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7
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306 views

Creating intuition about Laplace & Fourier transforms

I've been reading up a bit on control systems theory, and needed to brush up a bit on my Laplace transforms. I know how to transform and invert the transform for pretty much every reasonable function, ...
4
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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 ...
4
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0answers
59 views

Detecting the respiratory rate of a breating lung.

I am currently working with some data-sets that represents the movements of a beating heart and breathing lungs. The data-sets are represented as a collection of floats that range from 47 to 51. We ...
4
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0answers
82 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 ...
3
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0answers
97 views

Artifacts and low frequencies FFT.

I am working on analyzing a time signal and want to preform a FFT. However I run in to some artifacts at low frequencies. I have managed to reproduce the behavior in a test signal. Given by $S(t) = ...
3
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0answers
41 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 ...
3
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0answers
57 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) ...
3
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518 views

Wavelets: Cone Of Influence

While reading this paper I came across the term Cone of Influence which is described as ...
3
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0answers
95 views

Exponentials of chi-squared random variables (and their sums)

Let $X_1,X_2,\ldots,X_n$ be a sequence of i.i.d. chi-squared random variables with $t$ degrees of freedom, i.e. $X_i\sim\chi^2_t$. I am wondering what is known about the distribution of ...
3
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0answers
193 views

Relationship between DFT and FFT/DTFT

Question 1: Assume we already know $x(t):[0,2\pi]\to\mathbb{R}$'s Fourier series $x[n]_{n=-\infty}^\infty$. Perform DFT on $x[n]_{n=0}^N$. How is the result connected to $x(t)$? WHY? Question 2: ...
3
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0answers
110 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
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0answers
30 views

Sampling theorem.

Let us consider \begin{equation} \hat{f}(x)=\sum_{n\in \mathbb Z}\left\langle\hat{f},e^{i n x}\right\rangle_{L^2[-\pi,\pi]} e^{i n x} \ \ \ \ \ \ \ \ (1) \end{equation} where $\langle g, ...
2
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0answers
21 views

Reconstructing a signal at twice the bit-rate

I have a discrete-time signal as: $\alpha_l = \sum_k a_k g(lT/2 -k(T+\Delta T))$ where $a_k \in \lbrace\pm 1\rbrace$, $g(t)=\frac {sin(2\pi t/T)}{2\pi t/T}$, $T$ is the bit period, and $\Delta T$ is ...
2
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0answers
36 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 ...
2
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0answers
57 views

Expectation and convolution question.

I am learning in an image processing course, and the professor did the following: As part of a derivation, has this: What I do not understand, is how he was able to remove $r(i,j)$ to the ...
2
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0answers
18 views

Transforms with $O(N \log N)$ Complexity

Beside the Discrete Fourier and Walsh-Hadamard operators, are there any non-trivial, bijective operators that admit an evaluation algorithm of $O(N \log N)$ time complexity or better, whose inverses ...
2
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0answers
22 views

How do I estimate the derivative of the current position, when I have only values from past to present?

If I have a discrete real-time signal $x[n]$, with its latest value $x[i]$ and all its past values $x[i-t]$, how can I estimate the derivative at $x[i]$?
2
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40 views

Error bounds in representing a vector using a truncated Moore-Penrose biorthogonal basis

I was reading and trying to reproduce the results in the arXiv preprint of Periodic Gabor Functions with Biorthogonal Exchange: A Highly Accurate and Efficient Method for Signal Compression by Asaf ...
2
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0answers
77 views

Proof of Caratheodory's theorem about the unique determination of a linear combination of sinusoids

Following is a statement of Caratheodory's Theorem about a positivelinear combination of sinusoids :- Any positive linear combination of k sinusoids is uniquely determined by its value at time t ...
2
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0answers
200 views

Checking if (discrete) signal is stationary, BIBO stable and

I have this discrete signal y[n] = sum (x[k+1]h[k-1]), where k goes from -inf to +inf. I need to check if this signal is stable, stationary, and if it's invertible, i need to find it's inverse ...
2
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0answers
237 views

Lloyd-Max Quantizer Problem

Consider the function $z = x^2 + y^2$ , for $0 \leq x \leq 10$ and $0 \leq y \leq 10$. Take a regular discretization with steps $\Delta x = \Delta y = 0.1$ and its histogram as the probability ...
2
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0answers
180 views

MFCC - Why 13 Coefficients

Basically I am trying to computer a MFCC and wondered if you can help. This is the FFT of 1 of the Frames (After I have multiplied the Hamming Window by the Mel Bank Filters) : Here is the DCT of ...
2
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0answers
284 views

Understanding Discrete Cosine Transformation

I'm currently working on some software and a key component is 2D DCT. But my question is more general, as I'm trying to understand the DCT in general, let's say from engineers point of view. For ...
2
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0answers
178 views

How to solve the recursive relation in Kalman filter?

