Questions tagged [integration]

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2 votes
1 answer
23 views

Problem with the existence of inverse DTFT

I am having trouble on the following exercise and I can't figure out where I am doing something wrong: Given an LTI system described by the following difference equation: $$y(n)=x(n)+2x(n-2)+y(n-1)$$ ...
1 vote
0 answers
60 views

Fourier transform of a top-hat function in the Faraday Measurement synthesis context

I'm currently trying to calculate the Fourier transform of a top-hat function in the context of Faraday Measurement Synthesis. This is pretty straightforward, however, I cannot understand why I cannot ...
0 votes
0 answers
30 views

n-dimentional integral over Multivariate Gaussian

given the prior distribution of $\mathbf{a}=[a_1,\ldots,a_K]^T$ as \begin{equation} p_{\mathbf{a}}(\mathbf{a})= \frac{1}{\pi^K \det{\mathbf{R_{\mathbf{a}}}}} e^{\mathbf{a}^H \mathbf{R}_{\mathbf{a}}^{-...
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0 votes
1 answer
38 views

Representing changing sample rate in block diagram and frequency response plot

I have an discrete integrator which sums over a block of input samples to produce output samples at a lower rate. The integrator sums a block of 8 input samples, multiplies the sum by a coefficient, ...
0 votes
1 answer
31 views

Evaluating the accuracy of an integrator

I'm designing a digital signal processing chain that includes integration of a periodic input followed by decimation/resampling. The processor is integer/fixed point only, so the primary source of ...
0 votes
0 answers
56 views

Numerical Integration Drift

I have collected force platform data to which I calculate acceleration and velocity. The velocity data is presenting what I understand as drift from the numerical integration process that I undertook ...
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2 votes
0 answers
75 views

How to solve Hilbert Transform with empirical discrete data in frequency domain?, from zero to infinity

I have a filter/LTI system frequency response in form of list of values in the frequency domain. I want to get the phase curve/data from magnitude data. Input data can have either linear spaced points ...
0 votes
0 answers
55 views

Derivation of equation 3.8 in Fundamentals of Wireless Communication by Tse and Vishwanath

In the book “Fundamentals of Wireless communication”by Tse and Vishwanath, Can someone help with the how the integration helps derive equation 3.8 ? The equation is $$ p_e= \mathbb P\left\{\left\lvert ...
0 votes
1 answer
27 views

Undo finite difference with arbitrary timesteps

I'm wondering if there is a way to undo a finite difference filter with arbitrary timesteps. In the simplest case of a two-sample finite difference of a time-series $x[n]$, \begin{equation} y[n] = x[n]...
0 votes
0 answers
19 views

How to choose appropriate discretization method for the state estimator?

Let's say I have following open loop state estimator of a dynamic system in the continuous time domain $$ \begin{bmatrix} \frac{\mathrm{d}\hat{\psi}_{r_\alpha}}{\mathrm{d}t} \\ \frac{\mathrm{d}\hat{\...
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0 answers
41 views

How to prove that the integral of Hilbert transform is not equal to the Hilbert transform of the integral?

To prove that $\int_{-\infty} ^\infty \mathcal{H}(g(t))(t)\text{d}t\neq\mathcal{H}(\int_{-\infty} ^\infty g(t) \text{d}t)$, where $\mathcal{H}(\cdot)$ is the Hilbert transform operator My approach to ...
2 votes
1 answer
309 views

Fast computation of a convolution integral with Gaussian kernel

Given a convolution integral with gaussian kernel $$ g(y) =\int_a^b\varphi(y-x)f(x)dx=\int_{-\infty}^{+\infty}\varphi(y-x)f(x)\mathbb{I}_{[a,b]}(x)dx $$ where $\varphi(x)= \frac{1}{\sqrt{2\pi}}\exp{\...
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1 vote
1 answer
81 views

Integral of Kaiser window

I want to sample (evaluate at regular intervals) the integral of the Kaiser window. Is there a nice closed-form solution to this, so I don't have to do it numerically?
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2 votes
1 answer
288 views

Digital integrator

I have been implementing a control software where I need to calculate a magnetic flux based on the measurement of the phase voltages of a three phase grid (basically three sinewaves) according to the ...
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1 vote
1 answer
109 views

Phase locked loop for three phase grid

I have been implementing a control software where one of its core functionalities is the ability to synchronize with the three phase grid. Basically I need to implement some form of the phase locked ...
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1 vote
0 answers
119 views

Eliminating drift generated from double integration of acceleration signal using Envelope Method

