Preface |
|
xiii | |
Authors |
|
xv | |
|
|
xvii | |
|
Section I Topics on Digital Signal Processing |
|
|
|
|
3 | (42) |
|
|
3 | (1) |
|
1.2 Advantages of Digital Signal Processing |
|
|
4 | (1) |
|
1.3 Digitization Steps of Analog Signals |
|
|
5 | (5) |
|
|
5 | (2) |
|
|
7 | (2) |
|
|
9 | (1) |
|
1.4 Sampling and Reconstruction of Sinusoidal Signals |
|
|
10 | (7) |
|
1.4.1 Proof of the Sampling Theorem and a Detailed Discussion |
|
|
12 | (5) |
|
|
17 | (3) |
|
|
20 | (1) |
|
1.7 Non-Accurate Reconstruction of Analog Signals |
|
|
21 | (1) |
|
|
22 | (23) |
|
2 Discrete-Time Signals and Systems |
|
|
45 | (68) |
|
2.1 Discrete-Time Signals |
|
|
45 | (1) |
|
2.2 Basic Discrete-Time Signals |
|
|
45 | (6) |
|
|
45 | (2) |
|
|
47 | (1) |
|
|
47 | (1) |
|
2.2.4 Unit Rectangular Function (Pulse Function) |
|
|
48 | (1) |
|
2.2.5 Exponential Function |
|
|
48 | (2) |
|
2.2.6 The Sinusoidal Sequence |
|
|
50 | (1) |
|
2.3 Even and Odd Discrete-Time Signals |
|
|
51 | (2) |
|
2.4 Energy and Power of a Discrete-Time Signal |
|
|
53 | (1) |
|
2.5 Conversion of the Independent and Dependant Variable |
|
|
54 | (1) |
|
2.6 Discrete-Time Systems |
|
|
54 | (1) |
|
2.7 Categories of Discrete-Time Systems |
|
|
55 | (3) |
|
2.7.1 Linear Discrete Systems |
|
|
55 | (1) |
|
2.7.2 Time-Invariant Discrete Systems |
|
|
56 | (1) |
|
2.7.3 Discrete Systems with Memory |
|
|
57 | (1) |
|
2.7.4 Invertible Discrete Systems |
|
|
57 | (1) |
|
2.7.5 Casual Discrete Systems |
|
|
57 | (1) |
|
2.7.6 Stable Discrete Systems |
|
|
58 | (1) |
|
|
58 | (1) |
|
|
59 | (3) |
|
|
62 | (1) |
|
2.11 Correlation --- Autocorrelation |
|
|
63 | (1) |
|
2.12 Difference Equations |
|
|
64 | (1) |
|
2.13 Discrete-Time Systems of Finite Impulse Response |
|
|
65 | (1) |
|
|
66 | (47) |
|
|
113 | (66) |
|
|
113 | (1) |
|
3.2 From Laplace Transform to z-Transform |
|
|
113 | (4) |
|
3.2.1 Comparison of the s- and z-Planes into the Region of Convergence |
|
|
116 | (1) |
|
3.3 Properties of z-Transform |
|
|
117 | (4) |
|
|
117 | (1) |
|
|
118 | (1) |
|
|
118 | (1) |
|
|
119 | (1) |
|
3.3.5 Differentiation in z-Plane |
|
|
119 | (1) |
|
3.3.6 Multiplication by an Exponential Sequence |
|
|
120 | (1) |
|
3.3.7 Conjugation of a Complex Sequence |
|
|
120 | (1) |
|
3.3.8 Initial and Final Value Theorem |
|
|
121 | (1) |
|
3.3.9 Correlation of Two Sequences |
|
|
121 | (1) |
|
|
121 | (3) |
|
3.4.1 Method of Power Series Expansion (Division Method) |
|
|
122 | (1) |
|
3.4.2 Method of Partial Fraction Expansion |
|
|
122 | (1) |
|
3.4.3 Method of Complex Integration |
|
|
123 | (1) |
|
3.5 z-Transform in System Analysis |
|
|
124 | (5) |
|
3.5.1 Transfer Function of Discrete-Time Signal |
