Questions on the mathematical aspects of signal processing. Please consider first if your question might be more suitable for http://dsp.stackexchange.com/

learn more… | top users | synonyms (1)

0
votes
0answers
65 views

problem integrating a dirac comb

Let: $$h(t)=\frac{\sin(\pi t(2N+1))}{\sin(\pi t)}$$ $$I=\int_\frac{-1}{2}^\frac{1}{2} h(t) dt$$ when $N\rightarrow\infty$ , obviously (with a change of variable $v=\pi t(2N+1)$ ): ...
0
votes
1answer
48 views

Understanding a step in the proof of the Inverse Fourier transform theorem

I'm trying to understand the proof of the Inverse Fourier Transform theorem in Stéphane Mallat's "A wavelet tour of signal processing". Near the end of the proof, we have: $ \lim_{\epsilon ...
0
votes
0answers
84 views

Reconstructing sine wave from samples

Suppose there is a sine wave signal, like the following: $$V(t) = M * sin(\phi_0 + \omega*\Delta t)$$ I can have it sampled and obtain $V_1$, $V_2$ and $V_3$ at $t_1$, $t_2$ and $t_3$ such that ...
0
votes
1answer
47 views

Multiple Characteristic Function and the Dirac Comb

Given the impulse train(Dirac comb): $$\Delta_T(t)=\sum_{k\in\mathbb{Z}}\delta(t-kT)$$ where $T$ is the signal period, $\delta(t)$ is the Dirac delta function and $\mathbb{Z}$ is the set of integers ...
1
vote
1answer
39 views

CT Fourier Transform

I need to find the Fourier Transform of the given signal below; $$ x(t) = \frac{\sin(\pi t)}{\pi t} \frac{\sin(2\pi t)}{\pi t}.$$ I know that if $ x(t) = \frac{\sin(Wt)}{\pi t} $ , then $ X(w) = ...
0
votes
3answers
407 views

Fourier Series coefficients/Trigonometric functions

I need some help about finding the Fourier Series coefficient of the given signal; $$ x(t) = \sin(10\pi t + \frac {\pi}{6} ) $$ I know that, $$ a_{k} = \frac{1}{T}\int_{0}^{T} x(t)e^{-jkw_{0}t}dt $$ ...
3
votes
2answers
65 views

Generating points from a standard Gaussian

I'm new to Gaussian distributions and I'm trying to generate say, $ N$ points from a $ M$ dimensional standard gaussian. What does this mean? How would I do this in matlab?
1
vote
2answers
23 views

Data preprocessing

How would you preprocess 2 dimensional data to have 0 mean? Say you have a matrix $M $ that is $p \times q $. Would you calculate the mean of each row, get a vector of length $q $ and subtract each ...
1
vote
0answers
106 views

Whitening matrix for Fast ICA

I have a matrix $X $ with dimension say $ m \times n $ with $ m> n $. I am trying to whiten this matrix in matlab by first taking the $C= \operatorname{covariance}(X)$ followed by eigenvalue ...
3
votes
0answers
40 views

Relationship between 2 sinusoidal signal data sets?

I'm trying to relate a near shore tidal signal (point A) to 3 points along a long model boundary (points B C D). I want to possibly have a relationship between B C D with which we can convert A ...
0
votes
2answers
131 views

Fourier Series Coefficient of a given signal

$$ {\rm x}\left(t\right) = \sum_{k = -\infty}^{\infty}\left[\delta\left(t-\dfrac{k}{3}\right) + \delta\left(t-\dfrac{2k}{3}\right)\right] $$ I need to find the Fourier series coefficient of x(t). I ...
1
vote
1answer
23 views

How do you compute the Fourier Transform of this Unit-Impulse Function?

I have been given this problem from a textbook (not homework, trying to study for an exam. The goal is to find the Fourier transform of this function. $\sum_{k=0}^\infty a^k*\delta(t-kT), |a|<1$ ...
0
votes
0answers
36 views

DFT one-dimensional vector

That's a way to define one-dimensional Discret Fourier Transformation (DFT)? If I have a signal $x \in \mathbb{R}^N$ and I take a rectangular window of lenght M: $y = (x_m, x_{m+1}, x_{m+2}, .., ...
1
vote
0answers
93 views

Fourier Transform over function depend on time and frequency

In my task I need to perform Inverse Fourier Transform from spectrum that depend on time and frequency arguments simultaneously. E.g., I have a discrete spectrum of some function $S(t, f)$ with $2N$ ...
0
votes
1answer
45 views

Omitting part of Frequency domain, Fourier Transform, Image Processing

In my Image and Signal Processing lecture, the Professor said that if every other column of the frequency domain of an image is zeroed out, then the reconstructed image is aliased. (along the x-axis) ...
0
votes
1answer
136 views

Why arctan equal to -90 degrees?

