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Bibliographic Details
Main Authors:	Roberts, Richard A. (Author), Mullis, Clifford T. (Author)
Format:	Book
Language:	English
Published:	Reading, Mass. u.a. Addison-Wesley 1987
Edition:	Repr. with corr.
Series:	Addison-Wesley series in electrical engineering
Subjects:	Traitement du signal - Techniques numériques Signal processing > Digital techniques Digitale Signalverarbeitung
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002608709&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Physical Description:	XIV, 578 S.
ISBN:	0201163500

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adam_text	ontents m « Iii inuni mil Preface iii Digital Signal Processing i 1 1 Introduction I 1 2 An Outline of the Book 2 Discrete-Time Signals and Systems 5 2 1 Introduction 5 2 2 Discrete-Time Signals 7 2 3 Discrete-Time Systems 8 2 4 The Unit-Pulse Response Characterization of LSI Systems 11 Convolution and the Unit-Pulse Response Sequence 12 Properties of the Unit-Pulse Response 13 Deconvolution 16 Characterization of BIBO Stability 17 2 5 The Frequency Response Function 18 Computation of the Frequency Response Function 23 2 6 The Standard Difference Equation 31 Solving the SDE 33 Characterization of All Solutions to the HE 34 Choosing the Constants of the Homogeneous Solution 35 The Unit-Pulse Response from the SDE 37 The Frequency Response Function from the SDE 40 Stability 41 vii CONTENTS 2 7 Signal Flow Graphs 42 28A Hierarchy of Discrete-Time System Descriptions 45 PROBLEMS 47 The z-Transform 53 3 1 The Bilateral z-Transform 53 3 2 Properties of the z-Transform 56 1 Linearity 56 2 Shifting 57 3 Convolution 58 4 Scaling 59 5 Multiplication by k 59 Vector Sequences 61 3 3 Inversion of the z-Transform 62 Direct Division 62 Partial Fraction Expansions 63 The Inversion Integral 65 3 4 The z-Transform of the Product fg and Parseval’s Theorem 68 3 5 Inversion of z-Transforms, Causality, and BIBO Stability 69 3 6 Frequency Response and H(z) 71 3 7 Structural Forms of H(z) 72 FIR Lattice Structures 76 PROBLEMS 79 Fourier Analysis of Discrete-Time Signals and Systems 85 4 1 Introduction 85 4 2 The Discrete-Time Fourier Transform Orthogonality Properties 90 Shift Properties 92 Symmetry Properties 97 87 4 3 Fourier Series 99 4 4 The Fourier Transform 101 4 5 The Discrete Fourier Transform 105 Orthogonality Properties of the DFT Shift Properties of the DFT 108 107 4 6 Sampling and Generalized Convolution 112 Sampling and Aliasing 113 Generalized Convolution-Multiplication 120 Generalized Multiplication-Convolution 125 CONTENTS ix 4 7 Equivalent Analog Filters and the Sampling Theorem 125 Equivalent Analog Filtering 126 The Shannon Sampling Theorem 127 Practical Reconstruction 129 4 8 The DFT Approximation to the Fourier Transform 130 Choosing ta and N 133 4 9 FIR Filter Implementation Based on the DFT 136 PROBLEMS 139 Fast Algorithms for the Discrete Fourier Transform 147 5 1 Introduction 147 5 2 Power-of-2 FFT Algorithms 148 5 3 Other Forms of the FFT 152 Bit Reversal Permutation 154 Other Permutations and the FFT 154 Algorithms for the Inverse DFT 156 5 4 More Fast Algorithms 156 5 5 Prime Factor and Related Algorithms 160 A Fast Algorithm by Good 162 5 6 Reduced Multiplier FFT Algorithms 163 5 7 Fast Algorithms for Aperiodic Convolution of Two Finite Sequences 164 5 8 Additional Comments on the Use of the FFT 166 Digital Filtering of Real Signals 168 PROBLEMS 169 6 The Approximation Problem for Digital Filters 173 6 1 