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PDF of $|X(t)| =| e^{j\omega_c t}+W(t)|$

let $X(t) = Ae^{j\omega_c t}+W(t)$, where $W(t)$ is a gaussian process that follows the statistics $W \sim \mathcal{CN}(0,\sigma^2)$ and $\omega_c$ denotes the carrier pulse frequency and $A$ is a ...
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0answers
17 views

Explain the formula of energy in signal processing [duplicate]

Please, give me intuitive understanding of this formula (http://en.wikipedia.org/wiki/Energy_%28signal_processing%29): So t is time, x(t) - signal function, integral is sum of this function on ...
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20 views

Laplace transform and “imaginary infinity”

I was recently studying Laplace transform for the first time, and I'd like to ask the following thing: there was an integral with limit of integration, something like that: a+j×infinity, j the ...
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2answers
42 views

Given the probability distribution of X, whats the PDF of X²?

Let's say we have a random variable $X$ with a certain probability density function $f_x(x)$. 1) How should I find out the PDF of the random variable $X^2$? Problem background: $X_1 = s_1 + W$, ...
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1answer
16 views

Probability function of Acos(x)

Let's say I have a signal $y(t) = Acos(2\pi f_c t)$, where $f_c$ is the carrier frequency and $t$ is the independent variable. Since I work with discrete signals i sample this signal with a sampling ...
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0answers
7 views

How to find out transient response of z-transform (discrete)

Given z-transform transfer function $H(z) = \frac{Y(z)}{X(z)}$, with the corresponding linear ODE, how does one find out transient response of such a transfer function given a certain input?
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13 views

is this possible to put condition on time series

I have a time series $y$ of $N$ data points. I want to apply ARX model with least squares estimation to this time series. Is this possible that I can apply a condition on the time series that if ...
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3answers
59 views

What the terms “basis functions” and “orthogonal” denote in the case of signals?

I am a beginner. I have read that any given signal whether it is a simple or complex one, can be represented as summation of orthogonal basis functions. Also, there are many ways through which basis ...
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14 views

Band Periodicity

this is one of sounds features and it has been used in some AI voice app. "The periodicity property of each sub-band is represented by the maximum local peak of the normalized correlation function." ...
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0answers
11 views

Fourier coefficients for pattern analysis

There are many areas like, gait analysis, where we recognize persons by analyzing their silhouettes taken while they are at different stages of their walking where analysis also carried on in ...
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1answer
22 views

How to calculate power of a non-continuous signal

I have to find the power of the following signal and would like to know if I'm doing this right or, if I'm doing it wrong, how to do it. The equation for power in my textbook is $\overline{m^2(t)} = ...
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0answers
15 views

Parameterizing a linear compressor

I am hoping to build a function $f_{A,B,\alpha}(x \in \mathbf{R} ) \rightarrow y \in \mathbf{R}$ that serves as a positive signal compressor. The function acts on an input signal $x\left(t\right)$ one ...
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1answer
55 views

Is this solution correct? [Discrete-time signals and systems]

Consider this question taken from Oppenheim - Discrete-time Signal and Systems: Now consider its solution (from the Solutions manual) My question is: is the solution for itens (a) and (b) valid? ...
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0answers
69 views

Puzzle to puzzle you:image [closed]

Suppose 3 1D Signals x(t), y1(t) and y2(t) are given as x(t)=sin(40*pi*t); y1(t)=.5*sin(40*pi*t) and y2(t)=x(t)+y1(t). Left side =Right side Here,values of x(t)and y1(t)i.e.(Right side) are given ...
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0answers
17 views

A 2D smoothing convolution filter

I'm trying to find the right form of a 2D filter that will do the following to a matrix after linear convolution: Let A = [ ? ? ?] [ ? ? ?] [ ? ? ?] and B = ...
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0answers
19 views

Filter transfer function to state space

I'm trying to change this filter transfer function to state space representation $ y_t=\frac{1+b_1 z^{-1}}{1+a_1 z^{-1} +a_2 z^{-2}}u_t $ I tried writing it as time series $ y_t+a_1 ...
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2answers
76 views

Fourier Decompositon

have a look at this video of Fourier Decomposition of an image (otherwise you can also refer the image, which shows few plots of different extracted waves from an image). We also know that a Fourier ...
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1answer
36 views

Calculating Fourier Transform of $\sum_{n=1}^{3}\sin(2\pi \frac{n}{8}\frac{t}{T})$

This question deals with finding the Nyquist Frequency of a given signal. Suppose you have the signal $x(t)=\sum_{n=1}^{3}\sin(2\pi \frac{n}{8}\frac{t}{T})$ in the time domain where $T>0$ is some ...
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1answer
17 views

What is the sum over a shifted sinc function?

