Linked Questions

20 votes
9 answers
7k views

Is there an algorithm to compute the phase for a single frequecy?

If you have a function $f(t)=A \cdot \sin(\omega t+\phi)$, and reference sin wave $\sin(\omega x)$ what would be a fast algorithm to compute $\phi$? I was looking at Goertzel algorithm, but it doesn'...
SamFisher83's user avatar
9 votes
3 answers
8k views

Extract Sine Phase and Amplitude - accurate and robust method

This is a followup question to one I asked earlier based on the chat after the answer given by @hotpaw2, and cross-posted from stackoverflow since it was suggested it is more relevant to DSP. I have a ...
KBriggs's user avatar
  • 320
6 votes
3 answers
988 views

Does analytic signal have positive instantaneous frequency?

The Analytic representation of a signal has no negative frequencies. Does this mean that everywhere, it's instantaneous frequency is positive?
Sebastian Præsius's user avatar
4 votes
2 answers
1k views

How does the effect of windowing change with the phase of the input signal?

I am calculating the SNR (signal power to noise power) for a sine wave. I don't have an integer number of periods in the waveform being analyzed, so I am using a flattop window to reduce spectral ...
DavidG25's user avatar
  • 119
7 votes
2 answers
813 views

Estimation of the Amplitude of a Sine / Cosine Wave and Its Independence of the SNR / Amplitude of the Wave

Consider a sinusoid in AWGN: $$Y = A \cos(\omega t+\phi)+n $$ Assume the frequency and phase are known. To estimate $A$ we can use least squares (which in this case is equivalent to the DFT): $\hat{A} ...
student1's user avatar
  • 394
1 vote
2 answers
731 views

DFT of a sine, closed form solution and insights

I seek to calculate, mathematically, the Discrete Fourier Transform, $$ \texttt{DFT}\{x\}[k] = \sum_{n=0}^{N - 1} x[n] e^{-j2\pi k n / N} $$ of any arbitrary real-valued sine: any frequency, duration, ...
OverLordGoldDragon's user avatar
4 votes
1 answer
821 views

How to determine the CRLB for FFT based estimator with MATLAB?

I am trying to determine the CRLB for FFT-based frequency estimation in MATLAB. For this, I am simulating a single sinusoid in white noise with different amplitudes and constant noise power. Here is ...
Sparta's user avatar
  • 41
2 votes
2 answers
711 views

The uncertainty principle - Why does it imply that we can't localise

The uncertainty principle states that if you have a signal which is very concentrated in time, then its Fourier transform will be rather outspread and vice versa. However, I don't really understand ...
Richard's user avatar
  • 129
4 votes
3 answers
162 views

Algorithm for finding best matching sin wave to input signal

Question Suppose I take a signal $y(t) = \cos(2\pi \cdot 4.1t + 2)$ and I sample it uniformly up to 2 seconds. Given only these time samples, how would I design an algorithm that finds the pair of ...
GlitchesEtcEtc's user avatar