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W01_L02_P05 - Signal detection and thresholding

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    And you might say, wait a minute.. Let's,
    let's make this a little stronger. Let's
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    make the noise a little stronger and see
    how well this does. Let's go up to height
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    like, if I went back to twenty, double the
    noise. Every realization of noise by every
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    time I push that run button, gives me
    something different. You guys all realize
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    that? Every time I do that, it generates a
    new noise field. Here is another
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    realization. Look at that. Pretty clear.
    What's here is still just a mess. You
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    wouldn't be able to make a detection. Here
    it says, something is clearly above that
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    line. Now, you would say, if you'd just
    looked at this, you say, well, wait a
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    minute, How do I know that if I don't just
    move the filter over here I'm just not
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    going to grab this stuff and it's not
    going to give me something, right? You
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    could say that cuz maybe you're
    distrustful right now. You don't trust me.
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    You think I'm trying to pull something on
    you like oh, that guy, he's a fraud. Look
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    at that, I could of done that with
    anything. Maybe you're, hopefully you're
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    not thinking of that. But, but seriously,
    if you look at this data in the spectrum,
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    it doesn't really look any different here
    than here than here than here than here.
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    And it looks to me like if you filtered
    there, you'd get the same thing, right?
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    What's the difference actually with a
    signal versus noise? In a signal, the
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    information is coherent. The frequency
    components are in phase okay? In white
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    noise, yes, this is lots of fluctuation,
    lots of energy. All this information over
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    here, I don't apply the absolute value.
    This stuff is incoherent. In other words,
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    it has random phase relationships. So,
    when I, I'm going to show you, we're going
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    to move the filter over to here, and I'm
    going to prove to you that I'm not fibbing
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    you, okay? I went to the side, looked at
    the same plot, move the filter, okay? By
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    the way, the filtered signal, so in other
    words, if I look at the frequency domain,
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    if I take this blue filter and move it
    over here, you see that green line? It's
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    going to look pretty close to the same.
    But the key is what happens in the time
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    domain. Alright. So, all you got to do to
    move the filter let's go back over here
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    and let's maybe make it centered around
    -ten.
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    That sound good? Or I don't know, fifteen?
    Let's, let's make fifteen. Sure. Oh, there
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    we go. I just moved my filter. I can do
    either one. I mean, I could just filter
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    anywhere I want. I could go to one side or
    the other filter or both. But I'll just
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    show you what happen. What we want to look
    at is a bi-filter around that frequency.
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    So, in other words, omit, where this is
    zero is at a certain frequency, omega
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    zero.
    And if you go to the one side, you're
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    going to higher frequencies. The other
    side, lower frequencies. So now, I'm just
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    moving to lower frequencies. But zero
    frequency is the middle, right? Yeah. And
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    so. Well it. From zero, that's the rangeof
    frequency. So, if you go to the negative,
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    your proof is probably the same. Yeah. But
    it's not really zero, its omega zero,
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    right, rescaled. You've centered out,
    you've taken out the center frequency.
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    Okay. So, okay, here is what I get
    alright. It's not as impressive as you
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    think. I mean, it is more impressive than
    you think. . what's it go from? Sorry,
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    sorry. I know it's just that form here
    that oops, to show you and take it away, I
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    mean, its like a tuple. Okay. zero, one.
    There, I filtered over that. The reason I
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    did it, it rescales automatically. I
    wanted you to see that threshold line. The
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    threshold line is there, 0.5. It's always
    been there. If I take that same look at
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    here, the green under here still has, you
    know, that's a spike. You think oh, a
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    spike lead to a spike here. The spike
    there doesn't lead to a spike there. Spike
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    there leads to stuff. That's slow. You
    would never launch a missile there, okay?
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    So, what this allowed us to do, right, is
    a very simple algorithm where you just
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    say, look, I want to do data analysis. And
    so, this gets back to the bigger picture
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    generically, which is, what we did here is
    just said, look if I want to do data
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    analysis and I'm bringing in all this
    informati on, it's contaminated with
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    noise. But I know something about what I'm
    looking for. I knew here I was looking for
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    omega zero.
    I'll just say okay, filter around omega
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    zero.
    Take out a little Gaussian. And by the
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    way, you can do better, you can do worse.
    This is why people work so hard in filter
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    design because I can make super fancy
    filters that would do better and better
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    and better job without really making a
    detection. Remember, radar actually, well,
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    I don't know if you, I didn't say anything
    about it but, radar, advanced radar was
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    actually tremendous. It was at the end of
    World War II, actually. And it was a
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    turning point in the war cuz Hitler was
    bombing England into submission. And they
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    were actually probably a few months out
    from basically an unconditional surrender.
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    But then, what was happening in technology
    there is they actually built radar an all
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    of a sudden, Luftwaffe, which was
    basically their dominant force coming in
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    over England. The English Air Forces
    always, always knew where they were, how
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    did, could that happen, they could've
    invented radar, the Germans didn't know
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    it, it totally changed the war. Pretty
    important and since that time the
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    development of radar has been huge. And
    people worked very hard at this. for
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    instance, MIT Lincoln Labs. It's, they do
    radar stuff all the time, they have three
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    positions open if you need one right now.
    so, for instance, this, so you can do a
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    lot of advanced design, filtering, taking
    in account balancing of the signal all
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    around from things. I mean this is but
    it's ultimately, it's just, it's just
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    this, this is the key idea right there.
    This is the key idea. What they want to do
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    is track crap from real signal, okay?
    That's the ultimate goal. And ultimately,
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    what you want to do, whatever your data
    is, you'd like to take out what shouldn't
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    be there and you want an accurate,
    statistically correct way to do that,
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    okay? So, this is the kind of mechanism we
    start looking at. Now, there are other
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    ways to subtract out noise, I want to talk
    about that on Monday, okay? We'll build
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    some more code. Thing I'd encourage you to
    do. Take the code here. You can play with
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    filter width, right? There's a whole code
    in the notes. You could just start playing
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    with filter width, you can start playing
    with your filter design if you'd like,
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    right? It's very simple to do. How many
    lines? We just did it in line here. It's
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    not that many lines. You just start
    looking at what happens to your signal.
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    Play around with your noise. Play around
    with your signal you put in. See how well
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    you can reconstruct it.
Title:
W01_L02_P05 - Signal detection and thresholding
jngiam edited English subtitles for W01_L02_P05 - Signal detection and thresholding
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