What is the sum of a shifted sinc function: $$g(y) \equiv \sum_{n=-\infty}^\infty \frac{\sin(\pi(n - y))}{\pi(n-y)} \, ?$$
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0answers
16 views

How to represent a periodic function as the sum of sinc functions in fourier transform

Suppose function $f(t)$ is 1-periodic. This means that in fourier transform, $F(\omega)$ is sum of impulse signals (dirac delta function and its shifts) at the multiples of $1$. Now we can form $g(t)$ ...
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1answer
34 views

Is it possible to reconstruct signal using phase only or magnitude only?

I am studying Fourier Transform and it's inverse. We get phase and magnitude from Fourier transform and reconstruct it back from both together My question is that is it possible to reconstruct given ...
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1answer
25 views

Meaning of co-ordinate system of Covariance matrix

Can we think that any matrix representation has an underlying co-ordinate system? Now consider a positive definite sample covariance matrix. If so what is the meaning of the co-ordinate system of the ...
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2answers
40 views

Discrete Fourier Transform of generalised Hamming Window

The generalised Hamming Window is defined as: $$ w(n) = \begin{cases} \alpha - (1 - \alpha)\cos(2 \pi n /N), & \text{if $ 0 \leq n \leq N$} \\ 0, & \text{otherwise} \end{cases} $$ with $ 0 ...
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0answers
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Does exise a,b,c make the same input lead to same output?

The first function is y[n]=x[n]+0.5*x[n-1]+0.25*x[n-2] the other is y[n]=a*x[n+1]+b*x[n]+c*x[n-1] Does exist some ...
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0answers
28 views

Fourier transform of a 3sinc^2(100πt)

I'm currently studying for an exam, and I'm not sure the textbook's answer for the fourier transform of 3sinc^2(60πt) is correct. For this question, I incorporated the duality property. Below is my ...
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0answers
13 views

How to express a signal in terms of Riesz bases?

Fast discrete wavelet transform allows us to express any discrete signal in terms of wavelet bases by convolution with filter coefficients. How can one express a digital signal in terms of ...
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1answer
42 views

Proof of the discrete Fourier transform of a discrete convolution

Let the discrete Fourier transform be $$ \mathcal{F}_N\mathbf{a}=\hat{\mathbf{a}},\quad \hat{a}_m=\sum_{n=0}^{N-1}e^{-2\pi i m n/N}a_n $$ and let the discrete convolution be $$ ...
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0answers
10 views

Errors of approximating continuous Fourier transform by discrete Fourier transform

In http://planetmath.org/approximatingfourierintegralswithdiscretefouriertransforms some error analysis of using DFT to approximate continuous Fourier transform is indeed done, but there are things I ...
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1answer
27 views

Show if signal is time variant or not

I know that I have to show that \begin{align*} y[n-n_0] &= f \Big( \{x[n - n_0]\} \Big) \end{align*} in order to tell if a signal is time-varying of not. Having a signal $y[n] = ...
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29 views

Exact formula for alias of Discrete Fourier transform for periodic sigals

Suppose that $f(t): \mathbb{R} \to \mathbb{C}$ is a $T$-periodic signal, with highest frequency $f_h$. Now suppose that our sampling rate frequency is lower than $f_h$, and is not any multiples of ...
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40 views

Real and imaginary part of an Eigenvector.

Apology if my question not clear or appropriate. Consider a complex positive definite sample covariance matrix (SCM) generated by a band limited signal on a set of sensors. Is there a relation ...
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0answers
43 views

Savitzky-Golay Coefficients for end points

I've been looking for solution to clean up SG Filter end points and I discovered a shifted set of coefficients in Numerical Recipes that might do the trick. Nr = 0; Nl = 4; 0.086, -0.143, -0.086, ...
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1answer
52 views

Is there a relation between half space and Eigenvectors?

I request earnestly apology if the question is not well defined. I think I understand half space and Eigenvectors to an extent, but could not connect both of them under the same geometry or ...
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0answers
22 views

Spectral Analysis: How to interpret a periodogram.

