June 18, 2020 On a cold morning in August 2015, I narrowly missed a train to my office in Melbourne city. With nothing else to do in the next 20 minutes, my mind wandered towards an intuitive view of complex numbers, something that has puzzled me since long. In particular, I wanted to seek answers to the following questions. (a) What is the role of the number $\sqrt{-1}$ in mathematics? What sets it apart from other impossible numbers, e.g., a number $k$ such that $|k|=-1$? (The origins of this question might lie in how I cut apple slices for my

Continue reading## The Easiest Tutorial on Kalman Filter

Kalman filter is one of the most important but not so well explained filter in the field of statistical signal processing. As far as its importance is concerned, it has seen a phenomenal rise since its discovery in 1960. One of the major factors behind this is its role of fusing estimates in time and space in an information-rich world. For example, position awareness is not limited to radars and self driving vehicles anymore but instead has become an integral component in proper operation of industrial control, robotics, precision agriculture, drones and augmented reality. Kalman filter plays a major role

Continue reading## The Reason Why the Monty Hall Problem Continues to Perplex Everyone

The Monty Hall problem is an interesting puzzle loosely based on an American TV game show Let’s Make a Deal hosted by Monty Hall. While the puzzle looked simple, it perplexed some of the brightest mathematical minds in the United States, including the great Paul Erdös who was one of the most prolific mathematicians of the 20th century. This continues to be the case today. I looked upon a number of references to find the source of confusion in the Monty Hall problem but failed. All I found was different solutions. Therefore, I built one myself with the usual from

Continue reading## FMCW Radar Part 1 – Ranging

This is Part 1 of a 3-Part series in which we describe how an FMCW radar finds the range of multiple stationary targets. In Part 2, we talk about estimating the velocities of several moving targets and their directions through forming a structure known as the radar cube. Part 3 presents system design guidelines for an FMCW radar. In his book Multirate Signal Processing, Fred Harris mentions a great problem solving technique: "When faced with an unsolvable problem, change it into one you can solve, and solve that one instead." We will see in this article how an FMCW radar

Continue reading## How Automatic Gain Control (AGC) Works

Alfred North Whitehead said, "Civilization advances by extending the number of important operations which we can perform without thinking of them." In today’s world, it is easy to take no notice of the level of process automation integrated into our lives. To have an idea of how things were in the early days, signal processing technology to sort out the radar picture on a map was not available and only a dot or a line could be generated on the screen representing a detected target. A radar operator had to stare at a screen for their whole shift to raise

Continue reading## Design of a Discrete-Time Differentiator

Many signal processing algorithms require computation of the derivative of a signal in real-time. Some of the examples are timing recovery, carrier frequency synchronization, FM demodulation and demodulation of LoRa signals. An analog or digital filter that computes such a derivative is known as a differentiator. Before we design such a discrete-time differentiating filter, let us review some of the fundamentals. A Derivative The following quote is attributed to Heraclitus, a Greek philosopher, from 535 BC. Change is the only constant in life. This was brought into the realm of science by Newton and Leibniz. The purpose of science is

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