MATLAB/Simulink for Digital Signal Processing

Chapter 1: Fourier Analysis................................................................................................................... 1 1.1 CTFS, CTFT, DTFT, AND DFS/DFT....................................................................................... 1 1.2 SAMPLING THEOREM.......................................................................................................... 16 1.3 FAST FOURIER TRANSFORM (FFT)................................................................................. 19 1.3.1 Decimation-in-Time (DIT) FFT..................................................................................... 19 1.3.2 Decimation-in-Frequency (DIF) FFT............................................................................ 22 1.3.3 Computation of IDFT Using FFT Algorithm................................................................ 23 1.4 INTERPRETATION OF DFT RESULTS............................................................................. 23 1.5 EFFECTS OF SIGNAL OPERATIONS ON DFT SPECTRUM....................................... 31 1.6 SHORT-TIME FOURIER TRANSFORM - STFT.............................................................. 32 Chapter 2: System Function, Impulse Response, and Frequency Response........................ 51 2.1 THE INPUT-OUTPUT RELATIONSHIP OF A DISCRETE-TIME LTI SYSTEM..... 52 2.1.1 Convolution...................................................................................................................... 52 2.1.2 System Function and Frequency Response................................................................... 54 2.1.3 Time Response................................................................................................................. 55 2.2 COMPUTATION OF LINEAR CONVOLUTION USING DFT...................................... 55 2.3 PHYSICAL MEANING OF SYSTEM FUNCTION AND FREQUENCY RESPONSE 58 Chapter 3: Correlation and Power Spectrum................................................................ 73 3.1 CORRELATION SEQUENCE................................................................................................ 73 3.1.1 Crosscorrelation............................................................................................................... 73 3.1.2 Autocorrelation.............................................................................................................. 76 3.1.3 Matched Filter................................................................................................................ 80 3.2 POWER SPECTRAL DENSITY (PSD)................................................................................. 83 3.2.1 Periodogram PSD Estimator........................................................................................... 84 3.2.2 Correlogram PSD Estimator......................................................................................... 85 3.2.3 Physical Meaning of Periodogram............................................................................... 85 3.3 POWER SPECTRUM, FREQUENCY RESPONSE, AND COHERENCE..................... 89 3.3.1 PSD and Frequency Response........................................................................................ 90 3.3.2 PSD and Coherence....................................................................................................... 91 3.4 COMPUTATION OF CORRELATION USING DFT ...................................................... 94 Chapter 4: Digital Filter Structure................................................................................ 99 4.1 INTRODUCTION...................................................................................................................... 99 4.2 DIRECT STRUCTURE ........................................................................................................ 101 4.2.1 Cascade Form................................................................................................................ 102 4.2.2 Parallel Form............................................................................................................... 102 4.3 LATTICE STRUCTURE ..................................................................................................... 104 4.3.1 Recursive Lattice Form................................................................................................. 106 4.3.2 Nonrecursive Lattice Form........................................................................................... 112 4.4 LINEAR-PHASE FIR STRUCTURE ................................................................................ 114 4.4.1 FIR Filter with Symmetric Coefficients...................................................................... 115 4.4.2 FIR Filter with Anti-Symmetric Coefficients........................................................... 115 4.5 FREQUENCY-SAMPLING (FRS) STRUCTURE .......................................................... 118 4.5.1 Recursive FRS Form..................................................................................................... 118 4.5.2 Nonrecursive FRS Form............................................................................................. 124 4.6 FILTER STRUCTURES IN MATLAB ............................................................................. 126 4.7 SUMMARY ............................................................................................................................ 130 Chapter 5: Filter Design.............................................................................................. 137 5.1 ANALOG FILTER DESIGN................................................................................................. 137 5.2 DISCRETIZATION OF ANALOG FILTER.................................................................... 145 5.2.1 Impulse-Invariant Transformation............................................................................. 145 5.2.2 Step-Invariant Transformation - Z.O.H. (Zero-Order-Hold) Equivalent .............. 146 5.2.3 Bilinear Transformation (BLT).................................................................................. 147 5.3 DIGITAL FILTER DESIGN................................................................................................. 150 5.3.1 IIR Filter Design............................................................................................................ 151 5.3.2 FIR Filter Design......................................................................................................... 160 5.4 FDATOOL................................................................................................................................ 171 5.4.1 Importing/Exporting a Filter Design Object................................................................ 172 5.4.2 Filter Structure Conversion........................................................................................ 174 5.5 FINITE WORDLENGTH EFFECT..................................................................................... 180 5.5.1 Quantization Error......................................................................................................... 180 5.5.2 Coefficient Quantization............................................................................................. 182 5.5.3 Limit Cycle.................................................................................................................. 185 5.6 FILTER DESIGN TOOLBOX ............................................................................................ 193 Chapter 6: Spectral Estimation................................................................................... 205 6.1 CLASSICAL SPECTRAL ESTIMATION.......................................................................... 205 6.1.1 Correlogram PSD Estimator......................................................................................... 205 6.1.2 Periodogram PSD Estimator....................................................................................... 206 6.2 MODERN SPECTRAL ESTIMATION ............................................................................ 