Introduction 173 6 2 Finite-Impulse Response or Nonrecursive Filter Design 175 Linear Phase FIR Filters 176 6 3 Window Design of FIR Filters 177 Other Window Functions 183 6 4 FIR Filter Design by Frequency Sampling 188 6 5 Minimax Design of FIR Filters 191 6 6 The Approximation Problem for IIR Digital Filters 193 Impulse Invariance 194 The Bilinear Transform Method 198 The Matched z-Transformation Design 202 A Minimum Mean Squared Error Design 202 CONTENTS 6 7 Frequency Transformations 202 68A Comparison of FIR and HR Digital Filters 207 PROBLEMS 208 Appendix 6a Design of Analog Low-Pass Filter Prototypes 217 Butterworth Filters 218 Chebyshev Filters 220 Inverse Chebyshev Filters 221 Elliptic Filters 222 Appendix 6b The Chebyshev Window Function 225 Least-Squares Filter Design 229 7 1 Introduction 229 7 2 Deterministic Least Squares 230 The FIR Whitening Problem 236 Asymptotic Behavior (n — oo) 240 7 3 Wide Sense Stationary Signals 243 White Noise 244 The Wiener-Khintchine Theorem 248 The Signal Modeling Problem (Spectral Factorization) 250 7 4 Statistical Least Squares 252 The Noncausal Case 255 The FIR Case 256 The Causal IIR Case 261 7 5 Adaptive Filters 267 The Widrow Algorithm 268 PROBLEMS 274 Appendix 7a Quadratic Forms 28i Decomposition of Quadratic Forms 283 CONTENTS xi Internal Descriptions for Digital Filters 287 8 1 Introduction 287 The Reasons for More Detailed Filter Descriptions 290 8 2 Primitive Signal Flow Graphs 290 Definition 291 Node Ordering Procedure 291 8 3 State Variable Descriptions 297 State Variable Description from a PSFG 297 Transfer Function from the State Variable Description 300 Standard Difference Equation from the State Variable Description 301 Time Domain State Variable Descriptions 301 Unit-Pulse Response from the State Variable Description 303 Coordinate Transformations 304 Poles and Zeros and the State Variable Description 305 8 4 Factored State Variable Descriptions 307 Construction of the Factored State Variable Description 307 Examples of FSVDs 308 Primitive Signal Flow Graphs with Fractional Delays 313 Node Ordering for Fractional Delay PSFGs 316 8 5 State Variable Descriptions and Wide Sense Stationary Inputs 316 Calculation of the Output Autocorrelation Function in Terms of (A,B C,D) 319 The Matrix K and Liapunov Stability 320 Factored State Variable Equations 322 PROBLEMS 323 Appendix sa Spectral Representation and Functions of a Matrix 331 Eigenvectors 339 Transformations 339 Normal Matrices 340 Finite Length Register Effects in Fixed Point Digital Filters 343 9 1 Introduction 343 9 2 Analog-to-Digital Conversion and Quantization Noise 344 xii CONTENTS 9 3 Limit Cycles—Overflow Oscillations 348 A State Variable Model for Overflow 350 9 4 Filter Structures Free of Overflow Oscillations 354 Summary on Overflow Limit Cycles 359 9 5 Roundoff Noise in 11R Digital Filters 360 Computation of Output Roundoff Noise 361 9 6 Scaling Fixed Point Digital Filters to Prevent Overflow 364 Scaling Rules 365 The Scaling Operation 366 Scaling State Variable Descriptions 366 9 7 The Tradeoff Between Overflow and Roundoff Noise 371 9 8 Reachable Sets: A Geometrical Interpretation of Scaling 377 Geometry of Error Ellipsoids 384 9 9 The Synthesis of Minimum Roundoff Noise State Variable Filters 385 The Optimal (Unequal) Word Length (OWL) Case 386 The Equal Word Length (EWL) Case 387 Minimization of the Geometric Mean of K;W 387 Minimization of the Arithmetic Mean of K, W/( 388 9 10 Properties of Minimum Roundoff Noise Structures 389 Frequency