I'm reading a paper that has to do with financial volatility. The author uses a periodogram to estimate the power spectrum density of the volatility time-series. Evidently, the plot (below) is ...
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0answers
23 views

Condition Butterworth polynomial

My course states that a polynomial is a Butterworth polynomial when it satisfies the following condition: $|B(j\Omega)|=\sqrt {1+{\Omega}^{2\,n}}=\sqrt {1+{(\omega/\omega_p)}^{2\,n}}$ I'm really ...
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0answers
88 views

Properties of eigenvectors of a sample covariance matrix?

My apology if the question is not appropriate. For me Eigenvectors are quite a mystery. Does it have any property that we can relate to the matrix it came from? By property I mean something like the ...
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1answer
19 views

how can I plot the infinite sum in matlab [closed]

I'm lookin for a way to plot $$\hat x= \sum_{n=-\infty}^\infty 0.5cos(1.3\pi n)sinc(t-n)$$ in matlab, and I can't find out how
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23 views

A “Fourier Phase” for (stationary) random processes?

Let $X_t$ be a real w.s.s. random process. Its spectrum is given by $S(f)=\mathcal{F}R_X(\tau)(f)$ where $R_X$ is the process autocorrelation. As $X_t$ is real, the spectrum will be real and ...
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0answers
23 views

How can I make the mean of samples be approximately equal to the mean of actual continuous signal?

Suppose there is signal f(t) that is continuous and periodic. It is known that this f is T-periodic. (but it's not necessarily a single cosine f(t).( I'd like to make the mean of samples be ...
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1answer
21 views

Frequency scaling property for Fourier series

For Fourier transform, there is an equation connecting time-scaling with frequency-scaling. (By scaling, I mean multiplying by constant for time or frequency) Is there such a relation for Fourier ...
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1answer
33 views

Help in understanding step function calculation

Dear community I would appreciate if you can help me understand these equations. I mean how did he jump from line 1 to line 2? How do u[n] get cancel? Then in the last line where did the "8" come ...
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0answers
16 views

How to check periodicity of $f(t)$ using samples

Suppose that we know that signal $f(t)$ is $T_1$-periodic. Let $f_1 = 1/T_1$. But we want to know whether signal is $T_2$-periodic also. Let $f_2 = 1/T_2$, and $f_2$ is positive integer multiples of ...
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1answer
27 views

If $f(t)$ is periodic, is there any $t$ that would equal to DC components?

Suppose $f(t)$ is periodic with period $T$. Would there be $t$ that would necessarily equal to DC component (it can be scaled)? By DC component, I mean $F(0)$ where $F$ is fourier coefficient of $f$. ...
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0answers
21 views

Is there anything similar to DTFT for Fourier series?

So if sampling condition is met well, with aperiodic signals we have discrete-time Fourier transform (DTFT) that allows us to get frequency-domain data that resemble continuous-time fourier transform. ...
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1answer
21 views

Convergence property of DTFT toward DFT when function is periodic

from Wikipedia: When the input data sequence $x[n]$ is $N$-periodic, DTFT can be computationally reduced to a discrete Fourier transform (DFT), because: $ X_{1/T}(f)$ converges to zero ...
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1answer
22 views

Is it possible for continuous fourier transform of a function to have values only on finite number of frequencies?

Is it possible for continuous fourier transform of a function to have values only on finite number of frequencies? Or do these values necessarily impulse values, not complex numbers?
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1answer
36 views

What is a window function with positive spectrum?

I need a real, symmetric window function $x(t) = x(-t)$ whose Fourier transform $\hat{x}(\omega)$ (also real and symmetric) is non-negative $\hat{x}(\omega) \ge 0$ for all $\omega$. The function does ...
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1answer
22 views

Is the DTFT of a sampled Gaussian a positive function?

I have an infinite sequence $x_{n}$ for $n \in \mathcal{Z}$ which is a sampled Gaussian function $x_{n} = \exp(-n^2/a)$ with a > 0. I need to check whether its DTFT $x(\theta) = \sum_{n \in ...
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1answer
27 views

What is the relationship between DTFT and continuous fourier transform?

As title says, what is the relationship between DTFT and continuous fourier transform? Let's say there is continious signal $f(t)$. Continuous Fourier transform convert this into $F(\omega)$. Now let ...
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19 views

Help understanding Wiener filtering formula

I would like some help interpreting the following formula, equation 1 from this paper: https://www.math.uni-bielefeld.de/~rehmann/ECM/cdrom/3ecm/pdfs/pant3/strela.pdf $\hat{X} = ...