B GIO DC V O TO TRNG..

n
Nghin cu b lc tuyn tnh ti u

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Mc lc
Li m u ............................................................................................. 3
Ch-ng 1: .................................................................................................... 5 L thuyt chung v x l tn hiu s ........................................ 5 1.1. Tn hiu v h thng ri rc theo thi gian ........................................... 5 1.2. Biu din s bin i ca tn hiu v h thng ...................................... 6 1.2.1 Bin i sang min Z ....................................................................... 6 1.2.2. Bin i Fourier.............................................................................. 7 1.3. B lc s ................................................................................................ 8 1.3.1. H thng FIR ................................................................................ 10 1.3.2. H thng IIR ................................................................................. 11 1.4. Ly mu ............................................................................................... 15 1.5. DFT v FFT ......................................................................................... 17 1.5.1 DFT ............................................................................................... 17 1.5.2. FFT ............................................................................................... 19 1.5.2.1. Thut ton FFT phn chia theo thi gian .............................. 20 1.5.2.2. Thut ton FFT c s 2 phn chia theo tn s ...................... 23 Ch-ng 2 : .................................................................................................. 25 -c l-ng tuyn tnh v cc b lc tuyn tnh ti -u . 25 2.1. Biu din qu trnh ngu nhin n nh .............................................. 25 2.1.1 Cng sut ph t l ......................................................................... 27 2.1.2. Mi quan h gia cc thng s b lc v chui t t-ng quan .... 28 2.2 c l-ng tuyn tnh tin v li .......................................................... 30 2.2.1 c l-ng tuyn tnh tin ............................................................. 31 2.2.2 c l-ng tuyn tnh li ............................................................... 35 2.2.3 H s phn x ti -u cho -c l-ng l-i tin v li ...................... 39 2.2.4 Mi quan h ca qu trnh AR ti -c l-ng tuyn tnh .............. 39 2.3 Gii cc ph-ng trnh chun tc ........................................................... 40 2.3.1 Tht ton Levinson _ Durbin......................................................... 41 1

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2.3.2. Thut ton Schur ........................................................................... 44 2.4 Cc Thuc tnh ca b lc li -c l-ng tuyn tnh ............................ 50 2.5 B lc l-i AR v b lc l-i hnh thang ARMA ................................ 54 2.5.1 Cu trc l-i AR ........................................................................... 54 2.5.2 Qu trnh ARMA v b lc l-i hnh thang ................................. 56 2.6 b lc Wiener s dng lc v -c l-ng .............................................. 59 2.6.1 B lc Wiener FIR ........................................................................ 60 2.6.2 Nguyn tc trc giao trong -c l-ng trung bnh bnh ph-ng tuyn tnh .......................................................................................................... 61 2.6.3 B lc Wiener IIR ......................................................................... 63 2.6.4 B lc Wiener khng nhn qu ..................................................... 66 Ch-ng 3 : ................................................................................................. 68 M phng b lc tuyn tnh ti -u............................................ 68 3.1 Gii thiu v simulink ......................................................................... 68 3.2 Cc khi Simulink dng trong b lc ................................................... 69 3.2.1 Khi Signal From Workspace ....................................................... 69 3.2.2 Khi Digital Signal design ............................................................ 69 3.2.3 Khi Digital filter ......................................................................... 70 3.2.4 Ch-ng trnh to tn hiu nhiu trong Khi Signal From Workspace .............................................................................................. 71 3.2.4.1 L-u thut ton .................................................................. 71 3.2.4.2 Ch-ng trnh chy ................................................................. 72 3.3 Thc hin vic m phng ..................................................................... 73 Kt lun ................................................................................................... 74 Ti liu tham kho ........................................................................... 75

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Li m u
nh du cho cuc cch mng khoa hc cng ngh hin nay l s ra i v pht trin t ca cc my tnh cng nh- cc ph-ng tin x l thng tin. c bit l cc h thng x l song song vi tc ngy cng cao. Cng vi s pht trin cc cng c tn hiu s i hi s pht trin ng b cc ph-ng php x l s hin i. Mt trong nhng cng c chnh ca k thut x l s l b lc. B lc l mt h thng c th ng dng rt nhiu trong lnh vc cuc sng. Khi cng ngh ngy cng pht trin th vic lc nhiu t -c nhng tn hiu tt hn ngy cng tr nn quan trng. V lch s pht trin, b lc -c nghin cu nhiu nht trong x l tn hiu s. V dnh -c s quan tm, u t- nghin cu ca cc nh khoa hc, cc trung tm nghin cu ln trn th gii. Hin nay, b lc lin tc pht trin to ra cc k thut quan trng nh h-ng trc tip n lnh vc in t, thng tin lin lc, pht thanh truyn hnh, cc ngnh cng ngh khc Trong thng tin lin lc, tn hiu m thanh -c truyn i nhng khong cch rt xa, nn khng trnh khi b tc ng nhiu ca mi tr-ng, -ng truyn, tn s, hay trong chnh h thng ca n ... Nh-ng khi qua b lc nhiu, m thanh s tr nn r rng v chnh xc hn. Trong cc thit b in t th-ng gp nh- loa i, my pht, my thu ngy cng c cht l-ng m thanh tt hn l do b lc ngy cng -c ti -u hn. V nhng ng dng quan trng trong thc t nh- vy, nn vn t ra l lm th no thu -c m thanh c cht l-ng tt hn. cng chnh l mc tiu m n ca em h-ng ti. Trong ti ny em nghin cu mt s ph-ng php lc, v m phng vic lc m thanh qua phn mn Matlap. Vi mc tiu xc nh nh- trn, n -c chia ra lm 3 phn vi ni dung c bn nh- sau: Ch-ng 1: L thuyt chung v x l tn hiu s. Ch-ng 2: c l-ng tuyn tnh v nhng b lc tuyn tnh ti -u. Ch-ng 3: M phng

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Trong qu trnh lm n em nhn -c s gip rt nhit tnh ca cc thy, cc c v cc bn trong lp. c bit l ca thc s Nguyn Vn D-ng ng-i trc tip h-ng dn em hon thnh n ny. Em xin chn thnh cm n thc s Nguyn Vn D-ng, cc thy c gio trong t b mn in t vin thng v cc bn trong lp T901 gip ti hon thnh tt nhim v n nh tr-ng v t b mn giao cho. Hi Phng, thng 8 nm 2009 Sinh vin thc hin Trn Thu Huyn

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Ch-ng 1: L thuyt chung v x l tn hiu s

1.1. Tn hiu v h thng ri rc theo thi gian Trong hu ht cc lnh vc c lin quan n x l tin tc hoc thng tin u bt u vi vic biu din tn hiu nh- mt dng mu thay i lin tc. T cc mu tn hiu, thun tin, ng-i ta dng cc hm ton hc biu din chng, nh- cc hm bin i theo thi gian t. y chng ta s dng dng biu din xa(t) biu din cc dng sng thi gian thay i lin tc (tn hiu analog). Ngoi ra tn hiu cn c th biu din nh- mt dy ri rc cc gi tr v ta dng dng biu din x(n) biu th. Nu tn hiu -c ly mu t tn hiu t-ng t vi chu k ly mu T, khi chng ta c dng biu din xa(nT). Trong cc h thng x l s tn hiu, chng ta th-ng dng n cc dy c bit, nh-: Mu n v hoc dy xung n v -c nh ngha:
n 1 vi n 0 0 vi n cn li

(1.1.1)

Dy nhy bc n v
un 1 0 vi n 0 vi cc n cn li

(1.1.2)

Dy hm m
xn an

(1.1.3)
0n

Nu a l s phc nh-

r.e j

r n cos
0

j sin

n
0

(1.1.4) =0, x(n) l thc; v

Nu r 1,

0 , th x(n) c dng sin phc; nu

r<1, 0 0, x(n) l mt dy thay i, suy gim theo lut hm m. Dy kiu ny xut hin c bit trong biu din cc h thng tuyn tnh v trong m hnh dng sng ting ni. Trong x l tn hiu, chng ta phi chuyn i tn hiu v dng mu nh- ta mong mun. Nn ta phi quan tm n cc h thng ri rc, hoc t-ng 5

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-ng vi s chuyn i ca mt dy tn hiu vo -c mt dy tn hiu ra. Ta miu t s chuyn i ny bng mt khi nh- hnh 1.1.
x(n) y(n)=T[x(n)]

T[x(n)]
Hnh 1.1. M phng h thng

Nhng h thng nh- trn hon ton c th -c xc nh bng p ng xung ca n i vi mu xung n v -a vo. i vi nhng h thng ny, u ra c th -c tnh khi ta -a vo dy x(n) v p ng xung n v h(n), dng tng chp tnh
yn
k

xk hn

x n *h n

(1.1.5a)

Du * y dng cho tng chp. T-ng t ta cng c

yn
k

hk xn k

h n *x n

(1.1.5b)

1.2. Biu din s bin i ca tn hiu v h thng Phn tch v thit k ca cc h thng tuyn tnh s rt n gin nu chng ta s dng trong min Z v min tn s cho c h thng v tn hiu, khi chng ta cn thit phi xt n s biu din Fourier, min Z ca h thng v tn hiu ri rc theo thi gian. 1.2.1 Bin i sang min Z S bin i sang min Z ca mt dy -c nh ngha bng hai ph-ng trnh sau:
X Z
n

xnZ

(1.2.1a) (1.2.1b)

xn

1 X Z Z n 1 dZ 2 jC

T mt dy x(n) bin i sang min Z (bin i thun), ta dng cng thc (1.2.1a). Ta c th thy dy X(Z) l mt dy lu tha i vi bin Z-1, gi tr ca dy x(n) biu din b cc h s trong dy lu tha. Mt cch chung nht, iu kin bin i sang min Z l dy lu tha phi hi t ti mt gi tr gii hn. 6

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xn Z
n n

n tt nghip (1.2.2)

Mt b cc gi tr cho cc dy hi t -c nh ngha bng mt vng trong mt phng Z. Ni chung min ny c dng: R1 Z R2 (1.2.3)
Bng 1.1. Cc tnh cht ca php bin i Z ng-c

Cc tnh cht 1. Tnh tuyn tnh 2. Tnh dch chuyn theo thi gian 3. Thay i thang t l (nhn vi dy hm m an) 4. Vi phn ca X(Z) theo Z 5. o trc thi gian 6. Tch chp ca hai dy 7. Tch ca hai dy

Dy min n ax1(n)+bx2(n) x(n+n0) anx(n) nx(n) X(-n) x(n)*h(n) x(n).w(n)

Bin i Z aX1(Z)+bX2(Z)
Z n0 X Z

X(a-1Z)
dX Z dZ

X(Z-1) X(Z).H(Z)
1 X V W Z V V 1 dV 2 jC

Php bin i Z ng-c -c -a ra bi tch phn -ng trong ph-ng trnh (1.2.1b), trong C l -ng cong kn bao quanh gc to trong mt phng Z, nm trong min hi t ca X(Z). 1.2.2. Bin i Fourier Php bin i Fourier ca tn hiu ri rc theo thi gian -c biu din bng cng thc sau:
X ej
n

xne

j n

(1.2.4a) (1.2.4b)

xn

1 2

X e j e j nd

Ngoi ra biu din Fourier c th t -c bng cch gii hn php bin i Z (Z Transform) vo vng trn n v ca mt phng Z, nh- thay
Z e j , nh- trong hnh 1.2, bin s

c th biu din bng gc trong mt 7

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phng Z. iu kin tn ti bin i Fourier c th tnh bng cch gn Z 1 trong ph-ng trnh (1.2.2), ta c:
xn
n

(1.2.5)
Im[Z]

Re[Z]

Hnh 1.2. Vng trn n v trong mt phng Z

Mt c im quan trng ca bin i Fourier X(ej ) l mt hm tun hon ca , tun hon vi chu k l 2 , iu ny c th d nhn ra bng cch thay th +2 vo ph-ng trnh (1.2.4a). Mt cch khc, bi v X(ej ) -c quay ht mt vng quanh vng trn n v (t-ng tnh bng X(Z) trn vng trn n v, nn chng ta c th thy rng X(e j ) phi lp li mi ln khi ng vi mt gc l 2 Radian). Bng cch thay Z= ej vo mi cng thc trong bng (1.1), chng ta c th t -c cc cng thc cho bin i Fourier. Tt nhin kt qu ny ch ng vi bin i Fourier khi php bin i tn ti. 1.3. B lc s B lc s l h thng tuyn tnh bt bin theo thi gian. Thng s vo v ra ca h thng quan h vi nhau bng tng chp trong ph-ng trnh (1.1.5), quan h trong min Z -c -a ra trong bng (1.1). Y(Z)=H(Z).X(Z) (1.3.1) Chuyn i min Z ca p ng xung n v H(Z) -c gi l hm h thng. Bin i Fourier ca p ng xung n v H(ej ) l mt hm phc ca , biu din theo phn thc v phn o l 8

Trn Thu Huyn_DT901 H(ej )=Hr(ej )+jHi(ej ) Hoc biu din d-i dng gc pha:
H ej H e j .e
j arg H e j

n tt nghip (1.3.2) (1.3.3)

Mt h thng tuyn tnh bt bin nhn qu l dng c h(n)=0 vi n<0. Mt h thng n nh l dng vi tt c cc thng s -a vo hu hn s c thng s ra hu hn. iu kin cn v cho mt h thng tuyn tnh bt bin n nh l:
hn
n

(1.3.4)

iu kin ny ging vi cng thc (1.2.5). Thm vo , tt c cc h thng tuyn tnh bt bin c cc thng s vo v ra nh- cc b lc tho mn ph-ng trnh sai phn c dng:
N M

yn
k 1

ak y n k
r 0

br x n r

(1.3.5)

Chuyn i sang min Z c hai v ca ph-ng trnh ta -c:

M

H Z

Y Z X Z

br Z
r 0 N

(1.3.6)
ak Z
k

1
k 1

So snh hai ph-ng trnh trn, t ph-ng trnh sai phn (1.3.3) ta c th t -c H(Z) trc tip bng cch ng nht cc h s ca phn t vo tr trong (1.3.5) vi cc lu tha t-ng ng Z-1. Hm h thng H(Z) l mt hm hu t ca Z-1. N c th -c biu din bng dng im cc v im khng trong mt phng Z. Nh- vy H(Z) c th vit dng:
M

A H Z
r 1 N

1 cr Z 1 dk Z

(1.3.7)
1

k 1

Nh- chng ta xt trong min Z, h thng nhn qu s c min hi t dng Z R1 . Nu h thng cng l n nh th R1 phi nh hn gi tr n v, do min hi t bao gm l vng trn n v. Nh- vy trong h thng bt bin, nhn qu th tt c cc im cc ca H(Z) phi nm trong vng trn n v. thun tin, ta phn thnh cc lp h thng, nhng lp ny bao gm h 9

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thng p ng xung hu hn (Finit duration Impulse Response_FIR), v h thng p ng xung v hn (Infinit duration Impulse Response_IIR). 1.3.1. H thng FIR Nu cc h s ak trong ph-ng trnh (1.3.5) bng khng, khi ph-ng trnh sai phn s l:
M

yn
r 0

br x n r

(1.3.8)

So snh (1.3.8) vi (1.1.5b) chng ta thy rng:

hn bn 0 0 n M vi cc n cn li

(1.3.9)

H thng FIR c rt nhiu thuc tnh quan trng, tr-c tin chng ta ch rng H(Z) ch c im khng l mt a thc ca Z-1 v tt c cc im cc ca H(Z) u bng khng, tc l H(Z) ch c im khng. Thm na, h thng FIR c th c chnh xc pha tuyn tnh. Nu h(n) xc nh theo cng thc sau (1.3.10) hn hM n th H(ej ) c dng
H ej A e j .e
j M Z

