Preface |
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xvii | |
1 Introduction to Digital Signal Processing |
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1 | (32) |
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1 | (1) |
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1 | (4) |
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1.3 Frequency-Domain Representation |
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5 | (2) |
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7 | (1) |
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8 | (7) |
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15 | (1) |
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1.7 Applications of Analog Filters |
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16 | (4) |
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20 | (4) |
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1.9 Three DSP Applications |
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24 | (9) |
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1.9.1 Processing of EKG Signals |
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24 | (1) |
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1.9.2 Processing of Stock-Exchange Data |
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24 | (4) |
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1.9.3 Processing of DNA and Protein Sequences |
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28 | (5) |
2 Discrete-Time Systems |
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33 | (66) |
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33 | (1) |
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2.2 Basic System Properties |
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34 | (7) |
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34 | (2) |
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36 | (1) |
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37 | (4) |
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2.3 Characterization of Discrete-Time Systems |
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41 | (1) |
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2.3.1 Nonrecursive Systems |
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41 | (1) |
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42 | (1) |
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2.4 Discrete-Time System Networks |
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42 | (14) |
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44 | (3) |
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2.4.2 Implementation of Discrete-Time Systems |
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47 | (1) |
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2.4.3 Signal Flow-Graph Analysis |
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48 | (8) |
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2.5 Introduction to Time-Domain Analysis |
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56 | (8) |
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2.6 Convolution Summation |
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64 | (8) |
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2.6.1 Graphical Interpretation |
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66 | (5) |
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2.6.2 Alternative Classification |
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71 | (1) |
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72 | (3) |
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2.8 State-Space Representation |
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75 | (11) |
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75 | (2) |
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77 | (7) |
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2.8.3 Time-Domain Analysis |
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84 | (1) |
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2.8.4 Applications of State-Space Method |
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85 | (1) |
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86 | (13) |
3 The Fourier Series and Transform |
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99 | (70) |
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99 | (1) |
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100 | (15) |
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100 | (1) |
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101 | (5) |
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3.2.3 Theorems and Properties |
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106 | (9) |
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115 | (38) |
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116 | (3) |
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119 | (6) |
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3.3.3 Theorems and Properties |
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125 | (12) |
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137 | (10) |
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3.3.5 Generalized Functions |
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147 | (1) |
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148 | (1) |
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149 | (4) |
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3.4 Interrelation between the Fourier Series and the Fourier Transform |
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153 | (6) |
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3.5 Poisson's Summation Formula |
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159 | (2) |
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161 | (1) |
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161 | (8) |
4 The Z Transform |
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169 | (46) |
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169 | (1) |
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4.2 Definition of Z Transform |
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170 | (1) |
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4.3 Convergence Properties |
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170 | (3) |
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4.4 The Z Transform as a Laurent Series |
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173 | (1) |
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174 | (2) |
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4.6 Additional Theorems and Properties |
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176 | (5) |
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4.7 Z Transforms of Elementary Discrete-Time Signals |
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181 | (5) |
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4.8 Z-Transform Inversion Techniques |
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186 | (16) |
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4.8.1 Use of Binomial Series |
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189 | (5) |
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4.8.2 Use of Partial Fractions |
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194 | (4) |
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4.8.3 Use of Long Division |
