Questions on the mathematical aspects of signal processing. Please consider first if your question might be more suitable for http://dsp.stackexchange.com/
Questions tagged [signal-processing]
2139 questions
102
votes
14 answers
What's the difference between $\mathbb{R}^2$ and the complex plane?
I haven't taken any complex analysis course yet, but now I have this question that relates to it.
Let's have a look at a very simple example. Suppose $x,y$ and $z$ are the Cartesian coordinates and we have a function $z=f(x,y)=\cos(x)+\sin(y)$.…
Cancan
- 2,827
77
votes
3 answers
An explanation of the Kalman filter
In the past 3 months, I've been trying to understand the Kalman filter. I have tried to implement it, I have watched YouTube tutorials, and I have read some papers about it and its operation (update, predicate, etc.). However, I still am unable to…
xsari3x
- 207
64
votes
3 answers
How do I exactly project a vector onto a subspace?
I am trying to understand how - exactly - I go about projecting a vector onto a subspace.
Now, I know enough about linear algebra to know about projections, dot products, spans, etc etc, so I am not sure if I am reading too much into this, or if…
Spacey
- 1,394
- 2
- 14
- 23
54
votes
13 answers
Real world application of Fourier series
What are some real world applications of Fourier series? Particularly the complex Fourier integrals?
Namit Sinha
- 729
39
votes
10 answers
Rapid approximation of $\tanh(x)$
This is kind of a signal processing/programming/mathematics crossover question. At the moment it seems more math-related to me, but if the moderators feel it belongs elsewhere please feel free to migrate it.
I'm working on a project where I have…
MattyZ
- 2,373
36
votes
2 answers
Correct way to calculate numeric derivative in discrete time?
Given a set of discrete measurements in time $x_t, t \in \{0,\Delta t, 2\Delta t,\ldots,T-\Delta t,T\}$, what is the correct way to compute the discrete derivative $\dot x_t$. Is it more correct to take the difference with the previous value: $$\dot…
CodeFusionMobile
- 491
23
votes
4 answers
Fourier transform of $\left|\frac{\sin x}{x}\right|$
Is there a closed form (possibly, using known special functions) for the Fourier transform of the function $f(x)=\left|\frac{\sin x}{x}\right|$?
$\hspace{.7in}$
I tried to find one using Mathematica, but it ran for several hours without producing…
Vladimir Reshetnikov
- 32,650
21
votes
3 answers
What does the Fourier Transform mean in the context of images?
This is clearly a very important equation with tonnes of properties that I see come up a lot in image processing literature, but I don't understand why this equation is important, and what it is saying.
What does it really mean and why is the…
water
- 211
20
votes
2 answers
What is the sum over a shifted sinc function?
What is the sum of a shifted sinc function:
$$g(y) \equiv \sum_{n=-\infty}^\infty \frac{\sin(\pi(n - y))}{\pi(n-y)} \, ?$$
DanielSank
- 1,281
19
votes
2 answers
Is the convolution an invertible operation?
I have a signal $f(x,y)$, which is discrete. I convolve this signal with a kernel $h(x,y)$:
$y(x,y) = f(x,y) \star h(x,y)$ (where $\star$ is the convolution operator)
Can I obtain $f(x,y)$ given only $y(x,y)$ and $h(x,y)$ ?
Note: Even though this…
dynamic
- 340
16
votes
13 answers
Adjustable Sigmoid Curve (S-Curve) from $(0,0)$ to $ (1,1)$
I feel like this is such a simple question but I am at such a loss. I currently have a set of values that I would like to weigh by an S Curve. My data ranges from $0$ to $1$ and never leaves those bounds, but nearly every version of a Sigmoid I see…
pure_bordem
- 333
16
votes
1 answer
Connection between SVD and Discrete Fourier Transform for Denoising
Denoising signals (in particular, 2D arrays, such as images) can be done by removing the high frequency components of the discrete Fourier transform (which is related to convolution with a Gaussian kernel) or by removing the smallest singular…
user3658307
- 10,843
14
votes
2 answers
Is there a way to relate prime numbers and the Fourier transform?
According to what I know about Fourier transforms, any continuous periodic signal can be represented as a combination of sine and cosine functions. To me, this looks analogous to the fundamental theorem of arithmetic (every integer $\ge 2$ can be…
user63152
- 179
13
votes
5 answers
Extracting exact frequencies from FFT output
Say I pass 512 samples into my FFT
My microphone spits out data at 10KHz, so this represents 1/20s.
(So the lowest frequency FFT would pick up would be 40Hz).
The FFT will return an array of 512 frequency bins
- bin 0: [0 - 40Hz)
- bin 1: [40 -…
P i
- 2,236
12
votes
2 answers
The definition of NMSE (normalized mean square error)
Many papers use the NMSE function without ever explicitly defining it. I have always assumed that
$$MSE(x,y)=\frac 1N \sum_i (x_i-y_i)^2$$
and
$$ NMSE(x,y)=MSE(x,y)/MSE(x,0) = \frac{\| x-y\|_2^2}{\| x\|_2^2}$$
where $y$ is the approximation to $x$.…
Gummi F
- 319