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33
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10answers
2k 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 ...
18
votes
8answers
3k 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 ...
17
votes
3answers
598 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 ...
12
votes
3answers
446 views

Fast computation/estimation of the nuclear norm of a matrix

The nuclear norm of a matrix is defined as the sum of its singular values, as given by the Singular Value Decomposition of the matrix itself. It is of central importance in Signal Processing and ...
11
votes
3answers
12k views

What does the Fourier Transform mean in the context of images?

This is clearly a very important equation with tonnes of properties that I see come up a lot in image processing literature, but I don't understand why this equation is important, and what it is ...
10
votes
5answers
3k 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 ...
9
votes
3answers
369 views

Removing noise when the signal is not smooth

Suppose we have (an interval of) a time series of measurements: We assume it can be explained as a "simple" underlying signal overlaid by noise. I'm interested in finding a good algorithm to ...
8
votes
2answers
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 ...
6
votes
2answers
251 views

Usage of inverse Laplace transform

At my current study level in college, use of inverse Laplace transform is not mentioned well - textbooks say "use tables." So, can anyone show me how to use inverse Lapalce transform? And also proof? ...
6
votes
3answers
542 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 ...
6
votes
3answers
638 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, ... ...
6
votes
1answer
254 views

Does this curve tend to a square wave?

I have put some Mathematica code here: http://pastebin.com/cY6r7skS that uses this algorithm: $$y1 = Sin[x];$$ $$y2 = Sin[y1];$$ $$y3 = Sin[y1 + y2];$$ $$y4 = Sin[y1 + y2 + y3];$$ $$y5 = Sin[y1 + y2 ...
6
votes
1answer
354 views

Qualitative interpretation of Hilbert transform

the well-known Kramers-Kronig relations state that for a function satisfying certain conditions, its imaginary part is the Hilbert transform of its real part. This often comes up in physics, where ...
6
votes
0answers
283 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, ...
5
votes
3answers
499 views

Period of a product of $\sin$ and $\cos$

I want to find the period of $\sin(t) \cos(\pi t)$. I started off by transforming that into $\frac{1}{2}\left [ \sin((\pi +1)t) - \sin((\pi - 1)t\right ]$, but then I get stuck. How do I find the ...
5
votes
3answers
465 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 ...
5
votes
6answers
529 views

How to generalise the Fourier transform

The Fourier transform approximates a signal using a bunch of sine and cosine waves. The inverse Fourier transform then reconstructs the original signal from this information. I am told that it's ...
5
votes
2answers
5k 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
2answers
98 views

partially reconstruct information of function convoluted with boxcar kernel

the function (f) I want to reconstruct partially could look like this: The following properties are known: It consists only of alternating plateau (high/low). So the first derivation is zero ...
5
votes
2answers
8k views

FFT bins from exact frequencies

I'm trying to understand a few concepts about Fourier Transforms (mainly in the context of signal processing). Let's suppose a signal is sampled at 10kHz and that the FFT size is 1000. If 1000 ...
5
votes
2answers
506 views

Which time-frequency coefficients does the Wavelet transform compute?

(I asked this on Stack Overflow a while ago and didn't get a satisfying answer, so I'm trying again here.) The Fast Fourier Transform takes O(N log N) operations, while the Fast Wavelet Transform ...
5
votes
2answers
6k views

How to fit a curve to a sinusoidal wave

I am wondering how to fit a sinusoidal wave (approximation). I would like to fit it in the form: $y = A\sin(Bx + C) + D$ where $A,\,B,\,C$ and $D$ are constants. The only constants I really care about ...
5
votes
1answer
571 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 ...
4
votes
2answers
104 views

detect largest period in non-harmonic components

let us consider following sinusoidal components $\sin(2\pi 13.5t)+\sin(2\pi 13.99t)+\sin(2\pi 25.3t)+\sin(2\pi 26t)$, clearly this is not periodic in total,because frequencies or periods are not ...
4
votes
2answers
86 views

Reduce formula using Euler's?

I am performing a self-study, and I am lost as to a derivation that has taken place. I basically started with this equation: $$ \Upsilon(\phi) = e^{-j\frac{N-1}{2}\phi} \ \Big[ \frac{1 - e^{j N ...
4
votes
2answers
326 views

Simple lowpass frequency response

Okay, so hopefully this isn't too hard or off-topic. Let's say I have a very simple lowpass filter (something that smooths out a signal), and the filter object has a position variable and a cutoff ...
4
votes
1answer
207 views

When does Discrete Fourier analysis fail to detect a frequency?