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198 | (3) |
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4.8.4 Use of Initial-Value Theorem |
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201 | (1) |
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4.8.5 Use of Real-Convolution Theorem |
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202 | (1) |
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4.9 Spectral Representation of Discrete-Time Signals |
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202 | (7) |
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202 | (1) |
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4.9.2 Periodicity of Frequency Spectrum |
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203 | (4) |
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207 | (2) |
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209 | (6) |
5 Application of Transform Theory to Systems |
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215 | (64) |
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215 | (1) |
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5.2 The Discrete-Time Transfer Function |
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215 | (6) |
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5.2.1 Derivation of H(z) from Difference Equation |
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216 | (1) |
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5.2.2 Derivation of H(z) from System Network |
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217 | (1) |
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5.2.3 Derivation of H(z) from State-Space Characterization |
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218 | (3) |
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221 | (14) |
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5.3.1 Constraint on Poles |
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221 | (3) |
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5.3.2 Constraint on Eigenvalues |
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224 | (3) |
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227 | (8) |
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235 | (2) |
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5.5 Frequency-Domain Analysis |
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237 | (21) |
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5.5.1 Steady-State Sinusoidal Response |
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237 | (2) |
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5.5.2 Evaluation of Frequency Response |
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239 | (1) |
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5.5.3 Periodicity of Frequency Response |
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240 | (1) |
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241 | (3) |
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5.5.5 Frequency Response of Digital Filters |
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244 | (14) |
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5.6 Transfer Functions for Digital Filters |
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258 | (7) |
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5.6.1 First-Order Transfer Function |
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258 | (1) |
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5.6.2 Second-Order Transfer Functions |
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259 | (5) |
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5.6.3 Higher-Order Transfer Functions |
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264 | (1) |
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5.7 Amplitude and Delay Distortion |
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265 | (2) |
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5.8 Continuous-Time Systems |
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267 | (5) |
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5.8.1 The Transfer Function |
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267 | (1) |
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5.8.2 Time-Domain Response |
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267 | (3) |
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5.8.3 Frequency-Domain Analysis |
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270 | (2) |
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272 | (7) |
6 The Sampling Process |
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279 | (32) |
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279 | (1) |
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6.2 Impulse-Modulated Signals |
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280 | (7) |
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6.2.1 Interrelation between Fourier and Z Transforms |
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282 | (2) |
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6.2.2 Spectral Interrelations between Discrete- and Continuous-Time Signals |
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284 | (3) |
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287 | (2) |
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289 | (1) |
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6.5 Graphical Representation of Interrelations |
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290 | (1) |
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6.6 Processing of Continuous-Time Signals Using Digital Filters |
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291 | (6) |
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6.7 Practical A/D and D/A Converters |
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297 | (5) |
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302 | (9) |
7 The Discrete Fourier Transform |
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311 | (42) |
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311 | (1) |
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312 | (1) |
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312 | (1) |
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313 | (3) |
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313 | (1) |
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313 | (1) |
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313 | (3) |
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7.5 Interrelation between the DFT and the Z Transform |
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316 | (6) |
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7.5.1 Time-Domain Aliasing in Discrete-Time Signals |
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321 | (1) |
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7.6 Interrelation between the DFT and the CFT |
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322 | (1) |
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7.6.1 Time-Domain Aliasing in Periodic Discrete-Time Signals |
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322 | (1) |
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7.7 Interrelation between the DFT and the Fourier Series |
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323 | (1) |
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324 | (1) |