(1.3.11)

H(ej ) ch c phn thc hoc phn o tu thuc vo ph-ng trnh (1.3.10) ly du (+) hay du (-). Dng pha tuyn tnh chnh xc th-ng rt hu ch trong cc ng dng x l m thanh, khi m xc nh th t thi gian l cn thit. Cc thuc tnh ny ca b lc FIR cng c th n gin ho vn xp x, n ch xt n khi p ng ln cn thit. Khong sai s m -c b thit k cc b lc vi p ng xung pha tuyn tnh chnh xc l phn m mt khong thi gian tn ti p ng xung ph hp -c yu cu xp x phn nhn b lc b ct i. Da trn nhng thuc tnh chung vi b lc FIR pha tuyn tnh, ng-i ta pht trin ba ph-ng php thit k xp x. Nhng ph-ng php ny l: Thit k ca s Thit k mu tn s Thit k ti -u Ch c ph-ng php u tin l ph-ng php phn tch, thit k khi khp kn to bi cc ph-ng trnh c th gii nhn -c cc h s b lc. 10

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Ph-ng php th hai v ph-ng php th ba l ph-ng php ti -u ho, n s dng ph-ng php lp lin tip -c thit k b lc
x(n) x(n-1) x(n-2) x(n-M-1) x(n-M)

Z-1

Z-1

Z-1

b0

b1

b2

bM-1

bM

Hnh 1.3. Mng s cho h thng FIR

B lc s th-ng -c biu din dng biu khi, nh- hnh (1.3) ta biu din ph-ng trnh sai phn (1.3.8). S nh- vy th-ng -c gi l mt cu trc b lc s. Trn s , biu din cc ton t yu cu tnh gi tr mi dy ra t gi tr ca dy -a vo. Nhng phn t c bn ca s biu din ngha php cng, nhn cc gi tr ca dy vi hng s (cc hng s trn nhnh hm php nhn), v cha cc gi tr tr-c ca dy vo. V vy biu khi -a ra ch dn r rng v tnh phc tp ca h thng. 1.3.2. H thng IIR Nu hm h thng ca ph-ng trnh (1.3.7) c cc im cc cng nhim khng, th ph-ng trnh sai phn (1.3.5) c th vit:
N M

yn
k 1

ak y n k
r 0

br x n r

(1.3.12)

Ph-ng trnh ny l cng thc truy hi, n c th -c s dng tnh gi tr ca dy ra t cc gi tr tr-c ca thng s ra v gi tr hin ti, tr-c ca dy u vo. Nu M<N trong ph-ng trnh (1.3.7), th H(Z) c th bin i v dng:
N

H Z
k

Ak 1 1 dk Z

(1.3.13)

Cho h thng nhn qu, ta d dng biu din

N

hn
k 1

Ak d k u n

(1.3.14)

Ta c th thy rng dy h(n) c chiu di v hn. Tuy nhin, v cng thc truy hi (1.3.12) th-ng dng thc hin b lc IIR, n s dng t php 11

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tnh hn l i vi b lc FIR. iu ny c bit ng cho cc b lc la chn tn s ct nhn. C nhiu ph-ng php thit k sn c cho b lc IIR. Nhng ph-ng php thit cho b lc la chn tn s (thng thp, thng di, ...) mt cch chung nht l da trn nhng bin i ca thit k t-ng t. Cc thit k Butterword Cc thit k Bessel Cc thit k Chebyshev Cc thit k Elliptic Tt c nhng ph-ng php trn dng php phn tch t nhin v -c ng dng rng ri thit k cc b lc IIR. Thm vo cc ph-ng php ti -u ho IIR -c pht trin cho thit k xp x lit k, iu ny khng d thch nghi vi mt trong cc ph-ng php xp x trn. S khc nhau chnh gia FIR v IIR l IIR khng th thit k c pha tuyn tnh chnh xc, khi m FIR c nhng thuc tnh ny, cn b lc IIR hiu qu hn trong thc hin lc ct nhn hn l FIR. Mng bao hm ph-ng trnh (1.3.12) -c biu din trong hnh 1.4a cho tr-ng hp N=M=3, n th-ng -c gi l dng biu din trc tip. Ph-ng trnh sai phn (1.3.12) c th -c chuyn sang dng t-ng -ng. c bit b ph-ng trnh sau th-ng -c s dng:
N

wn
k 1 M

ak w n k br w n r
r 0

xn

(1.3.15)

yn

B ph-ng trnh ny c th biu din nh- trong hnh 1.4b, vi b nh l-u gi -c yu cu v cha cc gi tr dy tr. Ph-ng trnh (1.3.7) ch ra rng H(Z) c th biu din nh- mt tch cc im cc. Nhng im cc v im khng ny l cc cp lin hip phc, v cc h s ak v bk l thc. Bng nhng nhm lin hip phc im cc v im khng trong cp lin hp phc, n cng c th biu din H(Z) nh- tch ca cc hm h thng c bn cp hai dng:
K

H Z

A
k 1

1 b1k Z 1 a1k Z

1 1

b2 k Z a2k Z

2 2

(1.3.16) 12

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K l phn nguyn ca (N+1)/2. H thng cp hai ny -c biu din nh- trong hnh 1.5a cho tr-ng hp N=M=4.
x(n) b0 y(n)

+
Z-1 a1 Z-1

Z-1 b1 Z-1 b2 Z-1 b3

+ +

+ +

a2 Z-1

(a)
x(n)

+
w(n)

a3

+
Z-1 a1 Z-1

b0

y(n)

+
(b)

b1

+ +

a2 Z-1

b2

a3

b3

Hnh 1.4. (a) Cu trc dng trc tip; (b) Cu trc dng trc tip ti gin

Tip tc, mt cp cao hn -c xt n. Dng phn s m rng ca ph-ng trnh (1.3.13) cho ta h-ng khc biu din. Bng cch kt hp nhng phn lin quan n cc lin hp phc, H(Z) c th vit dng:
K

H Z
k

c0 k c1k Z 1 1 a2k Z 1 1 a1k Z

(1.3.17)

13

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iu ny gi mt dng s song song biu din nh- hnh 1.5b cho N=4.
x(n) b10 b20 y(n)

+
Z-1 a11 Z-1 a12

+
Z-1 a21 Z-1

+
(a)

b11

+ +

+ +

b21

+ +

b12

a22

b22

+
Z-1 x(n) a11 Z
-1

c10

+ +

c11 y(n)

a12 c20

+ +

(b)

+
Z-1 a21 Z-1

+ +

c21

a22

Hnh 1.5. (a) Dng tng; (b) Dng song song Trong nhng ng dng lc tuyn tnh, dng song song -a ra nhng c tnh cao hn v ph-ng din lm trn gim ting n, cc sai s h s, v tnh n nh.

14

Trn Thu Huyn_DT901 1.4. Ly mu

n tt nghip

s dng cc ph-ng php x l s tn hiu i vi tn hiu t-ng t, chng ta cn biu din tn hiu nh- mt dy cc gi tr. thc hin bin i, thng th-ng ng-i ta dng ph-ng php ly mu tn hiu t-ng t. T x a(t), ly cc gi tr cch u nhau ta -c: x(n)=xa(nT) - <n< (1.4.1)

trong n l s nguyn. nh l ly mu Cc iu kin m dy cc mu l biu din duy nht ca tn hiu t-ng t -c xc nh nh- sau: Nu mt tn hiu xa(t) c bin i Fourier di gii hn Xa(j ), tc l Xa(j )=0 vi 2 FN, th xa(t) c th to li mt cch duy nht t cc mu cch u nhau xa(nT), - <n< , nu 1/T>2FN. nh l trn xut pht t thc t l nu bin i Fourier ca x a(t) -c nh ngha
Xa j xa t e
j t

dt

(1.4.2)

v bin i Fourier ca dy x(n) -c nh ngha nh- trong ph-ng trnh (1.2.4a) th nu X(ej ) -c tnh cho tn s X(j ) bng ph-ng trnh:
X ej
T

= T, th X(ej T) quan h vi

1 Tk

Xa j

2 k T

(1.4.3)

thy -c mi quan h trong ph-ng trnh (1.4.3), ta hy gi thit rng Xa(j ) -c biu din nh- hnh 1.6a, nh- vy Xa(j )=0 vi
N

2 FN , tn s FN gi l tn s Nyquist. Theo nh- ph-ng trnh

(1.4.3), X(ej T) l tng ca mt s v hn cc bn sao ca Xa(j ), vi mi trung tm l bi s nguyn ca 2 /T. Hnh 1.6b biu din tr-ng hp 1/T>2FN. Hnh 1.6c biu din tr-ng hp 1/T<2FN, trong tr-ng hp ny trung tm ca nh ti 2 /T gi ln di c bn. iu kin ny, ni m mt tn s cao c v m nhim ging nh- l tn s thp, -c gi l trm ph. R rng rng

15

Trn Thu Huyn_DT901

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hin t-ng trm ph ch trnh -c khi bin i Fourier c di gii hn v tn s ly mu ln hn hoc bng hai ln tn s ly mu (1/T>2FN).
Xa(j ) 1

(a)

=2 FN

Xa(ej T) 1/T

(b)
-2 /T N

0 Xa(ej T)

=2 FN

2 /T

(c)

1/T

-2 /T

2 /T

Hnh 1.6. Minh ho ly mu tn s

Vi iu kin 1/T>2FN, r rng rng bin i Fourier ca dy cc mu t-ng ng vi bin i Fourier ca tn hiu t-ng t trong di c bn nh-,
X ej
T

1 Xa j T

(1.4.4)

S dng kt qu ny chng ta c th thit lp mi quan h gia tn hiu t-ng t c bn v dy cc mu theo cng thc ni suy:
xa t
n

xa nT

sin

t nT / T t nT T

(1.4.5)

Nh- vy vi tn s ly mu ln hn hoc bng hai ln tn s Nyqiust th ta c th khi phc li tn hiu t-ng t c bn bng ph-ng trnh (1.4.5).

16

Trn Thu Huyn_DT901 1.5. DFT v fft 1.5.1 DFT

n tt nghip

Khi tn hiu t-ng t l mt tn hiu tun hon vi chu k N, tc l: ~ (1.5.1) x n ~ x n N n Nh- vy ~ x n c th biu din bng tng ri rc, khng cn biu din bng tch phn nh- trong ph-ng trnh (1.2.4b). Biu din Fourier ca mt dy tun hon l:
~ X k ~ x n
N 1 n 0

~ x ne

2 kn N

(1.5.2a) (1.5.2b)

1 N

N 1 N 0

j kn ~ X ke N

y l s biu din chnh xc ca dy tun hon. By gi ta xt n dy c di hu hn, tc l cc gi tr nm ngoi khong 0 khng, bin i Z ca dy s l:
N 1

N-1 u bng

X Z
n 0

xnZ

(1.5.3)

Nu tnh X(Z) ti N im cch u nhau trn vng trn n v, tc l

Zk e
j 2 k N

, k
j 2 k N

0, 1, ..., N - 1 , ta s -c:
N 1

X e

xne
n 0

2 kn N

0, 1, ..., N - 1

(1.5.4)

Nu ta cu trc mt dy thnh v hn, bng cch lp li dy x(n) nhsau:

~ x n
r
j 2 k N

x n rN

(1.5.5) bng ph-ng trnh (1.5.2a). Nh-

Ta d dng thy rng tnh X e

vy mt dy c di hu hn c th s dng bin di Fourier ri rc (Discrete Fourier Transform_DFT) theo cng thc:

N 1

X k
n 0

xne 1 N
N 1

2 kn N

k=0, 1, ..., N-1 n=0, 1, ..., N-1 17

(1.5.6a) (1.5.6b)

xn

X ke
N 0

2 kn N

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R rng rng ph-ng trnh (1.5.6) v (1.5.2) ch khc nhau l b k hiu ~ (k hiu ch tnh tun hon) v hn ch trong khong 0 k N-1, 0 n N-1. Tuy nhin mt iu quan trong khi s dng biu din DFT l tt c cc dy -c xt n nh- l tun hon. Tc l DFT thc s l s biu din ca dy tun hon -a ra trong ph-ng trnh (1.5.5). Mt im khc l khi biu din DFT -c s dng th cc ch s dy phi -c th hin phn d- cu N (mod). iu ny xut pht t thc t l nu x(n) c di N th
~ x n
r

x n rN

x(n mod N )

x n

(1.5.7)

K hiu du ngoc n kp trn ch tnh chu k lp li ca biu din DFT. Mt c im hin nhin nht l dy dch chuyn -c dch i phn d- ca N. Biu din DFT c nhng -u im sau DFT, X(k) c th -c xem nh- cp ly mu ca bin i Z (hoc bin i Fourier) ca dy h-u hn. DFT c cc thuc tnh rt ging vi nhiu thuc tnh hu ch ca bin i Z v bin i Fourier. Gi tr N ca X(k) c th tnh rt hiu qu bng cch s dng cc thut ton nh- FFT (Fast Fourier Transform). Sau y l mt s tnh cht quan trong ca bin i DFT
Bng 1.2 Cc dy v DFT ca n

Cc tnh cht 1. Tnh tuyn tnh 2. Tnh dch chuyn theo thi gian 3. o trc thi gian 4. Tch chp ca hai dy 5. Tch ca hai dy

Dy min n ax1(n)+bx2(n) x((n+n0))N x((-n))N

N 1

DFT N im aX1(k)+bX2(k)
e
j 2 kn0 N

X k

xmh n m
m 0

X*(k) X(k).H(k)
N

x(n).w(n)

1 N

N 1

X rW k
r 0

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Trn Thu Huyn_DT901 1.5.2. FFT

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trn chng ta bit bin i Fourier ri rc (DFT). Nh-ng trong tnh ton, tng tc tnh, ng-i ta tm ra thut ton tnh DFT mt cch nhanh chnh v hiu qu -c gi l php bin i nhanh Fourier. Nh- chng ta bit, DFT ca dy x(n) l:
N 1

X k
n 0

kn x n WN ,

0, 1, ..., N - 1

(1.5.8)

trong
W
kn N

2 kn N

W kn

cos

2 kn N

j sin

2 kn N

Bin i Fourier ri rc ng-c (IDFT) ca X(k) l:

xn 1 N
N 1

X k WN kn ,
k 0

0, 1, ..., N - 1

(1.5.9)

Trong cng thc (1.5.8) v (1.5.9) , c x(n) v X(k) u c th l s phc x(n)=a(n)+jb(n) X(k)=A(k)+jB(k) Do
N 1

Ak

jB k
n 0

an

jb n cos

2 kn N

sin

2 kn N

(1.5.10)

hoc
N 1

Ak
n 0 N 1

a n cos b n cos
n 0

2 kn N 2 kn N

b n sin a n sin

2 kn N 2 kn N

(1.5.11) (1.5.12)

Bk

Cc biu thc (1.5.8) v (1.5.9) ch khc nhau v du ca s m ca W v h s t ln 1/N. v vy mi l lun v cch tnh biu thc (1.5.8) u -c p dng cho biu thc (1.5.9) vi mt vi thay i nh v du v h s t l. Tr-c ht chng ta xem xt qua cch tnh trc tip DFT vi mt s nhn xt v l-u sau: Mt php nhn s phc t-ng -ng vi bn php nhn s thc

