Tagged Questions

41 views

Function with bounded derivative as ODE

Given a function $x(t)$, I am looking for a function $y(t)$ which closely follows $x(t)$ except that its derivative must be bounded by a constant $c$, i.e. $\dot{y} \leq c$. Is there a way to describe ...
62 views

Moving average as ODE

Is it possible to represent or approximate the moving average $m(t) = \frac{1}{w}\int_{t-w}^t x(\tau) d\tau$ of a function $x(t)$ as a set of ordinary differential equations $\dot{y} = \ldots$? I am ...
182 views

Any good introductory book/tutorial on Fourier Transform (up to FFT) with plenty of exercises and solutions?

I wonder what could be a good book to start learning in depth all aspects of the Fourier transform up to the FFT algorithm, and beyond. I am going to dedicate quite some time on the subject, so I ...
91 views

Multiplication with the derivative of the dirac delta

I have a function $x(t)$ that I'm multiplying with $\frac{d}{dt}\delta(t-kT)$ I know the property that $\frac{d}{dt}\delta(t-kT) = -\frac{\delta(t-kT)}{t-kT}$, and if I use that: ...
32 views

Should mean be subtracted before conducting singular spectrum analysis (SSA)?

I have read that for the multivariate form you need to subtract the mean and divide by the standard deviation. Is this necessary before performing basic SSA on one signal? Thanks
98 views

Symbolic math engines barf on this ostensibly tractable integral.

$$\frac14 \int_{-M\pi}^{N\pi - s} \cos(tu/M) \cos((t+s)u/M)(1-\cos(t/M))(1-\cos((t+s)/N))\space \mathrm d t$$ with integer $u$. Alpha runs out of time. Maxima gives a tremendous result that can ...
53 views

Fourier analysis of an exponential function review

I am working through and reviewing some of the examples presented on Fourier analysis from a Modern Digital and Analog Communication Systems book. In one of the examples, the author goes through the ...
32 views

Integration containing a complex number

Folks, Can I treat the complex number in the following integral: $$\frac1{2\pi}\int\frac1{(1+jw)^2}dw$$ as a constant and move it outside of the integral, like this: ...
30 views

Elimination of complex variable in integral

I have the equation: $$\frac{1}{\tau}\intop_{0}^{\tau}A\sin\left(\Omega t\right)\cdot A\sin\left(\Omega\left(t-\lambda\right)\right)\mathrm{d}t$$ for which the attempted solution is to convert the ...
579 views

Fourier transform of $\left|\frac{\sin x}{x}\right|$

Is there a closed form (possibly, using known special functions) for the Fourier transform of the function $f(x)=\left|\frac{\sin x}{x}\right|$? $\hspace{.7in}$ I tried to find one using ...
983 views

11k views

Integration of sawtooth, square and triangle wave functions

Context After a discussion about how to plot the results of a frequency modulation between two signals on Stack Overflow, I understood that I need to find the time-integral of the following wave ...
916 views

Derivative of a random variable w.r.t. a deterministic variable

I'm reading about time series and I thought of this procedure: can you differentiate a function containing a random variable. For example: $f(t) = a t + b + \epsilon$ where $\epsilon \sim N(0,1)$. ...
229 views

Can it be proven that such functions don't exist?

We are given $x_1,x_2 \in \mathbb{R}$ and we want to find two functions $v_1(t),v_2(t)$ such that: $$x_1x_2 = \int_{-\infty}^{\infty} v_1(t)-v_2(t) dt$$ A very interesting restriction that we have ...
Suppose we have some function $f(x)$ with local extrema at $x_1, x_2, \dots$, and a second function $g(x)$ which is continuous, strictly increasing and non-zero everywhere over the range of the $x_i$. ...