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Expectation of a powered complex circular gaussian process

Assuming a complex circular zero-mean gaussian random process (or vector) $\textbf{x}$ $\left(\textbf{x}\sim \mathcal{CN}\left(0,\sigma^2\right)\right)$. $\mathbb{E}\{\textbf{x}\}=0$. The question ...
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0answers
16 views

The mean of a deterministic sequence

could someone explain to me why the expected value of $y(n)$ is the following: $\operatorname{E}(y(n)) = f(n)$ when $y(n) = x(n) + f(n)$ and $x(n)$ has zero mean. But why is the expected value of a ...
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0answers
38 views

A probabilty of error calculation

Let's assume I have $N$ binary strings $\{T_1,T_2,\ldots,T_N\}$ of length $L$. All these strings satisfy a minimum hamming distance with respect to a reference binary string R with $\|R\|_1$ ones and ...
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1answer
24 views

sinc in 2d: how to interprete this in spatial domain?

The following two images are the ideal low pass filter in the frequency domain. As you can see, the origin (low frequency component), can pass through this filter while the high frequency are blocked. ...
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1answer
30 views

Writing a function in terms of the rect and delta functions.

Say I have a function that is equal to 1 at two unit area squares. One is centered at $(-3,0)$ and the other at $(3,0)$. I am trying to find a formula for this function using only the rect function ...
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0answers
18 views

Estimation of Linear Projection

Given a linear system: $Y=AX+W$ Where: $X$ is the input signal of size $N \times K$ $Y$ is the output signal of size $M \times K$ $A$ is a projection of size $M\times N$; with $M >> N$ $W$ ...
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1answer
38 views

Is it always the case that lower frequencies contribute the most in a Fourier series?

Is it always the case that lower frequencies contribute the most in a Fourier series? Or to put it in other words, in the equation: $$f(t)=a_0+\sum^\infty_{m=1} a_m\cos \left(\frac{2\pi mt}{T}\right) ...
2
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1answer
44 views

Is there a way to relate prime numbers and the fourier transform

According to what I know about Fourier transforms, any continuous periodic signal can be represented as a combination of sine and cosine functions. To me, this looks analogous to the "Fundamental ...
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0answers
15 views

Find convolution of u[n]-u[n-2] and u[n]-u[n-2]

Question: Find convolution of $u[n]-u[n-2]$ and $u[n]-u[n-2]$ I have found that $u[n]\cdot u[n]=n$, $u[n]\cdot u[n-2]=n-2$, $u[n-2]\cdot u[n-2]=n-4$ Use linear property, my answer is: ...
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3answers
38 views

How to find the impulse response with input and output given?

The Question: A CT signal x(t), which is non-zero only over the time interval, t = [-2,3] is applied to an LTIC system with impulse response h(t). The output y(t) is observed to be non-zero only over ...
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1answer
33 views

Entropy of noisy signal

We have input signal $X$, the output signal Y and random noise $Z$, then: $$Y=X+Z$$ Of course, the mutual entropy: $$I(Y,X)=H(X)-H(X\mid Y)=H(X)-H(X-Y\mid Y) \geq H(X)-H(X-Y)$$ Could we say that ...
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2answers
22 views

What does conjugation in the time-domain of a signal mean?

I've never been explicitly told what the conjugation of a signal in the time-domain means. I'm mainly asking because in my signals class, my professor stated that for a signal x(t) to be real: x(t) = ...
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0answers
8 views

Z-transform and región of convergence (ROC) [duplicate]

I need complete this problem. Any help me?
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1answer
29 views
0
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1answer
28 views

Why does the discrete cosine transform as matrix multiplication work this way?

I have read that the DCT can be computed as a matrix multiplication. The 8x8 DCT matrix is: $D=\frac{1}{2}\left[\matrix{ \frac{\sqrt{2}}{2} & \frac{\sqrt{2}}{2} & \frac{\sqrt{2}}{2} & ...
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0answers
27 views

Discrete Fourier Transform by hand

I have an assignment where I'm given the DFT of a sequence $x[n]$ as $X[k]=\{4,3,2,1,0,1,2,3\}$ and also $$y[n] = \left\{ \begin{array}[cc] xx[n/2] & \text{if n is even} \\ 0 & ...
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2answers
26 views

How to periodically estimate states of a LTI if the output is measured irregularly?

