Generalized Pencil-of-function Method
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Generalized Pencil-of-function Method
Generalized pencil-of-function method (GPOF), also known as matrix pencil method, is a signal processing technique for estimating a signal or extracting information with complex exponentials. Being similar to Prony and original pencil-of-function methods, it is generally preferred to those for its robustness and computational efficiency. The method was originally developed by Yingbo Hua and Tapan Sarkar for estimating the behaviour of electromagnetic systems by its transient response, building on Sarkar's past work on the original pencil-of-function method. The method has a plethora of applications in electrical engineering, particularly related to problems in computational electromagnetics, microwave engineering and antenna theory. Method Mathematical basis A transient electromagnetic signal can be represented as: :y(t)=x(t)+n(t) \approx \sum_^R_i e^ + n(t); 0 \leq t \leq T, where : y(t) is the observed time-domain signal, : n(t) is the signal noise, : x(t) is the actual ...
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Signal Processing
Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing ''signals'', such as audio signal processing, sound, image processing, images, and scientific measurements. Signal processing techniques are used to optimize transmissions, Data storage, digital storage efficiency, correcting distorted signals, subjective video quality and to also detect or pinpoint components of interest in a measured signal. History According to Alan V. Oppenheim and Ronald W. Schafer, the principles of signal processing can be found in the classical numerical analysis techniques of the 17th century. They further state that the digital refinement of these techniques can be found in the digital control systems of the 1940s and 1950s. In 1948, Claude Shannon wrote the influential paper "A Mathematical Theory of Communication" which was published in the Bell System Technical Journal. The paper laid the groundwork for later development of information c ...
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Diagonal Matrix
In linear algebra, a diagonal matrix is a matrix in which the entries outside the main diagonal are all zero; the term usually refers to square matrices. Elements of the main diagonal can either be zero or nonzero. An example of a 2×2 diagonal matrix is \left begin 3 & 0 \\ 0 & 2 \end\right/math>, while an example of a 3×3 diagonal matrix is \left begin 6 & 0 & 0 \\ 0 & 0 & 0 \\ 0 & 0 & 0 \end\right/math>. An identity matrix of any size, or any multiple of it (a scalar matrix), is a diagonal matrix. A diagonal matrix is sometimes called a scaling matrix, since matrix multiplication with it results in changing scale (size). Its determinant is the product of its diagonal values. Definition As stated above, a diagonal matrix is a matrix in which all off-diagonal entries are zero. That is, the matrix with ''n'' columns and ''n'' rows is diagonal if \forall i,j \in \, i \ne j \implies d_ = 0. However, the main diagonal entries are unrestricted. The term ''diagonal matrix'' may s ...
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Infinite Impulse Response
Infinite impulse response (IIR) is a property applying to many linear time-invariant systems that are distinguished by having an impulse response h(t) which does not become exactly zero past a certain point, but continues indefinitely. This is in contrast to a finite impulse response (FIR) system in which the impulse response ''does'' become exactly zero at times t>T for some finite T, thus being of finite duration. Common examples of linear time-invariant systems are most electronic and digital filters. Systems with this property are known as ''IIR systems'' or ''IIR filters''. In practice, the impulse response, even of IIR systems, usually approaches zero and can be neglected past a certain point. However the physical systems which give rise to IIR or FIR responses are dissimilar, and therein lies the importance of the distinction. For instance, analog electronic filters composed of resistors, capacitors, and/or inductors (and perhaps linear amplifiers) are generally IIR filter ...
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Finite Impulse Response
In signal processing, a finite impulse response (FIR) filter is a filter whose impulse response (or response to any finite length input) is of ''finite'' duration, because it settles to zero in finite time. This is in contrast to infinite impulse response (IIR) filters, which may have internal feedback and may continue to respond indefinitely (usually decaying). The impulse response (that is, the output in response to a Kronecker delta input) of an Nth-order discrete-time FIR filter lasts exactly N+1 samples (from first nonzero element through last nonzero element) before it then settles to zero. FIR filters can be discrete-time or continuous-time, and digital or analog. Definition For a causal discrete-time FIR filter of order ''N'', each value of the output sequence is a weighted sum of the most recent input values: :\begin y &= b_0 x + b_1 x -1+ \cdots + b_N x -N\\ &= \sum_^N b_i\cdot x -i \end where: * x /math> is the input signal, * y /math> is the output signa ...
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Signal-to-noise Ratio
Signal-to-noise ratio (SNR or S/N) is a measure used in science and engineering that compares the level of a desired signal to the level of background noise. SNR is defined as the ratio of signal power to the noise power, often expressed in decibels. A ratio higher than 1:1 (greater than 0 dB) indicates more signal than noise. SNR, bandwidth, and channel capacity of a communication channel are connected by the Shannon–Hartley theorem. Definition Signal-to-noise ratio is defined as the ratio of the power of a signal (meaningful input) to the power of background noise (meaningless or unwanted input): : \mathrm = \frac, where is average power. Both signal and noise power must be measured at the same or equivalent points in a system, and within the same system bandwidth. Depending on whether the signal is a constant () or a random variable (), the signal-to-noise ratio for random noise becomes: : \mathrm = \frac where E refers to the expected value, i.e. in this case ...
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Significant Figures
Significant figures (also known as the significant digits, ''precision'' or ''resolution'') of a number in positional notation are digits in the number that are reliable and necessary to indicate the quantity of something. If a number expressing the result of a measurement (e.g., length, pressure, volume, or mass) has more digits than the number of digits allowed by the measurement resolution, then only as many digits as allowed by the measurement resolution are reliable, and so only these can be significant figures. For example, if a length measurement gives 114.8 mm while the smallest interval between marks on the ruler used in the measurement is 1 mm, then the first three digits (1, 1, and 4, showing 114 mm) are certain and so they are significant figures. Digits which are uncertain but ''reliable'' are also considered significant figures. In this example, the last digit (8, which adds 0.8 mm) is also considered a significant figure even though ther ...
