Generate AWGN in Matlab/Octave without awgn() — variance from SNR
Create AWGN manually: set noise variance from SNR or Eb/N0, generate real/complex noise, and verify power — links to BER tools.
Matlab Code
Construct autocorrelation Matrix in Matlab & Python
Auto-correlation, also called series correlation, is the correlation of a given sequence with itself as a function of time lag. Cross-correlation is a more generic term, which gives the correlation between two different sequences as a function of time lag. Given two sequences $latex x$ and $latex y$, the cross-correlation at times separated by lag … Read more
Chirp signals — frequency sweep, FFT, and power spectral density
Generate linear chirps, view their evolving frequency, and compute FFT/PSD in Matlab and Python — with links to basic FFT plotting posts.
Gaussian pulse and its PSD — generate, FFT, and spectrum shape
Generate a Gaussian pulse, compute its FFT/PSD, and see why a Gaussian time pulse has a Gaussian 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
Square wave and its PSD — harmonics via FFT
Generate a square wave, take its FFT/PSD, and recognize the odd-harmonic 1/n envelope predicted by Fourier series.
Plot FFT of sine and cosine in Matlab — spectrum peaks done right
Matlab walk-through: sample a sinusoid, take FFT, build the frequency axis, and read peak locations — with Python twin link and FFT tool.
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
Non-central Chi square distribution
This post contains interactive python code which you can execute in the browser itself. If squares of k independent standard normal random variables are added, it gives rise to central Chi-squared distribution with ‘k’ degrees of freedom. Instead, if squares of k independent normal random variables with non-zero means are added, it gives rise to … 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