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...
Delay estimation by FFT
Given x=sig(t) and y=ref(t), returns [c, ref(t+delta), delta)] = fitSignal(y, x);:Estimates and corrects delay and scaling factor between two signals Code snippet This article relates to the Matlab / Octave code snippet: Delay estimation with...
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...
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" mathematically-derived DSP algorithms.
Design Square-Root Nyquist Filters
In his book on multirate signal processing, harris presents a nifty technique for designing square-root Nyquist FIR filters with good stopband attenuation [1]. In this post, I describe the method and provide a Matlab function for designing the filters. You can find a Matlab function by harris for designing the filters at [2].
Multiplierless Half-band Filters and Hilbert Transformers
This article provides coefficients of multiplierless Finite Impulse Response 7-tap, 11-tap, and 15-tap half-band filters and Hilbert Transformers. Since Hilbert transformer coefficients are simply related to half-band coefficients, multiplierless Hilbert transformers are easily derived from multiplierless half-bands.
Music/Audio Signal Processing
Greetings,This is my blog from the point of view of a music/audio DSP research engineer / educator. It is informal and largely nontechnical because nearly everything I have to say about signal processing is (or will be) somewhere in my four-book...
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...
Evaluate Window Functions for the Discrete Fourier Transform
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...
A Fixed-Point Introduction by Example
Introduction The 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...
The Zeroing Sine Family of Window Functions
Introduction This is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by introducing a class of well behaved window functions that the author believes to be previously unrecognized. The definition...
Design Square-Root Nyquist Filters
In his book on multirate signal processing, harris presents a nifty technique for designing square-root Nyquist FIR filters with good stopband attenuation [1]. In this post, I describe the method and provide a Matlab function for designing the filters. You can find a Matlab function by harris for designing the filters at [2].
Make Hardware Great Again
By now you're aware of the collective angst in the US about 5G. Why is the US not a leader in 5G ? Could that also happen -- indeed, is it happening -- in AI ? If we lead in other areas, why not 5G ? What makes it so hard ? This...
A Fast Real-Time Trapezoidal Rule Integrator
This article presents a computationally-efficient network for computing real?time discrete integration using the Trapezoidal Rule.
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.
A Narrow Bandpass Filter in Octave or Matlab
The design of a very narrow bandpass FIR filter, coded in either Octave or Matlab, can prove challenging if a computationally-efficient filter is required. This is especially true if the sampling rate is high relative to the filter's center...
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.
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 understand the discrete-time model as it is to find the response.
A Beginner's Guide To Cascaded Integrator-Comb (CIC) Filters
This article discusses the behavior, mathematics, and implementation of cascaded integrator-comb filters.
The correct answer to the quiz of @apolin
The correct answer to the @apolin quiz can be easily explained using the following Simulink model: In MATLAB you have to initialize the two filters: h = dftmtx (8); h1 = h (3, :); % The filter of the quiz h2 = h (7, :); % The...
Digital PLL’s, Part 3 – Phase Lock an NCO to an External Clock
Sometimes you may need to phase-lock a numerically controlled oscillator (NCO) to an external clock that is not related to the system clocks of your ASIC or FPGA. This situation is shown in Figure 1. Assuming your system has an...
A Brief Introduction To Romberg Integration
This article briefly describes a remarkable integration algorithm, called "Romberg integration." The algorithm is used in the field of numerical analysis but it's not so well-known in the world of DSP.
Why Time-Domain Zero Stuffing Produces Multiple Frequency-Domain Spectral Images
This blog explains why, in the process of time-domain interpolation (sample rate increase), zero stuffing a time sequence with zero-valued samples produces an increased-length time sequence whose spectrum contains replications of the original...
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.
Find Aliased ADC or DAC Harmonics (with animation)
When a sinewave is applied to a data converter (ADC or DAC), device nonlinearities produce harmonics. If a harmonic frequency is greater than the Nyquist frequency, the harmonic appears as an alias. In this case, it is not at once...
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...
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.
Music/Audio Signal Processing
Greetings,This is my blog from the point of view of a music/audio DSP research engineer / educator. It is informal and largely nontechnical because nearly everything I have to say about signal processing is (or will be) somewhere in my four-book...
Add the Hilbert Transformer to Your DSP Toolkit, Part 1
In some previous articles, I made use of the Hilbert transformer, but did not explain its theory in any detail. In this article, I’ll dig a little deeper into how the Hilbert Transformer works. Understanding the Hilbert Transformer...
Candan's Tweaks of Jacobsen's Frequency Approximation
Introduction This is an article to hopefully give a better understanding of the Discrete Fourier Transform (DFT) by explaining how a tweak to a well known frequency approximation formula makes it better, and another tweak makes it exact. The...