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7.9 Periodic Convolutions |
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325 | (3) |
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7.9.1 Time-Domain Periodic Convolution |
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325 | (3) |
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7.9.2 Frequency-Domain Periodic Convolution |
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328 | (1) |
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7.10 Fast Fourier-Transform Algorithms |
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328 | (14) |
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7.10.1 Decimation-in-Time Algorithm |
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328 | (7) |
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7.10.2 Decimation-in-Frequency Algorithm |
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335 | (6) |
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341 | (1) |
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7.11 Application of the FFT Approach to Signal Processing |
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342 | (6) |
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7.11.1 Overlap-and-Add Method |
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343 | (2) |
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7.11.2 Overlap-and-Save Method |
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345 | (3) |
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348 | (5) |
8 The Window Technique |
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353 | (40) |
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353 | (1) |
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353 | (7) |
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8.3 Discrete-Time Windows |
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360 | (29) |
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363 | (1) |
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8.3.2 von Hann and Hamming Windows |
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364 | (3) |
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367 | (1) |
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8.3.4 Dolph-Chebyshev Window |
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368 | (2) |
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370 | (8) |
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8.3.6 Ultraspherical Window |
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378 | (5) |
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8.3.7 Periodic Discrete-Time Windows |
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383 | (2) |
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8.3.8 Application of Window Technique |
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385 | (4) |
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389 | (4) |
9 Realization of Digital Filters |
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393 | (36) |
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393 | (2) |
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395 | (20) |
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396 | (5) |
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9.2.2 Direct Canonic Realization |
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401 | (1) |
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9.2.3 State-Space Realization |
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402 | (2) |
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9.2.4 Lattice Realization |
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404 | (4) |
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9.2.5 Cascade Realization |
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408 | (2) |
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9.2.6 Parallel Realization |
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410 | (3) |
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413 | (2) |
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415 | (6) |
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9.3.1 Design Considerations |
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415 | (1) |
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9.3.2 Systolic Implementations |
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416 | (5) |
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421 | (8) |
10 Design of Nonrecursive Filters |
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429 | (52) |
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429 | (1) |
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10.2 Properties of Constant-Delay Nonrecursive Filters |
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430 | (6) |
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10.2.1 Impulse Response Symmetries |
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430 | (3) |
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10.2.2 Frequency Response |
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433 | (1) |
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10.2.3 Noncausal Nonrecursive Filters |
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434 | (1) |
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435 | (1) |
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10.3 Design Using the Fourier Series |
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436 | (2) |
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10.4 Use of Window Technique |
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438 | (5) |
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10.5 Prescribed Filter Specifications |
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443 | (26) |
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10.5.1 Design Procedure Using the Kaiser Window |
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445 | (9) |
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10.5.2 Design Procedure Using the Ultraspherical Window |
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454 | (6) |
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10.5.3 Optimized Design Using the Ultraspherical Window |
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460 | (7) |
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10.5.4 Comparison of Kaiser and Ultraspherical Methods |
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467 | (1) |
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10.5.5 Optimality of Nonrecursive Filters |
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468 | (1) |
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10.6 Design Based on Numerical-Analysis Formulas |
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469 | (6) |
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10.6.1 Design of Digital Differentiators Using Window Method |
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474 | (1) |
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475 | (6) |
11 Approximations for Analog Filters |
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481 | (46) |
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481 | (1) |
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482 | (3) |
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11.2.1 Ideal and Practical Filters |
