Digital Signal Processing System Analysis and Design 2nd Edition Paulo S. R. Diniz - The ebook in PDF/DOCX format is available for instant download
Digital Signal Processing System Analysis and Design 2nd Edition Paulo S. R. Diniz - The ebook in PDF/DOCX format is available for instant download
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This new, fully revised edition covers all the major topics of digital signal processing (DSP)
design and analysis in a single, all-inclusive volume, interweaving theory with real-world
examples and design trade-offs.
Building on the success of the original, this edition includes new material on random
signal processing, a new chapter on spectral estimation, greatly expanded coverage of
filter banks and wavelets, and new material on the solution of difference equations. Addi-
tional steps in mathematical derivations make them easier to follow, and an important new
feature is the Do-it-Yourself section at the end of each chapter, where readers get hands-
on experience of solving practical signal processing problems in a range of Matlab®
experiments.
With 120 worked examples, 20 case studies, and almost 400 homework exercises, the
book is essential reading for anyone taking digital signal processing courses. Its unique
blend of theory and real-world practical examples also makes it an ideal reference for
practitioners.
Paulo S. R. Diniz
Eduardo A. B. da Silva
and
Sergio L. Netto
Federal University of Rio de Janeiro
CAMBRIDGE UNIVERSITY PRESS
Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore,
São Paulo, Delhi, Dubai, Tokyo
Published in the United States of America by Cambridge University Press, New York
www.cambridge.org
Information on this title: www.cambridge.org/9780521887755
© Cambridge University Press 2002, 2010
Introduction 1
References 863
Index 877
Preface
This book originated from a training course for engineers at the research and development
center of TELEBRAS, the former Brazilian telecommunications holding. That course was
taught by the first author back in 1987, and its main goal was to present efficient digital
filter design methods suitable for solving some of their engineering problems. Later on, this
original text was used by the first author as the basic reference for the digital filters and
digital signal processing courses of the Electrical Engineering Program at COPPE/Federal
University of Rio de Janeiro.
For many years, former students asked why the original text was not transformed into
a book, as it presented a very distinct view that they considered worth publishing. Among
the numerous reasons not to attempt such task, we could mention that there were already
a good number of well-written texts on the subject; also, after many years of teaching
and researching on this topic, it seemed more interesting to follow other paths than the
painful one of writing a book; finally, the original text was written in Portuguese and a mere
translation of it into English would be a very tedious task.
In later years, the second and third authors, who had attended the signal processing
courses using the original material, were continuously giving new ideas on how to proceed.
That was when we decided to go through the task of completing and updating the original
text, turning it into a modern textbook. The book then took on its first-edition form, updating
the original text, and including a large amount of new material written for other courses
taught by the three authors up to 2002.
This second edition barely resembles the original lecture notes for several reasons. The
original material was heavily concentrated on filter design and realization, whereas the
present version includes a large amount of material on discrete-time systems, discrete
transforms, spectral estimation, multirate systems, filter banks, and wavelets.
This book is mainly written for use as a textbook on a digital signal processing course for
undergraduate students who have had previous exposure to basic linear systems, or to serve
as a textbook on a graduate-level course where the most advanced topics of some chapters
are covered. This reflects the structure we have at the Federal University of Rio de Janeiro,
as well as at a number of other universities we have contact with. The second edition has a
special feature designed for readers to test their learning by hands-on experience through
so-called Do-it-yourself sections, with the aid of Matlab® . A Do-it-yourself section is
included in all chapters of the book. The book also includes, at the end of most chapters, a
brief section aimed at giving a start to the reader on how to use Matlab as a tool for the
analysis and design of digital signal processing systems. As in the first edition, we decided
that having explanations about Matlab inserted in the main text would in some cases
distract the readers, making them lose focus on the subject.
xvii Preface
A distinctive feature of this book is to present a wide range of topics in digital signal
processing design and analysis in a concise and complete form, while allowing the reader to
fully develop practical systems. Although this book is primarily intended as an undergrad-
uate and graduate textbook, its origins on training courses for industry warrant its potential
usefulness to engineers working in the development of signal processing systems. In fact,
our objective is to equip the readers with the tools that enable them to understand why and
how to use digital signal processing systems; to show them how to approximate a desired
transfer function characteristic using polynomials and ratios of polynomials; to teach them
why an appropriate mapping of a transfer function into a suitable structure is important
for practical applications; and to show how to analyze, represent, and explore the trade-off
between the time and frequency representations of deterministic and stochastic signals.
For all that, each chapter includes a number of examples and end-of-chapter problems to
be solved. These are aimed at assimilating the concepts, as well as complementing the
text. In particular, the second edition includes many new examples and exercises to be
solved.
