Design FIR filter to reject unwanted frequencies

Let’s see how to design a simple digital FIR filter to reject unwanted frequencies in an incoming signal. As a per-requisite, I urge you to read through this post: Introduction to digital filter design Background on FIR filter design The transfer function of a system provides the underlying support for ascertaining vital system response characteristics … Read more

Digital filter design – Introduction

Key focus: Develop basic understanding of digital filter design. Learn about fundamentals of FIR and IIR filters and the design choices. Analog filters and digital filters are the two major classification of filters, depending on the type of signal signal they process. An analog filter, processes continuous-time signal analog signals. Whereas, digital filters process sampled, … Read more

Linear regression using python – demystified

Key focus: Let’s demonstrate basics of univariate linear regression using Python SciPy functions. Train the model and use it for predictions. Linear regression model Regression is a framework for fitting models to data. At a fundamental level, a linear regression model assumes linear relationship between input variables ($latex x$) and the output variable ($latex y$). … Read more

Yule Walker Estimation: AR Model in Matlab and Python

Yule Walker estimation fits an auto-regressive model to a time series. Suppose the series is modeled as an AR(N) process. The model parameters $a_1,\dots,a_N$ can be estimated by least squares, but the equations become cumbersome as the order $N$ grows. The Yule-Walker equations are a cleaner route. They tie the AR coefficients to the autocorrelation … Read more

Why can’t I just use a matrix to solve ARMA?

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

Key focus: “Why can’t I just use a matrix to solve ARMA?” The answer is right there in the shape of the surface—you can’t solve a “warped” landscape with a linear equation. Why a matrix cannot solve ARMA In signal modeling, our goal is to find a set of coefficients (ak​ and bk​) that best … Read more

Shaping Randomness: A Guide to 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. How do you describe a complex, random signal—like the sound of a human voice or the fluctuating power of a fading channel—using only a few numbers? The … Read more