Preface |
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xvii | |
List of Figures |
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xix | |
List of Tables |
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xxv | |
List of Abbreviations |
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xxvii | |
1 Introduction |
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1 | (22) |
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1 | (1) |
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1.2 Terminology for Signal Analysis and Typical Signals |
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1 | (3) |
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1.2.1 Terminology for Signal Analysis |
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1 | (2) |
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1.2.2 Examples of Typical Signals |
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3 | (1) |
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1.3 Digital Signal Processing |
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4 | (2) |
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1.3.1 General Framework for Digital Signal Processing |
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4 | (1) |
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1.3.2 Advantages of Digital Signal Processing |
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5 | (1) |
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1.3.3 Disadvantages of Digital Signal Processing |
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5 | (1) |
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1.4 Analysis of Analog Signals |
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6 | (4) |
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1.4.1 The Fourier Series Expansion of Periodic Signals |
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6 | (1) |
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1.4.2 The Fourier Transform |
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7 | (1) |
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1.4.3 The Laplace Transform |
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8 | (2) |
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1.5 Analysis of Discrete-Time Signals |
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10 | (4) |
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1.5.1 Sampling an Analog Signal |
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10 | (1) |
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1.5.2 The Discrete-Time Fourier Transform |
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11 | (2) |
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1.5.3 The Discrete Fourier Transform (DFT) |
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13 | (1) |
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13 | (1) |
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1.6 Sampling of Continuous-Time Sinusoidal Signals |
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14 | (2) |
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16 | (1) |
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17 | (3) |
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1.9 Recovery of an Analog Signal |
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20 | (1) |
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21 | (1) |
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22 | (1) |
2 Discrete-Time Systems and z-Transformation |
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23 | (34) |
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23 | (1) |
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2.2 Discrete-Time Signals |
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23 | (2) |
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2.3 z-Transform of Basic Sequences |
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25 | (4) |
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2.3.1 Fundamental Transforms |
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25 | (2) |
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2.3.2 Properties of z-Transform |
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27 | (2) |
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2.4 Inversion of z-Transforms |
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29 | (4) |
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2.4.1 Partial Fraction Expansion |
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30 | (1) |
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2.4.2 Power Series Expansion |
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31 | (1) |
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2.4.3 Contour Integration |
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32 | (1) |
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33 | (1) |
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2.6 Discrete-Time Systems |
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34 | (3) |
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37 | (3) |
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2.8 State-Space Descriptions |
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40 | (2) |
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40 | (1) |
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41 | (1) |
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2.9 Frequency Transfer Functions |
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42 | (12) |
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2.9.1 Linear Time-Invariant Causal Systems |
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42 | (1) |
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2.9.2 Rational Transfer Functions |
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43 | (2) |
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2.9.3 All-Pass Digital Filters |
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45 | (3) |
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2.9.4 Notch Digital Filters |
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48 | (5) |
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2.9.5 Doubly Complementary Digital Filters |
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53 | (1) |
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54 | (1) |
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55 | (2) |
3 Stability and Coefficient Sensitivity |
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57 | (10) |
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57 | (1) |
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57 | (7) |
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57 | (1) |
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3.2.2 Stability in Terms of Poles |
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58 | (2) |
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3.2.3 Schur-Cohn Criterion |
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60 | (1) |
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3.2.4 Schur-Cohn-Fujiwara Criterion |
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60 | (1) |
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3.2.5 Jury-Marden Criterion |
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61 | (1) |
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3.2.6 Stability Triangle of Second-Order Polynomials |
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62 | (1) |
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62 | (2) |
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3.3 Coefficient Sensitivity |
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64 | (1) |
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65 | (1) |
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66 | (1) |
4 State-Space Models |
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67 | (30) |
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67 | (1) |
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4.2 Controllability and Observability |
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67 | (3) |
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70 | (3) |
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70 | (1) |
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71 | (2) |
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4.3.3 Cayley-Hamilton's Theorem |
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73 | (1) |
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73 | (8) |
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4.4.1 Equivalent Transformation |
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73 | (1) |
