Signal Processing with kdb+

In the latest in our ongoing series of kdb+ technical white papers published on the KX Developer’s site, KX engineer Callum Biggs examines how kdb+/q can be used instead of popular software-based signal processing solutions. Signal processing is used for analyzing observable events, such as IoT sensor data, sounds, images and other types of pulses or occurrences.

Callum’s paper explores how statistical signal processing operations (those which assume that signals are stochastic), can be implemented natively within q to remove noise, extract useful information, and quickly identify anomalies. This integration allows for kdb+/q to be used as a single platform for the capture, processing, analysis and storage of large volumes of sensor data.

This paper shows that native applications of signal processing, which historically have been the realm of libraries accessed through Python or C++, can be natively integrated into kdb+ data systems.

You can read the full paper here.