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Mathematical Backing for Observations seen in Adding Independent Random Variables Together

So I have a function Y = F(N) that takes as an argument an integer number N and returns a summation of N sine-waves of different random parameters. I have plotted the results of two function calls ...
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0answers
8 views

Signal processing linear invariant causal systems

What is the frequency response of the linear invariant causal systems? I know that the response of linear invariant causal systems is g(k)=0 for k<0 but how about the frequency response?
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32 views

Fourier series for a Sinusoid in a conventional way?

So my TA in class introduced this amazing way of finding fourier series coefficients for a sin wave, by writing $ sin( \omega t ) = (e^{i\omega t}-e^{-i\omega t}) / 2i $ ----(1) Hence getting the ...
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0answers
11 views

How should I calculate a rolling autocorrelation?

I have an array of data $ \mathbf{y} \in \mathbb{R}^n $, and I need to calculate the lag-1 autocorrelation between sections of this array 7 elements long. For all intents and purposes, we can imagine ...
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4answers
70 views

Integrating unit impulse function

Given that, $$ \delta(t) = \begin{cases} \infty & \text{if } t = 0 \\ 0 & \text{if } t \ne 0\\ \end{cases}$$ How is it that, (A) $$ \int_{-\infty}^\infty \delta(t) dt = 1 $$ (B) $$ ...
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1answer
33 views

Rewrite sinc function

I am working on an exercise in binary transmission systems. The pulses are modeled using a special sinc-function in the time-domain, $f_0$ is the bitrate but just a constant in time domain: $s(t) = ...
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0answers
17 views

estimate the effective size of a gaussian?

How can I estimate the effective size of a gaussian? How bad is think that the size of the gaussian is twice its FWHM? Exist a better way of estimate this effective size?
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0answers
12 views

Change of Variable for Time Invariance Check

I've been studying for a signals and systems class coming this fall and can't figure out how the following change of variable is being applied according to standard definition: $$T[x(t-\sigma)] = ...
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1answer
57 views

confused with the FFT output

I am taking some sensor output and doing fft on it. how to get the exact frequencies from the complex output? my understanding is that bin frequencies and the input frequencies are different. Please ...
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0answers
18 views

averaging of multiple curves for signal processing

I have response (vibration amplitude over frequency steps) measured over various point on my structure. In simpler way: i have 5 response curves(amplitude vs frequency plot) from same structure is ...
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1answer
46 views

Find $a$, given $y(n)=x(n)+ax(n-d)$, interesting question

Me and two friends of mine are working on a project (scholarly purposes only). The goal of this project is to clean an audio signal (speech, a song, anything audio) of echo. Generally speaking, if ...
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0answers
22 views

Express the sum of squares as a percentage of how well two signals match?

So I am using matlab to compare two signals using the sum of squares. So the best possible match will be zero. eg $\sum(y_2 - y_1)$ where $y_2 = y_1$ would be $0$. The larger the sum of squared value ...
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1answer
35 views

How to calculate the partition function of a given distribution?

As noted in A FULL BAYESIAN APPROACH FOR INVERSE PROBLEMS, let $ y = Ax + n$, where $y$ is a $m$ dimensional signal and $n$ is white Gaussian noise with precision $\beta$, so we have: $$ y|x, \beta ...
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0answers
90 views

Is there a closed-form approximation to a band-limited sawtooth?

A partial Fourier Series with no coefficients is equal to the closed form expression: $${A \over n} \sum_{k=1}^n \cos(k\theta) = {A \over 2n} \left\{{\sin([2n + 1]\theta/2) \over \sin(\theta/2)} - ...
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1answer
16 views

Can an arbitrary real function be written in terms of quadratures of an arbitrary frequency with time dependent coefficients?

Given a real function $f$, and a frequency $\Omega$, is it the case that there exist two other real functions $I$ and $Q$ such that $f$ can be written as $$f(t) = I(t) \cos(\Omega t) - Q(t) ...
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0answers
33 views

Sampling a Chebyshev polynomial with the discrete cosine transform

I have a Chebyshev polynomial $f$ of degree $n$ in point-value form \begin{align} f&=:S = \left( \left( x_i, y_i \right) \right)_{i=0}^n, \tag{1} \\ x_i &= \cos\left( \frac{i \pi}{n} \right), ...
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2answers
69 views

Help needed with the integral of an infinite series

Can you please help me with the integral of this series? I came across it in a signal processing paper and haven't been able to figure out the solution myself. $$ ...
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1answer
50 views

Help needed with the integral of an infinite series

Can you please help me with the integral of this series? I came across it in a signal processing paper and haven't been able to figure out the solution myself. $$ ...
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0answers
18 views