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74 | (5) |
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4.4.3 Balanced, Input-Normal, and Output-Normal State-Space Models |
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79 | (2) |
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4.5 Kalman's Canonical Structure Theorem |
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81 | (4) |
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4.6 Hankel Matrix and Realization |
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85 | (6) |
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4.6.1 Minimal Realization |
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85 | (2) |
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4.6.2 Minimal Partial Realization |
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87 | (2) |
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4.6.3 Balanced Realization |
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89 | (2) |
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4.7 Discrete-Time Lossless Bounded-Real Lemma |
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91 | (4) |
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95 | (1) |
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96 | (1) |
5 FIR Digital Filter Design |
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97 | (38) |
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97 | (1) |
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5.2 Filter Classification |
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98 | (2) |
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100 | (8) |
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5.3.1 Frequency Transfer Function |
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100 | (1) |
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5.3.2 Symmetric Impulse Responses |
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101 | (3) |
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5.3.3 Antisymmetric Impulse Responses |
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104 | (4) |
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5.4 Design Using Window Function |
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108 | (6) |
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5.4.1 Fourier Series Expansion |
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108 | (2) |
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110 | (1) |
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5.4.3 Frequency Transformation |
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111 | (3) |
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114 | (3) |
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5.5.1 Quadratic-Measure Minimization |
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114 | (2) |
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116 | (1) |
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117 | (3) |
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5.6.1 General FIR Filter Design |
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117 | (1) |
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5.6.2 Linear-Phase FIR Filter Design |
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118 | (2) |
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5.7 Chebyshev Approximation |
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120 | (4) |
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5.7.1 The Parks-McClellan Algorithm |
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120 | (1) |
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5.7.2 Alternation Theorem |
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121 | (3) |
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5.8 Cascaded Lattice Realization of FIR Digital Filters |
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124 | (4) |
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5.9 Numerical Experiments |
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128 | (5) |
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5.9.1 Least-Squares Design |
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128 | (1) |
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5.9.1.1 Quadratic measure minimization |
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128 | (1) |
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5.9.1.2 Eigenfilter method |
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128 | (1) |
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5.9.2 Analytical Approach |
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129 | (2) |
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5.9.2.1 General FIR filter design |
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129 | (1) |
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5.9.2.2 Linear-Phase FIR filter design |
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130 | (1) |
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5.9.3 Chebyshev Approximation |
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131 | (1) |
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5.9.4 Comparison of Algorithms' Performances |
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132 | (1) |
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133 | (1) |
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134 | (1) |
6 Design Methods Using Analog Filter Theory |
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135 | (16) |
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135 | (1) |
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6.2 Design Methods Using Analog Filter Theory |
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135 | (14) |
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6.2.1 Lowpass Analog-Filter Approximations |
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136 | (4) |
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6.2.1.1 Butterworth approximation |
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136 | (1) |
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6.2.1.2 Chebyshev approximation |
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136 | (1) |
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6.2.1.3 Inverse-Chebyshev approximation |
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137 | (1) |
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6.2.1.4 Elliptic approximation |
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138 | (2) |
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6.2.2 Other Analog-Filter Approximations by Transformations |
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140 | (1) |
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6.2.2.1 Lowpass-to-lowpass transformation |
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140 | (1) |
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6.2.2.2 Lowpass-to-highpass transformation |
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140 | (1) |
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6.2.2.3 Lowpass-to-bandpass transformation |
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140 | (1) |
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6.2.2.4 Lowpass-to-bandstop transformation |
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141 | (1) |
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6.2.3 Design Methods Based on Analog Filter Theory |
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141 | (10) |
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6.2.3.1 Invariant impulse-response method |
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141 | (2) |
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6.2.3.2 Bilinear-transformation method |
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143 | (6) |
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149 | (1) |
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150 | (1) |
7 Design Methods in the Frequency Domain |
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151 | (22) |
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151 | (1) |
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7.2 Design Methods in the Frequency Domain |
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151 | (13) |
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7.2.1 Minimum Mean Squared Error Design |
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151 | (4) |
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7.2.2 An Equiripple Design by Linear Programming |
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155 | (2) |