I'm trying to remove the drift generated upon the double integration of a noisy acceleration signal. But this question discusses only removing the drift upon single integration to generate velocity ...
0 votes
0 answers
325 views

Integration of FTIR Absorbance Spectrum in Python

Hello I have a FTIR (fourier transform infrared) absorbance spectrum of a sample, Integrating the single lines is correlated to the quantity of substance present in the sample. The spectrum part I'm ...
9 votes
2 answers
683 views

Fourier series of cycloid

What is the Fourier series representation of a cycloid? The parametric representation of the curve is as follows. $$ t=\dfrac{\theta-\sin\theta}{\pi}\\ x=\dfrac{1-\cos\theta}{\pi} $$ The period is $2$...
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2 votes
1 answer
63 views

How can I get the function of a curve from a dataset without using a curve fitting tool?

previous relevant question here. I have a dataset of a signal captured from real hardware that produces a curve. Depending on the curve characteristics I can determine whether metal is present or not ...
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0 votes
1 answer
41 views

How to solve this Laplace integral for an averaging function in an iterative numerical (finite difference) model?

I am trying to implement a mathematical model for vibrational damping described in this article. They provide an equation for damping force ($F$) as a function of: a spring constant ($k$) a damping ...
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1 vote
1 answer
58 views

confusion related to finding inverse Z-Transform using Complex Integral Method

I am facing problems related to evaluation of inverse Z-Transform using Complex Integral Method; Consider $X(z)=\frac{z}{z-2} $ and $ROC: |z|>2$ then, $$x(n)= \frac{1}{2\pi j}\oint_c X(z) z^{n-1} \...
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3 votes
1 answer
194 views

Variance of Integral of a real white Gaussian Noise Process

In this question, is the answer not equal to infinity ? Answer is mentioned as 6. But my doubt is cant we think of it like a linear combination of many independent random variables each having ...
1 vote
2 answers
93 views

Why this system is linear?

Hi guys i'm studying signals and systems, and my professor told us that $$y(t) = \int\limits_{ t+T }^{t-T/2} {x(a+T/2)}\mathrm{d} a$$ is a linear system. But a primitive of $x$ isn't $ x^2$ ? How it'...
1 vote
1 answer
79 views

two dimensional integration of a trigonometric function

I am working on a detection problem which finally, I have to solve the following 2-D integral: $$\int\limits_{a}^{b} \int\limits_{c}^{d}e^{A\sin(x)\cos(y-B)}\, \mathrm{d}x \, \mathrm{d}y \ ,$$ where $...
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0 votes
0 answers
31 views

Energy or power signal for continuous signal

I have solved $w(t) = 1dt$ and determined it as power but when $w(t) =\Pi\left(\frac{t}{T_0}\right)$ it is energy.
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2 answers
99 views

Inverse DTFT of phase shifted complex exponential

I have been working on this problem for a few days now and I think this is the closest I have gotten. I am getting an Answer of zero and I would like to know if that is correct and if someone could ...
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0 votes
1 answer
39 views

Twisted convolution - simplifying multiple integral via substitution

I need help with understanding a proof from a paper. Following is the description: Let $$r_{1}(t) = \int \int h_{1}\left(\tau, \nu\right) e^{j 2\pi \nu (t - \tau)} s\left(t - \tau\right) d\tau d\nu$$ ...
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5 votes
1 answer
205 views

Why Cramér spectral representation and not DTFT for stochastic process

In a lot of time-series analysis references I find (written by mathematicians or statisticians rather than engineers), I find the following signal decomposition for a stochastic process, termed the &...
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1 vote
1 answer
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Behaviour of integrator at steady state

I wanted to calculate response of integrator of sinusoidal input at steady state via these two methods as mention in image but these two methods give two different answers at steady state, so where ...
0 votes
0 answers
40 views

Resampling with factor linearly moving from one value to another: calculate expected target length

I am resampling an audio (1D) signal, using a resampling factor that moves linearly from startFactor to endFactor; say the input ...
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1 vote
1 answer
693 views

Complex Data type not accepted in Simulink

I am having an issue with the interaction of the Matlab function block in the Simulink with my model block. Below you can also find the picture. I have created a Matlab function with three inputs and ...
0 votes
1 answer
25 views

integral with vectoric varying coeficient

i have a basic function exp(-x.^2).*log(x).^2 which i integrate in a certain interval. i want to multiply my basic function with a vectoric coefficient called coef_vec that varies with the interval. ...
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0 votes
1 answer
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representing simple definite integral as convolution in matlab using CONV

A definite integral is a convolution with idial all '1' filter(by the theory) so i tried to test this issue with MATLAB. i have taken a function called fun made an integral over it in 1e-6 - 20*e-6 ...
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4 votes
2 answers
306 views

