Understand AR, MA and ARMA models
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...
View ArticleSolving ARMA model – minimization of squared error
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...
View ArticleYule Walker Estimation and simulation in Matlab
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...
View ArticleLinear regression using python – demystified
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...
View ArticleDigital filter design – Introduction
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...
View ArticleDesign FIR filter to reject unwanted frequencies
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...
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