19

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S l-ng php tnh ch l t-ng i, v d nh- php nhn vi W=1 trong thc t khng cn thc hin nh-ng ta vn tnh, v n ln nn cc php tnh kiu ny s khng ng k. Thi gian lm mt php nhn (tn), trong my tnh vn nng ln hn rt nhiu thi gian lm mt php cng (tc). V vy chng ta phi quan tm lm gim nh php nhn l chnh. Thi gian ph (tp) lm cc cng vic khc nhtruyn s liu, c cc h s s c th tm b qua. Do vy phc tp tnh ton trn ph-ng din thi gian s t l vi s php tnh s hc (s php tnh nhn l chnh v s php tnh cng). Vic tnh X(k) t-ng -ng vi vic tnh phn thc A(k) v phn o B(k). Ta thy rng i vi mi gi tr ca k, vic tnh ton trc tip X(k) cn 4N php nhn s thc v (4N-2) php cng s thc. V X(k) phi tnh cho cc gi tr khc nhau ca k, cho nn cch tnh trc tip DFT ca mt dy x(n) cn c 4N2 php tnh nhn thc v N(4N-2) php cng s thc. Hay ni cch khc cn c N2 php nhn s phc v N(N-1) php cng s phc. Do s ln tnh ton v do thi gian tnh ton t l gn ng vi N 2 nn r rng rng s php ton s hc cn c tnh trc tip DFT s tr ln rt ln khi N tng. Do vy mi thut ton u c gng tm mi cch lm gim s php tnh, c bit l s php nhn. Chng ta s xt mt vi thut ton FFT c bn nht v hiu qu, cc thut ton ny c s php tnh t l vi N.log 2(N). Nguyn tc c bn ca tt c cc thut ton l da trn vic phn tch cch tnh DFT ca mt dy N im (gi tt l DFT N im) thnh cc php tnh DFT ca cc dy nh hn. Nguyn tc ny dn n cc thut ton khc nhau v tt c u gim ng k thi gian tnh ton. Trong phn ny chng ta s xt n hai lp c bn nht ca thut ton FFT: Thut ton FFT phn chia theo thi gian v phn chia theo tn s. 1.5.2.1. Thut ton FFT phn chia theo thi gian Nguyn tc chung Nguyn tc c bn nht ca tt c cc thut ton FFT l da trn vic phn tch DFT N im thnh DFT nh hn (tc l s im tnh DFT nh hn). Theo cch ny chng ta s khai thc c tnh tun hon v tnh i xng ca W. 20

Trn Thu Huyn_DT901 * Tnh i xng W k N

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*

W kn

* Tnh tun hon W kn W k n N W k N n W k N n N Thut ton phn chia da trn vic phn chia dy x(n) thnh cc dy nh hn gi l thut ton phn chia theo thi gian, v ch s n th-ng -c gn vi thi gian. Nguyn tc ca thut ton ny -c minh ho r rt nht khi ta xem st tr-ng hp N ly cc gi tr c bit: N l lu tha ca 2, ( do n cn c tn l FFT c s 2), tc l N=2M. Do N l mt s chn nn ta c th tnh X(k) bng cch tch x(n) thnh hai dy, mi dy c N/2 im, mt dy cha im l ca x(n) v mt dy cha im chn ca x(n). C th t cng thc tnh X(k) ta c:
N 1

X k
n 0

kn x n WN ,

0, 1, ..., N - 1

Sau khi tch dy x(n) thnh cc dy nh s chn v s l, ta c:

N 1 N 1 kn x n WN n chn n l kn x n WN

X k

hoc bng cch thay th bin n=2r i vi N chn v n=2r+1 i vi N l l.

N 1 2

X k
r 0 N 1 2 r 0

2 rk x 2r W N

N 1 2 r 0

x 2r 1 W N2 r
N 1 2 r 0

1k

(1.5.13)
x 2r 1 W 2
j 2 N /2
rk N

x 2r W 2

rk N

W k.

Bi v W vit li thnh:

WN , W
2

j2

2 N

W N nn biu thc (1.5.13) c th

2

N 1 2

X k
r 0

x 2r W
N 1 2

rk N /2

W k.

N 1 2

x 2r 1 W
r 0

rk N /2

t X 0 k v X 1 k

x 2r W
r 0 N 1 2

rk N /2

(X0 t-ng ng vi r chn) (X1 t-ng ng vi r l)

x 2r 1 W
r 0

rk N /2

ta c X(k)=X0(k)+Wk.X1(k) 21

(1.5.14)

Trn Thu Huyn_DT901

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C th thy ngay X0(k) v X1(k) chnh l DFT ca N/2 im, trong X0(k) l DFT N/2 im ca cc im nh s chn ca dy x(n) ban u, cn X1(k) l DFT N/2 im nh s l ca dy ban u. Mc d ch s k ca dy X(k) chy qua N gi tr: k=0, 1, ..., N-1 nh-ng ta ch cn tnh X0(k) v X1(k) vi k chy t 0 n N/2 -1, do X0(k) v X1(k) tun hon vi chu k N/2. Sau khi hai DFT X0(k) v X1(k) t-ng ng -c tnh, chng s -c kt hp vi nhau to ra DFT N im l X(k). By gi ta c th s b tnh s php nhn v cng cn c cho cch tnh DFT kiu ny. Ta bit rng mt DFT N im nu tnh trc tip th cn N2 php nhn phc v khong N2 (chnh xc l N(N-1)) php cng phc. Sau khi phn tch thnh 2 DFT N/2 im ta cn 2(N/2)2 php nhn phc v khong 2(N/2)2 php cng phc thc hin X0(k) v X1(k). Sau ta mt thm N php nhn phc thc hin nhn gia Wk v X1(k) v thm N php cng phc tnh X(k) t X0(k) v Wk.X1(k). Tng cng li ta cn 2N+2(N/2)2=2N+N2/2 php nhn phc v php cng phc tnh tt c cc gi tr X(k). D dng kim tra li rng vi N>2 th 2N+N2/2 s nh hn N2. Nh- vy vi N chn ta chia nh DFT N im thnh 2 DFT N/2 im vi s php tnh v thi gian tnh nh hn. Vi N/2 l mt s chn th li hon ton t-ng t, ta li c th chia DFT N/2 im thnh cc DFT N/4 im. Nu s N c dng N=2 M th ta c th chia i nh- vy M ln, cho n khi s im tnh DFT l bng 2. Do vic lin tc chia 2 nn ng-i ta cn gi FFT c s 2 phn bit FFT c s 4 nu N=4M. C th X0(k) c th li -c tch nh- sau:
N 1 2

X0 k
r 0

x 2r W

rk N /2

N 1 2

gr W
r 0

rk N /2

t-ng t nh- tr-c, ta t l=2r tch g(r) thnh hai dy chn l

N 1 4

X0 k
l 0 N 1 4

2 lk g 2l W N /2

N 1 4 l 0

g 2l 1 W N2/l2 1 k
N 1 4 lk N /4

g 2l W
l 0

lk N /4

k WN /2.

g 2r 1 W
l 0

X 00 k

k N /2

. X 01 k

Nh- vy X0(k) li -c tch thnh 2 DFT l X00(k) v X01(k). Vi X00(k) l DFT ca dy g(r) c ch s chn v X01(k) l DFT ca dy g(r) c ch s l. Cng vic -c lm hon ton t-ng t cho X1(k). 22

Trn Thu Huyn_DT901

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Cui cng vic phn tch nh- vy dn n cc DFT 2 im, khi cc h s W thc s mang gi tr c bit l 1 v -1 nn trong thc t khng phi lm php nhn na v vic phn chia cng dng li y. Vi N=2M, s ln phn chia l M ln. S php tnh nhn v cng phc cn thc hin sau M=log2N phn chia c th tnh nh- sau: t-ng ng vi mi ln phn chia ta cn N php nhn phc nhn cc kt qu ca DFT ca tng tr-c vi h s W t-ng ng v N php cng phc nhm kt qu li vi nhau. Tng cng li, ta ch cn N.log2N php nhn phc v Nlog2N php cng phc thc hin FFT. 1.5.2.2. Thut ton FFT c s 2 phn chia theo tn s Nguyn tc chung trn chng ta trnh by thut ton FFT da trn vic phn chia nh dy vo x(n) phn tch vic tnh DFT N im thnh cc DFT nh hn. Trong phn ny chng ta s xem xt thut ton FFT da trn vic phn tch dy ra X(k) thnh cc dy nh hn theo cng mt cch phn tch dy x(n). Do ch s k ca dy X(k) gn lin vi thang tn s nn cc thut ton ny -c gi l cc thut ton FFT phn chia theo tn s. Vi gi thit N=2M, ta c th chia dy vo thnh hai na, mt na cha N/2 mu u, x(n) vi n=0, 1, ..., N/2 -1, na sau ch-a N/2 mu cn li, ta c:
N 1 2 N 1 kn x n WN n N 2 kn x n WN

X k
n 0

hoc
N 1 2

X k
n 0

kn x n WN

N 1 N k 2 2

x n

n 0

N kn WN 2

Vi WNN / 2
N 1 2

1 v kt hp tng li ta c:
xn 1 x n
k

X k
n 0

N 2

kn WN

xt k=2r (k chn) v k=2r+1 (k l) ta nhn -c X(2r) v X(2r+1) t-ng ng vi dy ra ch s chn v dy ra ch s l:

23

Trn Thu Huyn_DT901

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n tt nghip

X 2r
n 0

xn
N 1 2

x n

N 2

2 rn WN

vi r=0, 1, ..., (N/2-1)

N 2
n 2 rn WN WN

X 2r 1
n 0

xn

x n

Do WN2rn WNrn/ 2 nn ta c th thy ngay X(2r) chnh l DFT N/2 im ca dy g(n)=x(n)+x(n+N/2); g(n) l tng ca na u ca dy x(n) vi na sau dy x(n). Cn X(2r+1) l DFT N/2 im ca tch W vi dy h(n)=x(n)x(n+N/2); h(n) l hiu ca na u dy x(n) vi na sau ca dy x(n). Nhvy DFT N im ca dy x(n) c th -c tnh nh- sau: Tr-c ht to ra hai dy h(n) v g(n), sau thc hin W.h(n). Cui cng thc hin DFT ca hai dy ny, ta s c cc im ra X(k) ch s chn v X(k) ch s l. Vi mi DFT N/2 im ta li tin hnh hon ton t-ng t nh- lm trn tch mi DFT N/2 im thnh 2 DFT N/4 im. C th cho n khi DFT cui cng l cc DFT hai im. Qua qu trnh nh- vy ti mi ln phn tch, ta cn N/2 php nhn v tt c c M=log2N ln phn tch. S php nhn tng cng l
N log 2 N , bng vi php nhn trong cch tnh theo ph-ng php 2

phn chia theo thi gian, s php cng cng nh- vy.

24

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Ch-ng 2 : -c l-ng tuyn tnh v cc b lc tuyn tnh ti -u

2.1. biu din qu trnh ngu nhin n nh Trong phn ny chng ta minh ha mt qu trnh ngu nhin n nh vi nhy cao c th biu din nh- u ra ca mt h thng tuyn tnh nhn qu v h thng tuyn tnh kh o nhn qu b tc ng bi nhiu trng. iu kin h thng kh o cng cho php biu din qu trnh ngu nhin n nh nhy cao bng u ra ca h thng ng-c, n l mt qu trnh nhiu trng. Xt qu trnh n nh nhy cao x(n) vi chui t t-ng quan xx(m) v mt ph cng sut
xx xx

f , f

1 . Bin i z ca chui t t-ng quan 2

(m) l:
xx

z
m

xx

( m) z

(2.1.1)
xx

t cng thc chng ta t -c mt ph cng sut trn n v (bng vic thay th z=exp j 2 f ).

(z), xt trong vng

By gi, gi s log xx(z) -c phn tch (x l o hm ca tt c cc bc) trong min vnh khuyn ca mt phng z c cha vng trn n v (r1< Z < r2, trong r1< 1 v r2>1). Nh- vy, log xx(z) c th khai trin thnh chui Laruent theo cng thc log
xx

(z) =
m

v ( m) z

(2.1.2)

y, v(m) l nhng h s trong chi m rng. Chng ta c th quan nim v(m) nh- l chui bin i Z, V(z) = log xx(z). Chng ta c th tnh log xx(z) trn vng trn n v log
xx

f =
m

v(m)e

j 2 fm

(2.1.3)

V vy, v(m) l nhng h s Fourier trong chui Fourier m rng ca hm tun hon log xx f . Do

25

Trn Thu Huyn_DT901 v(m) =

1 2 1 2

n tt nghip
fm

log

xx

f e j2

df
xx

m= 0, 1,...

(2.1.4)

Chng ta quan st thy v(m)= v(-m), khi ca f . T (2.1.2) trn ta c

log
xx

f l thc v l hm chn

exp
m 1

vmz
2 w

(2.1.5)

H zH z
2 w

y, bng cch nh ngha H(z) = exp

m 1

= exp[v(0)] v
m

v(m) z

z > r1

(2.1.6)

Nu (2.1.5) -c tnh trn vng trn n v, chng ta c mt ph l:

xx

2 w

H f

(2.1.7) + log H f + log H * f

j 2 fm

Ch rng log xx f = log =

m

2 w

v(m)e

T nh ngha H(z) trong cng thc (2.1.6), n -c hiu rng l mt phn nhn qu ca chui Fourier trong (2.1.3) -c kt hp vi H(z) v mt phn khc -c kt hp vi H(z-1). B lc vi hm h thng -c -a ra bi (2.1.6) -c xt trong min z r1 1 , do trong min ny n l chui Taylor m rng nh- mt h thng nhn qu c dng: H(z) =
m 0

h( n) z

(2.1.8)

u ra ca b lc ny h-ng ti chui u vo nhiu trng w n vi mt ph cng sut u vo

xx
2 w

l qu trnh ngu nhin n nh x(n), vi mt ph

f c th bin i thnh qu trnh nhiu trng bng cch -a x(n)

qua b lc tuyn tnh vi hm h thng 1/H(z). Chng ta gi b lc ny l b lc nhiu trng. u ra, w n -c gi l qu trnh bin i. Kt hp vi qu trnh ngu nhin n nh x(n). Hai mi quan h ny -c chng minh trong hnh (2.1). 26

Trn Thu Huyn_DT901

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Kt qu ca qu trnh ngu nhin n nh x(n) khi u ra ca b lc IIR vi hm h thng H(z) -a ra bi (2.1.8) v kch thch bi chui nhiu trng w n -c gi l biu din Wold.

wn

Nhiu trng

B lc tuyn tnh nhn qu H(z) (a)

x(n)=
k 0

h(k )w(n k )

x(n )

B lc tuyn tnh nhn qu 1/H(z) (b)

wn

Nhiu trng

Hnh 2.1: (a) B lc sinh ra qu trnh ngu nhin x(n) t chui nhiu trng (b) B lc ng-c

2.1.1 Cng sut ph t l By gi, chng ta xt tr-ng hp mt ph cng sut ca qu trnh ngu nhin n nh x(n) l hm hu t, -c biu din
xx

f =

2 w

B( z ) B( z 1 ) A z A( z 1 )

r1< z <r2

(2.1.9)

y a thc A(z) v B(z) c nghim, nghim ny nm trong vng trn n v trong mt phng z. B lc tuyn tnh H(z) sinh ra qu trnh ngu nhin x(n) t chui nhiu trng w n cng l hu t v -c biu din
Bz Az bk z 1
k

H(z)=

z > r1

(2.1.10)

ak z

y bk v ak l nhng h s b lc, n xc nh v tr ca cc im khng v im cc cc tch bit ca H(z). Do H(z) l nhn qu, n nh v pha ti thiu. Nghch o 1/H(z) cng l nhn qu, n nh v l h thng tuyn tnh 27

Trn Thu Huyn_DT901

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pha ti thiu. Do vy, qu trnh ngu nhin x(n) l kt qu duy nht v c tnh thng k ca qu trnh bin i w n v ng-c li. h thng tuyn tnh cng vi hm ca h thng ngu nhin H(z) -c -a ra bi (2.1.10), u ra x(n) c quan h vi u vo w n bng cc ph-ng trnh sai phn
xn a k x(n k ) bk n k