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483 | (1) |
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11.2.2 Realizability Constraints |
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484 | (1) |
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11.3 Butterworth Approximation |
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485 | (7) |
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487 | (1) |
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11.3.2 Normalized Transfer Function |
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487 | (3) |
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11.3.3 Minimum Filter Order |
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490 | (2) |
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11.4 Chebyshev Approximation |
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492 | (8) |
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493 | (3) |
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11.4.2 Normalized Transfer Function |
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496 | (2) |
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11.4.3 Minimum Filter Order |
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498 | (2) |
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11.5 Inverse-Chebyshev Approximation |
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500 | (4) |
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11.5.1 Normalized Transfer Function |
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501 | (1) |
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11.5.2 Minimum Filter Order |
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502 | (2) |
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11.6 Elliptic Approximation |
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504 | (6) |
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11.6.1 Fifth-Order Approximation |
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505 | (1) |
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11.6.2 Minimum Filter Order |
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506 | (2) |
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11.6.3 Normalized Transfer Function |
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508 | (2) |
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11.7 Bessel-Thomson Approximation |
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510 | (3) |
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513 | (4) |
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11.8.1 Lowpass-to-Lowpass Transformation |
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513 | (1) |
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11.8.2 Lowpass-to-Bandpass Transformation |
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513 | (4) |
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517 | (10) |
12 Design of Recursive Filters |
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527 | (34) |
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527 | (1) |
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12.2 Realizability Constraints |
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527 | (1) |
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12.3 Invariant Impulse-Response Method |
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528 | (4) |
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12.4 Modified Invariant Impulse-Response Method |
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532 | (4) |
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12.5 Matched-Z Transformation Method |
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536 | (3) |
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12.6 Bilinear-Transformation Method |
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539 | (9) |
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539 | (3) |
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12.6.2 Mapping Properties of Bilinear Transformation |
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542 | (1) |
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12.6.3 The Warping Effect |
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543 | (5) |
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12.7 Digital-Filter Transformations |
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548 | (5) |
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12.7.1 General Transformation |
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548 | (2) |
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12.7.2 Lowpass-to-Lowpass Transformation |
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550 | (1) |
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12.7.3 Lowpass-to-Bandstop Transformation |
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551 | (2) |
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553 | (1) |
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12.8 Comparison between Recursive and Nonrecursive Designs |
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553 | (1) |
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554 | (7) |
13 Recursive Filters Satisfying Prescribed Specifications |
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561 | (28) |
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561 | (1) |
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562 | (1) |
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563 | (12) |
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13.3.1 Lowpass and Highpass Filters |
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563 | (2) |
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13.3.2 Bandpass and Bandstop Filters |
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565 | (5) |
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13.3.3 Butterworth Filters |
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570 | (2) |
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572 | (1) |
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13.3.5 Inverse-Chebyshev Filters |
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573 | (1) |
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574 | (1) |
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13.4 Design Using the Formulas and Tables |
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575 | (8) |
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13.5 Constant Group Delay |
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583 | (2) |
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13.5.1 Delay Equalization |
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583 | (1) |
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13.5.2 Zero-Phase Filters |
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584 | (1) |
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13.6 Amplitude-Response Equalization |
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585 | (1) |
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585 | (4) |
14 Effects of Finite Word Length in Digital Filters |
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589 | (56) |
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589 | (1) |
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14.2 Number Representation |
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590 | (9) |
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590 | (1) |
