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DSPA

Collection edited by: Janko Calic

Content authors: Douglas Jones, Don Johnson, Ricardo Radaelli-Sanchez, Richard Baraniuk,

Stephen Kruzick, Catherine Elder, Melissa Selik, Robert Nowak, Anders Gjendemsjø, Michael

Haag, Benjamin Fite, Ivan Selesnick, and Phil Schniter

Online: < http://cnx.org/content/col10599/1.5>

This selection and arrangement of content as a collection is copyrighted by Janko Calic.

It is licensed under the Creative Commons Attribution License: http://creativecommons.org/licenses/by/2.0/

Collection structure revised: 2010/05/18

For copyright and attribution information for the modules contained in this collection, see the " Attributions" section at the end of the collection.

DSPA

Table of Contents

Preface for Digital Signal Processing: A User's Guide

1.

Chapter 1. Background, Review, and Reference

1.1. Discrete-Time Signals and Systems

Real- and Complex-valued Signals

Complex Exponentials

Sinusoids

Unit Sample

Unit Step

Symbolic Signals

Discrete-Time Systems

1.2. Systems in the Time-Domain

1.3. Discrete Time Convolution

Introduction

Convolution and Circular Convolution

Convolution

Operation Definition

Definition Motivation

Graphical Intuition

Circular Convolution

Definition Motivation

Graphical Intuition

Interactive Element

Convolution Summary

1.4. Introduction to Fourier Analysis

Fourier's Daring Leap

1.5. Continuous Time Fourier Transform (CTFT)

Introduction

Fourier Transform Synthesis

Equations

CTFT Definition Demonstration

Example Problems

Fourier Transform Summary

1.6. Discrete-Time Fourier Transform (DTFT)

1.7. DFT as a Matrix Operation

Matrix Review

Representing DFT as Matrix Operation

1.8. Sampling theory

Introduction

Why sample?

Claude E. Shannon

Notation

The Sampling Theorem

Proof

Introduction

Proof part 1 - Spectral considerations

Proof part II - Signal reconstruction

Summary

Illustrations

Basic examples

The process of sampling

Sampling fast enough

Sampling too slowly

Reconstruction

Conclusions

Systems view of sampling and reconstruction

Ideal reconstruction system

Ideal system including anti-aliasing

Reconstruction with hold operation

Sampling CT Signals: A Frequency Domain Perspective

Understanding Sampling in the Frequency Domain

Sampling

Relating x[n] to sampled x(t)

The DFT: Frequency Domain with a Computer Analysis

Introduction

Sampling DTFT

Choosing M

Case 1

Case 2

Discrete Fourier Transform (DFT)

Interpretation

Remark 1

Remark 2

Periodicity of the DFT

A Sampling Perspective

Inverse DTFT of S(ω)

Connections

Discrete-Time Processing of CT Signals

DT Processing of CT Signals

Analysis

Summary

Note

Application: 60Hz Noise Removal

DSP Solution

Sampling Period/Rate

Digital Filter

1.9. Z-Transform

Difference Equation

Introduction

General Formulas for the Difference Equation

Difference Equation

Conversion to Z-Transform

Conversion to Frequency Response

Example

Solving a LCCDE

Direct Method

Homogeneous Solution

Particular Solution

Indirect Method

The Z Transform: Definition

Basic Definition of the Z-Transform

The Complex Plane

Region of Convergence

Table of Common z-Transforms

Understanding Pole/Zero Plots on the Z-Plane

Introduction to Poles and Zeros of the Z-Transform

The Z-Plane

Examples of Pole/Zero Plots

Interactive Demonstration of Poles and Zeros

Applications for pole-zero plots

Stability and Control theory

Pole/Zero Plots and the Region of Convergence

Frequency Response and Pole/Zero Plots

Chapter 2. Digital Filter Design

2.1. Overview of Digital Filter Design

Perspective on FIR filtering

2.2. FIR Filter Design

Linear Phase Filters

Restrictions on h(n) to get linear phase

Window Design Method

L2 optimization criterion

Window Design Method

Frequency Sampling Design Method for FIR filters

Important Special Case

Important Special Case #2

Special Case 2a

Comments on frequency-sampled design

Extended frequency sample design

Parks-McClellan FIR Filter Design

Formal Statement of the L-∞ (Minimax) Design Problem

Outline of L-∞ Filter Design

Conditions for L-∞ Optimality of a Linear-phase FIR Filter

Alternation Theorem

Optimality Conditions for Even-length Symmetric Linear-phase Filters

L-∞ Optimal Lowpass Filter Design Lemma

Computational Cost

2.3. IIR Filter Design

Overview of IIR Filter Design

IIR Filter

IIR Filter Design Problem

Outline of IIR Filter Design Material

Comments on IIR Filter Design Methods

Prototype Analog Filter Design

Analog Filter Design

Traditional Filter Designs

Butterworth

Chebyshev

Inverse Chebyshev

Elliptic Function Filter (Cauer Filter)