|
|
124 | (1) |
|
3.5.2 Causality of Discrete-Time Systems |
|
|
124 | (1) |
|
3.5.3 Stability of Discrete-Time Systems |
|
|
125 | (1) |
|
3.5.4 Transfer Function of Connected Systems |
|
|
126 | (1) |
|
3.5.5 Transfer Function of Discrete-Time Systems |
|
|
127 | (2) |
|
|
129 | (1) |
|
|
130 | (49) |
|
4 Structures for the Realization of Discrete-Time Systems |
|
|
179 | (32) |
|
|
179 | (1) |
|
|
179 | (2) |
|
4.3 Realization Structures |
|
|
181 | (7) |
|
4.3.1 Implementation Structures of IIR Discrete Systems |
|
|
183 | (3) |
|
4.3.2 Implementation Structures of FIR Discrete Systems |
|
|
186 | (2) |
|
|
188 | (2) |
|
4.4.1 Mason's Gain Formula |
|
|
189 | (1) |
|
|
190 | (21) |
|
5 Frequency Domain Analysis |
|
|
211 | (76) |
|
|
211 | (1) |
|
5.2 Discrete-Time Fourier Transform (DTFT) |
|
|
212 | (2) |
|
5.3 Discrete Fourier Series (DFS) |
|
|
214 | (2) |
|
5.3.1 Periodic Convolution |
|
|
215 | (1) |
|
5.3.2 The Relation of the DFS Components and the DTFT over a Period |
|
|
216 | (1) |
|
5.4 Discrete Fourier Transform |
|
|
216 | (5) |
|
5.4.1 Properties of the DFT |
|
|
218 | (1) |
|
|
218 | (1) |
|
|
218 | (1) |
|
5.4.1.3 Circular Convolution |
|
|
219 | (1) |
|
5.4.1.4 Multiplication of Sequences |
|
|
220 | (1) |
|
5.4.1.5 Parseval's Theorem |
|
|
220 | (1) |
|
5.5 Fast Fourier Transform |
|
|
221 | (8) |
|
|
221 | (7) |
|
5.5.2 Computation of the IDFT Using FFT |
|
|
228 | (1) |
|
|
228 | (1) |
|
5.5.3.1 Overlap and Add Method |
|
|
228 | (1) |
|
5.5.3.2 Overlap and Save Method |
|
|
229 | (1) |
|
5.6 Estimation of Fourier Transform through FFT |
|
|
229 | (1) |
|
5.7 Discrete Cosine Transform |
|
|
229 | (2) |
|
|
231 | (5) |
|
5.8.1 Wavelet Transform Theory |
|
|
233 | (3) |
|
|
236 | (51) |
|
6 Design of Digital Filters |
|
|
287 | (96) |
|
|
287 | (1) |
|
6.2 Types of Digital Filters |
|
|
288 | (1) |
|
6.3 Digital Filter Design Specifications |
|
|
288 | (2) |
|
6.4 Design of Digital IIR Filters |
|
|
290 | (2) |
|
6.5 Indirect Methods of IIR Filter Design |
|
|
292 | (8) |
|
6.5.1 The Impulse Invariant Method |
|
|
292 | (1) |
|
6.5.2 Step Invariant Method (or z-Transform Method with Sample and Hold) |
|
|
293 | (2) |
|
6.5.3 Backward Difference Method |
|
|
295 | (1) |
|
6.5.4 Forward Difference Method |
|
|
296 | (1) |
|
6.5.5 Bilinear or Tustin Method |
|
|
297 | (2) |
|
6.5.6 Matched Pole-Zero Method |
|
|
299 | (1) |
|
6.6 Direct Methods of IIR Filter Design |
|
|
300 | (1) |
|
6.6.1 Design of |H(e/ω)|2 Method |
|
|
300 | (1) |
|
6.6.2 The Method of Calculating h[ n] |
|
|
301 | (1) |
|
6.7 IIR Filter Frequency Transformations |
|
|
301 | (2) |
|
|
303 | (1) |
|
6.9 FIR Linear Phase Filters |
|
|