208 6.2.1 FIR Wiener Filter........................................................................................................ 208 6.2.2 Prediction Error and White Noise.............................................................................. 212 6.2.3 Levinson Algorithm.................................................................................................... 214 6.2.4 Burg Algorithm........................................................................................................... 217 6.2.5 Various Modern Spectral Estimation Methods......................................................... 219 6.3 SPTOOL .................................................................................................................................. 224 Chapter 7: DoA Estimation......................................................................................... 241 7.1 BEAMFORMING AND NULL STEERING...................................................................... 244 7.1.1 Beamforming................................................................................................................. 244 7.1.2 Null Steering................................................................................................................ 248 7.2 CONVENTIONAL METHODS FOR DOA ESTIATION................................................ 250 7.2.1 Delay-and-Sum (or Fourier) Method - Classical Beamformer.................................. 250 7.2.2 Capon's Minimum Variance Method......................................................................... 252 7.3 SUBSPACE METHODS FOR DOA ESTIATION............................................................ 253 7.3.1 MUSIC (MUltiple SIgnal Classification) Algorithm................................................. 253 7.3.2 Root-MUSIC Algorithm............................................................................................. 254 7.3.3 ESPRIT Algorithm...................................................................................................... 256 7.4 SPATIAL SMOOTHING TECHNIQUES ........................................................................ 258 Chapter 8: Kalman Filter and Wiener Filter............................................................. 267 8.1 DISCRETE-TIME KALMAN FILTER.............................................................................. 267 8.1.1 Conditional Expectation/Covariance of Jointly Gaussian Random Vectors............. 267 8.1.2 Stochastic Statistic Observer...................................................................................... 270 8.1.3 Kalman Filter for Nonstandard Cases........................................................................ 276 8.1.4 Extended Kalman Filter (EKF).................................................................................. 286 8.1.5 Unscented Kalman Filter (UKF)................................................................................ 288 8.2 DISCRETE-TIME WIENER FILTER .............................................................................. 291 Chapter 9: Adaptive Filter.......................................................................................... 301 9.1 OPTIMAL FIR FILTER........................................................................................................ 301 9.1.1 Least Squares Method................................................................................................... 302 9.1.2 Least Mean Squares Method...................................................................................... 304 9.2 ADAPTIVE FILTER ............................................................................................................ 306 9.2.1 Gradient Search Approach - LMS Method.................................................................. 306 9.2.2 Modified Versions of LMS Method........................................................................... 310 9.3 MORE EXAMPLES OF ADAPTIVE FILTER ............................................................... 316 9.4 RECURSIVE LEAST-SQUARES ESTIMATION .......................................................... 320 Chapter 10: Multi-Rate Signal Processing and Wavelet Transform............................ 329 10.1 MULTIRATE FILTER........................................................................................................ 329 10.1.1 Decimation and Interpolation..................................................................................... 330 10.1.2 Sampling Rate Conversion....................................................................................... 334 10.1.3 Decimator/Interpolator Polyphase Filters................................................................ 335 10.1.4 Multistage Filters........................................................................................................ 339 10.1.5 Nyquist (M) Filters and Half-Band Filters.............................................................. 348 10.2 TWO-CHANNEL FILTER BANK ................................................................................... 351 10.2.1 Two-Channel SBC (SubBand Coding) Filter Bank.................................................. 351 10.2.2 Standard QMF (Quadrature Mirror Filter) Bank.................................................... 352 10.2.3 PR (Perfect Reconstruction) Conditions.................................................................. 353 10.2.4 CQF (Conjugate Quadrature Filter) Bank................................................................. 354 10.3 M-CHANNEL FILTER BANK ......................................................................................... 358 10.3.1 Complex-Modulated Filter Bank (DFT Filter Bank)................................................ 359 10.3.2 Cosine-Modulated Filter Bank................................................................................. 363 10.3.3 Dyadic (Octave) Filter Bank.................................................................................... 366 10.4 WAVELET TRANSFORM ............................................................................................... 369 10.4.1 Generalized Signal Transform................................................................................... 369 10.4.2 Multi-Resolution Signal Analysis............................................................................ 371 10.4.3 Filter Bank and Wavelet........................................................................................... 374 10.4.4 Properties of Wavelets and Scaling Functions.......................................................... 378 10.4.5 Wavelet, Scaling Function, and DWT Filters......................................................... 379 10.4.6 Wavemenu Toolbox and Examples of DWT.......................................................... 382 Chapter 11: Two-Dimensional Filtering...................................................................... 401 11.1 DIGITAL IMAGE TRANSFORM..................................................................................... 401 11.1.1 2-D DFT (Discrete Fourier Transform)..................................................................... 401 11.1.2 2-D DCT (Discrete Cosine Transform)................................................................... 402 11.1.3 2-D DWT (Discrete Wavelet Transform)................................................................ 404 11.2 DIGITAL IMAGE FILTERING ....................................................................................... 411 11.2.1 2-D Filtering................................................................................................................ 411 11.2.2 2-D Correlation......................................................................................................... 412 11.2.3 2-D Wiener Filter...................................................................................................... 412 11.2.4 Smoothing Using LPF or Median Filter.................................................................... 413 11.2.5 Sharpening Using HPF or Gradient/Laplacian-Based Filter.................................. 414