Solving ARMA model – minimization of squared error

Linear-Time-Invariant-System-LTI-system-model

Key focus: Can a unique solution exists when solving ARMA (Auto Regressive Moving Average) model ? Apply minimization of squared error to find out. As discussed in the previous post, the ARMA model is a generalized model that is a mix of both AR and MA model. Given a signal x[n], AR model is easiest … Read more

Understand AR, MA and ARMA models

Key focus: AR, MA & ARMA models express the nature of transfer function of LTI system. Understand the basic idea behind those models & know their frequency responses. Introduction Signal models are used to analyze stationary univariate time series. The goal of signal modeling is to estimate the process from which the desired signal is … Read more

Cramér-Rao Lower Bound (CRLB)-Vector Parameter Estimation

Key focus: Applying Cramér-Rao Lower Bound (CRLB) for vector parameter estimation. Know about covariance matrix, Fisher information matrix & CRLB matrix. CRLB for Vector Parameter Estimation CRLB for scalar parameter estimation was discussed in previous posts. The same concept is extended to vector parameter estimation. Consider a set of deterministic parameters that we wish to … Read more

Introducing The Kalman Filter

Introducing The Kalman Filter – Ramsey Faragher PDF Text: click here PDF Text: click here Note: Click the playlist icon (located at the top left corner of the video frame) to watch all lectures Video Lectures: Watch, Listen and Learn !!! † Link will take you to external sites Disclaimer: All the materials posted in … Read more

Methods to compute linear convolution

Mathematical details of convolution, its relationship to polynomial multiplication and the application of Toeplitz matrices in computing linear convolution are discussed in the previous article. A short survey of different techniques to compute discrete linear convolution (with Matlab code) is given here. Definition Given an LTI (Linear Time Invariant) system with impulse response \(h[n]\) and … Read more

Convolution: understand the mathematics

Convolution operation is ubiquitous in signal processing applications. The mathematics of convolution is strongly rooted in operation on polynomials. The intent of this text is to enhance the understanding on mathematical details of convolution. Polynomial functions: Polynomial functions are expressions consisting of sum of terms, where each term includes one or more variables raised to … Read more

Compute signal power in Matlab

Calculating the energy and power of a signal was discussed in one of the previous posts. Here, we will verify the calculation of signal power using Discrete Fourier Transform (DFT) in Matlab. Check here to know more on the concept of power and energy. The total power of a signal can be computed using the … Read more

Power and Energy of a Signal : Demystified

Key focus: Clearly understand the terms: power and energy of a signal, their mathematical definition, physical significance and computation in signal processing context. Energy of a signal: Defining the term “size”: In signal processing, a signal is viewed as a function of time. The term “size of a signal” is used to represent “strength of … Read more

White Noise : Simulation and Analysis using Matlab

Definition A random process (or signal for your visualization) with a constant power spectral density (PSD) function is a white noise process. Power Spectral Density Power Spectral Density function (PSD) shows how much power is contained in each of the spectral component. For example, for a sine wave of fixed frequency, the PSD plot will … Read more

Breaking the Bandwidth Barrier – Li-Fi turns LED bulbs into High Speed Internet Hotspots

Researchers, working on Ultra-Parallel Visible Light Communications (UP-VLC) project, have demonstrated 3.5Gpbs free space data transmission via three separate micro-LEDs that emit red, blue and green colours.  In effect, combining the three colours (that makes up for white colour), researchers say that achieving data rates over 10Gbps is feasible. The technology enabler here is called … Read more