Unit
SignalUtils
Complex cepstrum can be used (among other things) to detect and measure echo delays in the signal and for filtering applications. The user should considering windowing the time time signal prior to passing it to this routine.rc = IFFT(log(FFT(x))) x.. time series
The main problem of efficient complex cepstrum estimation is the estimation of the complex logarithm.
As mentioned, the function returns integer phase lag subtracted from the unwrapped phase. This lag is subtracted because the unwrapped phase otherwise formes a step function for the FFT which follows. By pushing the begining and the end of the unwrapped phase towards zero, the FFT which follows will be more effective and will give a more clear picture, because there will be no circular discontinuity in the unwrapped phase. Similar effect is achieved with window functions and when removing a trend.
For example, if a time series is superimposed on a linear regression line, it makes sense first to subtract linear regression line (de-trend) and to form a zero mean signal before performing an FFT, because otherwise the signal does not start close to where it ends. (FFT sees the signal as a circular infinite signal.)
| See Also |
|---|
| [1] "Discrete-time signal processing, Oppenheim and Schafer, Prentice-Hall, 1989". |
| [2] "Theory and application of digital signal processing, Lawrence R. Rabiner and Bernard Gold. Prentice-Hall, 1975". |
| RealCepstrum |
| CplxCepstrumInv |
| Copyright 2008 Dew Research |