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Conjugate Transpose
In mathematics, the conjugate transpose, also known as the Hermitian transpose, of an m \times n complex matrix \boldsymbol is an n \times m matrix obtained by transposing \boldsymbol and applying complex conjugate on each entry (the complex conjugate of a+ib being a-ib, for real numbers a and b). It is often denoted as \boldsymbol^\mathrm or \boldsymbol^* or \boldsymbol'. H. W. Turnbull, A. C. Aitken, "An Introduction to the Theory of Canonical Matrices," 1932. For real matrices, the conjugate transpose is just the transpose, \boldsymbol^\mathrm = \boldsymbol^\mathsf. Definition The conjugate transpose of an m \times n matrix \boldsymbol is formally defined by where the subscript ij denotes the (i,j)-th entry, for 1 \le i \le n and 1 \le j \le m, and the overbar denotes a scalar complex conjugate. This definition can also be written as :\boldsymbol^\mathrm = \left(\overline\right)^\mathsf = \overline where \boldsymbol^\mathsf denotes the transpose and \overline denotes the ...
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Singular Value
In mathematics, in particular functional analysis, the singular values, or ''s''-numbers of a compact operator T: X \rightarrow Y acting between Hilbert spaces X and Y, are the square roots of the (necessarily non-negative) eigenvalues of the self-adjoint operator T^*T (where T^* denotes the adjoint of T). The singular values are non-negative real numbers, usually listed in decreasing order (''σ''1(''T''), ''σ''2(''T''), …). The largest singular value ''σ''1(''T'') is equal to the operator norm of ''T'' (see Min-max theorem). If ''T'' acts on Euclidean space \Reals ^n, there is a simple geometric interpretation for the singular values: Consider the image by T of the unit sphere; this is an ellipsoid, and the lengths of its semi-axes are the singular values of T (the figure provides an example in \Reals^2). The singular values are the absolute values of the eigenvalues of a normal matrix ''A'', because the spectral theorem can be applied to obtain unitary diagonalization of ...
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Eigenvalues And Eigenvectors
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted by \lambda, is the factor by which the eigenvector is scaled. Geometrically, an eigenvector, corresponding to a real nonzero eigenvalue, points in a direction in which it is stretched by the transformation and the eigenvalue is the factor by which it is stretched. If the eigenvalue is negative, the direction is reversed. Loosely speaking, in a multidimensional vector space, the eigenvector is not rotated. Formal definition If is a linear transformation from a vector space over a field into itself and is a nonzero vector in , then is an eigenvector of if is a scalar multiple of . This can be written as T(\mathbf) = \lambda \mathbf, where is a scalar in , known as the eigenvalue, characteristic value, or characteristic root ass ...
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Unitary Matrix
In linear algebra, a complex square matrix is unitary if its conjugate transpose is also its inverse, that is, if U^* U = UU^* = UU^ = I, where is the identity matrix. In physics, especially in quantum mechanics, the conjugate transpose is referred to as the Hermitian adjoint of a matrix and is denoted by a dagger (†), so the equation above is written U^\dagger U = UU^\dagger = I. The real analogue of a unitary matrix is an orthogonal matrix. Unitary matrices have significant importance in quantum mechanics because they preserve norms, and thus, probability amplitudes. Properties For any unitary matrix of finite size, the following hold: * Given two complex vectors and , multiplication by preserves their inner product; that is, . * is normal (U^* U = UU^*). * is diagonalizable; that is, is unitarily similar to a diagonal matrix, as a consequence of the spectral theorem. Thus, has a decomposition of the form U = VDV^*, where is unitary, and is diagonal and uni ...
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Digital Filter
In signal processing, a digital filter is a system that performs mathematical operations on a sampled, discrete-time signal to reduce or enhance certain aspects of that signal. This is in contrast to the other major type of electronic filter, the analog filter, which is typically an electronic circuit operating on continuous-time analog signals. A digital filter system usually consists of an analog-to-digital converter (ADC) to sample the input signal, followed by a microprocessor and some peripheral components such as memory to store data and filter coefficients etc. Program Instructions (software) running on the microprocessor implement the digital filter by performing the necessary mathematical operations on the numbers received from the ADC. In some high performance applications, an FPGA or ASIC is used instead of a general purpose microprocessor, or a specialized digital signal processor (DSP) with specific paralleled architecture for expediting operations such as filter ...
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Singular Value Decomposition
In linear algebra, the singular value decomposition (SVD) is a factorization of a real or complex matrix. It generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any \ m \times n\ matrix. It is related to the polar decomposition. Specifically, the singular value decomposition of an \ m \times n\ complex matrix is a factorization of the form \ \mathbf = \mathbf\ , where is an \ m \times m\ complex unitary matrix, \ \mathbf\ is an \ m \times n\ rectangular diagonal matrix with non-negative real numbers on the diagonal, is an n \times n complex unitary matrix, and \ \mathbf\ is the conjugate transpose of . Such decomposition always exists for any complex matrix. If is real, then and can be guaranteed to be real orthogonal matrices; in such contexts, the SVD is often denoted \ \mathbf^\mathsf\ . The diagonal entries \ \sigma_i = \Sigma_\ of \ \mathbf\ are uniquely determined by and are known as the singular values of . The n ...
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