## 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...

## Free Goodies from Embedded World - Full Inventory and Upcoming Draw Live-Streaming Date

Chances are that you already know that I went to Embedded World a few weeks ago and came back with a bag full of "goodies". Initially, my vision was to do a single draw for one person to win it all, but I didn't expect to come back with so much stuff and so many development kits. Based on your feedback, it seems like you guys agree that It wouldn't make sense for one person to win everything as no-one could make good use of all the boards and there would be lots 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...

## 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)

## Free Goodies from Embedded World - What to Do Next?

I told you I would go on a hunt for free stuff at Embedded World in order to build a bundle for someone to win.

## Back from Embedded World 2019 - Funny Stories and Live-Streaming Woes

When the idea of live-streaming parts of Embedded World came to me, I got so excited that I knew I had to make it happen. I perceived the opportunity as a win-win-win-win.

- win #1 - Engineers who could not make it to Embedded World would be able to sample the huge event,
- win #2 - The organisation behind EW would benefit from the extra exposure
- win #3 - Lecturers and vendors who would be live-streamed would reach a (much) larger audience
- win #4 - I would get...

## Spread the Word and Run a Chance to Win a Bundle of Goodies from Embedded World

Do you have a Twitter and/or Linkedin account?

If you do, please consider paying close attention for the next few days to the EmbeddedRelated Twitter account and to my personal Linkedin account (feel free to connect). This is where I will be posting lots of updates about how the EmbeddedRelated.tv live streaming experience is going at Embedded World.

The most successful this live broadcasting experience will be, the better the chances that I will be able to do it...

## Launch of EmbeddedRelated.tv

With the upcoming Embedded Word just around the corner, I am very excited to launch the EmbeddedRelated.tv platform.

This is where you will find the schedule for all the live broadcasts that I will be doing from Embedded World next week. Please note that the schedule will be evolving constantly, even during the show, so I suggest your refresh the page often. For instance, I am still unsure if I will be able to do the 'opening of the doors' broadcast as...

## Stereophonic Amplitude-Panning: A Derivation of the 'Tangent Law'

In a recent Forum post here on dsprelated.com the audio signal processing subject of stereophonic amplitude-panning was discussed. And in that Forum thread the so-called "Tangent Law", the fundamental principle of stereophonic amplitude-panning, was discussed. However, none of the Forum thread participants had ever seen a derivation of the Tangent Law. This blog presents such a derivation and if this topic interests you, then please read on.

The notion of stereophonic amplitude-panning is...

## Live Streaming from Embedded World!

For those of you who won't be attending Embedded World this year, I will try to be your eyes and ears by video streaming live from the show floor.

I am not talking improvised streaming from a phone, but real, high quality HD streaming with a high-end camera and a device that will bond three internet connections (one wifi and two cellular) to ensure a steady, and hopefully reliable, stream. All this to hopefully give those of you who cannot be there in person a virtual...

## Polyphase filter / Farrows interpolation

Hello,

this article is meant to give a quick overview over polyphase filtering and Farrows interpolation.

A good reference with more depth is for example Fred Harris' paper: http://www.signumconcepts.com/IP_center/paper018.pdf

The task is as follows: Interpolate a band-limited discrete-time signal at a variable offset between samples.In other words:Delay the signal by a given amount with sub-sample accuracy.Both mean the same.

The picture below shows samples (black) representing...

## Python scipy.signal IIR Filter Design

IntroductionThe following is an introduction on how to design an infinite impulse response (IIR) filters using the Python scipy.signal package. This post, mainly, covers how to use the scipy.signal package and is not a thorough introduction to IIR filter design. For complete coverage of IIR filter design and structure see one of the references.

Filter SpecificationBefore providing some examples lets review the specifications for a filter design. A filter...

## Design a DAC sinx/x Corrector

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...

## Linear Feedback Shift Registers for the Uninitiated, Part XVI: Reed-Solomon Error Correction

Last time, we talked about error correction and detection, covering some basics like Hamming distance, CRCs, and Hamming codes. If you are new to this topic, I would strongly suggest going back to read that article before this one.

This time we are going to cover Reed-Solomon codes. (I had meant to cover this topic in Part XV, but the article was getting to be too long, so I’ve split it roughly in half.) These are one of the workhorses of error-correction, and they are used in...

## Spectral Flipping Around Signal Center Frequency

Most of us are familiar with the process of flipping the spectrum (spectral inversion) of a real signal by multiplying that signal's time samples by (-1)n. In that process the center of spectral rotation is fs/4, where fs is the signal's sample rate in Hz. In this blog we discuss a different kind of spectral flipping process.

Consider the situation where we need to flip the X(f) spectrum in Figure 1(a) to obtain the desired Y(f) spectrum shown in Figure 1(b). Notice that the center of...

