Hidden Markov Models (HMM) – Simplified !!!

Markov chains are useful in computing the probability of events that are observable. However, in many real world applications, the events that we are interested in are usually hidden, that is we don’t observe them directly. These hidden events need to be inferred. For example, given a sentence in a natural language we only observe the … Read more

Markov Chains – Simplified !!

Key focus: Markov chains are a probabilistic models that describe a sequence of observations whose occurrence are statistically dependent only on the previous ones. ● Time-series data like speech, stock price movements.● Words in a sentence.● Base pairs on the rung of a DNA ladder. States and transitions Assume that we want to model the … Read more

Generate color noise using Auto-Regressive (AR) model

Key focus: Learn how to generate color noise using auto regressive (AR) model. Apply Yule Walker equations for generating power law noises: pink noise, Brownian noise. Auto-Regressive (AR) model An uncorrelated Gaussian random sequence can be transformed into a correlated Gaussian random sequence using an AR time-series model. If a time series random sequence is … Read more

Generating colored noise with Jakes PSD: Spectral factorization

The aim of this article is to demonstrate the application of spectral factorization method in generating colored noise having Jakes power spectral density. Before continuing, I urge the reader to go through this post: Introduction to generating correlated Gaussian sequences. In spectral factorization method, a filter is designed using the desired frequency domain characteristics (like … Read more

Generate correlated Gaussian sequence (colored noise)

Key focus: Colored noise sequence (a.k.a correlated Gaussian sequence), is a non-white random sequence, with non-constant power spectral density across frequencies. Introduction Speaking of Gaussian random sequences such as Gaussian noise, we generally think that the power spectral density (PSD) of such Gaussian sequences is flat.We should understand that the PSD of a Gausssian sequence … Read more

Natural Binary Codes and Gray Codes

In a given communication system, we always want to send data that represent real world data representing some physical quantity (be it speech, temperature, etc..,) .The real world physical quantity exist in analog domain and it becomes imperative to convert it to digital domain if we want to send it via a digital communication system. … Read more