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14.2.2 Fixed-Point Arithmetic |
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591 | (4) |
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14.2.3 Floating-Point Arithmetic |
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595 | (2) |
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14.2.4 Number Quantization |
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597 | (2) |
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14.3 Coefficient Quantization |
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599 | (3) |
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14.4 Low-Sensitivity Structures |
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602 | (6) |
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605 | (1) |
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606 | (2) |
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14.5 Product Quantization |
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608 | (8) |
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14.5.1 Basics of Random Signals |
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608 | (4) |
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14.5.2 Application of Statistical Principles to Digital Filters |
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612 | (2) |
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614 | (2) |
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616 | (7) |
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617 | (1) |
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618 | (1) |
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619 | (2) |
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14.6.4 Application of Scaling |
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621 | (2) |
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14.7 Minimization of Output Roundoff Noise |
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623 | (4) |
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14.8 Limit-Cycle Oscillations |
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627 | (12) |
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14.8.1 Quantization Limit Cycles |
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628 | (3) |
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14.8.2 Overflow Limit Cycles |
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631 | (1) |
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14.8.3 Elimination of Quantization Limit Cycles |
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632 | (5) |
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14.8.4 Elimination of Overflow Limit Cycles |
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637 | (2) |
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639 | (6) |
15 Design of Nonrecursive Filters Using Optimization Methods |
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645 | (46) |
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645 | (1) |
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646 | (4) |
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15.2.1 Lowpass and Highpass Filters |
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646 | (1) |
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15.2.2 Bandpass and Bandstop Filters |
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647 | (2) |
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15.2.3 Alternation Theorem |
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649 | (1) |
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15.3 Remez Exchange Algorithm |
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650 | (5) |
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15.3.1 Initialization of Extremals |
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651 | (1) |
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15.3.2 Location of Maxima of the Error Function |
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651 | (2) |
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15.3.3 Computation of |E(omega)| and Pc(omega) |
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653 | (1) |
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15.3.4 Rejection of Superfluous Potential Extremals |
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653 | (2) |
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15.3.5 Computation of Impulse Response |
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655 | (1) |
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15.4 Improved Search Methods |
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655 | (8) |
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15.4.1 Selective Step-by-Step Search |
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655 | (4) |
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15.4.2 Cubic Interpolation |
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659 | (2) |
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15.4.3 Quadratic Interpolation |
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661 | (1) |
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15.4.4 Improved Formulation |
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661 | (2) |
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15.5 Efficient Remez Exchange Algorithm |
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663 | (3) |
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15.6 Gradient Information |
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666 | (6) |
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15.7 Prescribed Specifications |
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672 | (3) |
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675 | (3) |
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15.8.1 Antisymmetrical Impulse Response and Odd Filter Length |
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675 | (2) |
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15.8.2 Even Filter Length |
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677 | (1) |
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15.9 Digital Differentiators |
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678 | (6) |
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15.9.1 Problem Formulation |
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679 | (1) |
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679 | (1) |
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15.9.3 Prescribed Specifications |
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680 | (4) |
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15.10 Arbitrary Amplitude Responses |
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684 | (1) |
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684 | (2) |
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686 | (5) |
16 Design of Recursive Filters Using Unconstrained Optimization |
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691 | (44) |
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691 | (1) |
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692 | (2) |
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694 | (3) |
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16.4 Quasi-Newton Algorithms |
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697 | (13) |