Can somebody show me why $$-\arctan\left(\frac{2\pi}{1-\cos(2\pi)}\right)$$ equals to $-90^\circ$ degrees? Thanks.
1
vote
1answer
70 views

symmetric window for discrete windowed Fourier transform

The discrete windowed Fourier transform of a signal $f$ of period $N$ is given by $$ Sf[m,l]=\sum_{n=0}^{N-1}f[n]g[n-m]\exp\left(\frac{-i2\pi l n}{N}\right). $$ Why is it that the window $g$ must be ...
0
votes
0answers
67 views

How to prove Fourier inverse transform worked?

$$g(t)=\int\limits_{-\infty}^{\infty}g(f)e^{i\omega t}df$$ $g(t)$ is a function of time, $g(f)$ is a function of frequency, $e^{i\omega t}$ represent wave, and $\omega = 2\pi f$, the angular ...
3
votes
0answers
56 views

Recovery of Bandlimited Signals

Let $\Omega > 0$ and denote by $\mathcal{B}_\Omega$ the subspace of $L^2(\Bbb R)$ consisting of signals that are bandlimited to $(-\Omega, \Omega)$. Denote $\mathcal{L}_{\Omega} : L^2(\Bbb R) ...
0
votes
0answers
37 views

how can evaluate this integral?

how can calculate this integral: $$A=\int _{-\infty}^{\infty}exp(j2\pi ft)df$$ its answer is $\delta (t)$(impulse function), however how can I get this answer? Thanks in advance.
0
votes
0answers
158 views

Q: Calculating Fourier Coefficients and Inverse Fourier Transform

Let $\Omega >0$ and $x \in \mathcal{B}_{\Omega/2}$ is continuous. Define $\hat{y}(\omega) = \sum_{n \in \Bbb Z} \hat{x}(\omega - n\Omega)$. If $\hat{y}$ is expressed as \begin{equation} ...
0
votes
1answer
31 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 ...
2
votes
1answer
95 views

3-bit sensors — A question about Hamming distance in signals

I came across this question on Willy Wu's riddle site You have two 3-bit sensors, A and B, that measure the same thing, whatever it is -- temperature of the room, radioactivity levels, whatever. ...
0
votes
0answers
101 views

Differential equations and Kalman filters

I have been told that every differential equation has an associated Kalman filter. How do we get the Kalman filter of a given differential equation. For example let's say we have $$my''+cy'+ky=f(x)$$ ...
0
votes
1answer
120 views

How to interpret the results of 2D Fourier Transform on an image?

I have a class where we're studying signals processing (mostly filtering of sounds and images) and while I kind of understand the results of a Fourier Transform for sounds I don't really get the ...
0
votes
1answer
65 views

Using the FFT to align two instances of the same signal

I'm working on a program that has a software oscilloscope-like viewer for audio signals. The scope basically takes in blocks of signals at a regular rate and adds them to its existing signal data. ...
17
votes
3answers
601 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 ...
1
vote
2answers
1k views

How can a unit step function be differentiable??

Recently, I am taking a Signal & System course at my college. In all of the signal & system textbooks I have read, we see that it is written " When we differentiate a Unit Step Function, we ...
1
vote
2answers
158 views

Mathematical explanation for image edge detection and denoising

I am trying to understand why the convolution kernel, $$\left[\begin{array}{rrr} -1&-1&-1\\ 2&2&2\\ -1&-1&-1 \end{array}\right]$$ detects the edges in an image. If anyone has a ...
1
vote
1answer
168 views

Can the measurement matrix used for compressive sensing be a sparse matrix?

I am interested in analyzing Compressive Mechanism: Utilizing Sparse Representation in Differential Privacy. In my research, the measurement matrix $A\mathbb \in R^{m \times n}$ needs to be sparse. ...
0
votes
1answer
572 views

DSP, discrete time, how to calculate the frequency

this is from Digital Signal Processing, 4th ed, Sanjit K Mitra, problem 2.39b. The question is: Determine the fundamental period of $x[n] = cos(0.6n\pi + 0.3\pi)$ Since x[n], is in square brackets, ...
1
vote
1answer
617 views

Regarding $x^2-a^2$ inside the argument of dirac delta

My undergraduate system textbook has this property in the appendix $$\delta(x^2-a^2)=\frac{1}{2|a|}[\delta(x-a)+\delta(x+a)]$$ and I can't seem to derive the result I tried the following: ...
1
vote
2answers
2k views

Is impulse response always differentiation of unit step response of a system?

