Abbreviations |
|
xiii | |
Author |
|
xv | |
Chapter 1 Continuous and Discrete Signals |
|
1 | (20) |
|
1.1 Continuous Deterministic Signals |
|
|
1 | (5) |
|
|
1 | (1) |
|
Non-Periodic Continuous Signals |
|
|
1 | (5) |
|
|
2 | (1) |
|
|
3 | (1) |
|
|
3 | (1) |
|
Triangular Pulse Function |
|
|
3 | (1) |
|
|
3 | (1) |
|
|
3 | (1) |
|
|
3 | (1) |
|
|
3 | (1) |
|
Exponential and Double Exponential Functions |
|
|
4 | (1) |
|
Type of Signals-Even, Odd, Energy and Power |
|
|
4 | (2) |
|
1.2 Sampling of Continuous Signals-Discrete Signals |
|
|
6 | (5) |
|
Table 1.1: Some Useful Functions in Analog and Discrete Forms |
|
|
7 | (1) |
|
Approximation of the Derivative and Integral |
|
|
8 | (1) |
|
|
9 | (1) |
|
Table 1.2: Basic Delta Function Properties |
|
|
10 | (1) |
|
|
11 | (1) |
|
1.3 Signal Conditioning and Manipulation |
|
|
11 | (2) |
|
|
11 | (1) |
|
|
12 | (1) |
|
|
12 | (1) |
|
|
12 | (1) |
|
Table 1.3: Windows for Continuous Signal Processing |
|
|
12 | (1) |
|
1.4 Convolution of Analog and Discrete Signals |
|
|
13 | (4) |
|
|
13 | (1) |
|
|
13 | (3) |
|
Table 1.4: Basic Convolution Properties |
|
|
16 | (1) |
|
1.5 MATLAB Use for Vectors and Arrays (Matrices) |
|
|
17 | (1) |
|
Examples of Array Operations |
|
|
17 | (1) |
|
Hints-Suggestions-Solutions of the Exercises |
|
|
18 | (3) |
Chapter 2 Fourier Analysis of Continuous and Discrete Signals |
|
21 | (44) |
|
|
21 | (1) |
|
2.2 Fourier Transform (FT) of Deterministic Signals |
|
|
21 | (3) |
|
|
24 | (3) |
|
2.4 Discrete-Time Fourier Transform (DTFT) |
|
|
27 | (3) |
|
2.5 DTFT of Finite-Time Sequences |
|
|
30 | (3) |
|
|
32 | (1) |
|
2.6 The Discrete Fourier Transform (DFT) |
|
|
33 | (1) |
|
|
34 | (1) |
|
|
34 | (3) |
|
|
34 | (1) |
|
|
34 | (1) |
|
|
35 | (1) |
|
|
35 | (1) |
|
|
35 | (2) |
|
|
37 | (1) |
|
|
37 | (1) |
|
2.8 Effect of Sampling Time T |
|
|
37 | (2) |
|
|
39 | (1) |
|
|
40 | (1) |
|
|
40 | (1) |
|
|
41 | (5) |
|
2.12 Digital Simulation of Analog Systems |
|
|
46 | (8) |
|
2.12.1 Second-Order Differential Equations |
|
|
52 | (2) |
|
Hints-Suggestions-Solutions of the Exercises |
|
|
54 | (7) |
|
Appendix 2.1: Fourier Transform Properties |
|
|
61 | (1) |
|
Appendix 2.2: Fourier Transform Pairs |
|
|
62 | (1) |
|
Appendix 2.3: DTFT Properties |
|
|
63 | (1) |
|
Appendix 2.4: DFT Properties |
|
|
64 | (1) |
Chapter 3 The z-Transform, Difference Equations, and Discrete Systems |
|
65 | (24) |
|
|
65 | (2) |
|
3.2 Properties of the z-Transform |
|
|
67 | (6) |
|
Table 3.1: Summary of z-Transform Properties |
|
|
67 | (6) |
|
|
73 | (4) |
|
Table 3.2: Common z-Transform Pairs |
|
|
74 | (3) |
|
|
77 | (3) |
|
Higher-Order Transfer Functions |
|
|
79 | (1) |
|
3.5 Frequency Response of Discrete Systems |
|
|
80 | (2) |
|
3.6 z-Transform Solution of Difference Equations |
|
|
82 | (2) |
|
Hints-Suggestions-Solutions of the Exercises |
|
|
84 | (5) |
Chapter 4 Finite Impulse Response (FIR) Digital Filter Design |
|
89 | (16) |
|
|
89 | (1) |
|
4.2 Finite Impulse Response (FIR) Filters |
|
|
89 | (11) |
|
Discrete Fourier-Series Method |
|
|
89 | (5) |
|
|
94 | (1) |
|
Discrete Fourier Transform Method |
|
|
95 | (1) |
|
|
96 | (2) |
|
Table 4.1: Frequency Transformations |