IIR Digital Filter Design via the Bilinear Transform

Bilinear Transformation

Prewarping

Impulse-Invariant Design

Digital-to-Digital Frequency Transformations

Prony's Method

Shank's Method

Linear Prediction

Statistical Linear Prediction

Chapter 3. The DFT, FFT, and Practical Spectral Analysis

3.1. The Discrete Fourier Transform

DFT Definition and Properties

DFT

IDFT

DFT and IDFT properties

Periodicity

Circular Shift

Time Reversal

Complex Conjugate

Circular Convolution Property

Multiplication Property

Parseval's Theorem

Symmetry

3.2. Spectrum Analysis

Spectrum Analysis Using the Discrete Fourier Transform

Discrete-Time Fourier Transform

Discrete Fourier Transform

Relationships Between DFT and DTFT

DFT and Discrete Fourier Series

DFT and DTFT of finite-length data

DFT as a DTFT approximation

Relationship between continuous-time FT and DFT

Zero-Padding

Effects of Windowing

Classical Statistical Spectral Estimation

Periodogram method

Auto-correlation-based approach

Short Time Fourier Transform

Short Time Fourier Transform

Sampled STFT

Spectrogram Example

Effect of window length R

Effect of L and N

Effect of R and L

3.3. Fast Fourier Transform Algorithms

Overview of Fast Fourier Transform (FFT) Algorithms

History of the FFT

Summary of FFT algorithms

Running FFT

Goertzel's Algorithm

References

Power-of-Two FFTs

Power-of-two FFTs

Radix-2 Algorithms

Decimation-in-time (DIT) Radix-2 FFT

Decimation in time

Additional Simplification

Radix-2 decimation-in-time FFT

Example FFT Code

Decimation-in-Frequency (DIF) Radix-2 FFT

Decimation in frequency

Radix-2 decimation-in-frequency algorithm

Alternate FFT Structures

Radix-4 FFT Algorithms

References

Split-radix FFT Algorithms

References

Efficient FFT Algorithm and Programming Tricks

Precompute twiddle factors

Compiler-friendly programming

Program in assembly language

Special hardware

Effective memory management

Real-valued FFTs

Special cases

Higher-radix algorithms

Fast bit-reversal

Trade additions for multiplications

Special butterflies

Practical Perspective

References

3.4. Fast Convolution

Fast Circular Convolution

Fast Linear Convolution

Running Convolution

Overlap-Save (OLS) Method

Overlap-Add (OLA) Method

3.5. Chirp-z Transform

3.6. FFTs of prime length and Rader's conversion

Rader's Conversion

Fact from number theory

Another fact from number theory

Rader's Conversion

Winograd minimum-multiply convolution and DFT algorithms

Winograd Fourier Transform Algorithm (WFTA)

References

3.7. Choosing the Best FFT Algorithm

Choosing an FFT length

Selecting a power-of-two-length algorithm

Multi-dimensional FFTs

Few time or frequency samples

References

Chapter 4. Wavelets

4.1. Time Frequency Analysis and Continuous Wavelet Transform

Why Transforms?

Limitations of Fourier Analysis

Time-Frequency Uncertainty Principle

Short-time Fourier Transform

Continuous Wavelet Transform

4.2. Hilbert Space Theory

Hilbert Space Theory

Vector Space

Normed Vector Space

Inner Product Space

Hilbert Spaces

4.3. Discrete Wavelet Transform

Discrete Wavelet Transform: Main Concepts

Main Concepts

The Haar System as an Example of DWT

A Hierarchy of Detail in the Haar System

Haar Approximation at the kth Coarseness Level

The Scaling Equation

The Wavelet Scaling Equation

Conditions on h[n] and g[n]

Values of g[n] and h[n] for the Haar System

Wavelets: A Countable Orthonormal Basis for the Space of Square-Integrable

Functions

Filterbanks Interpretation of the Discrete Wavelet Transform

Initialization of the Wavelet Transform

Regularity Conditions, Compact Support, and Daubechies' Wavelets

References

Computing the Scaling Function: The Cascade Algorithm

Finite-Length Sequences and the DWT Matrix

DWT Implementation using FFTs

DWT Applications - Choice of phi(t)

DWT Application - De-noising

Chapter 5. Multirate Signal Processing

5.1. Overview of Multirate Signal Processing

Applications

Outline of Multirate DSP material

General Rate-Changing Procedure

References

5.2. Interpolation, Decimation, and Rate Changing by Integer Fractions

Interpolation: by an integer factor L

Decimation: sampling rate reduction (by an integer factor M)

Rate-Changing by a Rational Fraction L/M

5.3. Efficient Multirate Filter Structures

Interpolation

Efficient Decimation Structures

Efficient L/M rate changers

5.4. Filter Design for Multirate Systems

Direct polyphase filter design

5.5. Multistage Multirate Systems

Filter design for Multi-stage Structures

L-infinity Tolerances on the Pass and Stopbands

Interpolation

Efficient Narrowband Lowpass Filtering

5.6. DFT-Based Filterbanks

Uniform DFT Filter Banks

5.7. Quadrature Mirror Filterbanks (QMF)

5.8. M-Channel Filter Banks

Tree-structured filter banks

Wavelet decomposition

Chapter 6. Digital Filter Structures and Quantization Error Analysis

6.1. Filter Structures

Filter Structures

FIR Filter Structures

Transpose-form FIR filter structures

Cascade structures

Lattice Structure

IIR Filter Structures

Direct-form I IIR Filter Structure

Direct-Form II IIR Filter Structure

Transpose-Form IIR Filter Structure

IIR Cascade Form

Parallel form

Other forms

State-Variable Representation of Discrete-Time Systems

State and the State-Variable Representation

State-Variable Transformation

Transfer Function and the State-Variable Description

6.2. Fixed-Point Numbers

Fixed-Point Number Representation

Two's-Complement Integer Representation

Fractional Fixed-Point Number Representation

Truncation Error

Overflow Error

Fixed-Point Quantization

6.3. Quantization Error Analysis

Finite-Precision Error Analysis

Fundamental Assumptions in finite-precision error analysis

Assumption #1

Assumption #2

Summary of Useful Statistical Facts

Input Quantization Noise Analysis

Quantization Error in FIR Filters

Data Quantization

Direct-form Structures

Transpose-form

Coefficient Quantization

Data Quantization in IIR Filters

Roundoff noise analysis in IIR filters

IIR Coefficient Quantization Analysis

Sensitivity analysis

Solution

Quantized Pole Locations