## Ten Little Algorithms, Part 3: Welford's Method (and Friends)

Other articles in this series:

- Part 1: Russian Peasant Multiplication
- Part 2: The Single-Pole Low-Pass Filter
- Part 4: Topological Sort
- Part 5: Quadratic Extremum Interpolation and Chandrupatla's Method
- Part 6: Green’s Theorem and Swept-Area Detection

Last time we talked about a low-pass filter, and we saw that a one-line...

## Ten Little Algorithms, Part 2: The Single-Pole Low-Pass Filter

Other articles in this series:

- Part 1: Russian Peasant Multiplication
- Part 3: Welford's Method (And Friends)
- Part 4: Topological Sort
- Part 5: Quadratic Extremum Interpolation and Chandrupatla's Method
- Part 6: Green’s Theorem and Swept-Area Detection

I’m writing this article in a room with a bunch of other people talking, and while sometimes I wish they would just SHUT UP, it would be...

## Two Capacitors Are Better Than One

I was looking for a good reference for some ADC-driving circuits, and ran across this diagram in Walt Jung’s Op-Amp Applications Handbook:

And I smiled to myself, because I immediately remembered a circuit I hadn’t used for years. Years! But it’s something you should file away in your bag of tricks.

Take a look at the RC-RC circuit formed by R1, R2, C1, and C2. It’s basically a stacked RC low-pass filter. The question is, why are there two capacitors?

I...

## Second-Order Systems, Part I: Boing!!

I’ve already written about the unexciting (but useful) 1st-order system, and about slew-rate limiting. So now it’s time to cover second-order systems.

The most common second-order systems are RLC circuits and spring-mass-damper systems.

Spring-mass-damper systems are fairly common; you’ve seen these before, whether you realize it or not. One household example of these is the spring doorstop (BOING!!):

(For what it’s worth: the spring...

## Slew Rate Limiters: Nonlinear and Proud of It!

I first learned about slew rate limits when I was in college. Usually the subject comes up when talking about the nonideal behavior of op-amps. In order for the op-amp output to swing up and down quickly, it has to charge up an internal capacitor with a transistor circuit that’s limited in its current capability. So the slew rate limit \( \frac{dV}{dt} = \frac{I_{\rm max}}{C} \). And as long as the amplitude and frequency aren’t too high, you won’t notice it. But try to...

## First-Order Systems: The Happy Family

Все счастли́вые се́мьи похо́жи друг на дру́га, ка́ждая несчастли́вая семья́ несчастли́ва по-сво́ему.— Лев Николаевич Толстой, Анна Каренина

Happy families are all alike; every unhappy family is unhappy in its own way.— Lev Nicholaevich Tolstoy, Anna Karenina

I was going to write an article about second-order systems, but then realized that it would be...

## How to Estimate Encoder Velocity Without Making Stupid Mistakes: Part II (Tracking Loops and PLLs)

Yeeehah! Finally we're ready to tackle some more clever ways to figure out the velocity of a position encoder. In part I, we looked at the basics of velocity estimation. Then in my last article, I talked a little about what's necessary to evaluate different kinds of algorithms. Now it's time to start describing them. We'll cover tracking loops and phase-locked loops in this article, and Luenberger observers in part III.

But first we need a moderately simple, but interesting, example...

## Signal Processing Contest in Python (PREVIEW): The Worst Encoder in the World

When I posted an article on estimating velocity from a position encoder, I got a number of responses. A few of them were of the form "Well, it's an interesting article, but at slow speeds why can't you just take the time between the encoder edges, and then...." My point was that there are lots of people out there which take this approach, and don't take into account that the time between encoder edges varies due to manufacturing errors in the encoder. For some reason this is a hard concept...

## Lost Secrets of the H-Bridge, Part III: Practical Issues of Inductor and Capacitor Ripple Current

We've been analyzing the ripple current in an H-bridge, both in an inductive load and the DC link capacitor. Here's a really quick recap; if you want to get into more details, go back and read part I and part II until you've got equations coming out of your ears. I promise there will be a lot less grungy math in this post. So let's get most of it out of the way:

Switches QAH and QAL are being turned on and off with pulse-width modulation (PWM), to produce an average voltage DaVdc on...

## Lost Secrets of the H-Bridge, Part II: Ripple Current in the DC Link Capacitor

In my last post, I talked about ripple current in inductive loads.

One of the assumptions we made was that the DC link was, in fact, a DC voltage source. In reality that's an approximation; no DC voltage source is perfect, and current flow will alter the DC link voltage. To analyze this, we need to go back and look at how much current actually is being drawn from the DC link. Below is an example. This is the same kind of graph as last time, except we added two...