(2.1.11)

Chng ta s phn bit trong 3 tr-ng hp c th: *Qu trnh t hi qui (AR): b 0 =1, b k = 0, k> 0 Trong tr-ng hp ny, b lc tuyn tnh H(z) = 1/A(z) l b lc ton im cc v ph-ng trnh sai phn cho mi quan h u vo_u ra l
x ( n) a k x(n k ) ( n)

(2.1.12)

b lc nhiu trng to ra qu trnh bin i l b lc ton im khng. *Qu trnh dch chuyn trung bnh(MA) : a k =0, k 1 Trong tr-ng hp ny b lc tuyn tnh H(z)= B(z) l b lc ton im khng v ph-ng trnh sai phn cho mi quan h u vo_u ra l
a

xn
k 0

bk

n k

(2.1.13)

B lc nhiu trng cho qu trnh MA l b lc ton im cc. *Qu trnh dch chuyn trung bnh t hi qui (ARMA) Trong tr-ng hp ny b lc tuyn tnh H(z)=B(z)/A(z) c hu hn c im cc v im khng trong mt phng z v t-ng ng vi ph-ng trnh khc -a ra bi (2.1.11). H thng ng-c to ra qu trnh bin i t x(n) cng l h thng im khng - im cc ca cng thc 1/H(z)= A(z)/B(z) 2.1.2. Mi quan h gia cc thng s b lc v chui t t-ng quan Khi mt ph cng sut ca qu trnh ngu nhin n nh l hm hu t, tn ti mi quan h c bn gia chui t t-ng quan y xx (m) v thng s ak, bk ca b lc tuyn tnh H(z), b lc -c to ra bi qu trnh lc chui nhiu 28

Trn Thu Huyn_DT901

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trng w n . Mi quan h ny c th t -c bng cch nhn ph-ng trnh sai phn trong (2.1.11) vi x * n m , ta -c kt qu mong mun hai v ca ph-ng trnh. Do chng ta c:
p

E x n x* n

m
k 1

ak E x(n

k)x * n

+
k 0

bk E

(n k ) x * n m

(2.1.14)

V vy
p q

y xx m
k 1

a k y xx m k
k 0

bk y wx m k

(2.1.15)

y ywx m l chui t-ng quan cho gia w n v x n T-ng quan cho ywx m c quan h vi p ng xung ca b lc. l,
ywx m E x* n w n m

=E =
0,
2 w
2 w

hk

* n k wn m

(2.1.16)

trong , b-c tr-c, chng ta s dng chui w n l trng. Do

Ywx m m 0 h m ,m 0

(2.1.17)

Bng cch kt hp (2.1.17) vi (2.1.14) chng ta t -c mi quan h mong mun

p

a k y xx m
k 1 p

k ,
q m

m h( k )bk
m

y xx ( m) =
k 1

a k y xx m y* xx m,

2 k 0

,0

m q m 0

(2.1.18)

Kt qu ny l mi quan h khng tuyn tnh gia y xx (m) v thng s ak v bk.

29

Trn Thu Huyn_DT901

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Mi quan h trong (2.1.18) thng th-ng dng trong qu trnh ARMA. i vi qu trnh AR (2.1.18) n gin hn:
p

ak y xx m
k 1 p

k , m 0 0 0 k)
2
'

y xx ( m) =
k 1

ak y xx ( m y* xx m,

,m m

(2.1.19)

Do chng ta c mi quan h tuyn tnh gia y xx m v thng s ak. Ph-ng trnh ny -c gi l ph-ng trnh Yule_Walker v c th biu din trong ma trn
y xx 0 y xx 1 y xx p y xx y xx 1 y xx 0 p 1 y xx y xx y xx 2 1 p 2 y xx p y xx p 1 y xx 0

1 a1 a2 ap

0 0 0

(2.1.20)

Ma trn t-ng quan l Toeplitz v do n c th -c o ng-c bng cch dng cc thut ton -c miu t trong phn 2.3. Cui cng, bng cch t ak= 0, 1 k p v h(k) = bk, 0 k q , trong (2.1.18), chng ta t -c mi quan h cho chui t t-ng quan trong tr-ng hp ca qu trnh MA, c th l,
q 2 k 0

bk bk 0
* xx

m'

0 m m

m 0 0

y xx m

(2.1.21)

y ( m)

2.2 -c l-ng tuyn tnh tin v li c l-ng tuyn tnh l ti quan trng trong x l tn hiu s -c l-ng c rt nhiu ng dng trong thc t. Trong phn ny chng ta xem xt vn gi tr -c l-ng tuyn tnh ca qu trnh ngu nhin n nh tin hoc li v mt thi gian. Bin i cng thc dn ti cu trc b lc l-i v mt vi vn lin quan ti tham s ca cc mu tn hiu.

30

Trn Thu Huyn_DT901 2.2.1 c l-ng tuyn tnh tin

n tt nghip

Hy bt u vi vn -c l-ng gi tr tr-c ca qu trnh ngu nhin n nh t cc gi tr nhn -c tr-c . c bit, chng ta xt -c l-ng tuyn tnh mt b-c, thc hin -c l-ng gi tr x(n) bng t hp tuyn tnh c trng s ca gi tr c x(n-1), x(n-2) ... x(n-p). Do gi tr -c l-ng tuyn tnh ca x(n) l
p

xn
k 1

ap k x n k

(2.2.1)

y, -ap(k) i din cho trng s trong t hp tuyn tnh. Trng s ny -c gi l h s -c l-ng ca -c l-ng tuyn tnh tin mt b-c ca bc p. Du m trong nh ngha x(n) ph hp trong ton hc v thun tin trong thc hin. S chnh lch gia gi tr x(n) v gi tr -c l-ng x (n) -c gi l li -c l-ng tin, -c biu din nh- f p n
f p n = x(n) - x (n)
p

= x(n) +
k 1

ap k x n k

(2.2.2)

Chng ta xem -c l-ng tuyn tnh t-ng -ng ti vic lc tuyn tnh, y gi tr -c l-ng l tp nhiu trong b lc tuyn tnh nh- trong hnh (2.2). y -c gi b lc -c l-ng li vi chui u vo x(n) v chui u ra f p n . S thc hin cho b lc -c l-ng li th hin trong hnh (2.3). S thc hin ny l b lc FIR dng trc tip. Vi hm ca h thng.
p

Ap ( z)
k 0

ap k z

(2.2.3)

y, nh ngha a p (0) 1 . Ta c th s dng dng s khc ca b lc li -c l-ng, n c dng cu trc hnh thang. Miu t cu trc ny v quan h ca n ti cu trc b lc FIR dng trc tip. Hy bt u vi gi tr -c l-ng ca bc p=1. u ra ca b lc l (2.2.4) f1 n x n a1 1 x n 1 u ra ny c th t -c t b lc l-i n tng minh ho trong (2.4) bng cch kch thch c hai u vo bi (2.2.4) v ly u ra trn nhnh trn. 31

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V vy u ra chnh xc theo cng thc (2.2.4) nu chng ta chn K 1 a1 1 . Thng s K1 trong b lc l-i gi l h s phn x.
xn

+ 1

fp n

c l-ng tuyn tnh tin

xn

Hnh 2.2 : c l-ng tuyn tnh tin

x(n) 1

z-1

z-1 ap(1)

z-1 ap(2)

z-1
ap
p 1

ap(3)

ap

f p ( n)

Hnh 2.3 : B lc -c l-ng li

Tip theo, xt n -c l-ng ca bc p=2. Trong tr-ng hp u ra ca b lc FIR dng trc tip l: (2.2.5) f 2 n x n a2 1 x(n 1) a2 2 x n 2 Bng cch kt hp hai tng l-i nh- trong hnh 2.5. N c kh nng t -c ging nh- u ra (2.2.5). Thc vy, hai u ra t tng u l
f1 n g1 n f2 n g2 n xn K xn f1 n K f n
* 2 1 * 1

K1 x n 1 xn 1 K 2 g1 x n 1 g1 n 1

(2.2.6)

Hai u ra t tng th 2 l (2.2.7)

Nu chng ta tp trung ch vo f 2 n v thay th f1 n v g1 n 1 t (2.2.6) thnh (2.2.7). Chng ta t -c

f2 n xn K1 x n 1 K 2 K1* x n 1 xn 2

(2.2.8)

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Trn Thu Huyn_DT901

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=x n

K1

K 1* K 2 x n 1

K2x n 2

By gi (2.2.8) ging vi u ra ca b lc FIR dng trc tip -a ra bi (2.2.5) nu chng ta cn bng cc h s. Do a2(2) = K2 , a2(1) = K1 + K 1* K 2 (2.2.9)
f0 n

f1 n

x(n) g0(n) g0(n-1)

K1
K 1*

z-1

g1(n)

Hnh 2.4 : B lc l-i n tng

f 0 ( n)

f 1 ( n)
* K2

f 2 (n)

x(n)

K1 *

K1
g 0 (n)

K2
g1 (n)

z-1

z-1

g 2 ( n)

Hnh 2.5 : B lc l-i hai tng

hoc t-ng -ng, K2 = a2(2) K1 = a1(1) (2.2.10) Bng cch tip tc mt qu trnh ny c th chng minh bng ph-ng php qui np t-ng -ng gia b lc mu trc tip FIR loi mth v b lc l-i mth hoc loi m. B lc l-i ni chung -c miu t t theo sau nhng ph-ng trnh bc qui:
f0 n g0 n xn

fm n gm n

fm 1 n Km gm 1 n 1 * Km fm 1 n gm 1 n 1

m 1,2,, p m 1,2,, p

(2.2.11)

33

Trn Thu Huyn_DT901

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Sau u ra ca b lc l-i tng p ging vi u ra ca b lc mu trc tip bc p. Hnh 2.6 minh ho b lc l-i tng p dng s khi nh- biu din trong cng thc (2.2.11). Kt qu ca s t-ng -ng gia b lc -c l-ng li FIR dng trc tip v b lc FIR dng l-i, u ra ca b lc l-i tng p chnh xc l
p

fp n
k 0

ap k x n k

ap (0) =1

(2.2.12)

f0 n

f1 n

f2 n

x(n)
g0 n

Tng th nht
g1 n

Tng Th hai

fp n

g2 n
f m ( n)

Tng pth
gp n

f m 1 ( n)

* Km

Km

z
g m 1 ( n)

-1

gm(n)
Hnh 2.6: B lc l-i tng-p

T (2.2.12) l tng chp, mi quan h bin i z l F p (z) = Ap(z) X(z) hoc t-ng -ng Ap z =
Fp z X z Fp z F0 z

(2.2.13)

(2.2.14)

Gi tr trung bnh bnh ph-ng ca li -c l-ng tuyn tnh tin f p n l

f p

E fp n

(2.2.15)
p

= yxx(0) + 2 RE

a* p ( k ) y xx k
k 1

a* p 1 a p k y xx 1 k

34

Trn Thu Huyn_DT901

f p

n tt nghip

l hm bc hai ca h s -c l-ng v hm cc tiu h-ng n tp hp ca

p

nhng ph-ng trnh tuyn tnh. yxx l = k 1

a p k y xx l

k ,

l= 1,2,.,p

(1.2.16)

y -c gi l nhng ph-ng trnh trung bnh cho nhng h s -c l-ng tuyn tnh. Cc tiu trung bnh bnh ph-ng ca -c l-ng li l tuyt i.
p

min

f p

E pf

y xx 0
k 1

a p k y xx

(2.2.17)

Trong phn tip theo chng ta h-ng ti s pht trin cao hn v vn gi tr -c l-ng ca chui thi gian trong h-ng i nghch, khong thi gian li. 2.2.2 c l-ng tuyn tnh li Gi s chng ta c chui d liu x(n), x(n-1) . . . x(n-p+1) t qu trnh ngu nhin n nh v chng ta cn -c l-ng gi tr x(n-p) ca qu trnh. Trong tr-ng hp ny chng ta tn dng -c l-ng tuyn tnh li n b-c ca p. Do
p 1

xn

p
k 0

bp k x n k

(2.2.18)

S chnh lch gia gi tr x(n-p) v gi tr -c l-ng x n p -c gi l li -c l-ng li k hiu g p n

p 1

gp n

xn
p

p
k 0

bp k x n k

=
k 0

bp k x n k

bp p

(2.2.19)

c l-ng tuyn tnh li c th thc hin bng cu trc b lc FIR dng trc tip t-ng t cu trc biu din trong hnh (2.2) hoc cu trc l-i. Cu trc l-i -c ch ra trong hnh (2.6) ch ra -c l-ng tuyn tnh li cng m bo tt nh- l -c l-ng tuyn tnh tin. Chng minh quan im ny, hy xt u ra ca b lc l-i ny t nhnh thp nht. u ra ny -a ra: g1 n K 1* x n x n 1 (2.2.20) Do trng s h s -c l-ng li l b1(0) = K 1* 35

Trn Thu Huyn_DT901

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Trong tng l-i hai trong hnh (2.5), u ra tng th hai t nhnh c bn l
* f1 n g2(n) = K 2

g1 n 1

(2.2.21) (2.2.22)

Nu chng ta thay th t (2.2.6) cho f1 n v g1 n 1 , chng ta t -c

g2 n
* K2 xn

K1*

* K1 K 2 xn 1

xn 2

D , trng s ca cc h s trong -c l-ng tuyn tnh li l ng nht ti cc h s cho -c l-ng tuyn tnh tin, nh-ng chng xut hin theo th t ng-c li. Do chng ta c bp k a* k k = 0,1, . . . ,p (2.2.23) p p Trong min z, tng chp trong (2.2.19) tr thnh
Gp z Bp z X z

(2.2.24)

hoc t-ng -ng

Bp z Gp z X z Gp z G0 z

(2.2.25)

y B p z l kt qu hm h thng ca b lc FIR vi cc h s b p k .
k , G p z c quan h ti Ap z nh- sau T b p k = a * p p
p

Bp z =
k 0 p

bp k z

=
k 0

a* k z p p
p p k 0 k a* p k z

= z

= z p A* p z

(2.2.26)

Mi quan h trong (2.2.26) xc nh cc im khng ca b lc FIR vi hm h thng B p z l nghch o lin hip phc ca nhng im khng ca
Ap z . Do B p z -c gi l nhch o hoc a thc o ca Ap z .