I was trying to solve a question in which the transfer function of a system was asked, its unit step response being given: c(t) = 1-10exp(-t) The method that the book followed was to first find out ...
2
votes
2answers
140 views

Why are these two delta function equal

In my system textbook it claims that $$\delta(x)=\delta(-x)$$ I understand the proof as follow $$\int_{-\infty}^\infty f(x)\delta(-x)\,dx$$ let $u=-x\,\:,\: du=-dx$ $$\int_{-\infty}^\infty ...
2
votes
3answers
1k views

Proofs of dirac delta property

How would I formally prove this property of dirac delta? $$\int \delta(a-x) \delta(x-b) \,dx = \delta(a-b) $$ I attempted to use the definition of a dirac delta $$\int ...
0
votes
1answer
37 views

understanding bases and frames for Gabor transform

For the 2D discrete Gabor transform, why is it that we cannot use a set of orthonormal basis for its representation, instead we have to use frames for representing it?
3
votes
0answers
446 views

Wavelets: Cone Of Influence

While reading this paper I came across the term Cone of Influence which is described as ...
0
votes
1answer
63 views

Amplitude versus time producing unexpected patterns.

I am writing a program to generate audio frequencies in multi-channel PCM format. This question may be more suited on an audio forum but I would like to know what is going on mathematically. My ...
0
votes
1answer
54 views

Periodic Fuctions - Signals -

If, in the periods, the two half's signal periodic have the same form and opposite phases, the periodic signal has symmetry of half wave. If the periodic signal $g(t)$, of period $T_0$, satisfy the ...
1
vote
1answer
4k views

The definition of NMSE (normalized mean square error)

Many papers use the NMSE function without ever explicitly defining it. I have always assumed that $$MSE(x,y)=\frac 1N \sum_i (x_i-y_i)^2$$ and $$ NMSE(x,y)=MSE(x,y)/MSE(x,0) = \frac{\| x-y\|_2^2}{\| ...
0
votes
1answer
51 views

Interpret convolution diagram

How do I interpret this "do convolutions" diagram? 1) How are the results computed? 2) When looking at this part: "x[n-k]" Do you interpret convolutions as delays or time reversals? $ y[n]= ...
0
votes
1answer
715 views

Undecimated Wavelet Transform (a trous algorithm) - how to determine 'anchor'/'center' of convolution filter

i am currently implementing the 'Undecimated Wavelet Transform' with the 'a trous' algorithm. See e.g. http://www.znu.ac.ir/data/members/fazli_saeid/DIP/Paper/ISSUE2/04060954_2.pdf, section II-A. As ...
0
votes
1answer
89 views

Given a signal in the time domain, is there a way to determine a function that produces that signal?

Disclaimer: I'm by no means an expert in any of this, and I'm just wondering whether a solution to this problem already exists. Using a raw audio waveform as an example, let's say you have a 1:00m ...
3
votes
0answers
76 views

Need a fast algorithm of adaptive convolution

Good morrow, gentlemen! I have to apply some kind of adaptive filter to my function $f(x).$ I present each point of my signal as a Gaussian, whose bandwidth depends on its location (not the point of ...
1
vote
0answers
65 views

Difference between Signal Processing and Filtering Theory

Here's a question. I have been reading the entries on wikipedia on signal processing and the filtering problem. It seems as both theories are conserned with the processing or estimation of some ...
0
votes
0answers
64 views

Adaptive convolution

I have some 1D function $P_0(x)$ and a filter function $g_h(x)$. Also, i have a known function $h(x)$, that is the desired filter bandwidth in any point. So, I have to convolve my function with a ...
4
votes
2answers
176 views

Detecting increasing pulse trains

I have a one dimensional point process representing the times of events which is also mixed in with lots of data that I regard as noise. The interval between the events in the point process are ...
0
votes
1answer
89 views

Fast evaluation of a variant of the convolution

Suppose $\{f_n\}$ and $\{g_n\}$ are finite sequences of complex numbers with $0\leq n \leq N-1$. The convolution $\{h_n\}$ of these two sequences is $$ h_n = \sum_{m = 0}^{N-1} f_m\; g_{n - m}\, . $$ ...
3
votes
2answers
1k views

Waves of differing frequency are orthogonal - help me understand

I know that sinusoidal waves of different frequencies are orthogonal to each other. For instance: ...
0
votes
1answer
57 views

Background subtraction

I have a histogram of counts which is made from ion fragmentation and noise superimposed on top of it. I also have an image of just the noise. What I want to do is to subtract the noise of the total ...