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)

42
votes
10answers
4k views

What's the difference between $\mathbb{R}^2$ and the complex plane?

I haven't taken any complex analysis course yet, but now I have this question that relates to it. Let's have a look at a very simple example. Suppose $x,y$ and $z$ are the Cartesian coordinates and ...
7
votes
3answers
1k views

Looking for a Calculus Textbook

I want to start signal processing and I need a book that satisfies my mathematical requirements: I am in the third grade of high school and I don't know any useful thing about limit, differential, ... ...
17
votes
3answers
21k views

How do I exactly project a vector onto a subspace?

I am trying to understand how - exactly - I go about projecting a vector onto a subspace. Now, I know enough about linear algebra to know about projections, dot products, spans, etc etc, so I am not ...
5
votes
3answers
712 views

How can I interpret “energy” in signals?

I am learning about various signal processing methods in my university course, and I can't seem to grasp what 'energy' in signals represent. I mean, I know that it is the integral of the absolute ...
21
votes
8answers
6k views

Rapid approximation of $\tanh(x)$

This is kind of a signal processing/programming/mathematics crossover question. At the moment it seems more math-related to me, but if the moderators feel it belongs elsewhere please feel free to ...
6
votes
3answers
719 views

Describing a Wave

I have this wave in front of me, and I am to describe this into a math description such as its function that is equivalent to representing this wave. I have no idea how to start and could use some ...
2
votes
2answers
996 views

Physical interpretation of L1 Norm and L2 Norm

In signal analysis, students have no qualms about associating the L2 norm of a square integrable function f(t) as the energy associated with that signal. A good understanding of whether a function f(...
1
vote
2answers
213 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 ...
1
vote
0answers
19 views

Complex filter factorizations - continued

Continuing from this rather silly trivial question factoring real valued filters into shorter complex ones, hoping this won't be as trivial. If we modify it a bit: $$z_0 = e^{2\pi i / 8}$$ and $$\...
0
votes
1answer
44 views

Help in understanding a coding technique based on inverse mapping of a dynamical system

Based on paper titled : Simultaneous Arithmetic Coding and Encryption Using Chaotic Maps by Kwok-Wo Wong et. al The Authors use a non-linear dynamical system for generating keys to be used in ...
0
votes
2answers
2k views

DTFT of a triangle function in closed form

I am sampling a continuous signal $x_c(t)$ that follows a triangle function in the time domain, meaning: $$x_c(t)=\left\{\begin{array}{rl}1-|t/a|,&|t|<|a|\\ 0,&\mbox{otherwise}\end{array}\...
17
votes
3answers
1k 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 Mathematica,...
10
votes
5answers
6k views

Extracting exact frequencies from FFT output

Say I pass 512 samples into my FFT My microphone spits out data at 10KHz, so this represents 1/20s. (So the lowest frequency FFT would pick up would be 40Hz). The FFT will return an array of 512 ...
4
votes
1answer
939 views

What is a cardinal basis spline?

Wikipedia says: the normalized cardinal B-splines tend to the Gaussian function and writes them as "Bk". Meanwhile, cnx.org Signal Reconstruction says: The basis splines Bn are shown ... ...
4
votes
4answers
4k views

Adjustable Sigmoid Curve (S-Curve) from $(0,0)$ to $ (1,1)$

I feel like this is such a simple question but I am at such a loss. I currently have a set of values that I would like to weigh by an S Curve. My data ranges from $0$ to $1$ and never leaves those ...
3
votes
1answer
13k views

Prove of the Parseval's theorem for Discrete Fourier Transform (DFT)

If $x[k]$ and $X[r] $ are the pair of discrete time Fourier sequences, where $x[k]$ is the discrete time sequence and $X[r]$ is its corresponding DFT. Prove that the energy of the aperiodic sequence $...
2
votes
0answers
124 views

Analysing an optics model in discrete and continuous forms

A discrete one-dimensional model of optical imaging looks like this: $$I(r) = \sum_i e_i P(r - r_i)$$ Here, the $e_i$ are point light sources at locations $r_i$ in the object and $P$ is a point ...
2
votes
2answers
78 views