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16.4.1 Basic Quasi-Newton Algorithm |
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698 | (3) |
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16.4.2 Updating Formulas for Matrix Sk+1 |
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701 | (1) |
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16.4.3 Inexact Line Searches |
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701 | (4) |
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16.4.4 Practical Quasi-Newton Algorithm |
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705 | (5) |
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710 | (3) |
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16.6 Improved Minimax Algorithms |
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713 | (4) |
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16.7 Design of Recursive Filters |
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717 | (7) |
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16.7.1 Objective Function |
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717 | (1) |
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16.7.2 Gradient Information |
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717 | (1) |
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718 | (1) |
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16.7.4 Minimum Filter Order |
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718 | (1) |
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718 | (6) |
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16.8 Design of Recursive Delay Equalizers |
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724 | (5) |
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729 | (6) |
17 Design of Recursive Filters Using Constrained Optimization |
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735 | (44) |
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735 | (2) |
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737 | (2) |
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17.3 Constrained Optimization Problem |
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739 | (11) |
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17.3.1 Group-Delay Deviation |
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741 | (3) |
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17.3.2 Passband, Transition Band, and Stopband Constraints |
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744 | (3) |
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17.3.3 Stability Constraints |
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747 | (1) |
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17.3.4 Constrained Optimization Problem |
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748 | (2) |
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750 | (16) |
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17.5 Alternative Initialization Approaches |
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766 | (1) |
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17.6 Comparison of Recursive versus Nonrecursive Digital Filters |
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767 | (5) |
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772 | (7) |
18 Wave Digital Filters |
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779 | (54) |
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779 | (1) |
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18.2 Sensitivity Considerations |
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779 | (2) |
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18.3 Wave Network Characterization |
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781 | (2) |
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18.4 Element Realizations |
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783 | (12) |
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783 | (1) |
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784 | (1) |
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18.4.3 Series Wire Interconnection |
|
|
785 | (3) |
|
18.4.4 Parallel Wire Interconnection |
|
|
788 | (1) |
|
|
788 | (1) |
|
|
789 | (1) |
|
|
790 | (3) |
|
|
793 | (1) |
|
|
793 | (2) |
|
18.4.10 Realizability Constraint |
|
|
795 | (1) |
|
18.5 Lattice Wave Digital Filters |
|
|
795 | (7) |
|
|
795 | (2) |
|
18.5.2 Alternative Lattice Configuration |
|
|
797 | (3) |
|
18.5.3 Digital Realization |
|
|
800 | (2) |
|
18.6 Ladder Wave Digital Filters |
|
|
802 | (4) |
|
18.7 Filters Satisfying Prescribed Specifications |
|
|
806 | (3) |
|
18.8 Frequency-Domain Analysis |
|
|
809 | (2) |
|
|
811 | (1) |
|
18.10 Elimination of Limit-Cycle Oscillations |
|
|
812 | (2) |
|
18.11 Related Synthesis Methods |
|
|
814 | (1) |
|
18.12 A Cascade Synthesis Based on the Wave Characterization |
|
|
815 | (8) |
|
18.12.1 Generalized-Immittance Converters |
|
|
815 | (1) |
|
18.12.2 Analog G-CGIC Configuration |
|
|
815 | (2) |
|
18.12.3 Digital G-CGIC Configuration |
|
|
817 | (1) |
|
18.12.4 Cascade Synthesis |
|
|
818 | (4) |
|
|
822 | (1) |
|
|
822 | (1) |
|
18.13 Choice of Structure |
|
|
823 | (2) |
|
|
825 | (8) |
19 Signal Processing Applications |
|
833 | (46) |
|
|
833 | (1) |
|
19.2 Sampling-Frequency Conversion |
|
|
833 | (9) |
|
|
834 | (2) |
|
|
836 | (6) |
|
19.2.3 Sampling-Frequency Conversion by a Noninteger Factor |
|
|
842 | (1) |
|
19.2.4 Design Considerations |
|
|
842 | (1) |
|
19.3 Quadrature-Mirror-Image Filter Banks |
|
|
842 | (10) |
|
|
843 | (3) |
|
19.3.2 Elimination of Aliasing Errors |
|
|
846 | (3) |
|
19.3.3 Design Considerations |
|
|
849 | (3) |
|
19.3.4 Perfect Reconstruction |
|
|
852 | (1) |
|
19.4 Hilbert Transformers |
|
|
852 | (14) |
|
19.4.1 Design of Hilbert Transformers |
|
|
856 | (4) |
|
19.4.2 Single-Sideband Modulation |
|
|
860 | (3) |
|
19.4.3 Sampling of Bandpassed Signals |
|
|
863 | (3) |
|
19.5 Two-Dimensional Digital Filters |
|
|
866 | (7) |
|
19.5.1 Two-Dimensional Convolution |
|
|
866 | (1) |
|
19.5.2 Two-Dimensional Z Transform |
|
|
867 | (1) |
|
19.5.3 Two-Dimensional Transfer Function |
|
|
867 | (1) |
|
|
867 | (2) |
|
19.5.5 Frequency-Domain Analysis |
|
|
869 | (2) |
|
19.5.6 Types of 2-D Filters |
|
|
871 | (1) |
|
|
872 | (1) |
|
|
873 | (1) |
|
19.6 Adaptive Digital Filters |
|
|
873 | (1) |
|
|
874 | (5) |
Appendix: Complex Analysis |
|
879 | (32) |
|
|
879 | (1) |
|
|
879 | (7) |
|
|
881 | (1) |
|
A.2.2 De Moivre's Theorem |
|
|
882 | (1) |
|
|
882 | (1) |
|
|
883 | (1) |
|
A.2.5 Vector Representation |
|
|
884 | (1) |
|
A.2.6 Spherical Representation |
|
|
885 | (1) |
|
A.3 Functions of a Complex Variable |
|
|
886 | (7) |
|
|
886 | (1) |
|
A.3.2 Inverse Algebraic Functions |
|
|
886 | (1) |
|
A.3.3 Trigonometric Functions and Their Inverses |
|
|
887 | (1) |
|
A.3.4 Hyperbolic Functions and Their Inverses |
|
|
888 | (1) |
|
A.3.5 Multi-Valued Functions |
|
|
889 | (2) |
|
|
891 | (1) |
|
A.3.7 Rational Algebraic Functions |
|
|
892 | (1) |
|
A.4 Basic Principles of Complex Analysis |
|
|
893 | (5) |
|
|
893 | (1) |
|
|
894 | (1) |
|
|
894 | (1) |
|
|
894 | (1) |
|
|
895 | (1) |
|
|
896 | (2) |
|
|
898 | (3) |
|
|
901 | (4) |
|
|
905 | (1) |
|
A.8 Analytic Continuation |
|
|
906 | (1) |
|
A.9 Conformal Transformations |
|
|
907 | (4) |
References |
|
911 | (12) |
Index |
|
923 | |