Autocorrelation matrix in Matlab & Python — build R for Wiener / MVDR
Build the autocorrelation (covariance) matrix R from snapshots in Matlab or NumPy — including complex conjugate correlation — for Wiener, LMS, and MVDR beamformers.
circulant matrix
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