Using Parseval's theorem to solve an integral

The question at hand is to use Parseval's theorem to solve the following integral: $$\int_{-\infty}^{\infty} sinc^4 (kt) dt$$ I understand Parseval's theorem to be: $$E_g = \int_{-\infty}^{\infty} ...
0
votes
2answers
73 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. $$ \int\limits_{(n-1)T}^{nT}\left[\...
6
votes
1answer
910 views

Zero-padding data for FFT

If I take a discrete Fourier transform of $\{ c_1, c_2, \ldots, c_n\}$ where $n$ is prime, I am rather limited in the FFT algorithms available to me and their performance. Additionally, having mixed-...
4
votes
1answer
2k 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 $\epsilon \sim N(0,1)$. ...
3
votes
1answer
203 views

Detecting periodicity in point processes

I have data from a periodic one dimensional point process representing the times of events which is also mixed in with lots of data that I regard as noise. The total number of points is of order one ...
2
votes
1answer
75 views

Fourier transform of a certain equality / discrete time Fourier transform of Dirac delta?

This comes from Stephane Mallat's Wavelet Tour text; however, I will phrase my question independently of it. I apologize that this is sort of long-winded. We have a function $f$ which satisfies the ...
2
votes
2answers
4k views

What is the inverse z transform of 1/(z-1)^2?

I'd like to know how to calculate the inverse z transform of $\frac{1}{(z-1)^2}$ and the general case $\frac{1}{(z-a)^2}$
1
vote
1answer
133 views

Subderivative of $ ||Au||_{L^{\infty}} $ to compute proximal operator

I am looking for ways to compute the subderivative of $ ||Au||_{L^{\infty}} $, as I want to solve the minimization problem of \begin{equation} \min\limits_u \quad \lambda ||Au||_{L^{\infty}} + \frac{...
1
vote
1answer
61 views

Fast Fourier Transform as Matrix Factorization

I'm given a vector of length 4 and three matrices that correspond to a Fast Fourier Transform, I'm not exactly sure which one, but I guess it's supposed to be the Cooley-Tukey algorithm. Here is the ...
1
vote
1answer
6k views

What is boxcar averaging?

This is an application in signal processing but what I don't understand is how it's done algorithmically. I've seen some stuff online but most of it is just pictures. I would like an example on some ...
1
vote
1answer
51 views

Deriving the autocorrelation function for the ARMA model

Definitions The ARMA model $$x_n=-\sum_{p=1}^P a_px_{n-p}+\sum_{q=0}^Qb_qw_{n-q} \tag{1}$$ where $w_n$ is zero mean stationary white noise with unit variance. Question To derive the ...
1
vote
1answer
5k views

What does upside down “v” ($\wedge$) mean in this equation?

I have a simple question, but it is hard to google it. I have this equation here: $$y(t, x) = \sum_{i=1}^{d}(|x_i| \wedge t)^{2} $$ Here $x$ is a size $d$ signal and $t$ is just a scalar. I am not ...
1
vote
0answers
40 views

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 ...
1
vote
0answers
23 views

Complex filter factorizations

There is a famous low pass filter $[1,2,1]$ in signal processing which can be factored in the sense of a convolution product over the real numbers : $[1,1] * [1,1]$. This is the only way to do it over ...
0
votes
2answers
106 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: $X_1 = s_1 + W$, ...
0
votes
3answers
71 views

Why is the convolution output in terms of 't' not $\tau$?

The convolution integral is defined as: $$y(t) = (h * x)(t) = \int^{+\infty}_{-\infty} h(\tau). x(t-\tau)\ d\tau$$ where $h(t)$ and $x(t)$ are functions in terms of time. Why is $y$ in terms of '$t$...
0
votes
0answers
21 views

Is the sum of all cross-correlation samples representative of target existence likelihood?

Answers to this question take the peak in the cross correlation as the measure to the likelihood of the trigger signal exist in the received signal - this is pretty much text book. My question is ...
0
votes
1answer
48 views

Reconciling different definitions of orthogonality

I want to establish about orthogonality in my mind. I knew the orthogonality of two functions $f$ and $g$ in interval T like the following: $$ \int_{<T>}f(t)g^*(t)~dt=0 \tag{1} $$ where $$ g^*(...