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AP7101-ADVANCED DIGITAL SIGNAL

PROCESSING

K. SUBHASHINI
ASSISTANT PROFESSOR
DEPARTMENT OF ELECTRONICS AND
COMMUNICATION ENGINEERING
SRI SAIRAM ENGINEERING COLLEGE

UNIT I

DISCRETE RANDOM SIGNAL PROCESSING

Signals-Deterministic
-Random
Ensemble averages
-Mean
-Variance
Expected value is mean of Random
variable x
Expected value of x2 is mean square
value

Mean square value is a measure for


the quality of an estimate
Ensemble averages provide
important and useful characterization
of jointly distributed random variable
-Correlation
-Covariance

If x & y have zero mean


covariance=correlation
Normalized covariance is correlation
coefficient
|xy|1
If rxy =0 -orthogonal
Random Process
-Mean
-Variance
Autocovariance

Autocorrelation
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Wide Sense Stationary Random


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
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White Noise
-sequence of uncorrelated random
variable having variance
Power Spectrum
-shows how signal is distributed as a
function of frequency

Compute inverse DTFT of power


spectrum

Z-transform

The Wiener-Khintchine theorem states a


relationship between two important
characteristics of a random process: the power
spectrum of the process and the correlation
function of the process.

Filtering random process


-relationship between mean and
autocorrelation of input process to
mean and autocorrelation of output
process
Applications
-signal detection and estimation
-synthesis
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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)
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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
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Autocorrelation sequence of these


process satisfy a set of equation
called Yule-Walker equation
Yule-Walker equation relate to
parameter of the filter

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ARMA process(p,q)
system function H(z)=

-Power spectrum

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AR process(p,0)
system function

power spectrum

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MA process(0,q)
system function

power spectrum

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Modeling Deterministic signals


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
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Stochastic modeling
-ARMA model
-AR model
-MA model

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UNIT II
SPECTRUM ESTIMATION

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Spectral Estimation

Non Parametric

Periodogram
Modified
Periodogram
Barletts Method
Welch Method
Blackman-Tukey
Method

Parametric

ARMA
AR
MA

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