Chapters 1 and 2 review the basic concepts of discrete-time signal processing and z
transforms. Although many readers may be familiar with these subjects, they could benefit
from reading these chapters, getting used to the notation and the authors’ way of presenting
the subject. In Chapter 1 we review the concepts of discrete-time systems, including the
representation of discrete-time signals and systems, as well as their time-domain responses.
Most important, we present the sampling theorem, which sets the conditions for the discrete-
time systems to solve practical problems related to our real continuous-time world. The
basic concepts of random signals are also introduced in this chapter, followed by the Do-it-
yourself section aiding the reader to test their progress in discrete-time signals and systems.
Chapter 2 is concerned with the z and Fourier transforms, which are useful mathematical
tools for representation of discrete-time signals and systems. The basic properties of the z
and Fourier transforms are discussed, including a stability test in the z transform domain.
The chapter also shows how the analysis of random signals can benefit from the z-domain
formulation.
Chapter 3 discusses discrete transforms, with special emphasis given to the discrete
Fourier transform (DFT), which is an invaluable tool in the frequency analysis of discrete-
time signals. The DFT allows a discrete representation of discrete-time signals in the
frequency domain. Since the sequence representation is natural for digital computers, the
DFT is a very powerful tool, because it enables us to manipulate frequency-domain infor-
mation in the same way as we can manipulate the original sequences. The importance of the
DFT is further increased by the fact that computationally efficient algorithms, the so-called
fast Fourier transforms (FFTs), are available to compute the DFT. This chapter also presents
real coefficient transforms, such as cosine and sine transforms, which are widely used in
modern audio and video coding, as well as in a number of other applications. A discussion
about orthogonality in transforms is also included. This section also includes a discussion
on the several forms of representing the signals, in order to aid the reader with the available
choices.
Chapter 4 addresses the basic structures for mapping a transfer function into a digital filter.
It is also devoted to some basic analysis methods and properties of digital filter structures.
xviii Preface
The chapter also introduces some simple and useful building blocks widely utilized in some
designs and applications.
Chapter 5 introduces several approximation methods for filters with finite-duration
impulse response (FIR), starting with the simpler frequency sampling method and the widely
used windows method. This method also provides insight to the windowing strategy used
in several signal processing applications. Other approximation methods included are the
maximally flat filters and those based on the weighted least-squares (WLS) method. This
chapter also presents the Chebyshev approximation based on a multivariable optimization
algorithm called the Remez exchange method. This approach leads to linear-phase transfer
functions with minimum order given a prescribed set of frequency response specifications.
This chapter also discusses the WLS–Chebyshev method which leads to transfer functions
where the maximum and the total energy of the approximation error are prescribed. This
approximation method is not widely discussed in the open literature but appears to be very
useful for a number of applications.
Chapter 6 discusses the approximation procedures for filters with infinite-duration
impulse response (IIR). We start with the classical continuous-time transfer-function
approximations, namely the Butterworth, Chebyshev, and elliptic approximations, that
can generate discrete-time transfer functions by using appropriate transformations. Two
transformation methods are then presented: the impulse-invariance and the bilinear trans-
formation methods. The chapter also includes a section on frequency transformations in the
discrete-time domain. The simultaneous magnitude and phase approximation of IIR digital
filters using optimization techniques is also included, providing a tool to design transfer
functions satisfying more general specifications. The chapter closes by addressing the issue
of time-domain approximations.
Chapter 7 introduces the basic concepts of classical estimation theory. It starts by describ-
ing the nonparametric spectral estimation methods based on a periodogram, followed by the
minimum-variance spectral estimator. The chapter continues with a discussion on model-
ing theory, addressing the rational transfer function models and presenting the Yule–Walker
equations. Several parametric spectral estimation methods are also presented, namely: the
linear prediction method; the covariance method; the autocorrelation method; the Levinson–
Durbin algorithm; and Burg’s method. The chapter also discusses the Wiener filter as an
extension of the linear prediction method.
Chapter 8 deals with basic principles of discrete-time systems with multiple sampling
rates. In this chapter we emphasize the basic properties of multirate systems, thoroughly
addressing the decimation and interpolation operations, giving examples of their use for
efficient digital filter design. The chapter discusses many key properties of multirate
systems, such as inverse operations and noble identities, and introduces some analytical
tools, such as polyphase decomposition and the commutator models. In addition, we dis-
cuss the concepts of overlapped block filtering, which can be very useful in some fast
implementations of digital signal processing building blocks. The chapter also includes
some discussion on how decimators and interpolators affect the properties of random
signals.
Chapter 9 discusses some properties pertaining to the internal structure of filter banks, fol-
lowed by the concept and construction of perfect reconstruction filter banks. The chapter also
Discovering Diverse Content Through
Random Scribd Documents
The Lapwing
With less justice, the bird has also been credited with savageness of
disposition—a character which Shakespeare has sometimes
attributed to persons who may outwardly seem to be gentle and
kindly. These are said to have “a raven’s heart within a dove.”[139]
Juliet expands the simile—
Beautiful tyrant! fiend angelical!