|
|
98 | (2) |
|
Hints-Suggestions-Solutions of the Exercises |
|
|
100 | (3) |
|
Appendix 4.1: Window Characteristics and Performance |
|
|
103 | (2) |
Chapter 5 Random Variables, Sequences, and Probability Functions |
|
105 | (32) |
|
5.1 Random Signals and Distributions |
|
|
105 | (7) |
|
|
110 | (1) |
|
Stationary and Ergodic Processes |
|
|
111 | (1) |
|
|
112 | (4) |
|
|
112 | (1) |
|
|
113 | (1) |
|
Sample Autocorrelation Function |
|
|
113 | (2) |
|
|
115 | (1) |
|
Independent and Uncorrelated RVs |
|
|
116 | (1) |
|
|
116 | (3) |
|
Table 5.1: Properties of WSS Processes |
|
|
117 | (1) |
|
|
117 | (1) |
|
Purely Random Process (WN) |
|
|
118 | (1) |
|
|
119 | (1) |
|
5.4 Probability Density Functions |
|
|
119 | (11) |
|
|
119 | (1) |
|
Table 5.2: Properties and Definitions |
|
|
120 | (1) |
|
Gaussian (Normal) Distribution |
|
|
121 | (1) |
|
Table 5.3: Properties of a Gaussian Random Process |
|
|
121 | (3) |
|
|
124 | (2) |
|
|
126 | (1) |
|
|
126 | (1) |
|
|
127 | (1) |
|
|
128 | (1) |
|
Rayleigh Probability Density Function |
|
|
128 | (2) |
|
5.5 Transformations of PDFs |
|
|
130 | (2) |
|
Hints, Suggestions, and Solutions for the Exercises |
|
|
132 | (5) |
Chapter 6 Linear Systems with Random Inputs, Filtering, and Power Spectral Density |
|
137 | (30) |
|
6.1 Spectral Representation |
|
|
137 | (5) |
|
The Wiener-Khintchine (W-K) Relations |
|
|
139 | (3) |
|
6.2 Linear Systems with Random Inputs |
|
|
142 | (7) |
|
Table 6.1: Summary of Correlation and Spectral Densities |
|
|
143 | (6) |
|
6.3 Autoregressive Moving Average Processes (ARMA) |
|
|
149 | (2) |
|
6.4 Autoregressive (AR) Process |
|
|
151 | (3) |
|
6.5 Parametric Representations of Stochastic Processes: ARMA and ARMAX Models |
|
|
154 | (7) |
|
Table 6.2: Linear Systems and Random Signals |
|
|
154 | (5) |
|
Table 6.3: ARMAX Representation |
|
|
159 | (1) |
|
Table 6.4: MA Representation |
|
|
160 | (1) |
|
Table 6.5: AR Representation |
|
|
160 | (1) |
|
Hints-Suggestions-Solutions for the Exercises |
|
|
161 | (6) |
Chapter 7 Least Squares-Optimum Filtering |
|
167 | (44) |
|
|
167 | (1) |
|
7.2 The Least-Squares Approach |
|
|
167 | (3) |
|
|
170 | (2) |
|
7.3.1 Matrix Formulation of Linear Least Squares (LLS) |
|
|
171 | (1) |
|
|
172 | (12) |
|
7.4.1 Estimator Performance |
|
|
173 | (2) |
|
7.4.2 Biased and Unbiased Estimators |
|
|
175 | (1) |
|
7.4.3 Cramer-Rao Lower Bound (CRLB) |
|
|
175 | (3) |
|
7.4.4 Mean Square Error Criterion |
|
|
178 | (1) |
|
7.4.5 Maximum Likelihood Estimator |
|
|
178 | (6) |
|
7.5 Mean Square Error (MSE) |
|
|
184 | (2) |
|
7.6 Finite Impulse Response (FIR) Wiener Filter |
|
|
186 | (4) |
|
7.7 Wiener Solution-Orthogonal Principle |
|
|
190 | (3) |
|
7.7.1 Orthogonality Condition |
|
|
193 | (1) |
|
7.8 Wiener Filtering Examples |
|
|
193 | (12) |
|
|
204 | (1) |
|
Hints, Suggestions, and Solutions of the Exercises |
|
|
205 | (6) |
Chapter 8 Nonparametric (Classical) Spectra Estimation |
|
211 | (34) |
|
8.1 Periodogram and Correlogram Spectra Estimation |
|
|
211 | (11) |
|
8.1.1 Deterministic Signals (see also Chapter 2) |
|
|
211 | (1) |
|
8.1.2 The Periodogram-Random Signals |
|
|
212 | (2) |
|
|
214 | (1) |
|