How can I periodically estimate the states of a discrete linear time-invariant system in the form $$\vec{x}(k+1)=\textbf{A}\vec{x}(k)+\textbf{B}\vec{u}(k)$$ ...
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0answers
22 views

Inverse Fast Fourier Transform to find the voltage across a capacitor of a RC circut

Fourier transform of a RC circuit The following example of a RC circuit describes the use of the fourier transform in order to receive the output voltage across the capacitor. My questions ...
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1answer
34 views

Detecting sinus with unknown period

I have some signal source, that can be in one of two states -- it is either emitting constant value 1.0 or oscillating in the way very close to sinus function from ...
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0answers
11 views

Bound on Signal Amplitude for subspace methods (MUSIC, ESPRIT)

MUSIC and ESPRIT are methods that use subspace decomposition to identify signal Parameters. Subspace decomposition is achieved either by SVD or Eigen Value Decomposition. Subspace decomposition ...
2
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1answer
80 views

A question about integral-squared error.

We consider the problem of representing a time function, or signal, $x(t)$ on a $T$-s interval $(t_0, t_0+T)$, as an expansion. Thus we consider a set of time functions $\phi_1 (t), \phi_2(t), ..., ...
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0answers
21 views

Cross-talk filter with known source

Hello fellow Stackers, This question was also posted on StackOverflow, but perhaps this is a more suitable location for this question. I currently work in an experimental rock mechanics lab, and when ...
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0answers
20 views

Analyzing Cyclic Behavior of the Temperature in an Office Building

let us consider following code ...
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1answer
24 views

Minimum phase non-rational transfer function: Hilbert transform between log magnitude and phase

In Signal Processing literature, it is well known that a minimum phase sequence with rational transfer function ('zeros' and 'poles' in unit circle) has Hilbert transform relation between log ...
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2answers
33 views

I want to know whether the following is periodic or not periodic

I have a question about system properties of the following function whether it is periodic or aperiodic. With an insight, I'd determine the function is aperiodic since the unit-step term looks ...
0
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1answer
25 views

Convolution Case

The * denotes convolution and u[n] as the heaviside function. $x[n]= u[n]α^n$ Determine a sequence $h[n]$ such that-: $x[n]∗h[n]=α^n(u[n+2]−u[n−2])$ I am trying this problem for quite awhile now. ...
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1answer
32 views

Why does the discrete cosine transform compact the information at the “low frequencies”?

I've been investigating about the discrete cosine transform. I think I understand the practical applications it has and how it is used in image/audio compression. I also know it is related with the ...
2
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2answers
44 views

A simple Fourier Transformation

I am a bit stuck with this small basic signal. I have this $$y(t)=\frac{\sin(200\pi\,t)}{\pi\,t}$$ and I want to take its Fourier Transformation. Obviously it looks like the sinc function. But that ...
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1answer
20 views

choose appropriate sampling frequency for yahoo data

let us consider following data from finance.yahoo.com http://finance.yahoo.com/q/hp?a=&b=&c=&d=8&e=16&f=2014&g=d&s=MTLA.HM%2C+&ql=1 for MOTOROLA SOLTN (MTLA.HM), i ...
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2answers
47 views

“Energy” of a signal

If we have a signal $$x(t)=\begin{cases} t &0\leq t < 1 \\ 0.5+0.5\cos(2 \pi t) &1 \leq t < 2 \\ 3-t &2\leq t<3 \\ 0 &\text{elsewhere} \end{cases}$$ It's energy is ...
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0answers
31 views

Fourier Interpolation

I have this Equation, that I modeled from my measurements and simulations. $I^{exp}_{l,m} = (\mathbf{F}^{H}.\mathbf{A}.I^{true})_{l,m}$; $H$ is the Hermitian transpose and $\mathbf{F}^{H}$ is a block ...
2
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1answer
30 views

Variance of amplitude and phase from sin and cos regressors in polar coordinates

On a data set, I estimated the sine and cosine weights at a specific frequency, $\beta_{\sin}$ and $\beta_{\cos}$. I can extract the amplitude and phase from these regressors as follows: ...
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1answer
54 views

Convolution: $ f (-)*g = g(-)* f$ does this mean both $f$ and $g$ have to be even functions?