DFT of subdomain of periodic domain

$f(t_i,x_j)$ is a solution of stochastic differential equation on grid. $j=[0,N+1]$, $i=[0,\infty]$ and boundary conditions are periodic: $f(t_i,x_0) = f(t_i,x_N)$ and $f(t_i,x_{N+1}) = f(t_i,x_1)$ ...
2
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1answer
31 views

Inverse-Fourier transform of a function after non-linear frequency modulation

Suppose $g\in L^1(\mathbb{R})$ such that $\hat{g}\in L^1(\mathbb{R})$ too. So $\tilde{g}(x) = \int_{-\infty}^{\infty}e^{i\pi \xi^2}\hat{g}(\xi)e^{2\pi i \xi x}\,d\xi$ is well-defined. Question is: Is ...
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0answers
12 views

How to apply a time shift to a pulse-shape, spanned with spline functions?

I have a sampled pulse shape: $ h = [1, 0.5]$ and I do not know what is its real underlying continuous-time pulse. I want to compute the samples of $h(t-\Delta t)$. If I write the continuous pulse ...
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0answers
24 views

How to decorrelate/Whiten a non-white additive random variable?

I have a signal processing problem where I have the Additive Noise Model (assume Gaussian noise). $$ y = x + w $$ where, $y$ is corrupted signal, $x$ is original signal & $w$ is a non-white ...
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0answers
35 views

Looking for Math books recommendations to study Electronics

My background is the very basics, and I mean, literally, I can add, sub,mul,div and a little of algebra (near, nothing) and that's it. As you can see I need the best Total Beginner Book(s) that can ...
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0answers
30 views

Generating cross-correlated stochastic processes

I am looking for a robust way to represent and generate multiple stochastic processes that contain time and cross-correlations i.e. I am looking at stochastic processes $X_t^{1}$, $X_t^{2}$, $\ldots$, ...
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1answer
25 views

What is the impulse response of the system

Given this input-output system what is the impulse response 𝑑𝑦(𝑡)/dt + 𝑦(𝑡) = 𝑡𝑥(𝑡), 𝑡 ≥ 0, 𝑦(0) = 0 I used an integrating factor to find y(t) y(t) = ${\int t*x(t) *e^tdt\over e^t }$ ...
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2answers
84 views

What could be the mathematical equation of the given signal?

We know that Fourier series for periodic signal $y(t)$ is given by $$ y(t) = \sum\limits_{m=0}^{+\infty} a_m \cos(w_m t) + \sum\limits_{m=0}^{+\infty}b_m \sin(w_m t). \quad (2)$$ Now,I want to find ...
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0answers
23 views

Haar wavelet transformation of a binary vector data over $GF(2)$

I am trying to perform Haar wavelet transformation on the following vector which is defined over $GF(2)$. $[1, 0, 1, 0, 1, 0, 1, 0]$ I am doing it as follows. $[1, 0, 1, 0, 1, 0, 1, 0]$ $\implies ...
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2answers
28 views

particular solution of a difference equation

I am unable to find a particular solution of the following difference equation $$ y[k-1]-5y[k]+6y[k+1]=-u[k-1]+4u[k] $$ with $u[k]=\big(\frac{1}{2}\big)^k$. This is what I tried so far. Because ...
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2answers
55 views

How can I calculate the frequency when my samples don't span a whole period?

I am taking samples at 30Hz of a signal which is a slowly-varying sinewave. The period of the sinewave is expected to drift slowly, but will always be somewhere between 0.5s and 2s. I would like ...
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1answer
55 views

Evaluation of the integral $\int_0^1 e^{2t^2 -at} dt$

I would like to integrate a function in the range $[0,1]$. I tried a lot of ways including Mathlab. All solutions come in terms of some error function. I would like the answer in terms of $a$. ...
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0answers
23 views

Unknown variable in formula - binomial coefficient? [duplicate]

I'm currently researching a filter and don't quite understand one of the equations used there, since it contains a variable I don't know how to calculate: $$(1)\,\,a^{m, k}_s = \frac{c^{k, ...
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0answers
29 views

deconvolution of exp($x^2$)

I would like to know whether we can get the function of type exp($x^2$) by convoluting any functions. That is which function convolution gives exp($x^2$). Thanks in advance
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2answers
54 views

Kolmogorov-Zurbenko filter - Calculation of coefficients

I'm currently researching the Kolmogorov-Zurbenko filter and trying to implement it myself as a way to smooth one-dimensional signal strength values. The basic filter per se is pretty easy to ...
0
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1answer
42 views

Compressive sensing for complex matrix

I'm fairly new to compressive sensing, and I have been looking for a MATLAB implementation of the problem $$ A x = b $$ where $A$ is non square, $x$ is kind of sparse and all the numbers involved are ...
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0answers
18 views

How to analyse data samples scattered in time?