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7.2.3 Weighted Least-Squares Design with Stability Constraints |
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157 | (4) |
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7.2.4 Minimax Design with Stability Constraints |
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161 | (3) |
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7.3 Design of All-Pass Digital Filters |
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164 | (7) |
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7.3.1 Design of All-Pass Filters Based on Frequency Response Error |
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164 | (3) |
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7.3.2 Design of All-Pass Filters Based on Phase Characteristic Error |
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167 | (3) |
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7.3.3 A Numerical Example |
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170 | (1) |
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171 | (1) |
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172 | (1) |
8 Design Methods in the Time Domain |
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173 | (40) |
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173 | (2) |
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8.2 Design Based on Extended Pade's Approximation |
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175 | (3) |
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176 | (1) |
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8.2.2 A Modified Procedure |
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177 | (1) |
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8.3 Design Using Second-Order Information |
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178 | (12) |
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8.3.1 A Filter Design Method |
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178 | (4) |
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182 | (3) |
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8.3.3 An Efficient Algorithm for Solving (8.35) |
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185 | (5) |
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190 | (6) |
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8.5 Design Using State-Space Models |
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196 | (8) |
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8.5.1 Balanced Model Reduction |
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196 | (3) |
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8.5.2 Stability and Minimality |
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199 | (5) |
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8.6 Numerical Experiments |
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204 | (6) |
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8.6.1 Design Based on Extended Pade's Approximation |
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204 | (1) |
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8.6.2 Design Using Second-Order Information |
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205 | (3) |
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8.6.3 Least-Squares Design |
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208 | (1) |
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8.6.4 Design Using State-Space Model (Balanced Model Reduction) |
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209 | (1) |
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8.6.5 Comparison of Algorithms' Performances |
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209 | (1) |
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210 | (1) |
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211 | (2) |
9 Design of Interpolated and FRM FIR Digital Filters |
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213 | (26) |
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213 | (1) |
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9.2 Basics of IFIR and FRM Filters and CCP |
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213 | (5) |
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9.2.1 Interpolated FIR Filters |
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213 | (1) |
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9.2.2 Frequency-Response-Masking Filters |
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214 | (3) |
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9.2.3 Convex-Concave Procedure (CCP) |
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217 | (1) |
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9.3 Minimax Design of IFIR Filters |
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218 | (4) |
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9.3.1 Problem Formulation |
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218 | (1) |
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9.3.2 Convexification of (9.10) Using CCP |
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219 | (2) |
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9.3.3 Remarks on Convexification in (9.13)-(9.14) |
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221 | (1) |
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9.4 Minimax Design of FRM Filters |
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222 | (3) |
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222 | (1) |
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9.4.2 A CCP Approach to Solving (9.23) |
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223 | (2) |
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9.5 FRM Filters with Reduced Complexity |
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225 | (2) |
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225 | (1) |
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226 | (1) |
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227 | (7) |
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9.6.1 Design and Evaluation Settings |
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227 | (1) |
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9.6.2 Design of IFIR Filters |
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227 | (2) |
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9.6.3 Design of FRM Filters |
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229 | (5) |
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9.6.4 Comparisons with Conventional FIR Filters |
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234 | (1) |
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234 | (2) |
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236 | (3) |
10 Design of a Class of Composite Digital Filters |
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239 | (14) |
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239 | (1) |
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10.2 Composite Filters and Problem Formulation |
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240 | (3) |
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240 | (1) |
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10.2.2 Problem Formulation |
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241 | (2) |
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243 | (5) |
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243 | (1) |
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10.3.2 Solving (10.7) with y Fixed to y = Yk |
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243 | (1) |
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10.3.3 Updating y with x Fixed to x = xk |
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244 | (3) |
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10.3.4 Summary of the Algorithm |
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247 | (1) |
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10.4 Design Example and Comparisons |
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248 | (2) |
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250 | (1) |
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250 | (3) |
11 Finite Word Length Effects |
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253 | (20) |
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253 | (1) |
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11.2 Fixed-Point Arithmetic |
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254 | (3) |
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11.3 Floating-Point Arithmetic |
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257 | (1) |
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11.4 Limit Cycles-Overflow Oscillations |