8.1.4 Computation of Periodogram and Correlogram Using FFT |
|
|
215 | (9) |
|
|
221 | (1) |
|
8.2 Book Proposed Method for Better Resolution Using Transformation of the Random Variables |
|
|
222 | (1) |
|
|
223 | (1) |
|
|
224 | (5) |
|
8.4.1 Book-Modified Method |
|
|
226 | (3) |
|
8.5 Blackman-Tukey (BT) Method |
|
|
229 | (4) |
|
|
233 | (6) |
|
8.6.1 Proposed Modified Methods for Welch Method |
|
|
235 | (28) |
|
Modified Method Using Different Types of Overlapping |
|
|
235 | (3) |
|
Modified Welch Method Using RV Transformation |
|
|
238 | (1) |
|
Hints, Suggestions, and Solutions of the Exercises |
|
|
239 | (2) |
|
Appendix A8.1: Important Windows and Their Spectra |
|
|
241 | (4) |
Chapter 9 Parametric and Other Methods for Spectral Estimation |
|
245 | (40) |
|
|
245 | (1) |
|
9.2 AR, MA, and ARMA Models |
|
|
245 | (2) |
|
9.3 Yule-Walker (YW) Equations |
|
|
247 | (4) |
|
9.4 Least-Squares (LS) Method and Linear Prediction |
|
|
251 | (3) |
|
9.5 Minimum Variance Method |
|
|
254 | (2) |
|
|
256 | (1) |
|
9.7 Levinson-Durbin Algorithm |
|
|
257 | (5) |
|
9.8 Maximum Entropy Method |
|
|
262 | (1) |
|
9.9 Spectrums of Segmented Signals |
|
|
263 | (5) |
|
9.9.1 Method 1: The Average Method |
|
|
264 | (1) |
|
9.9.2 Method 2: Extrapolation Method |
|
|
265 | (3) |
|
9.10 Eigenvalues and Eigenvectors of Matrices (See Also Appendix 2) |
|
|
268 | (11) |
|
9.10.1 Eigendecomposition of the Autocorrelation Matrix |
|
|
269 | (4) |
|
Table 9.1: Eigenvalue Properties |
|
|
270 | (3) |
|
|
273 | (4) |
|
9.10.3 Pisarenko Harmonic Decomposition |
|
|
277 | (1) |
|
|
278 | (1) |
|
Hints, Suggestions, and Solutions of the Exercises |
|
|
279 | (6) |
Chapter 10 Newton's and Steepest Descent Methods |
|
285 | (22) |
|
10.1 Geometric Properties of the Error Surface |
|
|
285 | (3) |
|
10.2 One-Dimensional Gradient Search Method |
|
|
288 | (3) |
|
10.2.1 Gradient Search Algorithm |
|
|
289 | (1) |
|
10.2.2 Newton's Method in Gradient Search |
|
|
290 | (1) |
|
10.3 Steepest Descent Algorithm |
|
|
291 | (6) |
|
10.3.1 Steepest Descent Algorithm Applied to Wiener Filter |
|
|
292 | (2) |
|
10.3.2 Stability (Convergence) of the Algorithm |
|
|
294 | (1) |
|
10.3.3 Transient Behavior of MSE |
|
|
295 | (2) |
|
|
297 | (1) |
|
|
297 | (2) |
|
10.5 Solution of the Vector Difference Equation |
|
|
299 | (3) |
|
|
302 | (1) |
|
Hints, Suggestions, and Solutions of the Exercises |
|
|
302 | (5) |
Chapter 11 The Least Mean Square (LMS) Algorithm |
|
307 | (26) |
|
|
307 | (1) |
|
|
307 | (3) |
|
Table 11.2.1: The LMS Algorithm for an Mth-Order FIR Filter |
|
|
309 | (1) |
|
11.3 Example Using the LMS Algorithm |
|
|
310 | (8) |
|
11.4 Performance Analysis of the LMS Algorithm |
|
|
318 | (9) |
|
|
320 | (2) |
|
11.4.2 The Coefficient-Error or Weighted-Error Correlation Matrix |
|
|
322 | (2) |
|
11.4.3 Excess MSE and Misadjustment |
|
|
324 | (2) |
|
|
326 | (1) |
|
11.4.5 The LMS and Steepest-Descent Method |
|
|
327 | (1) |
|
11.5 Complex Representation of the LMS Algorithm |
|
|
327 | (3) |
|
Hints, Suggestions, and Solutions of the Exercises |
|
|
330 | (3) |
Chapter 12 Variants of Least Mean Square Algorithm |
|
333 | (52) |
|
12.1 The Normalized Least Mean Square Algorithm |
