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PROCESSING

K. SUBHASHINI

ASSISTANT PROFESSOR

DEPARTMENT OF ELECTRONICS AND

COMMUNICATION ENGINEERING

SRI SAIRAM ENGINEERING COLLEGE

UNIT I

Signals-Deterministic

-Random

Ensemble averages

-Mean

-Variance

Expected value is mean of Random

variable x

Expected value of x2 is mean square

value

the quality of an estimate

Ensemble averages provide

important and useful characterization

of jointly distributed random variable

-Correlation

-Covariance

covariance=correlation

Normalized covariance is correlation

coefficient

|xy|1

If rxy =0 -orthogonal

Random Process

-Mean

-Variance

Autocovariance

Autocorrelation

5

Process

-Mean is a constant

- depends on the difference k,l

-Variance is finite

Ergodicity

-If sample mean of a WSS process

converges to mx in mean square sense,

then process is said to be ergodic in mean

6

White Noise

-sequence of uncorrelated random

variable having variance

Power Spectrum

-shows how signal is distributed as a

function of frequency

spectrum

Z-transform

relationship between two important

characteristics of a random process: the power

spectrum of the process and the correlation

function of the process.

-relationship between mean and

autocorrelation of input process to

mean and autocorrelation of output

process

Applications

-signal detection and estimation

-synthesis

10

Spectral Factorization

may be factored into a product

-Process that can be factored is called

regular process

Inverse filter(Whitening filter)

x(n)

1/H(z)

w(n)

11

Wold Decomposition

-Random process is decomposed into sum of two

orthogonal process

-x(n)=xp(n)+xr(n)

Special types of Random process

Process generated by filtering white noise with a

LSI filter that has rational system function

-ARMA

-AR

-MA

12

process satisfy a set of equation

called Yule-Walker equation

Yule-Walker equation relate to

parameter of the filter

13

ARMA process(p,q)

system function H(z)=

-Power spectrum

14

AR process(p,0)

system function

power spectrum

15

MA process(0,q)

system function

power spectrum

16

Least squares method

-In this method of signal modeling the

squared error is to be minimized

-the partial derivative w.r.t each of the

coefficients vanish

Disadvantage

Leads to mathematically intractable

solution

17

Stochastic modeling

-ARMA model

-AR model

-MA model

18

UNIT II

SPECTRUM ESTIMATION

19

Spectral Estimation

Non Parametric

Periodogram

Modified

Periodogram

Barletts Method

Welch Method

Blackman-Tukey

Method

Parametric

ARMA

AR

MA

20

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