304 | (3) |
|
6.10 Stability of FIR Filters |
|
|
307 | (1) |
|
6.11 Design of FIR Filters |
|
|
307 | (1) |
|
6.12 The Moving Average Filters |
|
|
307 | (2) |
|
6.13 FIR Filter Design Using the Frequency Sampling Method |
|
|
309 | (2) |
|
6.14 FIR Filter Design Using the Window Method |
|
|
311 | (6) |
|
6.15 Optimal Equiripple FIR Filter Design |
|
|
317 | (2) |
|
6.16 Comparison of the FIR Filter Design Methods |
|
|
319 | (1) |
|
|
320 | (63) |
|
Section II Statistical Signal Processing |
|
|
|
|
383 | (22) |
|
7.1 The Gaussian Distribution and Related Properties |
|
|
383 | (9) |
|
7.1.1 The Multivariate Gaussian Distribution |
|
|
385 | (2) |
|
7.1.2 The Central Limit Theorem |
|
|
387 | (1) |
|
7.1.3 The Chi-Squared RV Distribution |
|
|
388 | (1) |
|
|
388 | (1) |
|
7.1.5 The Non-Central Chi-Squared RV Distribution |
|
|
389 | (1) |
|
7.1.6 The Chi-Squared Mixed Distribution |
|
|
389 | (1) |
|
7.1.7 The Student's t-Distribution |
|
|
390 | (1) |
|
7.1.8 The Fisher-Snedecor F-Distribution |
|
|
390 | (1) |
|
7.1.9 The Cauchy Distribution |
|
|
391 | (1) |
|
7.1.10 The Beta Distribution |
|
|
391 | (1) |
|
7.2 Reproducing Distributions |
|
|
392 | (1) |
|
7.3 Fisher-Cochran Theorem |
|
|
392 | (1) |
|
7.4 Expected Value and Variance of Samples |
|
|
393 | (2) |
|
7.5 Statistical Sufficiency |
|
|
395 | (10) |
|
7.5.1 Statistical Sufficiency and Reduction Ratio |
|
|
396 | (1) |
|
7.5.2 Definition of Sufficient Condition |
|
|
397 | (2) |
|
7.5.3 Minimal Sufficiency |
|
|
399 | (3) |
|
7.5.4 Exponential Distributions Category |
|
|
402 | (2) |
|
7.5.5 Checking Whether a PDF Belongs to the Exponential Distribution Category |
|
|
404 | (1) |
|
8 Fundamental Principles of Parametric Estimation |
|
|
405 | (50) |
|
8.1 Estimation: Basic Components |
|
|
405 | (1) |
|
8.2 Estimation of Scalar Random Parameters |
|
|
406 | (15) |
|
8.2.1 Estimation of Mean Square Error (MSE) |
|
|
407 | (2) |
|
8.2.2 Estimation of Minimum Mean Absolute Error |
|
|
409 | (2) |
|
8.2.3 Estimation of Mean Uniform Error (MUE) |
|
|
411 | (2) |
|
8.2.4 Examples of Bayesian Estimation |
|
|
413 | (8) |
|
8.3 Estimation of Random Vector Parameters |
|
|
421 | (1) |
|
8.3.1 Squared Vector Error |
|
|
421 | (1) |
|
8.3.2 Uniform Vector Error |
|
|
422 | (1) |
|
8.4 Estimation of Non-Random (Constant) Parameters |
|
|
422 | (19) |
|
8.4.1 Scalar Estimation Criteria for Non-Random Parameters |
|
|
423 | (3) |
|
8.4.2 The Method of Statistical Moments for Scalar Estimators |
|
|
426 | (3) |
|
8.4.3 Scalar Estimators for Maximum Likelihood |
|
|
429 | (4) |
|
8.4.4 Cramer-Rao Bound (CRB) in the Estimation Variance |
|
|
433 | (8) |
|
8.5 Estimation of Multiple Non-Random (Constant) Parameters |