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257 | (3) |
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11.5 Scaling Fixed-Point Digital Filters to Prevent Overflow |
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260 | (2) |
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262 | (1) |
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11.7 Coefficient Sensitivity |
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263 | (1) |
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11.8 State-Space Descriptions with Finite Word Length |
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264 | (2) |
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11.9 Limit Cycle-Free Realization |
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266 | (4) |
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270 | (1) |
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270 | (3) |
12 l2-Sensitivity Analysis and Minimization |
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273 | (26) |
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273 | (1) |
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12.2 l2-Sensitivity Analysis |
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274 | (3) |
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12.3 Realization with Minimal l2-Sensitivity |
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277 | (3) |
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12.4 l2-Sensitivity Minimization Subject to l2-Scaling Constraints Using Quasi-Newton Algorithm |
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280 | (5) |
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12.4.1 l2-Scaling and Problem Formulation |
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280 | (1) |
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12.4.2 Minimization of (12.18) Subject to l2-Scaling Constraints - Using Quasi-Newton Algorithm |
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281 | (2) |
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283 | (2) |
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12.5 l2-Sensitivity Minimization Subject to l2-Scaling Constraints Using Lagrange Function |
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285 | (3) |
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12.5.1 Minimization of (12.19) Subject to l2-Scaling Constraints - Using Lagrange Function |
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285 | (2) |
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12.5.2 Derivation of Nonsingular T from P to Satisfy l2-Scaling Constraints |
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287 | (1) |
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12.6 Numerical Experiments |
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288 | (6) |
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12.6.1 Filter Description and Initial l2-Sensitivity |
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288 | (2) |
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12.6.2 l2-Sensitivity Minimization |
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290 | (1) |
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12.6.3 l2-Sensitivity Minimization Subject to l2-Scaling Constraints Using Quasi-Newton Algorithm |
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291 | (2) |
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12.6.4 l2-Sensitivity Minimization Subject to l2-Scaling Constraints Using Lagrange Function |
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293 | (1) |
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294 | (2) |
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296 | (3) |
13 Pole and Zero Sensitivity Analysis and Minimization |
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299 | (28) |
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299 | (1) |
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13.2 Pole and Zero Sensitivity Analysis |
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300 | (6) |
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13.3 Realization with Minimal Pole and Zero Sensitivity |
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306 | (4) |
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13.3.1 Weighted Pole and Zero Sensitivity Minimization Without Imposing l2-Scaling Constraints |
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306 | (3) |
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13.3.2 Zero Sensitivity Minimization Subject to Minimal Pole Sensitivity |
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309 | (1) |
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13.4 Pole Zero Sensitivity Minimization Subject to l2-Scaling Constraints Using Lagrange Function |
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310 | (2) |
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13.4.1 l2-Scaling Constraints and Problem Formulation |
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310 | (1) |
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13.4.2 Minimization of (13.37) Subject to l2-Scaling Constraints - Using Lagrange Function |
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310 | (2) |
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13.4.3 Derivation of Nonsingular T from P to Satisfy l2-Scaling Constraints |
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312 | (1) |
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13.5 Pole and Zero Sensitivity Minimization Subject to l2-Scaling Constraints Using Quasi-Newton Algorithm |
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312 | (3) |
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13.5.1 l2-Scaling and Problem Formulation |
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312 | (1) |
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13.5.2 Minimization of (13.68) Subject to l2-Scaling Constraints - Using Quasi-Newton Algorithm |
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313 | (1) |
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314 | (1) |
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13.6 Numerical Experiments |
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315 | (8) |
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13.6.1 Filter Description and Initial Pole and Zero Sensitivity |
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315 | (1) |
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13.6.2 Weighted Pole and Zero Sensitivity Minimization Without Imposing l2-Scaling Constraints |
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316 | (2) |
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13.6.3 Weighted Pole and Zero Sensitivity Minimization Subject to l2-Scaling Constraints Using Lagrange Function |
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318 | (3) |
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13.6.4 Weighted Pole and Zero Sensitivity Minimization Subject to l2-Scaling Constraints Using Quasi-Newton Algorithm |
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321 | (2) |
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323 | (1) |
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324 | (3) |
14 Error Spectrum Shaping |
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327 | (30) |
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327 | (1) |
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14.2 UR Digital Filters with High-Order Error Feedback |
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328 | (10) |
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14.2.1 Nth-Order Optimal Error Feedback |
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328 | (2) |
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14.2.2 Computation of Autocorrelation Coefficients |
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330 | (2) |
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14.2.3 Error Feedback with Symmetric or Antisymmetric Coefficients |
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332 | (6) |
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14.3 State-Space Filter with High-Order Error Feedback |
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338 | (11) |
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14.3.1 Nth-Order Optimal Error Feedback |
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338 | (3) |
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14.3.2 Computation of Q, for i = 0, 1, ··· , N - 1 |
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341 | (1) |
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14.3.3 Error Feedback with Symmetric or Antisymmetric Matrices |