I'm using python to learn about Discrete Fourier Analysis. What I want to understand is when does the technique fail to recover some frequency of the signal? I understand how this can occur via the ...
4
votes
1answer
425 views

Fourier Transforms

I'm having a terrible time trying to understand Fourier transforms. I'm very visual so leaving the $X,Y,Z,t$ domain is not working form me :) I'm trying to figure out the basics at the moment. ...
4
votes
1answer
60 views

Can any piecewise function be represented as a traditional equation?

In "Fundamentals of Electrical Engineering" we learned about piecewise functions for the "unit-step" and "ramp" which are represented by $f(x)= \begin{cases}0, & \text{if }x< 0 \\ 1, & ...
4
votes
3answers
352 views

Bases in compressed sensing (signal reconstruction)

I have been posting this kind of question in Cross Validated, but since this one deals almost entirely with mathematics, I will post it here. In signal reconstruction using compressed sensing, we ...
4
votes
1answer
146 views

Mathematically inclined books on Signal Processing Theory

First off, i know this may seem off topic but i could not find help in signal processing communities so i was hoping there would be people here who both love mathematics and have interest in signal ...
4
votes
1answer
1k views

Wiener filter: A good tutorial

I am interested in image analysis and am looking for an approachable tutorial to the Wiener filter. At some point I am interested in implementing such a filter but I would like to have a deeper ...
4
votes
1answer
62 views

Finding the period of the solution to $y'(x) = y(x) \cdot cos(x + y(x))$ with Fourier transform; how to interpret complex result?

A question elsewhere on this site asks about detecting the frequency of oscillations in a system defined by differential equations. The equation is $y'(x) = y(x) \cdot cos(x + y(x))$. The solution ...
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 ...
4
votes
0answers
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
votes
0answers
57 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 ...
3
votes
2answers
2k views

How do you calculate the frequency perceived by humans of two sinusoidal waves added together?

I'm not sure if this is on topic or not. The tag may also not actually fit. If you add together two sinusoidal waves of different frequencies, how do you calculate the frequency of the resulting ...
3
votes
4answers
115 views

How much noise will the average of N noisy signals have?

(Inspired by this question on the photography site) Say you have N copies of the same signal, each with a layer of noise on top. You average these copies together in an attempt to reduce the effect ...
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: ...
3
votes
3answers
121 views

Detecting significant decreases in a signal

I'd like to find a way to detect a significant drop/decrease in a signal. Below is an actual example of what I'd like to accomplish, with the arrow denoting the change that I'd like to detect (only ...
3
votes
1answer
499 views

95% of energy of Bessel Functions

How can we determine what which Bessel function amplitudes contain the majority of the the energy? Similar to the Carson bandwidth rule, I want to determine which sidebands help make up the 95% of ...
3
votes
1answer
74 views

Given a set of 2D points (x,y) (cloud of points), find the points that, when connected, will contain all other points

Given a set of 2D points I have to find the points that when connected will form a polygon that contains all the points in the set. A quick example: imagine you have a set ...
3
votes
1answer
1k 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
2answers
2k views

How do I apply a Gaussian Blur (low-pass filter) to an image made up from a set of points?

I have an image encoded in the form of a list of points, like so: ...
3
votes
1answer
72 views

How do digital filters work in time domain?

I am trying to understand how do digital filters work and how to actually calculate the output numerically. I have read that they are characterised by a transfer function $H(z)$ which results in a ...
3
votes
1answer
222 views

Find the expression and the system impulse response

I've started to learn signal fundamentals and I have to do one exercise and I can't understand something. It is said that $$x[n]=1.5\cos(0.025 \Pi n)(u[n+40]-u[n-40]))$$ and that the signal $u[n-m]$ ...
3
votes
1answer
86 views

Image Reconstruction:Phase vs. Magnitude

Figure 1.(c) shows the Test image reconstructed from MAGNITUDE spectrum only. We can say that the intensity values of LOW frequency pixels are comparatively more than HIGH frequency pixels. $$ ...
3
votes
1answer
122 views

Approximate Periodic Function by shifting Basis Functions

Given a periodic "Target Function" $F(t)$ a set of $N$ periodic "Basis Functions" $B_i(t)$ of arbitrary shape All functions are defined on the same interval $T$. I am allowed to shift ...
3
votes
1answer
64 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 ...
3
votes
2answers
64 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?