# Questions tagged [non-linear]

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21 questions with no upvoted or accepted answers
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### Calculating THD vs. Frequency of an Acoustic System using the Exponential Swept Sine Method

I am working on analyzing the total harmonic distortion (THD) vs. frequency curve for an acoustic system. I am aware of the traditional method of exciting the system with a mono-frequency wave and ...
527 views

### Efficient implementation of spike removal

I have implemented the moving median absolute deviation (moving MAD) and it seems like bit-exact to Matlab's implementation. Nevertheless, I am sure that it is not efficient. The usual median filter ...
152 views

### Check if I has right: Is this the Extended Kalman Filter

I have learn the Kalman-Buncy filter for the LQG controllers. I know that this is a signal processing forum and not robotics not math forum. But Extended Kalman Filters are daily discussed here. ...
48 views

### Is there any method/algorithm to estimate the magnitude of non-stationarity in a signal?

e.g. the global Lyapunov exponent can give sense of the level of chaos in the signal. Is there any reliable numerical technique to estimate "how" non-stationary (or how predictable) a signal is? Also, ...
153 views

1 vote
143 views

### Derivation of the process noise covariance matrix for non linear system in UKF

I have a continuous (in time) non-linear system in the form $\dot{x}=f(x(t)) + Bu(t) + w(t)$ which I would like to track with a UKF. $w(t)$ represent white noise (in particular, the acceleration and ...
1 vote
219 views

### STFT Reconstruction After Modification

Why do we want to minimize the difference between the two signals the original one and the modified one when all we want is the modified constructed signal? What is the purpose of making it the ...
1 vote
33 views

### How to find the solution of nonlinear least square (NLS) equation for freqeuncy estimation

I am struggling to understand the theory of parametric methods for power spectral estimations of line spectra. And I want to find the solution of nonlinear least square (NLS) method for estimating ...
1 vote
107 views

### Coherence and non-linear interactions

Reportedly, coherence-based metrics are primarily influenced by linearity in phase. However, Klein et al report that coherence is also: ... very sensitive to fluctuations of linearity in ...
1 vote
45 views

### variance of filtered polynomial

Consider the following system: What is the variance of $y$, $\mathbb{E}(y^2)$ ? (EDIT: I know input signal has infinite power but will be made bandlimited by $H$. Both $H$ and $G$ are simple ...
1 vote
166 views

### DAC output SFDR and Harmonics does not meet at particular decimal frequencies

We are using a current output DAC to perform waveform generation in the band of $20\textrm{ MHz}$ to $500\textrm{ MHz}$ and sampling at $1.2\textrm{ GHz}$. SFDR and harmonics suppression requirement ...
1 vote
57 views

### Spectral density of 1-bit nonlinear detector in terms of analog spectral density

Suppose we have a time dependent noise signal $\theta(t)$. We sample $\theta(t)$ with a device which has 1 bit of resolution and is itself stochastic in the sense that the readout value $u$ of the ...
24 views

### Applying a frequency and phase sensitivity post-recording

I have a particle velocity sensor that I'm recording, which has a non-linear frequency and phase response. I have frequency and phase correction curves for it, however, the proprietary acquisition ...
169 views

### INL-THD, DNL-SNR Relation

What do the following statements on pages 13 and 15 in this linked document mean? DNL, a static specification, relates to SNR, a dynamic specification. INL is a static specification and relates to ...
43 views

### FSK carrier frequency estimation in non equiprobable data

We know that in equiprobable data,change in phase over a time interval, this result will be directly proportional to frequency: f∝Im(s(n)s(n−1)∗) Where s(n) is the normalized complex FSK time domain ...
156 views

### Non Linear Recursive / Online Least Squares

I am searching for a recursive or online non linear least squares algorithm. I want to spread the computation out as new data is sampled like in the linear Recursive Least Squares or the LMS. ...
93 views

### Impulse response $h[n]$ of a non linear I/O equation

my question concerns an assignment that was given to us at school. We have been given a list of I/O equations and it is required, for each of them, to find the impulse response $h[n]$ and the ratio ...
238 views

### How to implement discrete extended kalman filter in matlab

I have a nonlinear system, and I need to use the extended kalman filter to estimate it. I know I need the jacobian, but once I get that, is everything else the same as the normal kalman filter? I ...