By gi chng ta thit lp mi quan h gia b lc FIR dng trc tip FIR v b lc FIR dng l-i, hy quay tr li ph-ng trnh l-i qui trong (2.2.11) v bin i chng sang min z. Do vy chng ta c
F0 z G0 z X z
1

Fm z

Fm

K m z 1Gm

z,

m = 1, 2, . . . ,p 36

(2.2.27)

Trn Thu Huyn_DT901

Gm z
* Km Fm 1

n tt nghip m = 1, 2, . . . ,p

z 1Gm

z ,

Nu chng ta chia mi ph-ng trnh bi X(z), chng ta t -c kt qu mong i trong cng thc
A0 z B0 z 1

Am z

Am

z
1

K m z 1 Bm

z,

m = 1, 2, . . . , p m = 1, 2, . . . , p

(2.2.28)

Bm z

* Km Am

z 1 Bm
1

z ,

Do b lc l-i -c miu t trong min z bi ph-ng trnh ma trn

Am z Bm z 1 K
* m

Km z z
1

Am Bm

1 1

z z

(2.2.29)

Mi quan h trong (2.2.28) Am z v Bm z cho php chng ta t -c b lc FIR dng trc tip h s am(k) t h s phn x Km. Cng thc xc nh h s b lc a p k qui c th d dng nhn ra t mi quan h a thc (2.2.28).Chng ta c Am(z) = Am-1(z) + Kmz-1Bm-1(z)
m m 1 m 1

(2.2.30)
k 1

am k z
k 0

k k 0

am

k z

Km
k 0

* am

m 1 k z

Bng cch tnh h s ca ph-ng trnh cng sut z-1 v ly li am(0)=1 cho m=1, 2, . . . , p, chng ta t -c ph-ng trnh qui mong mun cho h s b lc trong cng thc a m 0 =1
am m Km

. . .
am k

. . .
am
1

* k + K mam

m k

= am 1 k
1 k m 1

* am m am k 1 m

(2.2.31)

m 1,2,..., p

Chuyn i cng thc t b lc FIR dng trc tip h s a p k sang h s phn x l-i K i cng rt n gin. i vi tng p chng ta lp tc t -c h s phn x K p
a p p . tnh K p 1 ...K1 , chng ta cn a thc Am z cho

m=p-1, . . . , 1, t (2.2.29) chng ta -c 37

Trn Thu Huyn_DT901

n tt nghip

Am

Am z 1

K m Bm z Km
2

p,....,1

(2.2.32)

vi a thc qui li n b-c. Nh , chng ta tnh ton -c tt c a thc bc thp Am z bt u vi Ap 1 z v -c h s phn x l-i mong mun t mi quan h K m
Km
a m m . Chng ta nhn thy nhng th tc bc ln hn nh-

1 cho m 1,2,..., p 1. T hi quy gim bc cho a thc, chng ta d dng

t -c cng thc cho mi quan h gia cch tnh ton theo hi quy v trc tip K m , m p 1,...,1 . Cho m p 1,...,1 chng ta c
Km am
1

am m k am k 1 K m bm k Km
2
* am m am m k

am k

1 am m

(2.2.33)

ph-ng trnh ny ch ra hi qui trong phn kim tra s n nh Schur _ Cohn cho a thc Am z . Nh- trn ch ra, ph-ng trnh hi qui trong (2.2.33) s b ph v nu bt c thng s l-i no K m 1 . Trong tr-ng hp ny a thc Am 1 z c nghim nm trn vng trn n v. Nh- vy nghim c th -c nh h s ngoi Am 1 z v qu trnh lp trong (2.2.33) c th dn ti h thng c s bc gim. Cui cng chng ta xem xt n vic gim n mc cc tiu trung bnh bnh ph-ng li trong -c l-ng tuyn tnh li. Li -c l-ng tuyn tnh li l
p

gp n

xn

p
k 1

bp x n k

(2.2.34)

v gi tr trung bnh bnh ph-ng ca n l

b p

E gp n

(2.2.35)
b p

Gi tr ti thiu ca

i vi h s -c l-ng sinh ra ging nh- tp

hp ph-ng trnh tuyn tnh trong (2.2.16). Do cc tiu trung bnh bnh ph-ng li l b min p Eb E pf (2.2.36) p vi ph-ng trnh -a ra bi (2.2.17) 38

Trn Thu Huyn_DT901

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2.2.3 H s phn x ti -u cho -c l-ng l-i tin v li Trong phn (2.2.1) v (2.2.2) chng ta hiu -c tp hp ca nhng ph-ng trnh tuyn tnh, ph-ng trnh ny cung cp h s -c l-ng m ti thiu ho gi tr trung bnh bnh ph-ng ca li -c l-ng. Trong phn ny chng ta xem xt vn ca h s phn x ti -u trong -c l-ng l-i. Li -c l-ng tin trong b lc l-i -c biu din l fm n fm 1 n Km gm 1 n 1 (2.2.37) Gi tr ti thiu ca E f m n qu
Km E fm
1 * n gm 1 1
2

i vi h s phn x K m mang li kt

n 1
2

(2.2.38)

E gm

n 1

hoc t-ng -ng

Km E fm
1 * n gm 1 ( n 1) 1 f b Em 1 Em

(2.2.39)

y
f Em 1 b Em 1

E gm

n 1

E fm

Chng ta quan st la chn ti -u ca cc h s phn x trong -c l-ng l-i l m ca h s t-ng quan cho gia li tin v li trong b lc. V vy n th hin t (2.2.38) m K m 1 , theo sau gi tr trung bnh bnh ph-ng cc tiu ca li -c l-ng, li m c th biu din bng qui
f Em

Km

f Em

(2.2.40)

l chui gim bt tnh n iu 2.2.4 Mi quan h ca qu trnh AR ti -c l-ng tuyn tnh H s ca qu trnh AR(p) c quan h mt thit ti -c l-ng bc p cho qu trnh t-ng -ng. Xt mi quan h ny, chng ta c qu trnh AR(p), chui t-ng quan y xx m c mi quan h ti h s a k bi ph-ng trnh Yule _ Walker -a ra trong (2.1.19) hoc (2.1.20). Cc ph-ng trnh t-ng -ng cho -c l-ng bc p -c -a ra bi (2.2.16) v (2.2.17). So snh trc tip hai tp hp ca mi quan h ny chng ta c mi quan h t-ng ng t l mt mt gia h s a k ca qu trnh AR(p) v h s -c 39

Trn Thu Huyn_DT901

n tt nghip

l-ng a p k ca -c l-ng bc th p. Trong thc t, nu sau qu trnh x(n) l AR(p), h s -c l-ng ca -c l-ng bc th p s ng nht ti
2 w

, ph-ng

sai ca qu trnh nhiu trng. Trong tr-ng hp ny, b lc -c l-ng li l b lc nhiu trng, b lc m sinh ra chui nhiu trng w n 2.3 GiI cc ph-ng trnh chun tc Trong phn tr-c chng ta c -c ti thiu ho gi tr trung bnh bnh ph-ng ca kt qu li -c l-ng tin trong tp hp ph-ng trnh tuyn tnh cho h s -c l-ng -a ra bi (2.2.16), ph-ng trnh ny gi l ph-ng trnh chun tc, c th biu din r rng trong cng thc:
p

a p k y xx l
k 0

0,

l 1,2,..., p.

ap 0

(2.3.1)

Kt qu ti thiu MSE (MMSE) -a ra bi (2.1.17). Nu chng ta c thm yu t (2.2.17) ti ph-ng trnh chun tc -a ra bi (2.3.1), chng ta t -c tp hp ca ph-ng trnh chun tc gia t, ph-ng trnh ny c th biu din l
p

a p k y xx l k
k 0

E pf 0

l 1,2,..., p

(2.3.2)

Chng ta cng ch rng nu x l ngu nhin l x l AR(p) th 2 MMSE l E pf w Trong phn ny chng ta miu t hai thut ton tnh ton hiu qu cho cch gii ph-ng trnh chun tc. Thut ton th nht, c ngun gc t Levinson _ Durbin. Thut ton ny ph hp cho x l chui v c tnh ton phc tp ca 0(p2). Thut ton th hai, c ngun gc t Schur (1917) cng tnh ton h s phn x trong 0(p2) nh-ng vi x l song song vic tnh ton c th thc hin -c trong thi gian 0(p). Khai thc c hai thut ton Toeplits vn c tnh cht i xng trong ma trn t-ng quan. Chng ta hy bt u miu t thut ton levinson _ Durbin.

40

Trn Thu Huyn_DT901 2.3.1 Tht ton Levinson _ Durbin

n tt nghip

Thut ton levinson _ Durbin l thut ton tnh ton hiu qu cho kt qu ph-ng trnh chun tc trong (2.3.1) cho h s -c l-ng. Khai thc thut ton cho c tnh i xng trong ma trn t-ng quan
y xx 0 y xx 1 y xx p 1
p

y* xx 1 y xx 0 y xx p 2
p
* p

y* xx p 1 * y xx ( p 2) y xx 0

(2.3.3)

Ch rng Toeplitz. Do
p

ij

j , cho nn ma trn t-ng quan l ma trn

ij

j , i , ma trn cng l ma trn Hermitian.

Cha kho gii p cho ph-ng php Levinson _ Durbin, ph-ng php m khai thc -c tnh cht Toeplitz ca ma trn l xut pht t qui. Bt u vi -c l-ng ca loi m=1 (h s 1) v tng bc qui ln, s dng kt qu ca bc thp t -c kt qu ca bc tip theo. Do kt qu -c l-ng bc u tin t -c bi kt qu (2.3.1) l
a1 1 y xx 1 y xx 0

(2.3.4)

v kt qu MMSE l
E1f y xx 0 a1 1 y xx
2

= y xx 0 1 a1 1 Ch a1 1

(2.3.5)

K1 , l h s phn x u tin ca b lc l-i

B-c tip theo l kt qu cho h s a 2 1 v a 2 2 ca -c l-ng loi hai v biu din kt qu trong gii hn ca a1 1 . Hai ph-ng trnh t -c t (2.3.1) l
a2 1 y xx 0
a 2 1 y xx 1

a2 2 y * xx 1
a 2 2 y xx 0

y xx 1
y xx 2

(2.3.6)

Bng cch s dng kt qu trong (2.3.4) rt gn y xx 1 , chng ta t -c kt qu

a2 2 y xx 2 a1 1 y xx 1
2

y xx 0 1 a1 1

y xx 2

a1 1 y xx 1 E1f

(2.3.7) 41

Trn Thu Huyn_DT901

a2 1 a1 1
* a 2 2 a1 1

n tt nghip

Do chng ta t -c h s ca -c l-ng bc hai. Li ln na chng ta ch rng a2 2 K 2 , l h s phn x th hai trong b lc l-i. Tip tc thc hin, chng ta c th t -c h s ca bc th m trong gii hn ca h s -c l-ng bc (m-1). Do chng ta c th vit h s vector am nh- tng ca hai vector, c th l
am am 1 am 2 am m am
1

dm

Km

(2.3.8)

y a m 1 l h s -c l-ng vector ca -c l-ng bc (m-1), vector d m 1 v gi tr v h-ng K m -c xc nh. H s m n ca ma trn t-ng quan l
m b* ym 1
xx

m 1 bt m 1

y xx 0
y xx m 2 y xx 1
b ym t 1

(2.3.9) du hoa th * biu th

bt y y m 1

y xx m 1

t hm lin hp phc v y m biu th s hon v ca y m . Ch b bn trn y m 1 biu

t th vector ym 1

y xx 1

y xx 2

y xx m 1 vi thnh phn ly trong bc o

y m c th biu din nh-

ng-c. Kt qu ph-ng trnh

y
m 1 bt m 1 * ym 1 y xx 0

am

am 0

dm 1 Km

ym

y xx m

(2.3.10)

y l cha kho cho thut ton Levinson _ Durbin . t (2.3.10) chng ta t -c hai ph-ng trnh
' m 1 m 1

m 1 m 1

b* K m ym 1

ym 1
y xx m

(2.3.11) (2.3.12)

bt ym 1 am 1

bt ym K m y xx 0 1d m 1
1

Do rm 1 a m
dm
1

y m 1 , (2.3.11) sinh ra kt qu

b* K m rm 11 y m 1

(2.3.13)

b* Nh-ng ym 1 ch l y m 1 vi cc thnh phn ly trong bc o ng-c v

lin hp phc. Bi vy, kt qu trong (2.5.13) n gin l 42

Trn Thu Huyn_DT901

* am 1 1 m * am 1 m 2 * am 1 1

n tt nghip

dm

b* K m am 1

Km

(2.3.14)

Ph-ng trnh v h-ng (2.3.12) hin ti c th dng gii K m. Nu rt gn dm-1 trong (2.3.12) bng cch dng (2.3.14) ta -c

K m y xx 0
do

bt b* ym 1 am 1

bt ym 1 am 1

y xx m

Km

y xx m y xx 0

bt ym 1am 1 bt b* y m 1am 1

(2.3.15)

V vy, bng cch thay th kt qu trong (2.3.14) v (2.3.15) thnh (2.3.8), chng ta t -c yu cu qui cho h s -c l-ng trong thut ton Levinson _ Durbin l
am m
am k

Km
am
1

y xx m y xx 0
k
* K m am

bt ym 1am 1 bt b* y m 1am 1
1

y xx m

bt ym 1am f Em

(2.3.16)

am 1 k
k 1,2,..., m 1 m 1,2,..., p

* am am k 1 m

(2.3.17)

L-u , mi quan h qui trong (2.3.17) l ng nht vi mi quan h qui trong (2.2.31) cho h s -c l-ng, h s m t -c t a thc Am z v Bm z . Hn na, K m l h s phn x trong bc th m ca -c l-ng l-i. S trin khai ny chng minh r rng rng thut ton Levinson_ Durbin sinh ra h s phn x cho -c l-ng l-i ti -u nh- s -c l-ng FIR dng trc tip. Cui cng, hy xc nh biu thc cho MMSE -c l-ng bc th m, chng ta c:
m f Em

y xx 0
k 1

a m k y xx
m

k
* am m am

= y xx 0
k 1

am
2

k y xx

(2.3.18)

f am m = Em 11

f Em 11

Km

m 1,2,...., p

43

Trn Thu Huyn_DT901 y E0f m K m

n tt nghip

y xx 0 . V vy nhng h s phn x ph hp vi thuc tnh

1 , MMSE cho chui ca -c l-ng tho mn iu kin

E0f

E f1 E 2f

....

E pf

(2.3.19)

Kt lun ny bt ngun t thut ton Levinson _ Durbin kt qu ph-ng trnh tuyn tnh
m

am

y m (m=0,1,, p). Chng ta quan st ph-ng trnh

tuyn tnh c thuc tnh c bit l vector pha bn phi xut hin nh- mt vector trong m . Trong cc tr-ng hp thng th-ng khc vector pha bn phi l mt vi vector khc, gi l Cm, tp hp ph-ng trnh tuyn tnh c th gii hi qui bng cch to ph-ng trnh qui th hai ti kt qu ph-ng trnh tuyn tnh chung m bm C m . Kt qa l thut ton Levinson _ Durbin tng qut. qui Levinson _ Durbin -a ra bi (2.3.17) yu cu O(m) tng ln v thm vo t tng m ti tng (m+1). V vy, cho tng p, s phi tnh qua cc bc 1+2+3+.+p = (p+1)/2 hoc thut ton O(p2) gii h s b lc -c l-ng hoc h s phn x, so snh vi thut ton O(p 3) nu chng khng khai thc tnh cht Toeplitz ca ma trn t-ng quan. Nu thut ton levinson _ Durbin -c thc hin trn chui ni tip hoc b x l tn hiu ni tip, i hi thi gian tnh ton trn bc ca O(p 2) n v thi gian. Theo h-ng khc, nu qu trnh x l -c thc hin song song s dng bng nhiu b x l cn thit khai thc ht s t-ng -ng trong tht ton, php nhn cng nh- l php cng khi yu cu tnh (2.3.17). V th, tnh ton c th thc hin trong O(p) n v thi gian. Tuy nhin vic tnh ton trong (2.3.16) cho h s phn x tn thm thi gian. D nhin, tch v h-ng b ny bao gm vector am-1 v ym 1 c th tnh ton ng thi bi vic x l song song. Tuy nhin php cng ny khng th lm ng thi nh-ng thay vo , yu cu O(log p) n v thi gian. Do cc tnh ton trong thut ton Levinson _ Durbin, khi thc hin bng p b x l song song c th hon thnh trong thi gian O(p log p). 2.3.2. Thut ton Schur Thut ton Schur -c lin h vi vic kim tra quy cho xc nh phn tch d-ng ca ma trn t-ng quan. C th hy xem xt ma trn t-ng 44

Trn Thu Huyn_DT901 -ng

p 1

n tt nghip

lin kt thm vi ph-ng trnh chun tc -a ra bi (2.3.2). T cc

Yxx 1 .Z Yxx 0
1

thnh phn ca ma trn ny chng ta to hm:

R0 z Yxx 2 .Z 2 ... Yxx p .Z Yxx 1 .Z 1 ... Yxx p .Z p
p

(2.3.20)

V chui ca hm R m z -c nh ngha quy l: Rm z

Rm 1 z Rm 1 Z 1 R m 1 .Rm 1 . z
1

m= 1, 2,

(2.3.21)

Pht biu nh l Schurs, iu kin cn v ca nh l cho ma trn 1 cho m= 1,2,,p t-ng quan xc nh d-ng l Rm Hy chng minh rng iu kin cho xc nh d-ng ca ma trn t t-ng quan p 1 l t-ng -ng vi iu kin h s phn x trong b lc l-i t-ng -ng tho mn iu kin K m <1, m=1,2,,p. u tin chng ta ch rng R 0 R1 z
Yxx 1 Yxx 2 .Z 1 ... Yxx p .Z Yxx 0 Yxx 1 .Z 1 ... Yxx p .Z
Yxx 1 Yxx 0
0 . Sau t (2.3.21) chng ta c
p 1 p

(2.3.22)
K1

Do R 1

ta -c R 1

Th hai, ta tnh ton R 2 z ph thuc vo (2.3.21) v nh gi kt qu ti Z= . Do ta -c R2

Yxx 2 Yxx 0 . 1 K1Yxx 1 K1
2

Mt khc, ta li c R 2 tm thy R m

K 2. . Bng cch tip tc khai trin, chng ta

K m cho m= 1,2,,p. D iu kin Rm

1 cho

m=1,2,,p l ng nht vi iu kin K m nh ngha r rng ca ma trn t-ng -ng

1 cho m= 1,2,,p v m bo
p 1

Do h s phn x c th tnh -c t chui ca hm R m z , m=1,2,p, chng ta c cch khc tm li gii cho ph-ng trnh chnh tc. Chng ta gi cch ny l thut ton Schur. Thut ton Schur: u tin hy vit li R m z Rm z
Pm z Qm z

m= 1,2,p

(2.3.23)

45

Trn Thu Huyn_DT901 y: P0 z Q0 z

Yxx 1 Z
1

n tt nghip
2

Yxx 2 Z

... Yxx p Z

Yxx 0

Yxx 1 Z
Rm

... Yxx p Z

(2.3.24)

Do : K0 = 0 v K m

cho m= 1,2,p, phng trnh quy

(2.3.21) -a n nhng ph-ng trnh quy tip theo cho nhng a thc P m z v Q m z
Pm z Qm z K 1
m 1

Km Z
1

1 1

Pm Qm

1 1

z z

, m= 1,2,,p

(2.3.25)

Do chng ta c: P 1 z P0 z Yxx 1 Z Q1 z v K1
P1 z Q1 z

Yxx 2 Z
1

... Yxx p Z
2

Z 1Q0 z

Yxx 0 Z

Yxx 1 Z

... Yxx p 1 Z

Yxx 1 Yxx 0

Tip theo h s phn x K 2 tnh -c bi vic xc nh P2(z) v Q2(z) t (2.3.25), chia P2(z) bi Q2(z) v nh gi kt qu ti z= . V vy chng ta tm -c P 2 P1 z K1Q1 z Yxx 2 K1Yxx 1 Z 2 ... Yxx p K1Yxx p 1 Z p Q2 z
Z
1

Q1 z

K1 P 1 z
K1 Yxx 1 Z
2

= Yxx 0

...

Yxx p 2

K1 Yxx p 1 Z

Do , chng ta thy rng ph-ng trnh quy trong (2.3.25) t-ng -ng ti (2.3.21). Cn c vo nhng mi quan h ny, thut ton Schur -c miu t bi ph-ng trnh qui sau Bt u To ma trn sinh 2 p 1

G0

0 y xx 0

y xx 1 y xx 1

y xx 2 y xx p y xx 2 y xx p

(2.3.29)

y cc thnh phn ca hng u tin l nhng h s ca P 0(z) v nhng thnh phn ca hng th hai l h s ca Q0(z). B-c 1. Dch hng th hai ca ma trn sinh v bn phi 1 v tr, b thnh phn cui ca hng ny, thm s 0 vo v tr khuyt u hng. Do chng t -c ma trn sinh mi 46

Trn Thu Huyn_DT901

G1 0 y xx 1 y xx 2 y xx 1 y xx p

n tt nghip

0 y xx 0

y xx p 1

(2.3.30)

(Nghch o) t s ca cc thnh phn trong ct th hai sinh ra h s phn x

K1
1 K
* 1

y xx 1 y xx 0
K1 1

B-c2. Nhn ma trn sinh vi ma trn 2 2

V1

ta -c
V1G1 0 0 y xx 0 0 K1* y xx 1 y xx 2 K1 y xx 1 y xx p y xx p 1 K1 y xx p 1 K1* y xx p .......... .......... .

(2.3.32)

B-c 3. Dch hng th hai ca G1V1 mt v tr v bn phi v do to -c ma trn sinh mi.

G2 0 0 0 0 y xx 2 y xx 0 K1 y xx 1 K y xx 1
* 1

y xx p

K1 y xx p 1 K1* y xx p 1

y xx p 2

(2.3.33)

T l nghch ca cc thnh phn trong ct th ba ca G2 sinh ra K2. B-c th 2 v th 3 lp li tr-c khi chng ta tnh mi h s phn x p. Nhn chung, ma trn 2 2 trong b-c m l
Vm 1 K
* 1

K1 1

v nhn Vm vi Gm sinh ra Vm Gm . Trong b-c ba chng ta dch hng th hai ca

Vm Gm mt v tr v bn phi -c ma trn sinh mi Gm+1

Chng ta thy rng php ton dch hng th 2 trong vng lp t-ng -ng ti vic nhn bi hot ng tr z-1 trong ph-ng trnh qui th hai trong (2.3.25). Chng ta cng ch rng php chia ca a thc P m(z) bi a thc Qm(z) v -c l-ng th-ng s ti z = l t-ng -ng vi php chia cc thnh phn trong ct (m+1) ca Gm. S tnh ton h s phn x p c th hon thnh bng cch dng x l song song trong n v thi gian 0(p). Sau chng ta miu t kin trc -ng ng cho vic thc hin tnh ton ny. Mt cch minh ha khc mi quan h ca thut ton Schur vi thut ton Levinson - Durbin v -c l-ng l-i t-ng ng l xc nh r u ra ca b lc l-i t -c khi chui u vo l chui t-ng quan y xx m , m 0,1,... . 47

Trn Thu Huyn_DT901

n tt nghip

V u vo u tin ti b lc l-i l yxx(0), u vo th hai l yxx(1), v t-ng t cc u vo tip theo i, e..... f 0 n y xx n . Sau khi tr trong tng u chng ta c g 0 n 1
y xx n 1 , do cho n=1, t s f 0 1 g 0 0 y xx 1 y xx 0 t s ny

l nghch o ca h s phn x K1. Cch khc chng ta c th biu din mi quan h ny l

f0 1 K 1 g1 0 y xx 1 K1 y xx 0 0

Hn na, g 0 0 (2.2.11),
f1 2 f0 2

y xx 0

E0f . Ti thi im n=2, u ra tng th hai, theo

y xx 2 y xx 1

K1 g 0 1

v sau mt n v ca tr trong tng th hai, chng ta c

g1 1 K1* f 0 1 g0 0 K1* y xx 1 y xx 0

By gi t s f1 2 g1 1 l
f1 2 g1 1 y xx 2 y xx 0 K 1 y xx 1 K 1* y xx 1 y xx 2 K 1 y xx 1 E1f K2

Do f1 2
g1 1

K 2 g1 1
E1f

Tip tc tnh theo cch ny, chng ta thy rng ti u vo ca tng l-i f K m v g m 1 m 1 Em th m, t s f m 1 m g m 1 m 1 1 . Do , h s b lc l-i t -c t thut ton Levinson l chnh xc ti h s t -c trong thut ton Schur. Hn na, cu trc b lc l-i cung cp mt cch thc tnh ton h s phn x trong -c l-ng l-i. Kin trc -ng ng cho vic thc hin thut ton Schur. Kung v Hu (1983) pht trin b x l dng l-i -ng ng cho vic thc hin thut ton Schur. X l bao gm mt giai on ca cc tng kiu l-i p, mi tng gm hai thnh phn x l (PEs), PEs trn, bao hm A 1, A2, . . . , A p v PEs d-i bao hm B1, B2, . . . , B p . Nh- nhn trong hnh (2.7). PE ch r A1 -c phn chia nhim v cho vic thc hin nhng php chia, PEs cn li thc hin mt php nhn v mt php cng cho mi ln lp (mt chu k o). Ban u, PEs trn ti cc thnh phn ca hng u ca ma trn sinh ra G0, nh- chng minh trong hnh (2.7). PEs d-i ti cc thnh phn ca hng th hai ca ma trn sinh ra G0. Vic x l tnh ton bt u vi php chia PE, 48

Trn Thu Huyn_DT901

n tt nghip
y xx 1 y xx 0 .

A1, php chia ny tnh ton -c h s phn x u tin l K1

Gi tr ca K1 -c gi ng thi ti mi PEs trong nhnh trn v nhnh d-i.

* Km

A1 yxx(1)

Km

A2 yxx(2)

Km

A3 yxx(3)

Km

Km

Ap-1 yxx(p-1)

Km

Ap yxx(p)

Bp
* Km

B1 yxx(0)

* m

B2 yxx(1)

* m

B3 yxx(2)

* m

* Km

Bp-1 yxx(p-2)

* Km

yxx(p-1)

f p ( n)

Hnh 2.7 : X l song song -ng ng cho tnh ton h s phn x

B-c th hai trong vic tnh ton cp nhp ni dung ca tt c phn t x l cng mt lc. Ni dung ca PEs thp v cao -c cp nht nh- sau: Am K1 Bm ' PE Am : Am m = 2, 3, . . . ,p PE Bm : Bm
Bm K1* Am'

m = 1, 2, . . . ,p

B-c ba bao gm dch ni dung ca PEs trn mt v tr v bn tri. Do chng ta c PE Am : Am 1 Am ' m = 2, 3, . . . ,p Ti im PE ny A1 bao gm y xx 2
y xx 0
* K1 y xx 1 trong khi PE B1 bao gm * K1 y xx 1 . Do qu trnh A1 sn sng bt u qui trnh th hai bng

cch tnh ton h s phn x th hai vi php chia A1/B1 -c lp li trong khi mi h s phn x p -c tnh. Ch rng PE B1 cung cp li trung bnh bnh f ph-ng cc tiu Em cho mi b-c lp. Nu v
ma d

bao hm thi gian cho PE A1 thc hin php chia (hon thnh)

l thi gian yu cu cho vic thc hin mt php nhn (phc) v php
d ma

cng. Thi gian yu cu cho vic tnh ton mi h s phn x p l p cho thut ton Schur.

49

Trn Thu Huyn_DT901

n tt nghip

2.4 Cc Thuc tnh ca b lc li -c l-ng tuyn tnh Nhng b lc -c l-ng tuyn tnh c nhiu thuc tnh quan trng m chng ta s cp n sau y, ban u l vi chng minh rng b lc li -c l-ng tin l pha cc tiu. Thuc tnh pha cc tiu ca b lc li -c l-ng tin. Chng ta chng minh nhng h s phn x K1 l nhng h s t-ng quan, v do K1 1 vi mi i. iu kin ny v mi quan h
f Em

Km

f Em

c th s dng xem nhng im khng ca b lc li

-c l-ng nm hon ton bn trong vng trn n v hay l chng bn trn vng trn n v. u tin, chng ta xt nu E pf 0 , cc im khng z1 1 vi mi i. Chng minh bng ph-ng php qui np. R rng rng, cho p =1, hm h thng cho b lc li -c l-ng l A1(z) = 1+K1z-1 Do z1 = -K1 v E1f (2.2.28)
Ap z1 Ap
1

K1

E0f

0 . By gi gi s rng gi thit l

ng cho p-1. Sau nu z1 l nghim ca Ap z chng ta c t (2.2.26) v

z1 K p z1 1 B p z1

Ap

z1

K p z1 p A* p

1 z1

Do
1 Kp z1 p A* p Ap
1 1

1 z1 z1

Q z1

Chng ta ch rng hm Q(z) l thng tt. Thng th-ng, hm thng tt c cng thc
N

Pz
k 1

zz * p z

1 zk

zk

50

Trn Thu Huyn_DT901 tho mn tnh cht P z

z 1 cho z 1, P z

n tt nghip
1 cho z 1 v P z 1 cho

1 . Do Q(z) = - P(z)/z, tip theo z1

1 nu Q z

1 . R rng rng, y

l tr-ng hp Q z1

1 K p v E pf

0. 0 . Trong tr-ng hp ny K p

Cch khc, gi s E pf
Q z1

0 v do E pf

1 v

1 . Do MMSE l 0, qui trnh ngu nhin x(n) -c gi l c kh

nng -c l-ng hoc l xc nh tr-c. C th, qu trnh ngu nhin hon ton hm sin ca cng thc
M

xn
k 1

ej n

(2.4.6)

y pha quan

-c thng k c lp v phn b u trn 0,2 , c t-ng

M

y xx m
k 1

2 k

e jm

v mt ph u vo
M xx

f
k 1

2 k

fk ,

fk

(2.4.7)

Qu trnh ny c th -c l-ng tr-c vi gi tr -c l-ng ca bc p M. chng minh tnh hp l ca qu trnh trn, xt gi tr ny t u n cui ca b lc -c l-ng li bc p M . MSE ti u ra ca b lc ny l
12 f p 12 12 M 2 k 12 k 1 2 xx

f Ap f

df

f
2

fk

Ap f

df

M 2 k k 1

Ap f k

(2.4.8)

Bng cch la chn M ca cc im khng p ca b lc li -c l-ng ng nht vi tn s f k , MSE pf c th p bng 0. Cn li p M cc im khng c th la chn tu bt k ch no bn trong vng trn n v. Thuc tnh pha cc i ca b lc li -c l-ng li. Hm h thng cho b lc li -c l-ng li bc p l 51

Trn Thu Huyn_DT901

Bp z z
p

n tt nghip (2.4.9)

A* p z

T , cc nghim ca B p z l nghch o nghim ca b lc li -c l-ng tin vi hm h thng Ap z . Do vy, nu Ap z l pha cc tiu B p z l pha cc i. Tuy nhin, nu qu trnh x(n) l -c l-ng, tt c cc nghim ca B p z nm trong vng trn n v. Thuc tnh nhiu trng.Gi s rng qu trnh ngu nhin x(n) l qu trnh ngu nhin n nh AR(p) -c to ra bi cho nhiu trng vi s thay 2 i w qua b lc ton im cc vi hm h thng
Hk 1
k 1

1
p

(2.4.10)
1

ak z

Sau b lc li -c l-ng ca loi p c hm h thng

p

Ap z

1
k 1

kz

y, nhng h s -c l-ng a p k

ak . T-ng ng ca b lc li -c

l-ng l chui nhiu trng w n . Trong tr-ng hp ny b lc -c l-ng li ho trng qu trnh ngu nhin u vo x(n) v -c gi l b lc trng, -c ch ra trong phn (2.2). Hn th na, thm ch nu qu trnh u vo x(n) khng phi l qu trnh AR, b lc li -c l-ng c gng loi b s t-ng quan trong cc mu tn hiu mu ca qu trnh u vo. Khi bc ca -c l-ng tng ln u ra ca -c l-ng x n s tr nn gn xp x ti x(n) v do s chnh lch
f n xn x n gn ging chui nhiu trng.