Dove-feather’d raven! wolvish-ravening lamb!
Just opposite to what thou justly seem’st.[140]
Yet there was a belief that the Raven can show a wholly different
nature:
Some say that ravens foster forlorn children,
The whilst their own birds famish in their nests.[141]
The Raven comes into one of the Scriptural allusions in the Plays
where the faithful old Adam, pressing upon Orlando the thrifty
savings of his lifetime, consoles himself with the prayer
He that doth the ravens feed,
Yea, providently caters for the sparrow,
Be comfort to my age![142]
The Mallard
Under the general name of crows Shakespeare
The Crows
seems to group the Carrion Crow, the Hooded
Crow and the Rook, though the last-named is plainly distinguished in
the description of evening when Macbeth tells his wife
Light thickens, and the crow
Makes wing to the rocky wood.[145]
Like the Raven, the Crows are often contrasted with something pure
and white. Thus, in a striking simile, we learn that
The ornament of beauty is suspect,
A crow that flies in heaven’s sweetest air.[146]
The habits of the chough were not unknown to the poet, since he
chose the bird as a symbol for a certain courtier of whom it was said
that “it was a vice to know him”:
’Tis a chough, but, as I say, spacious in the possession of
dirt.[152]
The chough’s continuous and unmusical chatter is more than once
contemptuously invoked to describe the talk of some men. When
Antonio in The Tempest tempts Sebastian to assassinate the honest
old Counsellor Gonzalo, he speaks of
Lords that can prate
As amply and unnecessarily
As this Gonzalo; I myself could make
A chough of as deep chat.[153]
In a passage in All’s Well that Ends Well where the ambush party are
concocting some sort of gibberish to deceive the vainglorious
Parolles, they agree to talk “Choughs’ language, gabble enough and
good enough.”[154] When Puck recounts to Oberon what happened
to the rustics when Bottom reappeared among them wearing the
ass’s head, he gives an excellent description of the effect of the
discharge of a fowling-piece at a bird-haunted cliff:
When they him spy,
As russet-pated choughs, many in sort,
Rising and cawing at the gun’s report,
Sever themselves and madly sweep the sky:
So, at his sight, away his fellows fly.[155]
The Chough together with the other members of the Crow family
was thought to have a supernatural prophetic gift, and a faculty of
revealing hidden deeds. Macbeth’s evil conscience was troubled with
the thought that
Stones have been known to move and trees to speak;
Augures and understood relations have
By maggot-pies and choughs and rooks brought forth
The secret’st man of blood.[156]
The Chough
The starling is mentioned only once by Shakespeare, in a passage
which shows that in his time this bird, which has so remarkable a
power of imitation, was taught to say some words. The fiery Hotspur
declares that although the King had forbidden him to speak of
Mortimer he would find his Majesty
When he lies asleep,
And in his ear I’ll holla ‘Mortimer!’
Nay,
I’ll have a starling shall be taught to speak
Nothing but ‘Mortimer,’ and give it him,
To keep his anger still in motion.[157]
The Jackdaw
The jackdaw appears occasionally in the dramas and Magpie
as obviously a familiar bird, but no outstanding
characters are assigned to it, except that it was common and looked
upon as somewhat stupid. Reference has already been made to the
comparison of the lower orders of society to “crows and daws.”
When, in the Temple Garden, the Earl of Warwick was asked to
decide a legal point between the supporters of the White Rose and
those of the Red Rose, he replied, that if the question had been one
of hawks, sword-blades, horses or merry-eyed girls,
I have perhaps some shallow spirit of judgement;
But in these nice sharp quillets of the law,
Good faith, I am no wiser than a daw.[158]
Shakespeare brings the cock’s shrill clarion even into his fairyland,
for Ariel’s song breaks off at this signal:
Hark, hark! I hear
The strain of strutting chanticleer
Cry, Cock-a-diddle-dow.[166]
We watch the bird’s ungainly gait on land and are told that
All the water in the ocean
Can never turn the swan’s black legs to white,
Although she lave them hourly in the flood.[174]
The perfect stillness of the surface of a sheet of water is marked by
The swan’s down-feather,
That stands upon the swell at full of tide
And neither way inclines.[175]
Again, we watch
A swan
With bootless labour swim against the tide
And spend her strength with overmatching waves.[176]
Prince Henry, son of King John, when told that his dying father had
been singing, muses thus:
’Tis strange that death should sing:
I am the cygnet to this pale faint swan
Who chants a doleful hymn to his own death.[178]
It was believed that when “frighted out of fear” the dove would peck
the ostrich,[193] and it had probably been actually observed in
hawking experience, that as
Cowards fight when they can fly no further
So doves do peck the falcon’s piercing talons.[194]
The Turtle-Dove
Again
The busy day,
Waked by the lark, hath roused the ribald crows.[202]
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