Questions tagged [math]

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2answers
73 views

MLE formulation — confusion regarding the terms in the equation (Part1)

If $v \sim CN(0,2\sigma^2_v)$ is a circularly complex Gaussian random variable which acts as the measurement noise in this model $$y_n = x_n + v_n \tag{1} $$ where $x \sim CN(0,2\sigma^2)$, then is ...
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0answers
70 views

What kind of math is introduced in this answer related to DSP?

What kind of math is introduced in this answer: https://dsp.stackexchange.com/a/40225/30897 It smells like standard linear algebra course (which I haven't studied, yet), but is it only that? Thanks!
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1answer
107 views

How does the assumption that symbols are equi-probable hold

If I draw a number uniformly between zero and one, what is the probability that they are equal? Mathematically, it should be zero but I don't recall why? Can somebody please help in explaining why the ...
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2answers
705 views

Autocorrelation of a Shifted Sequence

Suppose I have a sequence $x[k]$ with $\mathcal{Z}$-transform $$ X(z) = x_{0} + x_{1}z^{-1} + x_{2}z^{-2} + \ldots + x_{N-1}z^{N-1}$$ I know that for real-valued $x[k]$ the $\mathcal{Z}$-transform ...
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1answer
138 views

BIBO Stability of a piecewise function

I have a function $y$ defined as $$ y(t) = \left\{\begin{array} ~t~ \mbox{ where} |t| \le 3\\ 0~ \mbox{ otherwise} \end{array} \right . $$ With a system defined as $$G(t) = ty(t), $$ is it BIBO ...
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1answer
315 views

Drawing the modulus from a Transfer function

As you may guess from my other questions i am a student so pardon me any ignorance and guide me to the truth. Thanks In this exercise from an exam i was given that transfer function with poles and ...
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1answer
81 views

How is this was derived? DTFT for symmetric pulse

do not understand how the middle expression was derived from above expression, after all summation\multiplication i get: $$\frac{e^{-jwN} + e^{jwN} - e^{-jw(N+1)} + e^{jw(N+1)}}{2 - e^{-jw} - e^{jw}...
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2answers
401 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 ...
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1answer
63 views

Should zero element be considered to calculate mean when smoothing spectrogram by window?

My (mass spectrometry) spectrogram does not measure the intensity constantly. I obtain the spectrogram, for example, ...
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1answer
257 views

What is stochastic differential equation and its need?

A white noise process can be simulated using the Matlab command randn(). The numbers will be drawn from a Normal distribution of zero mean and variance 1. Is the ...
1
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2answers
687 views

Closed form expression for $\sum_{k=0}^{n} \alpha^{-k}$?

I have seen this sum a couple of times now in the textbook and in the problems book but I don't know how to solve it. I know this might be more suited for math.stackexchange but since this is a fairly ...
3
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3answers
949 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 ...
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0answers
201 views

What is the difference between entropy and entropy rate and which one is important in information theory? [duplicate]

By entropy I understand the uncertainty or randomness. But if the uncertainty is high then what is its implication and advantage in transmitting information or as an information source or is high ...
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1answer
2k views

Z-transform of an impulse signal in discrete time

am trying to compute the Z-transform of the following signal \begin{equation*} x\left[n\right]\:=\:\sum_{k=-\infty \:}^{\infty \:}\:\delta \:\left[n-k\right] \end{equation*} so I thought it would be \...
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1answer
36 views

Why GCD(1+D, 1+D^2) = 1+D?

I'm reading Digital Communications, Proakis, and in order to classify an encoder as catastrophic or noncatastrophic I need the GCD of the elements in the generator G(D). I don't really know what kind ...
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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 ...
1
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1answer
54 views

Proving Convergence of a limit related to Cross-Spectrum Estimation

Proving asymptotic covariance of Cross-Spectrum Estimation I came across this mathematical problem: Consider two constants $M,L$ such that $M\to \infty, L \to \infty \hbox{ and } \frac{L}{M} \to 0$, ...
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0answers
172 views

Career Question: As a person who likes math is signal processing a career that's worth it?

I like high level math and I love deep theory based math. In industry will I use high level math and theory to implement my own algorithms? I love high level math but I do not love probability (...
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1answer
80 views

Is it mathematically possible to compute Fourier transform without comparing the signal?

If I'm correct, Fourier transform lets me know the magnitude and phase of any given frequency in a signal. I have a sampled signal and I want to compute its Fourier transform (any frequency) without ...
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1answer
41 views

Help with Determinants [closed]

Okay so i understand the first det, which is why i got the correct solution. However for the second det, im not sure how to solve it since because of the different coefficents (0,2,4) and i tried of ...
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2answers
102 views

What is this theorem in this formula?

I just read a paper yesterday and there is confusion: I want to know what is reconstruction fidelity term and the theorem of changing the formula from upper to lower one. Is this theorm from ...
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0answers
42 views

Directional derivative [closed]

I know that D ⃗ v f = ∇ f ⋅ ⃗ v Dv→f=∇f⋅v→ is the directional derivative. My question is why must the vector ⃗ v v→ be a unit vector? I am sure there is an obvious answer, but my book doesn't really ...
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1answer
42 views

What is a “functional”? [closed]

I have read the wiki page (https://en.wikipedia.org/wiki/Functional_(mathematics) but it is not helping. I understand what a regular function is input > do something to that input > output. but ...
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2answers
105 views

Help in proper notations and mathematical formulation

For a given series, $S = \{-1,0,-2,1,etc\}$. The number of elements in $S$ is $N = 100$. Each $s_i$ belongs to a alphabet from a finite alphabet set $\mathcal{A} = (a_1=0, a_2=1, a_3=2, a_4=3, a_5=-1,...
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5answers
957 views

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 ...
1
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1answer
114 views

How to prove this norm inequality?

$$ \left( \sum |z_i|^a \right)^b \geq \left( \sum |z_i|^b \right)^a, \quad \forall a\in [1,2], b\in [2,+\infty) $$ Actually this is equivalent to $$ \|z\|_a \geq \|z\|_b \quad \forall a\leq b $$
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1answer
217 views

Laplace transform of averaging operator

I am studying dc-dc converter now. I got a problem with Laplace transform of the averaging operator as in the image below. Can anyone help me derive the Laplace transform result $G_{av}(s)$ as in the ...
1
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1answer
53 views

Notation confusion — What is the correct operator for computation of the log-likelihood expression for complex valued data?