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342 | (7) |
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14.4 Numerical Experiments |
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349 | (6) |
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14.4.1 Example 1: An IIR Digital Filter |
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349 | (1) |
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14.4.2 Example 2: A State-Space Digital Filter |
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350 | (5) |
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355 | (1) |
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355 | (2) |
15 Roundoff Noise Analysis and Minimization |
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357 | (26) |
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357 | (1) |
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15.2 Filters Quantized after Multiplications |
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358 | (6) |
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15.2.1 Roundoff Noise Analysis and Problem Formulation |
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358 | (4) |
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15.2.2 Roundoff Noise Minimization Subject to l2-Scaling Constraints |
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362 | (2) |
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15.3 Filters Quantized before Multiplications |
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364 | (9) |
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15.3.1 State-Space Model with High-Order Error Feedback |
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364 | (2) |
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15.3.2 Formula for Noise Gain |
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366 | (2) |
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15.3.3 Problem Formulation |
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368 | (1) |
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15.3.4 Joint Optimization of Error Feedback and Realization |
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368 | (4) |
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15.3.4.1 The Use of Quasi-Newton Algorithm |
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368 | (2) |
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15.3.4.2 Gradient of J(x) |
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370 | (2) |
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15.3.5 Analytical Method for Separate Optimization |
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372 | (1) |
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15.4 Numerical Experiments |
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373 | (6) |
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15.4.1 Filter Description and Initial Roundoff Noise |
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373 | (1) |
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15.4.2 The Use of Analytical Method in Section 15.2.2 |
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374 | (1) |
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15.4.3 The Use of Iterative Method in Section 15.3.4 |
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375 | (4) |
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379 | (1) |
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380 | (3) |
16 Generalized Transposed Direct-Form II Realization |
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383 | (28) |
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383 | (1) |
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16.2 Structural Transformation |
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384 | (4) |
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16.3 Equivalent State-Space Realization |
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388 | (5) |
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16.3.1 State-Space Realization I |
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388 | (2) |
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16.3.2 State-Space Realization II |
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390 | (2) |
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16.3.3 Choice of {Di} Satisfying l2-Scaling Constraints |
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392 | (1) |
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16.4 Analysis of Roundoff Noise |
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393 | (4) |
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16.4.1 Roundoff Noise of p-Operator Transposed Direct-Form II Structure |
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393 | (3) |
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16.4.2 Roundoff Noise of Equivalent State-Space Realization |
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396 | (1) |
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16.5 Analysis of l2-Sensitivity |
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397 | (7) |
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16.5.1 l2-Sensitivity of p-Operator Transposed Direct-Form II Structure |
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397 | (3) |
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16.5.2 l2-Sensitivity of Equivalent State-Space Realization |
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400 | (4) |
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404 | (2) |
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16.6.1 Computation of Roundoff Noise and l2-Sensitivity |
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404 | (1) |
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16.6.2 Choice of Parameters {gammi|i = 1, 2, ··· , n} |
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405 | (1) |
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16.6.3 Search of Optimal Vector gamma = [ gamma1, gamma2, ···, gamman]T |
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405 | (1) |
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16.7 Numerical Experiments |
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406 | (3) |
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409 | (1) |
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410 | (1) |
17 Block-State Realization of IIR Digital Filters |
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411 | (34) |
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411 | (1) |
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17.2 Block-State Realization |
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412 | (7) |
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17.3 Roundoff Noise Analysis and Minimization |
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419 | (4) |
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17.3.1 Roundoff Noise Analysis |
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419 | (3) |
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17.3.2 Roundoff Noise Minimization Subject to l2-Scaling Constraints |
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422 | (1) |
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17.4 l2-Sensitivity Analysis and Minimization |
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423 | (18) |
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17.4.1 l2-Sensitivity Analysis |
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423 | (6) |
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17.4.2 l2-Sensitivity Minimization Subject to l2-Scaling Constraints |
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429 | (5) |
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17.4.2.1 Method 1: using a Lagrange function |
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429 | (3) |
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17.4.2.2 Method 2: using a Quasi-Newton algorithm |
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432 | (2) |
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17.4.3 l2-Sensitivity Minimization Without Imposing l2-Scaling Constraints |
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434 | (1) |
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17.4.4 Numerical Experiments |
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435 | (6) |
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441 | (1) |
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442 | (3) |
Index |
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445 | (8) |
About the Authors |
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453 | |