I was wondering how to solve the Kalman filter's recursive equation (also see the appendix at the end of this post) for the estimated state $\hat{\textbf{x}}_{n|n}$ at time $n$, over discrete times ...
2
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0answers
82 views

Scale invariance and $1/f^2$ power spectrum

In the paper Occlusion Models for Natural Images : A Statistical Study of a Scale-Invariant Dead Leaves Model; Lee, A. B. Mumford, D. B. Huang, J.; International Journal of Computer Vision I read ...
2
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0answers
500 views

How can I use the time-frequency uncertainty principle?

I have a signal composed of the summation of a set of sine waves of different frequencies. The amplitude of these sub-signals can change so many times a second. I have been told that, if I want to ...
2
votes
0answers
153 views

Singular Value Decomposition

I want to decompose an image $A$ using the Discrete Wavelet Transform and then find the singular values, $S$, such that $A=USV$. I will then do the same to another image such that $B=USV$. I will ...
2
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0answers
68 views

Means to classify data streams or compare similarity

Last year I converted some Matlab code into c to run on embedded Linux. I'm an engineer and normally shy away from maths, but this got me thinking about different ways to classify data or compare the ...
2
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0answers
249 views

FFT signal post processing

This is more a "post a suggestion" topic rather than a question. And thank you if you are willing to read this whole. I've been studing the code in the Nvidia Cuda SDK regarding how to operate a ...
2
votes
0answers
114 views

Deriving Isosensitivity Functions in ROC space from elementary signal detection parameters

In signal detection, an observer is assigned the task of discerning the presence (or absence) of some signal with accompanying noise. There are four possible outcomes: a hit ($H$), a miss, a false ...
1
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0answers
17 views

recovering bits from distorted signal

I have a signal: $r(t) = \sum_k a_k g( lT/2 -k(T+\Delta T) )$ where $a_k \in \lbrace\pm 1\rbrace$, $g(t)=\frac {\sin(2\pi t/T)}{2\pi t/T}$, $T/2$ is the sampling period, and $\Delta T$ is a ...
1
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0answers
27 views

Averaging and approximation

I read a paper reference at http://arxiv.org/pdf/1101.1764.pdf that if we average a set $V=\{V(t_0,\nu_0), V({t_1,\nu_1),..., V(t_n,\nu_n)}\}$; with $V(t_i,\nu_i)=e^{i\sigma(t_i,\nu_i)}$ then we can ...
1
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0answers
19 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 $M >> N$ $W$ ...
1
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0answers
38 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 & ...
1
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0answers
20 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 ...
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0answers
22 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 ...
1
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0answers
35 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 ...
1
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0answers
22 views

choose correct variant of signal/noise ratio calculation

let us consider following sinusoidal model ...
1
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0answers
34 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 ...
1
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0answers
15 views

Is there a standard way for modeling a Kalman filter where the measurements are obtained from differences?

Consider for simplicity a Kalman filter applied to the one-dimensional state space model $x_{n}=f_{n}x_{n-1}+q_{n}$ $y_{n}=h_{n}x_{n}+r_{n}$ with white noise errors. Assume that $r_n=e_n-e_{n-1}$ ...
1
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0answers
28 views

Do 2 timeseries represent the input better than one?

I only have a very basic familiarity with signal processing and information theory so I'm sorry if this is a very straight forward question. I have a very brief input signal and two timeseries as ...
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0answers
26 views

Solution to iterative equation with floor operation

This question is motivated by the following signal processing problem. Suppose there is a source, which produces vectors of data of length $N_s$, and a filter (or other subsystem) that accepts ...
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0answers
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 ...
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0answers
12 views

number of possible component in sinusoidal model

suppose that we have following model $y[t]=A_1(sin(\omega_1*t+\phi_1)+A_2*sin(\omega_2*t+\phi_2)+....+A_p*sin(\omega_p*t+\phi_p)$+$z(t)$ my question is not related how to determine number of ...
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0answers
31 views

analog BANDPASS filter difference equation

does anyone know what is the difference equation for band pass filters in terms of bandwidth,low frequency,high frequency.... I'm trying to design a band pass DISCRETE filter using Mat lab !
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0answers
18 views

recovering of time series in SSA

i am trying to reconstruct time series from SSA ,because according to this link http://en.wikipedia.org/wiki/Singular_spectrum_analysis there is procedure ...
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0answers
29 views

is following model stationary?

I am interested if following model is stationary,model is represented by following formula $$ x(n) = \sum_{p=1}^{P} a_p \cos(2\pi f_pn + \phi_p) + \epsilon(n) $$ $n$ is changing from $1$ to $N$, I ...
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0answers
60 views

what does the sine function tell you about an input

Intuitively, I'm trying to understand the significance of the input in a sine function. I'm currently, trying to develop intuition behind sinusoids and what the input tells you about the output and ...
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0answers
28 views

use wavelet transform to analyze signal

let us suppose that we have following signal ...
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0answers
66 views

Harmonic F statistic

i am interested what does mean Harmonic F statistic in mathematical language?i have search about $F$ statistic and found a lot of explanation,for example like this "**F Statistic The F statistic ...