# Questions tagged [math]

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5answers
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### Mathematical question that comes out of using bilinear transform

So this is related to the Cookbook and I tried solving it maybe two decades ago, gave up, and was reminded of the unsolved problem. But it's pretty damn straight forward, but I still got slogged down ...
4answers
6k views

### Looking for an arcsin algorithm

Does anyone have a simple algorithm for computing a reasonably accurate arcsine? By "simple" I mean some sort of polynomial that requires <= 5 multiplies per output sample. And by "reasonably ...
3answers
2k views

### Replacing “e” in Euler's formula with another number

Does Euler's formula remain valid if we use any real number other than the constant $e$? For example replacing $e$ with 5 would make the formula look like this: $5^{it}$. I tried this idea in ...
2answers
4k views

### What is the math behind median filter's noise reduction property?

I am interested in understanding the mathematical reason for why does applying a median filter on an image (or signal) result in reduction of noise.
4answers
2k views

### Books/resources for implementing various mathematical functions in fixed point arithmetic for DSP purposes

I'm looking for books or resources that cover the following in detail: implementing mathematical functions (e.g., logarithm, exponential, sine, cosine, inverse) in fixed point arithmetic for DSP ...
3answers
2k views

### Functional analysis for signal processing engineers

It seems that the most advanced pure mathematics course most EE engineers take is Fourier analysis, and after that it's basically 'applied' courses. There's probably a good reason for this, but I'm ...
1answer
6k views

### Phase correlation vs. normalized cross-correlation

I asked this over at Mathematics Stack Exchange, but since this sort of lies on the border of the questions normally asked over there and the questions you see over here I'll ask it here as well. (As ...
6answers
8k views

### What is the first derivative of Dirac delta function?

Could you please help me in a simple way, what is the first derivative of a Dirac delta function? I found this answer: The informal answer is a positive Delta function immediately followed by a ...
1answer
58 views

### Why Does the Median Filter Minimize the Absolute Value Error $L_1$ Cost Function?

I can easily prove that the mean filter minimizes the square error $L_2$ cost function using simple calculus. However, how do you prove that the median filter is optimal with respect the absolute ...
1answer
109 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 &...
1answer
480 views

### Derivation of fixed-point $\tt atan2$ with self-normalization

I'm trying to understand the maths behind this Fast fixed-point $\tt atan2$ calculation with self-normalization. In particular, equation $(2)$ for theta1 appears to ...
3answers
501 views

### Upper Bound for the DFT (FFT) Coefficients of a Bounded Signal

I have a discrete signal $x[n]$ of length say $1024$, such that : $$-1 \leq x[n] \leq 1, \qquad \forall n$$ and let $y[k]$ be its DFT. Is there an upper bound for $|y[k]|$ ? (i.e. for the DFT of a ...
1answer
1k views

### Design ${L}_{2}$ Norm Optimal Infinite Impulse Response (IIR) Filters

It is widely known that matching a FIR filter of fixed length to a band model is an unconstrained QP-problem. The MATLAB function firls() implements a solution to ...
1answer
591 views

### Laplacian of Gaussian Approximation and Gaussian Blur as the Solution of Heat Equation

While I was reading SIFT paper(Lowe, 2004), I came across the method that he apply "heat diffusion equation" to Gaussian function to derive that $$\frac{∂G}{∂σ} = σ∇^2G$$ I searched Wikipedia and ...
2answers
2k views

### State Estimation by steady state Kalman Filter

I am working with a discret Kalman filter on a System $x_{k+1}=A_k x_k+B_k u_k+\omega_k$ $y_k=C_k x_k+\upsilon_k$ $E[\omega_k\omega_k^T]=Q$ $E[\upsilon_k \upsilon_k^T]=R$ I have estimated the ...
3answers
955 views

### What is the meaning of this notation?

I have seen this notation in the book Schaums-Outline a couple of times now and I can't quite understand it. I'd very much appreciate if someone explained what it means. I am thinking that it means ...
2answers
282 views

1answer
867 views

### How moving part pixel intensity values of video frames becomes dominant compared to stationary part intensities in reconstructed frames?

Hello everyone i want to do dynamic texture video sementation using the Fourier transform in MATLAB. I am applying 3-D fft on dynamic texture video frames (using matlab function 'fftn') and ...
2answers
408 views

### Mathematical relationship between highpass and lowpass filtering

Let $g, h_{HP}, h_{LP}: \mathbb{R} \rightarrow \mathbb{R}$ and $G, H_{HP}, H_{LP}$ denote their continuous Fourier transforms under the Fourier operator $\mathcal{F}$. Let $*$ denote the continuous ...
1answer
147 views

### Independence of Noise at Each DFT Output

My math may be a little rusty, so I would like confirmation or correction or my calculations here. Given white noise samples, $x_i$, which are IID and zero-mean, and variance $\sigma^2_x$. I want to ...
2answers
182 views

### Coordinate system in digital image processing

I am trying to understand image coordinate system where I read that it is reversed. So if $f(x,y)$ is actually $f(y,x)$ where $f(\cdot, \cdot)$ is the image. I am a bit confused and would appreciate ...
2answers
257 views

### DFT of pure sinusoidal wave

I'm writing a program in which you can synthesize waves by adding to a sound's Fourier transform, and then inverse the transform to get the modified sound. In order to do this, I need to know what to ...
1answer
96 views

2answers
120 views

### How to make the $\ell_2$ norm of all columns and rows of an $n \times n$ matrix equal to $\sqrt{n}$?

I have an $n \times n$ matrix and I would like its columns and rows to have $\ell_2$ norm equal to $\sqrt{n}$. Is this possible?
2answers
90 views

### Showing processes as an Equation

I have developed an algorithm that counts the number of times a particular block (within a 2D block) crosses zero. Here's an example: ...
3answers
2k views

### Convolution of two rectangular pulses intuition

From what I understand the convolution of the impulse response of a system with the input to that system gives the output. Now if the impulse response is a rectangular function and the input is also ...
2answers
52 views

### Rearranging exp terms

I have some problems rearranging exp terms to receive a cos or sin. I guess the solution is silly but I‘m not able to spot my mistake. I know the solution (since i looked it up with wolfram alpha) ...
1answer
85 views

### FFT algorithm gives wrong signs on my output numbers

I was told from another stack exchange (stackoverflow and computer science stack exchange) to post here - so hopefully now i can get some help from people who understand the algorithm, but if this is ...
1answer
84 views