Running Integral of sine and cosine functions

In typical signal processing course we were taught that the integral of signal $x(t)$ is given by $$y(t) = \int_{-\infty}^{t}x(\tau) d\tau$$ How can we use this definition to evaluate the integrals of ...
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0 votes
2 answers
209 views

Coherent detection in radar and radio signals

Coherent demodulation\detection is usually done via matched filtering in RF signal processing. In radar signals, coherent integration can be done if the phases of the returns are known. In terms of ...
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2 votes
2 answers
503 views

Help with finishing this integral, to obtain the power spectral density of a pure cosine wave

I am trying to evaluate the power spectral density $S_{xx}(f)$ of a cosine signal $x(t) = A\cos(2\pi f_0t)$, by starting from its definition for deterministic power signals $$S_{xx}(f) = \lim_{T\...
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1 vote
1 answer
199 views

why does my integrator perform noise shaping?

I am designing (in matlab) a simple system with a DC signal at 0 Hz and some added noise. I am performing a differentiation of the signal (by simply subtracting the last values from each other), next ...
1 vote
1 answer
181 views

CIC SINC3 Filter with unsigned Integrators

I want to use the AD7401 Sigma delta modulator connected to my FPGA. The Datasheet pg.15 has some demo verilog code which I understand alright except one thing: They use unsigned integers for all of ...
1 vote
1 answer
90 views

y(t) a of an integrator circuit

I have a signal $$ x(t)= \frac{1}{T} e^{-\frac{t}{T}} u(t) - \frac{1}{T} e^{\frac{t}{T}} u(-t) $$ and I know that it transits in a integrator circuit and I have to find y(t) in time and frequency ...
0 votes
1 answer
47 views

How to get discrete values from a nosiy data set that have a trend?

I have a sensor that produces values over time (appr. 50/sec). I visualized these values (X axis is the time), this can be seen on the picture, measurement A and B - these are two independent ...
2 votes
1 answer
2k views

Integral over power spectral density

The Wikipedia entry on Spectral Density (PSD) has one confusing line: Summation or integration of the spectral components yields the total power (for a physical process) or variance (in a statistical ...
1 vote
1 answer
724 views

Convolution Integral of Harmonic Signal (Cosine) with the Sinc Function

I was asked to show that this convolution integral results in the answers also given in the image. Not quite sure how to approach this integral, everything seems to be coupled together. Does anyone ...
3 votes
3 answers
2k views

integration property of fourier series

Please help me sort this issue out. The integration property in Fourier series is as follows: So, for proving the above property, i took this approach: This is where my doubt is. Some books and ...
0 votes
2 answers
29 views

I am trying to convert a signal into another unit, but the error keeps increasing during each iteration

I have a signal, A, and I want to convert it into another unit by using a formula: $$s_i = \frac{(1+x_i)}{(1-x_i)}\cdot s_{i-1}$$ where $x_i$ is each sample of ...
user avatar
1 vote
1 answer
1k views

Absolute and Square Summability & Integration of sinc function

Is the sinc function both absolutely summable (L1 norm for Continuous time signals and l1 norm for Discrete time signals) and square summable (L2 norm for Continuous time signals and l2 norm for ...
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0 votes
1 answer
49 views

Area under waveform in t-domain including 2 delta functions

question: my attempt: $(a)$ $\displaystyle\int_{-\infty}^{\infty} f(t) dt=2 u (t)+r(t)-r(t-T)+Ku(t-T)$ then we draw it's diagram and found it was unbounded so,we doubt how area can be zero for any ...
user avatar
0 votes
2 answers
253 views

Reconstructing band-limited signal's integral from discrete samples [closed]

I'm thinking about building an e-bike consumed power meter. I'm planning on sampling a low-pass filtered current sensing and voltage analog signals on the battery to e-bike controller connection, ...
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2 votes
2 answers
4k views

z-Transform Methods: Definition vs. Integration Rule

The definition of the z-transform is defined as $z = e^{sT}$ where "s" is complex frequency for continuous-time systems and "T" is the sample period. Why are rules such as the forward rectangular ...
0 votes
1 answer
3k views

How to model state space for complex valued system correctly in SIMULINK (MATLAB)?

When trying to use the default state-space model block, if there is a complex number valued in the matrices, there will be an error To resolve that, firstly I need to look at pseudo reference model ...
1 vote
1 answer
3k views

Difference between these two integrators

I am an electrical engineering student but new to digital signal processing. However while searching references for my senior project I came across following two different discrete integrator blocks ...
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