Questions tagged [integration]

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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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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, ...
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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 ...
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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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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 ...
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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 ...
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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]...
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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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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 ...
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2 votes
1 answer
219 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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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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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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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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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 ...
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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 ...
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9 votes
2 answers
647 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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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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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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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
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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 ...
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1 vote
2 answers
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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'...
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1 answer
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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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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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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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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
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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 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 ...
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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
578 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 ...
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1 answer
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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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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
294 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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2 answers
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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
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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
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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 ...
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1 vote
1 answer
169 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 ...
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1 vote
1 answer
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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 ...
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1 answer
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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 ...
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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 ...
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1 vote
1 answer
665 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 ...
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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 ...
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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 ...
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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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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 ...
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2 answers
243 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 ...
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1 answer
2k 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 ...
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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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1 vote
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Rocketry : Combine two accelerometers to reduce noise?

I am designing an IMU for an experimental rocket. I'll be using the BN055 9DOF that has sensor fusion - orientation quaternion - and gravity compensation. My main goal is speed computation, and I was ...
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1 vote
0 answers
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Estimating a discrete summer with constrained input bandwidth

I have a discrete-time system which can be described as: $$ Y_m = \sum_{r=-N_g}^{R-1+N_g} c_r x[R(m-1) + r] $$ The unknowns are $c_k$ but I know that they have the following approximate behavior: $$...
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