This question is an extension of another question of mine asked earlier here Help in understanding if the maximum likelhood estimation is working properly In that question the inputs were real valued....
3
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3answers
136 views

Weighted Sum of Auto Correlation - Lower Bound

Given a vector $ v $ with elements $ {\left\{ {v}_{n} \right\}}_{n = - \infty}^{\infty} $ and denoting $ {v}_{n}^{\left( k \right)} = {v}_{n - k} $, namely, a shifted vector by $ k $ elements (Mind ...
0
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1answer
96 views

Unable to understand how the paper simplifies the covariance matrix - Kalman filter

The paper Convergence Analysis of the Unscented Kalman Filter for Filtering Noisy Chaotic Signals presents the convergence analysis of Unscented Kalman Filter download http://www.eie.polyu.edu.hk/~...
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2answers
193 views

What does the $n$ do in $1/(j \omega)^n$

I'm currently working through a research paper on beam forming. In this paper a magnitude compensation is introduced to compensate for frequency dependency. Due to other calculations low frequencies ...
3
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1answer
146 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 ...
0
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1answer
81 views

Hi, If I really want to focus on the mathematics of signal procesing, Should I do a Masters in EE or Math? [closed]

I'm an undergraduate electrical engineering student who has an interest in mathematics of signal processing. I want to be able to go to a graduate school where I can focus on more the mathematics and ...
2
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1answer
51 views

Splines and Gaussians [closed]

Higher-order splines all mostly look like Gaussians. I wonder how higher-order splines (from 3rd order onwards) and Gaussians differ. How can one differentiate them?
8
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1answer
5k 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 ...
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1answer
348 views

FFT: Linear to Logarithmic (TM4C, CMSIS & NeoPixels/ws2812)

I'm trying to perform an FFT using the CMSIS libraries. My FFT_Output[] provides 1024 bins of data as expected. The issue is that it's linearly spaced and I want to change it to a logarithmic scale ...
4
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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 ...
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2answers
838 views

Polar form of the Fourier transform of $\sin(t)$

I came across the Fourier transform of sin(t). It ends up being a purely imaginary (dirac delta) impulse pair. But when considering the frequency domain representation of a signal, we consider the ...
2
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1answer
95 views

Derive chernoff bound for $\mathrm{erfc}(x)$

I'm trying to derive the Chernoff bound $\mathrm{erfc}(x) \le \exp(-x^2)$, by first showing: $$\mathrm{erfc}(x) = \frac{2}{\pi}\int_{0}^{\frac{\pi}{2}}\exp\left(-\frac{x^2}{\cos^2\theta}\right)d\...
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1answer
247 views

Shape of Kaiser windowing function FFT response

I'm trying to determine the shape of the FFT response of a signal which had a kaiser windowing function applied to it. What I mean by this is if the shape is a normal bell curve or a Lorentzian ...
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2answers
1k views

Convolution by IIR filter, a case where circular convolution is allowed?

The question is, how to attain the frequency domain representation of any signal (which is finite, non-unit length) convolved with an IIR filter. The correct answer in my opinion is that there is in ...
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2answers
119 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?
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1answer
102 views

Advantages of Splines in Compressed sensing

I am working in compressed sensing, basically in ECG reconstruction Normally we were using biorthogonal wavelets for reconstruction. Someone advised me to use exponential spline basis instead of ...
2
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0answers
318 views

Laplace Transform of $-e^{-at}u(-t)$

I have found a problem in applying Laplace Transform to $-e^{-at}u(-t)$ I am doing these steps: $$ = - \int_{-\infty}^{+\infty} e^{-at}u(-t) e^{-st}dt$$ $$ = - \int_{-\infty}^{0} e^{-at} e^{-st}dt$$...
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1answer
315 views

How to efficiently calculate points of intersection of a straight line and a contour?

Ex. I have an image, let's say 100x100 pixels with some shape on it. And a set of straight lines that are passing through origin located at some point of image, for example origin located at point (...
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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 ...
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3answers
143 views

How to interpret the notation of a transfer function

Probably a stupid question, but I'm slowly making my way through Julius Smiths' filter book. The maths is slightly defeating me at points. This function $H(e^{j\omega t})$, why is it a function of ...
2
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1answer
296 views

SIFT: why it is invariant to affine tranlsation?

I am studying SIFT. I am a little confused in some of Lowe's algorithm. In order to have a descriptor invariant to translations like scaling, we must get rid of the scaling factor in LoG (Laplacian ...
1
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2answers
12k views

How to Calculate Gaussian Kernel for a Small Support Size?

How to calculate the values of Gaussian kernel? I think I understand the principle of it weighting the center pixel as the means, and those around it according to the $\sigma$ but what would each ...
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1answer
63 views

Getting a part of the invert of Si function

I'm working on an algorithmus that sould need the inverse of the SI function. since this last once isn't oviouse to calculate, I'm trying to get only the parobla part from the SI function, to be ...