linear models

Design FIR filter to reject unwanted frequencies

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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 transfer function The transfer function of a system provides the underlying support for ascertaining vital system response characteristics without … Read more

Digital filter design – Introduction

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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

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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 () and the output variable (). The input … Read more

Yule Walker Estimation and simulation in Matlab

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If a time series data is assumed to be following an Auto-Regressive (AR(N)) model of given form, the natural tendency is to estimate the model parameters a1,a2,…,aN. Least squares method can be applied here to estimate the model parameters but the computations become cumbersome as the order N increases. Fortunately, the AR model co-efficients can … Read more

Solving ARMA model – minimization of squared error

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

Key focus: Can a unique solution exists when solving ARMA (Auto Regressive Moving Average) model ? Apply minimization of squared error to find out. As discussed in the previous post, the ARMA model is a generalized model that is a mix of both AR and MA model. Given a signal x[n], AR model is easiest … Read more

Understand AR, MA and ARMA models

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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. Introduction Signal models are used to analyze stationary univariate time series. The goal of signal modeling is to estimate the process from which the desired signal is … Read more