I want to analyse data corresponding to events happening at arbitrary moments in time, and conveying quantitative information. My goal is to study the relationship between the sum of these quantities ...
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2answers
88 views

How to derive FWHM of sinc function

So this is probably a simple question, but I am unable to get my head around it. If we have $\operatorname{sinc}(2 \pi v L)$, what is the width of that $\operatorname{sinc}$ in terms of $v$ at half ...
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1answer
26 views

Show that a sinusoid having a frequency larger than one corresponds to a sinusoid having a frequency less than one.

I am studying electrical engineering for fun online. There is this one solution to a question on an online textbook that does not make any sense to me. The question is: Show that $\cos(2\pi ...
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1answer
51 views

What if the Fourier series of a periodic function also has periodic coefficients $a_k$

If given that $x(t)$ is a periodic continuous time signal, with periodic $T$. It can be expressed by the Fourier series, i.e. $x(t)=\sum\limits_{k=-\infty}^{+\infty}\,a_k\cdot e^{j k \frac{2 ...
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0answers
17 views

Rate of convergence of a Weyl-Heisenberg (Gabor) frame expansion

If $\{g_{m,n}\}$ is a Gabor frame for $L^2(R)$, with window function $g$, and $f \in L^2(R)$, is there a bound on the approximation error of $f$ using a finite subset of the frame? That is, is ...
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2answers
36 views

Why exponential is ignored in particular solution for impulse response ??

For a system govern by the equation: $$ 2y'(t) +4y(t) =3x(t) $$ To calculate it's impulse response we replace $y(t)$ with $h(t)$ and $x(t)$ with $\delta(t)$ and get $2h'(t)+4h(t)=3\delta(t)$ which's ...
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0answers
18 views

Nonparametric changepoint detection for point process

This is a replication of a question I've recently asked on Cross Validated. It hasn't received an answer or much attention, so I've posted it here. I have a family of point processes representing ...
2
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1answer
36 views

Convolution of various functions

There is asked in an example to do convolution $ h_1(t)*h_2(t) + h_3(t)*h_4(t) $ where $h_1(t) = e^{-2t}u(t)$ $h_2(t) = 2e^{-t}u(t) $ $h_3(t) = e^{-3t}u(t) $ $h_4(t) = 4\delta(t) $ and then the ...
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1answer
47 views

First Order differential equation … How did they do it ?

I was studying "continuous and discrete signals and systems" by Samir S. Soliman where I encountered with this first order differential equation: $$ \frac{dy(t)}{dt} + \frac{R_1R_2}{L(R_1+R_2)}y(t) = ...
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0answers
36 views

How to proceed with this simple proof?

If $$\alpha_k = \sum_l a_l \ \ g((k-l)T-l\Delta T)$$ $$s_k = \sum_l \alpha_l \ \ q((k-l)T+k\Delta T)$$ where $a_l \in \pm1$ and $g(t) = \frac {\sin(\pi t/T)}{\pi t/T}$ and $q(t) = \frac {\sin(\pi ...
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1answer
53 views

Condition for existence of Fourier transform?

We can convert signal into frequency domain using Fourier transform. But I think we can't compute Fourier transform of any signal . Fourier transform also should have some limits. So I want to ask ...
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1answer
22 views

Find a difference equation for $h_r[n]$

I'm having a signal \begin{align} h_r[n] &= r^n \sin\Big( \frac{\pi}{2} n \Big) u[n] \end{align} where \begin{align} u[n] &= \begin{cases} 1 & \mbox{if } n \geq 0 \\ 0 & ...
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1answer
18 views

How does this transform algebraically

I have two lines of working that I am trying to understand. First line: \begin{equation} \frac{(1+Z^{-1})\tan\frac{wc}{2}}{(1-Z^{-1})+(1+Z^{-1})\tan\frac{wc}{2}} \end{equation} Next line: ...
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0answers
39 views

Recovering Time Shift Using DFT of Translated Square Pulse?

As an exercise, I attempted to manually translate a pulse $n_0$ steps to the right and recover the translation using the time-shift property. The problem I'm encountering is that the phase unwrapping ...
4
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3answers
54 views

What does it mean that a sine wave is unchanged when added to another sine wave?

From the wikipedia article on sine waves: The sine wave is important in physics because it retains its wave shape when added to another sine wave of the same frequency and arbitrary phase and ...
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0answers
40 views

Is there an exact solution for this resampling (synchronization) problem?

I want to know if there is an exact solution for the following problem and how to approach solving it: I have a discrete-time signal where the Nyquist theorem is satisfied: $$ r_k = \sum_i ...