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Published by marcus_andreotti

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Published by: marcus_andreotti on Jan 18, 2011
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Mathematical ToolsinSignal ProcessingwithC++ and Java Simulations
byWilli-Hans SteebInternational School for Scientific Computing
 
Contents
1 Sampling Theory 1
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.2 Nyquist Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61.3 Lagrange Sampling Theorem . . . . . . . . . . . . . . . . . . . . . . . 81.4 Application . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2 Quantization 11
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112.2 Scalar Quantization . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132.3 Mu-Law and A-Law . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172.4 Application . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252.5 Vector Quantization . . . . . . . . . . . . . . . . . . . . . . . . . . . 272.5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272.5.2 Design Problem . . . . . . . . . . . . . . . . . . . . . . . . . . 282.5.3 LBG Design Algorithm . . . . . . . . . . . . . . . . . . . . . . 302.5.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3 Digital Linear Filters 37
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373.2 Finite Impulse Response Filters . . . . . . . . . . . . . . . . . . . . . 423.3 Innite Impulse Response Filters . . . . . . . . . . . . . . . . . . . . 443.4 Digital Filters from Analog Filters . . . . . . . . . . . . . . . . . . . . 493.5 Matlab Filter Implementation . . . . . . . . . . . . . . . . . . . . . . 513.6 Generating Functions and Difference Equations . . . . . . . . . . . . 523.6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 523.6.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 533.6.3 Properties of Generating Functions . . . . . . . . . . . . . . . 55
4 Convolution 57
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 574.2 Circular Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . 584.3 Noncircular Convolution . . . . . . . . . . . . . . . . . . . . . . . . . 61i
 
5 Discrete Fourier Transform 65
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 655.2 Properties of the Discrete Fourier Transform . . . . . . . . . . . . . . 695.3 Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 715.4 Fast Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . 735.5 Program . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 745.6 Discrete Two-Dimensional Fourier Transform . . . . . . . . . . . . . . 77
6 Discrete Wavelets 79
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 796.2 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 816.3 C++ Program . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 836.4 Two-Dimensional Wavelets . . . . . . . . . . . . . . . . . . . . . . . . 86
7 z-Transform 89
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 897.2 Simple Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 927.3 Radius of Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . 947.4 Properties of the z-Transform . . . . . . . . . . . . . . . . . . . . . . 967.5 Poles and Zeros . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 997.6 Inverse z-Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1007.7 z-Transform and Linear Difference Equations . . . . . . . . . . . . . . 1017.8 z-Transform and System Function . . . . . . . . . . . . . . . . . . . . 1037.9 An Application . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
8 Discrete Hidden Markov Processes 107
8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1078.2 Markov Chains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1108.3 Discrete Hidden Markov Processes . . . . . . . . . . . . . . . . . . . . 1158.4 Forward-Backward Algorithm . . . . . . . . . . . . . . . . . . . . . . 1198.5 Viterbi Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1248.6 Baum-Welch Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . 1268.7 Distances between HMMs . . . . . . . . . . . . . . . . . . . . . . . . 1278.8 Application of HMMs . . . . . . . . . . . . . . . . . . . . . . . . . . . 1288.9 Program . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
9 Linear Prediction Analysis 145
9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1459.2 Human Speech Production . . . . . . . . . . . . . . . . . . . . . . . . 1469.3 LPC Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1489.4 Restrictions of LPC . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1529.5 Mathematical Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 1549.6 LPC Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1569.7 LPC Synthesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1639.8 LPC Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164ii

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