|
|
441 | (11) |
|
8.5.1 Cramer-Rao (CR) Matrix Bound in the Covariance Matrix |
|
|
442 | (4) |
|
8.5.2 Methods of Vector Estimation through Statistical Moments |
|
|
446 | (1) |
|
8.5.3 Maximum Likelihood Vector Estimation |
|
|
447 | (5) |
|
8.6 Handling of Nuisance Parameters |
|
|
452 | (3) |
|
|
455 | (24) |
|
9.1 Constant MSE Minimization, Linear and Affine Estimation |
|
|
455 | (1) |
|
9.1.1 Optimal Constant Estimator of a Scalar RV |
|
|
456 | (1) |
|
9.2 Optimal Linear Estimator of a Scalar Random Variable |
|
|
456 | (2) |
|
9.3 Optimal Affine Estimator of a Scalar Random Variable θ |
|
|
458 | (1) |
|
9.3.1 Superposition Property of Linear/Affine Estimators |
|
|
459 | (1) |
|
9.4 Geometric Interpretation: Orthogonality Condition and Projection Theorem |
|
|
459 | (4) |
|
9.4.1 Reconsideration of the Minimum MSE Linear Estimation |
|
|
460 | (2) |
|
9.4.2 Minimum Affine MSE Estimation |
|
|
462 | (1) |
|
9.4.3 Optimization of the Affine Estimator for the Linear Gaussian Model |
|
|
462 | (1) |
|
9.5 Optimal Affine Vector Estimator |
|
|
463 | (4) |
|
9.5.1 Examples of Linear Estimation |
|
|
464 | (3) |
|
9.6 Non-Statistical Least Squares Technique (Linear Regression) |
|
|
467 | (6) |
|
9.7 Linear Estimation of Weighted LLS |
|
|
473 | (4) |
|
9.8 Optimization of LMWLS in Gaussian Models |
|
|
477 | (2) |
|
10 Fundamentals of Signal Detection |
|
|
479 | (38) |
|
10.1 The General Detection Problem |
|
|
484 | (4) |
|
10.1.1 Simple and Composite Hypotheses |
|
|
485 | (1) |
|
10.1.2 The Decision Function |
|
|
486 | (2) |
|
10.2 Bayes Approach to the Detection Problem |
|
|
488 | (8) |
|
10.2.1 Assign a Priori Probabilities |
|
|
488 | (1) |
|
10.2.2 Minimization of the Average Risk |
|
|
488 | (1) |
|
10.2.3 The Optimal Bayes Test Minimizes E[ C] |
|
|
489 | (1) |
|
10.2.4 Minimum Probability of the Error Test |
|
|
490 | (1) |
|
10.2.5 Evaluation of the Performance of Bayes Likelihood Ratio Test |
|
|
490 | (1) |
|
10.2.6 The Minimax Bayes Detector |
|
|
491 | (2) |
|
|
493 | (3) |
|
10.3 Multiple Hypotheses Tests |
|
|
496 | (6) |
|
10.3.1 A Priori Probabilities |
|
|
498 | (1) |
|
10.3.2 Minimization of the Average Risk |
|
|
498 | (3) |
|
10.3.3 Disadvantages of Bayes Approach |
|
|
501 | (1) |
|
10.4 Frequentist Approach for Detection |
|
|
502 | (4) |
|
10.4.1 Case of Simple Hypotheses: θ ε {θ0,θ1} |
|
|
502 | (4) |
|
10.5 ROC Curves for Threshold Testing |
|
|
506 | (11) |
Appendix I Introduction to Matrix Algebra and Application to Signals and System |
|
517 | (10) |
Appendix II Solved Problems in Statistical Signal Processing |
|
527 | (16) |
Bibliography |
|
543 | (2) |
Index |
|
545 | |