Tnh trc giao ca cc li -c l-ng li. Li -c l-ng li gm(k) t cc tng khc nhau trong b lc l-i FIR l trc giao. l
* E g m n g1 n

0,
b Em

0 l l

m 1 m

(2.4.12)

Tnh cht ny -c chng minh d dng bng cch thay th g m(n) v * g1 n vo (2.4.12) v -c kt qu mong mun. Do
m * E g m n g1 n k 0 l

bm k
j 0

b1* j E x n k x * n

52

Trn Thu Huyn_DT901

l m

n tt nghip (2.4.13)

b1* j
j 0 k 0

bm k y xx j k

Nh-ng nhng ph-ng trnh chun tc cho -c l-ng tuyn tnh li yu cu rng
m

bm k y xx j k
k 0

0,
b Em

j 1,2,..., m 1 j m

do
* E g m n g1 n b Em f Em ,

m 0 l

l m 1

0,

Nhng thuc tnh khc: y l mt nhm nhng thuc tnh khc v -c l-ng li tin v li trong b lc l-i FIR. Nhng thuc tnh ny -c -a ra d-i y vi cc tn hiu c gi tr thc. (a) E f m n x n i 0, 1 i m (b) E g m n x n i (c) E f m n x n (d) E f1 n f1 n (e) E f i n f j n t (f) E g i n g j n t (g) E f i n i f j n j
0, 0 i m 1 Em E gm n x n m

Emax ij
0, 0, cho cho E0 , i 0, i 1 t i j, i 1 t i j, i 0 0 j j t t i i j, i j 1, i j j j j

(h)

E g1 n

i g1 n

Emax ij
j , i, j i 0, K 0 j 1

(i) E f i n g j n (j)

K j Ei , i 0,

E fi n gi n 1

K i 1 Ei E fi n 1 x n i K i 1 Ei

(k) E g i n 1 x n

(l)

E f1 n g1 n 1

0, K j 1 Ei

i i

j j

53

Trn Thu Huyn_DT901

n tt nghip

2.5 B lc l-i AR v b lc l-i hnh thang ARMA Trong phn 2.4.2 chng ta trnh by cu trc l-i FIR ton im khng v -a ra mi quan h vi -c l-ng tuyn tnh. c l-ng tuyn tnh vi hm truyn
p

Ap z

1
k 1

ap k z

(2.5.1)

khi b kch thch bi qu trnh ngu nhin u vo x(n) v -c u ra gn ging chui nhiu trng khi p . Mt khc, nu qu trnh u vo l AR(z), u ra ca Ap(z) l trng. Do Ap z sinh ra MA(p) khi b kch thch vi chui nhiu trng, b lc l-i ton im khng i khi -c gi l l-i MA. Sau , chng ta pht trin cu trc l-i cho b lc ng-c 1/ Ap z b lc m chng ta gi l l-i AR v cu trc thang l-i cho x l ARMA. 2.5.1 Cu trc l-i AR Hy xt h thng ton im cc vi hm h thng
H z 1
k 1

1
p

(2.5.2)
k

ap k z

Ph-ng trnh khc cho h thng IIR l

p

yn
k 1

ap k y n k

xn

(2.5.3)

By gi gi s rng chng ta thay i vai tr ca u vo v u ra [nhthay i x(n) vi y(n) trong (2.5.3)]. Do chng ta t -c ph-ng trnh khc
p

xn
k 1

ap k x n k

yn

hoc t-ng -ng

p

yn

xn
k 1

ap k x n k

(2.5.3)

Chng ta thy rng (2.5.4) l ph-ng trnh khc cho h thng FIR vi hm chc nng Ap z . Do h thng ton im cc IIR c th thay i ti h thng ton im khng bng cch thay i vai tr u vo v u ra.

54

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n tt nghip

Cn c vo quan st ny, chng ta c th t -c cu trc l-i AR(p) t l-i MA(p) bng cch thay th u vo vi u ra. Do l-i MA(p) c f 0 n l u vo, chng ta c yn f p n khi n l u ra v x n
xn yn fp n f0 n

(2.5.5)

Nhng nh ngha ny ch ra rng ph-ng trnh f m n -c tnh ton trong tng d-i. S tnh ton ny c th hon thnh bng cch sp xp ph-ng trnh qui cho f m n trong (2.2.11) v kt qu cho f m 1 n trong gii hn ca f m n . Do chng ta t -c
fm
1

fm n

Km gm

n 1

m = p, p-1, . . . ,1

Ph-ng trnh cho g m n cn li khng b thay i. Kt qu ca s thay i ny l tp hp cc ph-ng trnh

xn
fm
1

fp n
n fm n
* Km fm 1

Km gm n
g0 n

1 1

n 1 n 1

gm n
yn

gm

(2.5.6)

f0 n

Cu trc t-ng ng cho l-i AR(p) -a ra trong hnh (2.8). Ch rng cu trc l-i ton im cc c mt h-ng ton im khng vi u vo g 0(n) v u ra g p n n ging vi -ng ton im khng trong cu trc l-i MA(p). V vy ph-ng trnh cho g m n l ging nhau trong hai cu trc l-i. Chng ta cng quan st thy rng cu trc l-i AR(p) v MA(p) -c c tr-ng bi cc h s, ni r hn, cc h s phn x K1. Kt qu ph-ng trnh -a ra trong (2.2.31) v (2.2.33) cho s chuyn i gia cc thng s h thng a p k trong s thc hin dng trc tip ca h thng ton im khng
Ap k v cc h s l-i, K1, ca cu trc MA(p), xt n ging vi cu trc

ton im cc.

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n tt nghip

Input x(n)= f g n -Kp

fp
K* p

f2 n
* K2

Output
f1 n
f0 n yn

-K2 z-1

-K1 z-1

K 1*

gp(n)

g2(n)

g1(n)

z-1

g0(n)

Hnh 2.8 : Cu trc l-i cho h thng ton im cc (AR(p))

2.5.2 Qu trnh ARMA v b lc l-i hnh thang L-i ton im khng cung cp khi xy dng c bn cho cu trc kiu l-i m minh ho h thng IIR c cha c im cc v im khng. xy dng cu trc thch hp, chng ta hy xt mt h thng IIR vi hm h thng
q

cq k z H z 1
k 1 k 0 p

Cq z
k

ap k z

Aq z

(2.5.7)

B qua suy gim thng th-ng chng ta gi s l p q . H thng ny -c miu t bi nhng ph-ng trnh sai phn
p

vn
k 1 p

ap k v n k cq k v n k
k 1

xn

yn

(2.5.8)

ph-ng trnh ny t -c bng cch xem h thng nh- mt tng ca h thng ton im cc sinh ra bi h thng ton im khng. T (2.5.8) chng ta thy rng ti u ra y(n) ch n gin l s kt hp ca cc u ra tr t h thng ton im cc. V mi im khng s l kt qu t cng thc t hp tuyn tnh ca u ra tr-c. Chng ta c th mang s quan st ny ti cu trc h thng im khng v im cc bng cch s dng cu trc l-i ton im cc nh- khi xy dng c bn. Chng ta thy rng gm(n) trong l-i ton im cc c th biu din nh- l t hp tuyn tnh ca nhng u ra hin ti v qu kh. Trn thc t, h thng 56

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Hb z Gm z Yz Bm z

n tt nghip (2.5.9)

trong h thng ton im khng. Do , bt k s kt hp tuyn tnh no ca gm(n) cng l b lc ton im khng. Hy bt u vi b lc l-i ton im cc vi h s K m , 1 m p v thm vo phn thang bng cch ly u s t hp tuyn tnh c trng s ca gm(n). Kt qu l b lc im khng v im cc c cu trc thang_l-i nhtrong hnh 2.9. u ra l
p

yn
k 0

gk n

(2.5.10)

y,

l thng s xc nh cc im khng ca h thng. Hm h

q k k 0

thng t-ng ng (2.5.10) l

H z Y z X z Gk z X z
G0 z , (2.5.11) c th biu din

(2.5.11)

T X z

Fp z v F0 z
q

H z
k 0

Gk z F0 z G0 z F p z
k

(2.5.12)

= do

1 Ap z

Bk z

k 0

Cq z
k 0

Bk z

(2.5.13)

Input x(n)= f g n gn(n)

fg

fp

fp

f0 n

Tng p

gp-1(n)

Tng p-1

gp-2(n)

g1n)

Tng p-2

g0n)

p 1

p 2

(a) H thng im khng_im cc

Output

57

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fm n
* Km

n tt nghip
fm
1

Km

z-1
gm n gm
1

(b) Tng th m ca l-i Hnh 2.9 : Cu trc l-i thang cho h thng im cc_im khng

y l mi quan h mong mun m c th s dng xc nh h s trng s k -a ra a thc Cq z v Ap z , trong p q , h s phn x K1 -c xc nh u tin t h s a p z . Bng gi tr trung bnh ca mi quan h qui li n b-c -a ra bi (2.2.32) chng ta cng t -c a thc Bk z , k = 1,2 . . . ,p. Sau nhng h s thang c th t -c t (2.5.13), h s m c th biu din nhp

Cm z
k 1

Bk z
m

Bm z

= Cm 1 z hoc t-ng -ng

Cm
1

Bm z

(2.5.14) m = p, p-1, . . . ,1 (2.5.15)

Cm z

Bm z ,

Bng cch tip tc thc hin mi quan h qui li ny, chng c th sinh ra mi a thc bc thp, C m z , m p 1,...,1 . Do bm m 1 , thng s
m

-c xc nh t (2.5.15) bng cch sp t

m

cm m ,

m = p, p-1, . . . , 1, 0

(2.5.16)

Cu trc b lc l-i ny, khi b kch thch bi chui nhiu trng, sinh ra qu trnh ARMA(p,q) qu trnh ny c mt ph u vo
xx

2 w

Cq f Ap f

2 2

(2.5.17)
2 w

v hm t t-ng quan m tho mn (2.1.18),trong chui nhiu trng u vo. 58

trong s bin i ca

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n tt nghip

2.6 b lc Wiener s dng lc v -c l-ng Trong nhng ng dng thc t chng ta -a ra tn hiu u vo, x(n), tn hiu m bao gm tng ca cc tn hiu mong mun, s(n), v ting n khng mong mun hoc nhiu w(n), v chng ta thit k b lc, b lc m s trit tiu -c nhng thnh phn khng mong mun. Trong tr-ng hp nhvy mc tiu l thit k h thng m lc i nhiu thm vo trong khi phi m bo nhng c tnh ca tn hiu mong mun, s(n). Trong phn ny, chng ta gii quyt vn -c l-ng tn hiu trong s c mt ca nhng tp m thm vo. B -c l-ng gii hn v b lc tuyn tnh vi p ng xung h(n), n -c thit k u ra xp x mt vi chui tn hiu mong mun theo l thuyt d(n). Hnh (2.10) minh ho vn -c l-ng tuyn tnh. Chui u vo ti b lc l x(n) = s(n)+w(n), v chui u ra l y(n). S khc nhau gia tn hiu mong mun v u ra ca b lc l chui li e(n) = d(n) - y(n). Chng ta phn bit ba tr-ng hp c bit sau: d(n) _ e(n) +

s(n)

x(n)

B lc tuyn tnh ti -u

y(n)

Nhiu (n)
Hnh 2.10 : M hnh cho vn -c l-ng tuyn tnh

1. lc

Nu d(n) = s(n), vn -c l-ng tuyn tnh c lin quan ti vic

2. Nu d(n) = s(n+D), y D > 0, vn -c l-ng tuyn tnh c lin quan ti -c l-ng tn hiu. Ch rng vn ny l s khc vi s -c l-ng cp trong phn tr-c. y d(n) = x(n+D), D 0. 3. Nu d(n) = s(n-D), y D > 0, vn -c l-ng tuyn tnh lin quan ti tn hiu san bng. 59

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n tt nghip

Vic nghin cu s tp trung vic lc v -c l-ng. Tiu chun la chn cho vic ti -u p ng xung ca b lc h(n) l cc tiu ca li trung bnh bnh ph-ng. Tiu chun ny c thun li l d dng v d dng trong ton hc. Gi nh c bn l nhng chui s(n), w(n) v d(n) l trung bnh 0 v n nh c nhy cao. B lc tuyn tnh s -c cho l FIR hoc l IIR. Nu n l IIR, chng ta gi s d liu u vo x(n) tn ti gi tr trn khong hu hn thi im tr-c. Chng ta bt u h-ng ti thit k b lc FIR ti -u. B lc tuyn tnh ti -u, trong nhy ca li trung bnh bnh ph-ng ti thiu (MMSE), -c gi l b lc Wiener. 2.6.1 B lc Wiener FIR Gi s l b lc b gii hn di v M vi cc h s h(k) 0 k M 1. Do u ra y(n) ph thuc vo d liu hu hn x(n), x(n-1), . . . , x(n-M+1)
M 1

yn
k 0

hkxn k

(2.6.1)

Gi tr trung bnh bnh ph-ng ca li u ra mong mun d n v y n l

M

Een

(2.6.2)
M 1 2

=E d n
k 0

hk xn k

Do y l hm bc hai ca cc h s b lc, cc tiu ca -c tp cc ph-ng trnh tuyn tnh

M 1

h k y xx l
k 0

y dx l

= 0, 1, . . . ,M-1

(2.6.3)

y yss(k) l t t-ng quan ca chui u vo x(n) v ydx(k) = E[d(n)x*(n-k)] l t-ng quan cho gia chui mong mun d(n) v chui u vo, x(n), 0 n M 1 . Tp cc ph-ng trnh tuyn tnh ch r b lc ti -u -c gi l ph-ng trnh Wiener _ Hopf. Nhng ph-ng trnh ny cng -c gi l nhng ph-ng trnh chun tc. Thng th-ng, ph-ng trnh trong (2.6.3) c th biu din dng ma trn yd (2.6.4) M hM

60

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M

n tt nghip

l ma trn Toeplitz (Hermitian) vi cc thnh phn

y xx l

k v y d l vector t-ng quan cho M 1 vi cc thnh phn y dx l ,

1 M

l = 0, 1, . . . , M-1. Kt qu cho h s b lc ti -u l
hopt yd

(2.6.5)
M 1

V kt qu cc tiu MSE t -c bi b lc Wiener l

MMSEM min
hM M 2 d k 0 * hopt k y dx k

(2.6.6)

hoc t-ng -ng

MMSEM
2 d
2

*t yd

1 M

yd

2 d

Ed n

Hy xt mt vi tr-ng hp c bit ca (2.6.3). Nu chng c quan h vi b lc, d(n) = s(n). Hn na, nu s(n) v w(n) l nhng chui ngu nhin khng t-ng quan, nh- th-ng thy trong thc t,
y xx k y dx k yss k y ss k yww k

v nhng ph-ng trnh chun tc trong (2.6.3) tr thnh

M 1

h k y ss l
k 0

y ss l ,

= 0, 1, . . . ,M-1

(2.6.9)

Nu chng ta xt v s -c l-ng th d(n) = yss(k+D) y D > 0. G s l s(n) v w(n) l nhng chui ngu nhin khng t-ng quan, chng ta c y dx k y ss k D (2.6.10) Do nhng ph-ng trnh cho b lc -c l-ng Wiener tr thnh
M 1

h k y ss l k
k 0

l k

y ss l

D ,

= 0, 1, . . . ,M-1

(2.6.10)

Trong tt c nhng tr-ng hp ny, ma trn t-ng quan -c nghch o l Toeplitz. Do thut ton Levinson _ Durbin c th s dng tnh cc h s b lc ti -u. 2.6.2 Nguyn tc trc giao trong -c l-ng trung bnh bnh ph-ng tuyn tnh Ph-ng trnh chun tc cho h s b lc ti -u -c -a ra trong (2.6.3) c th t -c trc tip bng cch p dng nguyn tc trc giao trong -c l-ng trung bnh bnh ph-ng tuyn tnh. Li trung bnh bnh ph-ng M 61

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n tt nghip

trong (2.6.2) l nh nht nu h s b lc h(k) -c la chn ging nh- li l trc giao cho mi im d liu trong -c l-ng. E e n x * n 1 0, (2.6.12) l = 0, 1, . . . ,M-1 trong
M 1

en

d n
k 0

hkxn k

(2.6.13)

Ng-c li, nu h s b lc tho mn (2.6.12), kt qu MSE l cc tiu. Khi xt ph-ng din hnh hc, u ra ca b lc, -c -c l-ng
M 1

d n
k 0

hkxn k

(2.6.14)

l vector trong khng gian con -c m rng bi d liu x(k), 0 k M 1. Li e(n) l vector t d(n) ti d n i, e..d n
en d n , nh- -a ra trong hnh
M

(2.11). Nhng trng thi trc giao c bn c di

Een

l nh nht

khi e(n) l -ng vung gc vi khng gian d liu (nh- e(n) l trc giao ti mi im d liu x(k), 0 k M 1). Chng ta ch rng kt qu t -c t ph-ng trnh chun tc (2.6.3) l duy nht nu d liu x(n) trong -c l-ng d(n) l tuyn tnh c lp. Trong tr-ng hp ny ma trn t-ng quan M l khng duy nht. Mt khc, nu d liu l tuyn tnh c lp, v tr ca
M

nh hn M v do kt qu khng

phi l duy nht. Trong tr-ng hp ny -c l-ng d n c th biu din nh- t hp tuyn tnh ca tp rt gn ca ph-ng trnh cc im d liu tuyn tnh c lp ti v tr M .