Assuming $f$ and $g$ are different functions, does $ f (-)*g = g(-)* f$ mean both $f$ and $g$ have to be even functions? In fact, this is equivalent to $f\star g = g \star f$ (i.e., cross-correlation ...
0
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1answer
18 views

Fourier transform and Z transform question?

Lets suppose we have an exercise where I have to find the Z transform and its region of convergence.I find the Z transform and the region.How do I determine if the Fourier transform exists from this ? ...
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1answer
14 views

operative priority with multiple signs

hi everyone I'm confused with the following problem. -+-(-5) how I can resolve this?. first change the value inside of parenthesis or I begin from left to right?.
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0answers
17 views

choose correct variant of signal/noise ratio calculation

let us consider following sinusoidal model ...
0
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1answer
33 views

Signal processing question explanation

We have the system : $$y(k)= |x(k)| +x(-k) + 2x(k-2)$$ In my book it says that this system is not causal and also not stable. I would like a detailed explanation. Edit : its y(k)
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0answers
33 views

understanding discrete-time convolution

I'm trying to understand the discrete-time convolution for LTIs and its graphical representation. standard explanations (like: this one) start with the idea of decomposing an input signal $x[t]$ into ...
2
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1answer
45 views

why use complex numbers when representing periodic signals?

a large class of periodic signals can be defined with sinusoidals. but many texts introduce these and then use a representation of periodic signals that has sinusoidals with real and imaginary parts - ...
0
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1answer
38 views

example of time invariant system and connection to memoryless

textbooks give abstract examples of time invariant and non-time invariant (time sensitive) systems. can you please give an intuitive example of a time invariant system and one which is not? obviously ...
0
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1answer
14 views

Signal “representation” terminology

A paper I'm reading now defines invariant signal "representations" as those functions $\Phi$ of signals $x$ in a Hilbert space such that $\Phi(g\cdot x) = \Phi(x)$ where $g\cdot x$ is the action of ...
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1answer
21 views

Frequency response of unit impulse function

Could someone throw some light on how to get the frequency response of unit impulse function. I am not from EE, but I need it for my wavelet study.
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0answers
19 views

The relation between non-Gaussianity and statistical independency

I have read in Wikipedia article which is talk about ICA , that the definition of statistical independence can be achieved by maximization of non-Gaussianity , my ...
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1answer
59 views

Fourier transform of a continuous non-periodic function in matlab

I would like to use matlab to find an Fourier transfom of a function which is known only on a grid. As an example I take the function f(x) = exp (-x^2), which Fourier transform is known and is equal ...
1
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1answer
43 views

How do component wavelengths *add* to wavelength of light color?

Say you have 3 leds at frequencies (or wavelengths) $u_1, u_2, u_3$ in Hz (or nm). Then how do you calculate the apparent or center of, or blah frequency (I don't know what I want really) of the ...
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1answer
53 views

Why would the discrete fourier transform “see” signals like this? What is the origin of spectral leakage?

The discrete fourier transform of $x = (x_{0},\dots,x_{N-1})$ is defined as $\displaystyle X_{k} = \sum_{n=0}^{N-1} x_{n}\omega^{kn}_{N}$ where $\omega^{kn}_{N} = e^{-2\pi ik/N}$ and ...
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2answers
46 views

How to draw the Bode diagram for a given transfer function?

With this transfer function: $$G(s)=\displaystyle\frac{10(s+1)}{s(0.1s+1)}$$ I need to do operations to draw the Bode diagram manually I have this: $G(jw)=\displaystyle\frac{10jw+10}{-0.1w^2+jw}$ ...
2
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1answer
28 views

Definition of “uniformly regular” signals (as used in the book “Wavelet Tour of Signal Processing”)

The author uses the term "uniformly regular" and I get the idea of it's meaning through the context, yet the phrase is used as if could also have a precise mathematical meaning. Is there a definition ...
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0answers
12 views

How do I get around finding a digital filter which is a narrow bandpass with a small group delay?

I need to find a digital filter that meets the following criterion: Is a narrow bandpass (1/40 of normalized frequency width) As small as possible group delay (preferably less than 300 samples) ...
0
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1answer
28 views

Help for understanding Danielson-Lanczos lemma

The Danielson-Lanczos lemma is the basis for fast Fourier transform algorithms. Now, I do understand this step $\displaystyle X_{k} = \sum_{n=0}^{N-1} x_{n}\omega^{kn}_{N} = \sum_{n=0}^{(N/2)-1} ...