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.

Chirp signal spectrum — frequency sweep, FFT, and PSD (Matlab & Python)

Generate a linear chirp, view the spectrogram/FFT, and estimate PSD in Matlab or Python — how the instantaneous frequency sweep fills the spectrum.

Generating Basic signals – Rectangular Pulse and Power Spectral Density using FFT

Numerous texts are available to explain the basics of Discrete Fourier Transform and its very efficient implementation – Fast Fourier Transform (FFT).  Often we are confronted with the need to generate simple, standard signals (sine, cosine, Gaussian pulse, square wave, isolated rectangular pulse, exponential decay, chirp signal) for simulation purpose. I intend to show (in a series of articles) … Read more

Generate multiple sequences of correlated random variables

In the previous post, a method for generating two sequences of correlated random variables was discussed. Generation of multiple sequences of correlated random variables, given a correlation matrix is discussed here. Correlation Matrix Correlation matrix defines correlation among N variables. It is a symmetric $latex N \times N $ matrix with the $latex (ij)^{th} $ … 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