I have described in detail the story of the Kalman Filter (KF) in a previous article using intuitive arguments. The Kalman filter is applicable to linear models. Today we will learn about extending the Kalman filter to non-linear scenarios through an extended Kalman filter. Numerous applications today require estimating the range, velocity, and acceleration of objects moving along a straight path. It could be an airplane within the scope of a traditional radar or an autonomous vehicle cruising down a road in an ever-connected society. And who knows, perhaps the superhumans of the next century will engage in futuristic play
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Coordinate Rotation Digital Computer (CoRDiC)
Digitial Signal Processing (DSP) plays a crucial role in algorithm implmentation for building digital and wireless communication systems. A common theme in all those algorithms is that they can be implemented with the following simple operations: addition multiplication shift In fact, these are the basic principles on which a digital signal processor is constructed. However, when it comes to implementation of real-time systems in hardware such as FPGAs, we find ways to reduce the complexity even further. Which operation (out of the above three) do you think is the most demanding in computations? It is the multiplications. Therefore, it is
Continue readingWhy the Constant e Arises in Complex Plane as a Rotation
In the tutorial on how complex numbers arose, we asked three questions. The first two were answered in the same article while the answer to the third question, repeated below, is explained here. Why is the expression $e^{i \theta}$ a rotation of 1 by $\theta$ radians on a unit circle? Is it possible to make sense out of a number like $2.71828^{\sqrt{-1}\cdot\theta}$? The constant e is a special number discovered by Jacob Bernoulli while studying compound interests. It appears in many other forms as well which are all related to each other but that topic is a complete account in
Continue readingI/Q Signals 101: Neither Complex Nor Complicated
Dec 04, 2020 There was a recent discussion on GNU Radio mailing list in regards to the simplest possible intuition behind I/Q signals. Why is I/Q sampling required? Question: The original question from Kristoff went like this: “… when you mention `GNU Radio complex numbers’, you also have to mention I/Q signals, which is a topic that is very difficult to explain in 10 seconds to an audience who has never seen anything about I/Q sampling before.” Comment: According to Jeff Long: “This is a great thing to try to figure out. If we can come up with an answer
Continue readingA Real-Imaginative Guide to Complex Numbers
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
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