## Slew Rate Limiters: Nonlinear and Proud of It!

I first learned about slew rate limits when I was in college. Usually the subject comes up when talking about the nonideal behavior of op-amps. In order for the op-amp output to swing up and down quickly, it has to charge up an internal capacitor with a transistor circuit that’s limited in its current capability. So the slew rate limit \( \frac{dV}{dt} = \frac{I_{\rm max}}{C} \). And as long as the amplitude and frequency aren’t too high, you won’t notice it. But try to...

## Tolerance Analysis

Today we’re going to talk about tolerance analysis. This is a topic that I have danced around in several previous articles, but never really touched upon in its own right. The closest I’ve come is Margin Call, where I discussed several different techniques of determining design margin, and ran through some calculations to justify that it was safe to allow a certain amount of current through an IRFP260N MOSFET.

Tolerance analysis...

## Ten Little Algorithms, Part 6: Green’s Theorem and Swept-Area Detection

Other articles in this series:

- Part 1: Russian Peasant Multiplication
- Part 2: The Single-Pole Low-Pass Filter
- Part 3: Welford's Method (And Friends)
- Part 4: Topological Sort
- Part 5: Quadratic Extremum Interpolation and Chandrupatla's Method

This article is mainly an excuse to scribble down some cryptic-looking mathematics — Don’t panic! Close your eyes and scroll down if you feel nauseous — and...

## First-Order Systems: The Happy Family

Все счастли́вые се́мьи похо́жи друг на дру́га, ка́ждая несчастли́вая семья́ несчастли́ва по-сво́ему.— Лев Николаевич Толстой, Анна Каренина

Happy families are all alike; every unhappy family is unhappy in its own way.— Lev Nicholaevich Tolstoy, Anna Karenina

I was going to write an article about second-order systems, but then realized that it would be...

## Lost Secrets of the H-Bridge, Part II: Ripple Current in the DC Link Capacitor

In my last post, I talked about ripple current in inductive loads.

One of the assumptions we made was that the DC link was, in fact, a DC voltage source. In reality that's an approximation; no DC voltage source is perfect, and current flow will alter the DC link voltage. To analyze this, we need to go back and look at how much current actually is being drawn from the DC link. Below is an example. This is the same kind of graph as last time, except we added two...

## Two Capacitors Are Better Than One

I was looking for a good reference for some ADC-driving circuits, and ran across this diagram in Walt Jung’s Op-Amp Applications Handbook:

And I smiled to myself, because I immediately remembered a circuit I hadn’t used for years. Years! But it’s something you should file away in your bag of tricks.

Take a look at the RC-RC circuit formed by R1, R2, C1, and C2. It’s basically a stacked RC low-pass filter. The question is, why are there two capacitors?

I...

## Signal Processing Contest in Python (PREVIEW): The Worst Encoder in the World

When I posted an article on estimating velocity from a position encoder, I got a number of responses. A few of them were of the form "Well, it's an interesting article, but at slow speeds why can't you just take the time between the encoder edges, and then...." My point was that there are lots of people out there which take this approach, and don't take into account that the time between encoder edges varies due to manufacturing errors in the encoder. For some reason this is a hard concept...

## Linear Feedback Shift Registers for the Uninitiated, Part XIV: Gold Codes

Last time we looked at some techniques using LFSR output for system identification, making use of the peculiar autocorrelation properties of pseudorandom bit sequences (PRBS) derived from an LFSR.

This time we’re going to jump back to the field of communications, to look at an invention called Gold codes and why a single maximum-length PRBS isn’t enough to save the world using spread-spectrum technology. We have to cover two little side discussions before we can get into Gold...

## Linear Feedback Shift Registers for the Uninitiated, Part XII: Spread-Spectrum Fundamentals

Last time we looked at the use of LFSRs for pseudorandom number generation, or PRNG, and saw two things:

- the use of LFSR state for PRNG has undesirable serial correlation and frequency-domain properties
- the use of single bits of LFSR output has good frequency-domain properties, and its autocorrelation values are so close to zero that they are actually better than a statistically random bit stream

The unusually-good correlation properties...

## Linear Regression with Evenly-Spaced Abscissae

What a boring title. I wish I could come up with something snazzier. One word I learned today is studentization, which is just the normalization of errors in a curve-fitting exercise by the sample standard deviation (e.g. point \( x_i \) is \( 0.3\hat{\sigma} \) from the best-fit linear curve, so \( \frac{x_i - \hat{x}_i}{\hat{\sigma}} = 0.3 \)) — Studentize me! would have been nice, but I couldn’t work it into the topic for today. Oh well.

