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Digital Signal Processin-TU Darmstadt

Digital Signal Processin-TU Darmstadt

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Darmstadt University of Technology
Digital Signal Processing
Abdelhak M. Zoubir
Signal Processing GroupInstitute of TelecommunicationsDarmstadt University of TechnologyMerckstr. 25, 64283 Darmstadt, Germanye-mail:zoubir@spg.tu-darmstadt.deURL:http://www.spg.tu-darmstadt.de
Manuscript draft for
Digital Signal Processing 
c
Abdelhak Zoubir 2006
Last revised: October 2006.
 
Contents
Preface xi1 Discrete-Time Signals and Systems 1
1.1 Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1.1 The unit sample sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.1.2 The unit step sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31.1.3 Exponential and sinusoidal sequences . . . . . . . . . . . . . . . . . . . . 41.1.4 Periodic Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61.2 Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61.2.1 The unit sample response of linear systems . . . . . . . . . . . . . . . . . 81.3 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91.4 Stability and Causality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91.4.1 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101.4.2 Causality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2 Digital Processing of Continuous-Time Signals 13
2.1 Periodic Sampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132.2 Reconstruction of Band-Limited Signals . . . . . . . . . . . . . . . . . . . . . . . 152.3 Discrete-time Processing of Continuous-Time Signals. . . . . . . . . . . . . . . . 15
3 Filter Design 19
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193.2 Digital Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203.3 Linear Phase Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213.3.1 Generalised Linear Phase for FIR Filters . . . . . . . . . . . . . . . . . . . 223.4 Filter Specication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273.5 Properties of IIR Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283.5.1 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303.5.2 Linear phase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
4 Finite Impulse Response Filter Design 33
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334.2 Design of FIR Filters by Windowing . . . . . . . . . . . . . . . . . . . . . . . . . 334.3 Importance of the Window Shape and Length . . . . . . . . . . . . . . . . . . . . 354.4 Kaiser Window Filter Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404.5 Optimal Filter Design. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454.6 Implementation of FIR Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48i
 
ii
CONTENTS 
5 Design of Innite Impulse Response Filters 53
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 535.2 Impulse Invariance Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 545.3 Bilinear Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 575.4 Implementation of IIR Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 605.4.1 Direct Form I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 605.4.2 Direct Form II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 615.4.3 Cascade form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 625.5 A Comparison of FIR and IIR Digital Filters . . . . . . . . . . . . . . . . . . . . 63
6 Introduction to Digital Spectral Analysis 65
6.1 Why Spectral Analysis? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 656.2 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
7 Random Variables and Stochastic Processes 69
7.1 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 697.1.1 Distribution Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 697.1.2 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 697.1.3 Uniform Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 707.1.4 Exponential Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . 707.1.5 Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 717.1.6
χ
2
Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 727.1.7 Multiple Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . 737.1.8 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 747.1.9 Operations on Random Variables . . . . . . . . . . . . . . . . . . . . . . . 777.1.10 Expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 777.1.11 Expected Value of a Function of Random Variables . . . . . . . . . . . . . 787.1.12 The Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 797.1.13 Transformation of a Random Variable . . . . . . . . . . . . . . . . . . . . 807.1.14 The Characteristic Function . . . . . . . . . . . . . . . . . . . . . . . . . . 817.2 Covariance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 837.3 Stochastic Processes (Random Processes) . . . . . . . . . . . . . . . . . . . . . . 847.3.1 Stationarity and Ergodicity . . . . . . . . . . . . . . . . . . . . . . . . . . 867.3.2 Second-Order Moment Functions and Wide-Sense Stationarity . . . . . . 887.4 Power Spectral Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 937.4.1 Denition of Power Spectral Density . . . . . . . . . . . . . . . . . . . . . 937.4.2 Relationship between the PSD and SOMF: Wiener-Khintchine Theorem . 957.4.3 Properties of the PSD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 967.4.4 Cross-Power Spectral Density . . . . . . . . . . . . . . . . . . . . . . . . . 977.5 Denition of the Spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 997.6 Random Signals and Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . . 1007.6.1 Convergence of Random Variables . . . . . . . . . . . . . . . . . . . . . . 1007.6.2 Linear ltering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1017.6.3 Linear ltered process plus noise . . . . . . . . . . . . . . . . . . . . . . . 106
8 The Finite Fourier Transform 111
8.1 Statistical Properties of the Finite Fourier Transform . . . . . . . . . . . . . . . . 1118.1.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

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