Time Fourier Transform (DTFT) is derived. Unlike the corresponding Discrete Fourier Transform (DFT) case, there is no extra degree of freedom and only one solution is possible.
Filter a Rectangular Pulse with no Ringing
To filter a rectangular pulse without any ringing, there is only one requirement on the filter coefficients: they must all be positive. However, if we want the leading and trailing edge of the pulse to be symmetrical, then the coefficients must be symmetrical. What we are describing is basically a window function.
Consider a rectangular pulse 32 samples long with fs = 1 kHz. Here is the Matlab code to generate the pulse:
N= 64; fs= 1000; % Hz sample...Multilayer Perceptrons and Event Classification with data from CODEC using Scilab and Weka
For my first blog, I thought I would introduce the reader to Scilab [1] and Weka [2]. In order to illustrate how they work, I will put together a script in Scilab that will sample using the microphone and CODEC on your PC and save the waveform as a CSV file.
Coefficients of Cascaded Discrete-Time Systems
In this article, we’ll show how to compute the coefficients that result when you cascade discrete-time systems. With the coefficients in hand, it’s then easy to compute the time or frequency response. The computation presented here can also be used to find coefficients of mixed discrete-time and continuous-time systems, by using a discrete time model of the continuous-time portion [1].
This article is available in PDF format for...
Filter a Rectangular Pulse with no Ringing
To filter a rectangular pulse without any ringing, there is only one requirement on the filter coefficients: they must all be positive. However, if we want the leading and trailing edge of the pulse to be symmetrical, then the coefficients must be symmetrical. What we are describing is basically a window function.
Consider a rectangular pulse 32 samples long with fs = 1 kHz. Here is the Matlab code to generate the pulse:
N= 64; fs= 1000; % Hz sample...Frequency Formula for a Pure Complex Tone in a DTFT
The analytic formula for calculating the frequency of a pure complex tone from the bin values of a rectangularly windowed Discrete Time Fourier Transform (DTFT) is derived. Unlike the corresponding Discrete Fourier Transform (DFT) case, there is no extra degree of freedom and only one solution is possible.
A Two Bin Exact Frequency Formula for a Pure Complex Tone in a DFT
IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by deriving an exact formula for the frequency of a complex tone in a DFT. It is basically a parallel treatment to the real case given in Exact Frequency Formula for a Pure Real Tone in a DFT. Since a real signal is the sum of two complex signals, the frequency formula for a single complex tone signal is a lot less complicated than for the real case.
Theoretical...Approximating the area of a chirp by fitting a polynomial
Once in a while we need to estimate the area of a dataset in which we are interested. This area could give us, for example, force (mass vs acceleration) or electric power (electric current vs charge).
Three Bin Exact Frequency Formulas for a Pure Complex Tone in a DFT
IntroductionThis is an article to hopefully give a better understanding to the Discrete Fourier Transform (DFT) by deriving exact formulas for the frequency of a complex tone in a DFT. This time it is three bin versions. Although the problem is similar to the two bin version in my previous blog article "A Two Bin Exact Frequency Formula for a Pure Complex Tone in a DFT"[1], a slightly different approach is taken using linear algebra concepts. Because of an extra degree of freedom...
DFT Bin Value Formulas for Pure Complex 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 complex tones and an alternative variation. It is basically a parallel treatment to the real case given in DFT Bin Value Formulas for Pure Real Tones. In order to understand how a multiple tone signal acts in a DFT it is necessary to first understand how a single pure tone acts. Since a DFT is a linear transform, the...
The Discrete Fourier Transform of Symmetric Sequences
Symmetric sequences arise often in digital signal processing. Examples include symmetric pulses, window functions, and the coefficients of most finite-impulse response (FIR) filters, not to mention the cosine function. Examining symmetric sequences can give us some insights into the Discrete Fourier Transform (DFT). An even-symmetric sequence is centered at n = 0 and xeven(n) = xeven(-n). The DFT of xeven(n) is real. Most often, signals we encounter start at n = 0, so they are not strictly speaking even-symmetric. We’ll look at the relationship between the DFT’s of such sequences and those of true even-symmetric sequences.
How the Cooley-Tukey FFT Algorithm Works | Part 3 - The Inner Butterfly
At the heart of the Cooley-Tukey FFT algorithm lies a butterfly, a simple yet powerful image that captures the recursive nature of how the FFT works. In this article we discover the butterfly’s role in transforming complex signals into their frequency components with efficiency and elegance. Starting with the 2-point DFT, we reveal how the FFT reuses repeated calculations to save time and resources. Using a divide-and-conquer approach, the algorithm breaks signals into smaller groups, processes them through interleaving butterfly diagrams, and reassembles the results step by step.
Phase and Amplitude Calculation for a Pure Complex Tone in a DFT using Multiple Bins
IntroductionThis is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by deriving exact formulas to calculate the phase and amplitude of a pure complex tone from several DFT bin values and knowing the frequency. This article is functionally an extension of my prior article "Phase and Amplitude Calculation for a Pure Complex Tone in a DFT"[1] which used only one bin for a complex tone, but it is actually much more similar to my approach for real...
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...