I needed a little break from...

## Signal Processing Contest in Python (PREVIEW): The Worst Encoder in the World

When I posted an article on estimating velocity from a position encoder, I got a number of responses. A few of them were of the form "Well, it's an interesting article, but at slow speeds why can't you just take the time between the encoder edges, and then...." My point was that there are lots of people out there which take this approach, and don't take into account that the time between encoder edges varies due to manufacturing errors in the encoder. For some reason this is a hard concept...

## First-Order Systems: The Happy Family

Все счастли́вые се́мьи похо́жи друг на дру́га, ка́ждая несчастли́вая семья́ несчастли́ва по-сво́ему.— Лев Николаевич Толстой, Анна Каренина

Happy families are all alike; every unhappy family is unhappy in its own way.— Lev Nicholaevich Tolstoy, Anna Karenina

I was going to write an article about second-order systems, but then realized that it would be...

## Ten Little Algorithms, Part 6: Green’s Theorem and Swept-Area Detection

Other articles in this series:

- Part 1: Russian Peasant Multiplication
- Part 2: The Single-Pole Low-Pass Filter
- Part 3: Welford's Method (And Friends)
- Part 4: Topological Sort
- Part 5: Quadratic Extremum Interpolation and Chandrupatla's Method

This article is mainly an excuse to scribble down some cryptic-looking mathematics — Don’t panic! Close your eyes and scroll down if you feel nauseous — and...

## Second-Order Systems, Part I: Boing!!

I’ve already written about the unexciting (but useful) 1st-order system, and about slew-rate limiting. So now it’s time to cover second-order systems.

The most common second-order systems are RLC circuits and spring-mass-damper systems.

Spring-mass-damper systems are fairly common; you’ve seen these before, whether you realize it or not. One household example of these is the spring doorstop (BOING!!):

(For what it’s worth: the spring...

## Lost Secrets of the H-Bridge, Part II: Ripple Current in the DC Link Capacitor

In my last post, I talked about ripple current in inductive loads.

One of the assumptions we made was that the DC link was, in fact, a DC voltage source. In reality that's an approximation; no DC voltage source is perfect, and current flow will alter the DC link voltage. To analyze this, we need to go back and look at how much current actually is being drawn from the DC link. Below is an example. This is the same kind of graph as last time, except we added two...

## R1C1R2C2: The Two-Pole Passive RC Filter

I keep running into this circuit every year or two, and need to do the same old calculations, which are kind of tiring. So I figured I’d just write up an article and then I can look it up the next time.

This is a two-pole passive RC filter. Doesn’t work as well as an LC filter or an active filter, but it is cheap. We’re going to find out a couple of things about its transfer function.

First let’s find out the transfer function of this circuit:

Not very...

## Data Types for Control & DSP

There's a lot of information out there on what data types to use for digital signal processing, but there's also a lot of confusion, so the topic bears repeating.

I recently posted an entry on PID control. In that article I glossed over the data types used by showing "double" in all of my example code. Numerically, this should work for most control problems, but it can be an extravagant use of processor resources. There ought to be a better way to determine what precision you need...

## Linear Feedback Shift Registers for the Uninitiated, Part XIII: System Identification

Last time we looked at spread-spectrum techniques using the output bit sequence of an LFSR as a pseudorandom bit sequence (PRBS). The main benefit we explored was increasing signal-to-noise ratio (SNR) relative to other disturbance signals in a communication system.

This time we’re going to use a PRBS from LFSR output to do something completely different: system identification. We’ll show two different methods of active system identification, one using sine waves and the other...

## Linear Feedback Shift Registers for the Uninitiated, Part XIV: Gold Codes

Last time we looked at some techniques using LFSR output for system identification, making use of the peculiar autocorrelation properties of pseudorandom bit sequences (PRBS) derived from an LFSR.

This time we’re going to jump back to the field of communications, to look at an invention called Gold codes and why a single maximum-length PRBS isn’t enough to save the world using spread-spectrum technology. We have to cover two little side discussions before we can get into Gold...

## Linear Feedback Shift Registers for the Uninitiated, Part XII: Spread-Spectrum Fundamentals

Last time we looked at the use of LFSRs for pseudorandom number generation, or PRNG, and saw two things:

- the use of LFSR state for PRNG has undesirable serial correlation and frequency-domain properties
- the use of single bits of LFSR output has good frequency-domain properties, and its autocorrelation values are so close to zero that they are actually better than a statistically random bit stream

The unusually-good correlation properties...