linear models Archives - GaussianWaves

Design FIR filter to reject unwanted frequencies

Mathuranathan — Tue, 25 Feb 2020 07:31:18 +0000

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

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Digital filter design – Introduction

Mathuranathan — Thu, 13 Feb 2020 06:52:32 +0000

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

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Linear regression using python – demystified

Mathuranathan — Wed, 05 Feb 2020 06:52:00 +0000

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

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Yule Walker Estimation and simulation in Matlab

Mathuranathan — Tue, 27 May 2014 10:11:22 +0000

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

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Solving ARMA model – minimization of squared error

Mathuranathan — Fri, 23 May 2014 03:01:44 +0000

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

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Understand AR, MA and ARMA models

Mathuranathan — Thu, 22 May 2014 07:46:14 +0000

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

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