## 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...

## The DSP Online Conference - Right Around the Corner!

It is Sunday night as I write this blog post with a few days to go before the virtual doors of the very first DSP Online Conference open..

It all started with a post in the DSPRelated forum about three months ago. We had just had a blast running the 2020 Embedded Online Conference and we thought it could be fun to organize a smaller event dedicated to the DSP community. So my goal with the post in the forum was to see if...

## Decimators Using Cascaded Multiplierless Half-band Filters

In my last post, I provided coefficients for several multiplierless half-band FIR filters. In the comment section, Rick Lyons mentioned that such filters would be useful in a multi-stage decimator. For such an application, any subsequent multipliers save on resources, since they operate at a fraction of the maximum sample frequency. We’ll examine the frequency response and aliasing of a multiplierless decimate-by-8 cascade in this article, and we’ll also discuss an interpolator cascade using the same half-band filters.

## A Fast Guaranteed-Stable Sliding DFT Algorithm

This blog presents a most computationally-efficient guaranteed-stable real-time sliding discrete Fourier transform (SDFT) algorithm. The phrase “real-time” means the network computes one spectral output sample, equal to a single-bin output of an N‑point discrete Fourier transform (DFT), for each input signal sample.

Proposed Guaranteed Stable SDFT

My proposed guaranteed stable SDFT, whose development is given in [1], is shown in Figure 1(a). The output sequence Xk(n) is an N-point...

## 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...

## Signed serial-/parallel multiplication

Keywords: Binary signed multiplication implementation, RTL, Verilog, algorithm

Summary- A detailed discussion of bit-level trickstery in signed-signed multiplication
- Algorithm based on Wikipedia example
- Includes a Verilog implementation with parametrized bit width

A straightforward method to multiply two binary numbers is to repeatedly shift the first argument a, and add to a register if the corresponding bit in the other argument b is set. The...

## Beat Notes: An Interesting Observation

Some weeks ago a friend of mine, a long time radio engineer as well as a piano player, called and asked me,

"When I travel in a DC-9 aircraft, and I sit back near the engines, I hear this fairly loud unpleasant whump whump whump whump sound. The frequency of that sound is, maybe, two cycles per second. I think that sound is a beat frequency because the DC-9's engines are turning at a slightly different number of revolutions per second. My question is, what sort of mechanism in the airplane...

## 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...## 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...

## The History of CIC Filters: The Untold Story

If you have ever studied or designed a cascaded integrator-comb (CIC) lowpass filter then surely you've read Eugene Hogenauer's seminal 1981 IEEE paper where he first introduced the CIC filter to the signal processing world [1]. As it turns out, Hogenauer's famous paper was not the first formal document describing and proposing CIC filters. Here's the story.

In the Fall of 1979 Eugene Hogenauer was finalizing his development of the CIC filter, the filter now used in so many multirate signal...

## Using Mason's Rule to Analyze DSP Networks

There have been times when I wanted to determine the z-domain transfer function of some discrete network, but my algebra skills failed me. Some time ago I learned Mason's Rule, which helped me solve my problems. If you're willing to learn the steps in using Mason's Rule, it has the power of George Foreman's right hand in solving network analysis problems.

This blog discusses a valuable analysis method (well known to our analog control system engineering brethren) to obtain the z-domain...

## 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...

## Setting the 3-dB Cutoff Frequency of an Exponential Averager

This blog discusses two ways to determine an exponential averager's weighting factor so that the averager has a given 3-dB cutoff frequency. Here we assume the reader is familiar with exponential averaging lowpass filters, also called a "leaky integrators", to reduce noise fluctuations that contaminate constant-amplitude signal measurements. Exponential averagers are useful because they allow us to implement lowpass filtering at a low computational workload per output sample.

Figure 1 shows...

## Goertzel Algorithm for a Non-integer Frequency Index

If you've read about the Goertzel algorithm, you know it's typically presented as an efficient way to compute an individual kth bin result of an N-point discrete Fourier transform (DFT). The integer-valued frequency index k is in the range of zero to N-1 and the standard block diagram for the Goertzel algorithm is shown in Figure 1. For example, if you want to efficiently compute just the 17th DFT bin result (output sample X17) of a 64-point DFT you set integer frequency index k = 17 and N =...

## Ten Little Algorithms, Part 6: Green’s Theorem and Swept-Area Detection

Other articles in this series:

- Part 1: Russian Peasant Multiplication
- Part 2: The Single-Pole Low-Pass Filter
- Part 3: Welford's Method (And Friends)
- Part 4: Topological Sort
- Part 5: Quadratic Extremum Interpolation and Chandrupatla's Method

This article is mainly an excuse to scribble down some cryptic-looking mathematics — Don’t panic! Close your eyes and scroll down if you feel nauseous — and...