Digital signal processing, acoustics, Fourier analysis, etc.

Joined April 2013
Help with Signal Processing JohnDCook.com/DSP
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The (j, k) entry of the DFT matrix is ω^jk where ω = exp(-2π i/N), indexes j and k running from 0 to N-1.
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Signal Processing retweeted
From eulerism.
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A finite-order, causal, LTI filter is stable if and only if the poles of its transfer function are inside the unit circle.
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A bandwitdh-limited signal can be recovered from (infinitely many) evenly spaced samples, if sampled above the Nyquist frequency.
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How to compute cepstrum: signal -> DFT -> magnitude -> log -> inverse DFT
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A function's Fourier series coefficients are its Fourier transform evaluated at integers.
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Psychoacoustics is the study of how humans perceive sound.
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At a jump discontinuity, the partial sums of a function's Fourier series converge to the average of the values on either side of the jump.
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Let f_n(x) = H_n(x) φ(x) where H_n = nth Hermite polynomial and φ = standard normal PDF. The Fourier transform of f_n is (-i)^n f_n.
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The standard normal probability density is its own Fourier transform.
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A linear time-invariant (LTI) system is determined by its impulse response, i.e. how it transforms δ[n].
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The imaginary part of the Fourier transform of a real signal is an odd function.
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Nyquist sampling theorem: A continuous bandlimited signal is uniquely determined by samples at a frequency of twice the band limit.
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In the context of DSP, D/C stands for discrete-to-continuous and C/D stands for continuous-to-discrete.
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A lowpass filter cuts out high frequencies and lets low frequencies pass through.
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