|
|
333 | (4) |
|
Table 12.1: Some Variants of the LMS Formulas |
|
|
334 | (1) |
|
Table 12.2: Normalized Real and Complex LMS Algorithms |
|
|
334 | (3) |
|
|
337 | (4) |
|
12.3 Self-Correcting LMS Filter |
|
|
341 | (1) |
|
12.4 The Sign-Error LMS Algorithm |
|
|
342 | (1) |
|
12.5 The NLMS Sign-Error Algorithm |
|
|
343 | (1) |
|
12.6 The Sign-Regressor LMS Algorithm |
|
|
344 | (1) |
|
12.7 Self-Correcting Sign-Regressor LMS Algorithm |
|
|
345 | (1) |
|
12.8 The Normalized Sign-Regressor LMS Algorithm |
|
|
346 | (1) |
|
12.9 The Sign-Sign LMS Algorithm |
|
|
347 | (2) |
|
12.10 The Normalized Sign-Sign LMS Algorithm |
|
|
349 | (1) |
|
12.11 Variable Step-Size LMS |
|
|
350 | (2) |
|
Table 12.3: The VSLMS Algorithm |
|
|
351 | (1) |
|
12.12 The Leaky LMS Algorithm |
|
|
352 | (2) |
|
12.13 The Linearly Constrained LMS Algorithm |
|
|
354 | (4) |
|
Table 12.4: Linearly Constrained LMS Algorithm |
|
|
357 | (1) |
|
12.14 The Least Mean Fourth Algorithm |
|
|
358 | (1) |
|
12.15 The Least Mean Mixed Normal (LMMN) LMS Algorithm |
|
|
358 | (1) |
|
12.16 Short-Length Signal of the LMS Algorithm |
|
|
359 | (1) |
|
12.17 The Transform Domain LMS Algorithm |
|
|
360 | (4) |
|
|
363 | (1) |
|
12.18 The Error Normalized Step-Size LMS Algorithm |
|
|
364 | (4) |
|
12.19 The Robust Variable Step-Size LMS Algorithm |
|
|
368 | (4) |
|
12.20 The Modified LMS Algorithm |
|
|
372 | (1) |
|
12.21 Momentum LMS Algorithm |
|
|
373 | (1) |
|
12.22 The Block LMS Algorithm |
|
|
374 | (1) |
|
12.23 The Complex LMS Algorithm |
|
|
375 | (2) |
|
Table 12.5: Complex LMS Algorithm |
|
|
375 | (2) |
|
12.24 The Affine LMS Algorithm |
|
|
377 | (2) |
|
Table 12.6: The Affine Projection Algorithm |
|
|
378 | (1) |
|
12.25 The Complex Affine LMS Algorithm |
|
|
379 | (1) |
|
Table 12.7: Complex Affine Algorithm |
|
|
379 | (1) |
|
Hints, Solutions, and Suggestions of the Exercises |
|
|
380 | (5) |
Chapter 13 Nonlinear Filtering |
|
385 | (30) |
|
|
385 | (1) |
|
13.2 Statistical Preliminaries |
|
|
385 | (11) |
|
13.2.1 Signal and Noise Model-Robustness |
|
|
385 | (1) |
|
|
386 | (1) |
|
13.2.3 Estimator Performance |
|
|
386 | (2) |
|
13.2.4 Biased and Unbiased Estimator |
|
|
388 | (1) |
|
13.2.5 Cramer-Rao Lower Bound |
|
|
388 | (2) |
|
13.2.6 Mean Square Error Criterion |
|
|
390 | (1) |
|
13.2.7 Maximum Likelihood Estimator |
|
|
390 | (6) |
|
|
396 | (2) |
|
|
398 | (2) |
|
13.5 Trimmed-Type Mean Filter |
|
|
400 | (5) |
|
13.5.1 (r-s)-Fold Trimmed Mean Filters |
|
|
400 | (3) |
|
13.5.2 (r,s)-Fold Winsorized Mean Filter |
|
|
403 | (1) |
|
13.5.3 Alpha-Trimmed Mean Filter and Alpha-Winsorized Mean Filter |
|
|
403 | (1) |
|
13.5.4 Alpha-Trimmed Winsorized Mean Filter |
|
|
404 | (1) |
|
|
405 | (1) |
|
13.7 Rank-Order Statistic Filter |
|
|
406 | (2) |
|
13.8 Edge-Enhancement Filters |
|
|
408 | (1) |
|
|
409 | (2) |
|
|
411 | (1) |
|
Problems, Solutions, Suggestions, and Hints |
|
|
411 | (4) |
Appendix 1: Suggestions and Explanations for MATLAB Use |
|
415 | (12) |
Appendix 2: Matrix Analysis |
|
427 | (10) |
Appendix 3: Mathematical Formulas |
|
437 | (6) |
Appendix 4: MATLAB Functions |
|
443 | (4) |
Bibliography |
|
447 | (2) |
Index |
|
449 | |