Transformations of Minimum Roundoff Noise Filters 390 State Variable and Nonstate Variable Nodes 391 9 11 Computation of K and W 392 9 12 Sectional Optimal Structures 393 Normal Form (Unsealed) 396 9 13 Noise Gain Formulas for Second-Order Minimum Noise Filters 398 9 14 Block Optimal Structures 400 9 15 An Example 402 Sectional Optimal Design 405 9 16 Coefficient Sensitivity of Digital Filters 407 Coefficient Quantization Effects Measured by Pole-Zero Movement 409 9 17 The Deadband Effect: Constant Input Limit Cycles 410 PROBLEMS 417 to Digital Processing Structures 427 10 1 Introduction 427 Hardware Implementations for a Sum of Products 429 10 2 Block Processing Digital Filters 433 Hardware Considerations 438 Summary 440 CONTENTS xiii 10 3 Multirate Digital Filters 440 Decimation 440 Interpolator Structures 447 10 4 Orthogonal Filter Structures 449 Characterization of Orthogonal Filter Structures 451 Orthogonal All-Pass Filters 452 Examples of Filters in 30 454 Connections of Orthogonal, All-Pass Filters 455 Decomposition of Orthogonal, All-Pass Filters into Primitives 458 Processor Modules for Width Two Realizations 464 Synthesis of Orthogonal Filters—General Case 464 Overflow Oscillations 469 Noise Gain 470 PROBLEMS 471 Appendix ioa Orthogonal Matrices and All-Pass Filters 480 f] Spectral Estimation 483 11 1 Introduction to Spectral Estimation 483 Energy Spectral Density (ESD) 484 Power Spectral Density (PSD) 484 Approaches to Spectral Estimation 488 Estimation Using the ESD 489 Indirect Estimation from Autocorrelation Values 489 Sinusoidal Data Fitting 490 Whitening the Data (Analysis/Synthesis) 491 Issues 493 11 2 The Periodogram and MA Spectra 494 Bias 495 Variance 501 Bias versus Variance 503 Welch’s Method 504 Use of the Fast Fourier Transform 505 11 3 Autoregressive Models 506 Whitening and Prediction Problems 508 Theoretical Issues Relating Analysis and Synthesis Cases 516 Lattices and the Levinson Algorithm 520 xiv CONTENTS The Lattice Form of the Levinson Algorithm 524 Inverting the Levinson Algorithm 525 The Burg Spectral Estimator 528 Coding Spectra with Reflection Coefficients 532 The Singular Case and Line Spectra 533 The Pisarenko Model 535 Singular Value Decomposition and Sensitivity 538 The Maximum Entropy Property 542 A Classification of Spectra 544 11 4 ARMA Spectra and an Analysis/Synthesis Point of View 546 Analysis 547 Synthesis 548 Extension Problem 548 Application 549 PROBLEMS 550 References 559 Suggested Readings 567
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spellingShingle	Roberts, Richard A. Mullis, Clifford T. Digital signal processing Traitement du signal - Techniques numériques ram Signal processing Digital techniques Digitale Signalverarbeitung (DE-588)4113314-6 gnd
subject_GND	(DE-588)4113314-6
title	Digital signal processing
title_auth	Digital signal processing
title_exact_search	Digital signal processing
title_full	Digital signal processing Richard A. Roberts ; Clifford T. Mullis
title_fullStr	Digital signal processing Richard A. Roberts ; Clifford T. Mullis
title_full_unstemmed	Digital signal processing Richard A. Roberts ; Clifford T. Mullis
title_short	Digital signal processing
title_sort	digital signal processing
topic	Traitement du signal - Techniques numériques ram Signal processing Digital techniques Digitale Signalverarbeitung (DE-588)4113314-6 gnd
topic_facet	Traitement du signal - Techniques numériques Signal processing Digital techniques Digitale Signalverarbeitung
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