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n tt nghip

d(n)

e(n) h(0)x(1)

x1

h(1)x(2)

x(2)

d n

Hnh 2.11 : Biu din hnh hc ca vn tuyn tnh MSE

Do MSE -c ti thiu ha bng cch la chn cc h s ca b lc tho mn nguyn l trc giao, mc ti thiu thng d- MSE l (2.6.15) MMSEn E e n d * n t t -c kt qu -a ra trong (2.6.6) 2.6.3 B lc Wiener IIR Trong phn tr-c chng ta gii hn b lc tr thnh FIR v t -c tp hp ca nhng ph-ng trnh tuyn tnh M cho h s b lc ti -u. Trong phn ny chng ta cho php b lc c di v hn trong khong khng gian (IIR) v chui d liu cng s v hn. Do u ra b lc
yn
k 0

hkxn k

(2.6.16)

H s ca b lc -c la chn ti thiu li trung bnh bnh ph-ng gia u ra mong mun d(n) v y(n)
M

Een

M 1

=E d n
k 0

hk xn k

(2.6.17)

ng dng ca nguyn l trc giao dn n ph-ng trnh Wiener_Hopf

h k y xx n k
k 0

y dx l ,

(2.6.18)

Phn d- MMSE n gin t -c bng cch ng dng iu kin -a ra trong (2.6.15). Do chng ta t -c 63

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MMSE min
h 2 d k 0 * hopt k y dx k

n tt nghip (2.6.19)

Ph-ng trnh Wiener _ Hopf -a ra bi (2.6.18) khng th gii trc tip vi k thut bin i sang min z bi v ph-ng trnh ch c ngha vi l 0. Chng ta s gii b lc Wiener IIR ti -u da trn s biu din t-ng ng ca qu trnh ngu nhin n nh x(n). Ta c qu trnh ngu nhin n nh x(n) vi chui t t-ng quan yxx(l) v mt ph cng sut xx f c th biu din bng qu trnh t-ng -ng i(n) bng cch -a x(n) qua b lc nhiu trng vi hm h thng 1/G(z), y G(z) l phn pha ti thiu t -c t h s ph ca xx f
xx

2 i

GzGz

(2.6.20)
r1 , y r1>1

V vy G(z) -c phn tch trong min z

By gi, b lc ti -u Wiener c th xem nh- mt tng ca b lc nhiu trng 1/G(z) vi b lc th hai, gi l Q(z), m u ra ca n y(n) l ging vi u ra ca b lc Wiener ti -u. T
yn
k 0

qkl n k

(2.6.21)

v e(n) = d(n) y(n), ng dng nguyn l trc giao ta -c ph-ng trnh Wiener _ Hopf mi nhq k yii l k
k 0

y dx l

(2.6.22)
0 vi l k. Do chng ta t

Nh-ng v i(n) l trng, nn yii l k -c kt qu l

ql y di l y ii 0 y di l
2 i

(2.6.23)

Bin i z ca chui q(l) l

Qz
k 0

qkz
1
2 i k 0

y di k z

(2.6.24)

Nu chng ta k hiu bin i z hai pha ca dy t-ng quan cho y di k bi

di

64

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z
k

n tt nghip (2.6.25)

di

y di k z
di

v nh ngha
di

nhy di k z
k

z
k

(2.6.26)

sau
Qz 1
2 i di

z
di

(1.6.27)
z

xc nh

, chng ta bt u vi u ra ca b lc nhiu trng,

b lc m c th biu din nh- l

in
k 0

vkxn k

(2.6.28)

y v(k), k
1 Gz

0, l p ng xung t-ng ng ca b lc nhiu trng.

V z
k 0

vkz

(2.6.29)

sau
y di k E d n i* n k

=
k 0

v m E d n x* n m k

=
k 0

v m y dx k

(2.6.30)

Bin i z ca t-ng quan cho y di k l

di

z
k m 0

v m y dx k

m z
mz
k

=
m 0

vm
k

y dx k
y dx z
k
dx

=
m 0

v m zm
1 dx

=V z V vy
Qz

z
1

Gz

(2.6.31)

1
2 i

dx

z
1

Gz

(2.6.32)

Cui cng, b lc Wiener IIR ti -u c hm chc nng 65

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H opr z Qz Gz
dx

n tt nghip

2 i

1 Gz

z
1

Gz

(2.6.33)

Tm li, gii php cho b lc IIR Wiener yu cu chng ta thc hin tm tha s ph ca ii z t -c G(z), G(z) l thnh phn pha cc tiu, v sau chng ta gii phn nhn qu ca
di

z /G z

.
Ed n
2

Vi gi tr ti thiu MSE -a ra bi (2.6.19) trong gii hn min tn s c tr-ng cho b lc. u tin chng ta ch rng i ca chui t t-ng quan ydd(k). Do
y dd k 1 2 j
c dd
2 d

l gi tr tuyt

z z k 1dz

(2.6.34)

theo
2 d

y dd 0

1 2 j

dd c

dz

(2.6.35)

y tch phn -ng -c nh gi dc theo vng khp kn theo h-ng bao quanh gc trong min hi t ca dd z . Phn th hai trong (2.6.19) cng bin i d dng ti min tn s bng cch ng dng thut ton Parsevals. Do hopt k 0 cho k < 0, chng ta c
* hopt k y dx k k

1 H opt z 2 j c

dx

z 1dz

(2.6.36)

y C l vng khp kn theo h-ng quanh gc, h-ng m thng th-ng nm bn trong min hi t ca H opt z dx z 1 . Bng cch kt hp (2.6.35) vi (2.6.36), chng ta t -c kt qu mong mun cho MMSE trong cng thc
MMSE 1 2 j
c dd

H opt z

dd

z 1dx

(2.6.37)

2.6.4 B lc Wiener khng nhn qu Trong phn tr-c chng ta gii hn b lc Wiener ti -u l nhn qu i, e,..., hopt n 0 for n 0 . Trong phn ny chng ta b iu kin ny v cho b lc bao gm c v hn tr-c v v hn sau
yn
k

hk xn k

(2.6.38) 66

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n tt nghip

Kt qu ca b lc l khng th thc hin -c v mt vt l. N cng c th xem nh- b lc san bng, b lc m gi tr tn hiu khng gii hn sau -c dng san bng -c l-ng d (n) =y(n) ca tn hiu mong mun d(n) ng dng ca nguyn l trc giao t -c ph-ng trnh Wiener_Hopf cho b lc khng nhn qu trong cng thc
h k y xx l k ydx l

(2.6.39)

v kt qu MMSExx l
MMSEnc
2 d k

h k ydx k

(2.6.40)

T (2.6.39) cho , ph-ng trnh ny c th bin i trc tip l t -c b lc Wiener khng nhn qu ti -u l
H nc z
dx xx

z z

(2.6.41)

MMSEnc cng c th biu din n gin trong min z l

MMSEnc

1 2 f

dd z

H nc z

dx

z 1dx

(2.6.42)

67

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Ch-ng 3 : M phng b lc tuyn tnh ti -u

3.1 Gii thiu v simulink Simulik l mt phn mm dng m hnh ho, m phng v phn tch mt h thng t ng. Simulik cho php m t h thng tuyn tnh, h phi tuyn, cc m hnh trong thi gian lin tc gin on hay mt h kt hp c lin tc v gin on. m hnh ho, Simulik cung cp mt giao din ho xy dng m hnh nh- l mt s khi s dng thao tc "nhn v ko" chut. Vi giao din ny bn c th xy dng m hnh nh- xy dng trn giy. y l s khc xa cc phn mm m phng tr-c n m ng-i s dng phi -a vo cc ph-ng trnh vi phn v cc ph-ng trnh sai phn bng mt ngn ng lp trnh. Vic lp trnh trn Simulik s dng cc i t-ng ho gi l Graphic Programming Unit. Loi hnh lp trnh ny c xu th -c s dng nhiu trong k thut bi -u im ln nht ca n l tnh trc quan. Th- vin ca Simulik cng bao gm ton b th- vin cc khi nh-: khi nhn tn hiu, cc khi ngun tn hiu, cc phn t tuyn tnh v phi tuyn, cc u ni chun. Ng-i s dng c th quan st h thng mc tng qut, va c th t -c mc c th bng cch nhy kp vo tng khi xc nh xem xt chi tit m hnh ca tng khi. Vi cch xy dng kiu ny, ng-i s dng c th hiu -c su sc t chc ca mt m hnh v nhng tc ng qua li ca cc phn t trong m hnh nh- th no. Sau khi to lp ra -c mt m hnh, ng-i s dng c th m phng n trong Simulik bng cch nhp lnh trong cc ca s lnh ca Matlab hay s dng cc Menu c sn. Hn na ng-i s dng c th thay i thng s mt cch trc tip v nhn bit -c cc nh h-ng n m hnh.

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3.2 Cc khi Simulink dng trong b lc 3.2.1 Khi Signal From Workspace

Cc thng s ca khi: - Tn hiu -a vo h thng (Signal) - Chu k ly mu (Sample time) - S mu ly cho mi khung (Samples per frame)

3.2.2 Khi Digital Signal design

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y l khi thit k b lc s, khi ny bao gm nhiu phn nh thit k b lc. - Cc kiu b lc: c th la chn b lc thng thp, b lc thng cao, b lc chn di, b lc thng di. Ph-ng php thit k: c th thit k ging b lc IIR hoc FIR. - Bc ca b lc (Filter order): la chn bc. - Thng s ca tn s (Ferquency Specification): n v (Hz), tn s, di tn tn hiu. . . - Thng s bin (Magnitude Specification): n v(dB), di tn bin . . .

3.2.3 Khi Digital filter

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Cc thng s ca b lc s - Cc kiu chuyn i ca b lc (Transfer function type) - Cu trc b lc (Filter structure) - H s ngun (Coeficient source) - Mc gi tr (Scale value) 3.2.4 Ch-ng trnh to tn hiu nhiu trong Khi Signal From Workspace 3.2.4.1 L-u thut ton

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Begin

Xc nh tn hiu m thanh: y Tn s ly mu: Fs

To tn hiu nhiu trng N

M=0.03*N+y (M tn hiu c nhiu)

End

3.2.4.2

Ch-ng trnh chy

function [M,Fs]=loc() [y,Fs,N]=wavread('c:/speech_dft.wav'); sound(y,Fs); length(y) N=WGN(length(y),1,0); M=0.01*N+y; M=M; sound(M,Fs); 72

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Hnh 3.1: M phng h thng lc m thanh Tn hiu c nhiu -c ly ra t Singnal From Workspace, vi tn s ly mu Fs=22050 -c khuch i vi h s khuch i K=3 -a vo khi thit k b lc s (Digital Filter Design). Khi thit k ta chn b lc thng thp (Lowpass) vi tn s ly mu Fs=22050Hz, di tn tn hiu (500 11000)Hz. Ph-ng php thit k, chn b lc FIR trong b lc ny chn bnh ph-ng ti thiu (least-squares). Bc ca b lc (filter Order) chn bng 10. Sau , tn hiu -c -a qua b lc s (Digital Filter) ta c th chn cc thng s bt k nh- trong kiu hm chuyn i (Transfer function type) chn FIR(all zerosb lc mi im 0). Cu trc ca b lc c th chn t trc tip (Direct form). H s ngun (Coefficient source) chn Specify via dialog. Sau khi chn cc thng s thch hp -a ra khi ngun nghe li m thanh -c lc nhiu. Cc thng s ca cc khi c th thay i t -c m thanh c cht l-ng tt hn.

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Kt lun
Sau thi gian ba thng vi s n lc c gng tm ti, nghin cu, tham kho cc ti liu v -c s gip tn tnh ca cc thy c v cc bn. c bit l Th.S Nguyn Vn D-ng em hon thnh xong nhim v n ca mnh. Vi mc ch ca ti l nghin cu b lc tuyn tnh ti -u, nn trong ni dung ca ti em trnh by -c: cch biu din qu trnh ngu nhin n nh, -c l-ng tuyn tnh tin v li, cc thut ton gii ph-ng trnh chun tc, -a ra mt s b lc nh-: b lc l-i AR, b lc l-i hnh thang ARMA. c bit em i su vo b lc Wiener, vi mc tiu l thit k b lc trit tiu -c nhng thnh phn khng mong mun, lc i nhiu thm vo trong khi phi m bo nhng c tnh ca tn hiu mong mun. Tuy nhin trong gii hn ca ti ny ch-a trnh by -c nhng ng dng c th ca b lc tuyn tnh, ch-a thit k -c b lc tuyn tnh ti -u. y cng l hn ch v ng thi cng l h-ng pht trin ca ti. Trong thi gian thc hin lm n tt nghip, em c gng ht sc tm hiu, hc hi v lnh vc ny. Mc d c gng song do trnh bn thn cng nh- thi gian cn nhiu hn ch nn n ny chc chn s cn nhiu sai st. Em rt mong -c s gp , ch bo ca cc thy c v cc bn cho n tt nghip ca em -c hon chnh hn. Em xin gi li cm n chn thnh n cc thy c trong ngnh in t _ Vin thng, c bit mt ln na em xin gi li cm n su sc ti Th.S Nguyn Vn D-ng tn tnh gip em hon thnh n ny.

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Ti liu tham kho

1. Nguyn Quc Trung (2001), X l tn hiu v lc s (tp 1, 2), Nh xut bn khoa hc v k thut. 2. Quch Tun Ngc, X l tn hiu s, Nh xut bn Gio dc(1997) 3. Nguyn Hu Tnh, L Tn Dng, Phm Th Ngc Yn, Nguyn Th Lan H-ng (1999), C s matlab v ng dng, Nh xut bn khoa hc v k thut. 4. Jackson, L.B., Digital Filters and Signal Processing, Second Edition, Kluwer Academic Publishers, 1989. pp. 255-257. 5. John G.Proakis, Charles M. Rader, Fuyun Ling, Chrysostomos L.Nikias, Advanced Digital Signal Processing Macmollan Publishing Company, Republic of Singapore (1992)

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