Contents

Preface V

1 Basic Concepts and Principles of Signals and Systems 1

1.1 Introduction 1
1.2 Basic Concepts of Signals and Systems 1
1.2.1 Basic Concept of Signals 1
1.2.2 The Classification of Signals 3
1.2.3 Classical Signals and Their Properties 5
1.2.4 The Operation of Signals 15
1.2.5 The Basic Concept of Systems 18
1.2.6 Classification of Systems and Their Properties 19
1.2.7 Basic Analysis Methods for Systems 22
1.3 Time Domain Analysis of LTI System and Convolution 23
1.3.1 The Basic Concept on LTI System 23
1.3.2 The Time Domain Analysis for Continuous-Time LTI Systems 23
1.3.3 Convolution of Continuous-Time LTI Systems 24
1.3.4 The Time Domain Analysis for Discrete-Time LTI Systems 27
1.3.5 Convolution of Discrete-Time LTI Systems 28
1.4 Basic Properties of LTI Systems 31
1.4.1 System with and Without Memory 31
1.4.2 Invertibility and Inverse Systems 31
1.4.3 Causality and Causal Systems 32
1.4.4 Stability and Stable Systems 32
Exercises 33

2 Fourier Theory and Frequency Analysis of Signals and Systems 35

2.1 Introduction 35
2.1.1 Frequency Analysis of Signals and Systems and a Summary on
Fourier Theory 35
2.1.2 The Development of Fourier Theory 35
2.1.3 Classification of FS and FT 36
2.2 FS Representation of Continuous-Time Periodic Signals 37
2.2.1 Continuous-Time Periodic Signal and Its FS Representation 37
2.2.2 Properties of FS 41
2.2.3 Other Forms of FS 42
2.3 FS Representation of Discrete-Time Periodic Signals 44
2.3.1 Discrete-Time Periodic Signals and FS 44
2.3.2 Properties of DFS 46
2.4 FT of Continuous-Time Signals 46
VIII Contents

2.4.1 From FS to FT 46
2.4.2 FT of Continuous-Time Signals 49
2.4.3 Properties of FT and Basic FT Pairs 53
2.5 Discrete-Time Fourier Transform 56
2.5.1 Discrete-Time Fourier Transform 56
2.5.2 Properties of DTFT and Basic DTFT Pairs 59
2.5.3 The Duality in FS and FT 59
2.6 Frequency Domain Analysis of Signals and Systems 64
2.6.1 The Spectral Representation of Signals 64
2.6.2 The Frequency Analysis of Linear Time-Invariant systems 66
2.6.3 Bode Plots 72
2.6.4 Conditions for Distortionless Transmission and Physical
Realization of Systems 73
Exercises 76

3 The Complex Frequency Domain Analysis of Signals and Systems with

Laplace Transform and z-Transform 80
3.1 Introduction 80
3.2 The Laplace Transform 81
3.2.1 The Definition of the Laplace Transform 81
3.2.2 Properties of the ROC for the Laplace Transform 83
3.2.3 The Inverse Laplace Transform 84
3.2.4 Properties of the Laplace Transform and Basic Laplace Transform
Pairs 87
3.3 The Analysis of Continuous-Time Signals and Systems in Complex
Frequency Domain 88
3.3.1 The Laplace Transform of Differential Equations and System
Functions 89
3.3.2 Causality and Stability Analysis of LTI Systems 91
3.3.3 Unilateral Laplace Transform and Its Applications 92
3.4 The z-Transform 95
3.4.1 The Definition of the z-Transform 95
3.4.2 The Properties of ROC for the z-Transform 98
3.4.3 The Inverse z-Transform 99
3.4.4 Properties of the z-Transform and Basic z-Transform Pairs 102
3.5 The Analysis of Discrete-Time Signals and Systems in Complex
Frequency Domain 103
3.5.1 The z-Transform of Difference Equations and System Functions 104
3.5.2 Causality and Stability Analysis of LTI Systems 106
3.5.3 The Block Diagram Representation for Discrete-Time Systems 107
3.5.4 Unilateral z-Transform and Its Applications 110
Exercises 112
 Contents IX

4 Discretization of Continuous-Time Signals and Reconstruction of

Discrete-Time Signals 115
4.1 Introduction 115
4.2 Sampling and the Sampling Theorem for Continuous-Time
Signals 116
4.2.1 Ideal Sampling Based on the Unit Impulse Train and the Sampling
Theorem 116
4.2.2 Sampling with a Zero-Order Hold for Continuous-Time Signals 121
4.3 The Interpolation and Fitting for Discrete-Time Signals 123
4.3.1 The Interpolation for Discrete-Time Signals 123
4.3.2 The Fitting for Discrete-Time Signals 128
4.3.3 Error Analysis of Interpolation and Fitting 131
Exercises 133

5 Discrete Fourier Transform and Fast Fourier Transform 135

5.1 Introduction 135
5.2 Discrete Fourier Transform (DFT) 135
5.2.1 A Brief Review of Fourier Analysis 135
5.2.2 From Discrete Fourier Series to Discrete Fourier Transform 137
5.2.3 Properties of the Discrete Fourier Transform 141
5.3 Some Topics in the Theory of DFT 147
5.3.1 Frequency Aliasing 147
5.3.2 Spectrum Leakage 148
5.3.3 Fence Effect 150
5.3.4 Frequency Resolution and Parameter Selection in DFT 150
5.3.5 Zero-padding 154
5.3.6 Time Width and Bandwidth 155
5.4 A Brief Introduction to the Two-Dimensional Fourier Transform 157
5.4.1 Commonly Used Two-Dimensional Discrete Sequences 157
5.4.2 The Definitions of Two-Dimensional Z-Transform and Discrete-
Time Fourier Transform 158
5.4.3 Properties of Two-Dimensional Discrete-Time Fourier
Transform 159
5.4.4 Two-Dimensional Discrete Fourier Transform 160
5.4.5 Applications of Two-Dimensional Discrete Fourier Transform 161
5.5 The Fast Fourier Transform (FFT) 163
5.5.1 The appearance of FFT 163
5.5.2 Problems for Calculating DFT Directly and Possible
Improvement 163
5.5.3 Decimation-in-Time Radix-2 FFT Algorithm 165
5.5.4 Decimation-in-Frequency Radix-2 FFT Algorithm 171
5.5.5 Chirp Z-Transform (CZT) 174
X Contents

5.6 Applications of FFT 178

5.6.1 Calculating the Linear Convolution Based on FFT 178
5.6.2 Calculating the Linear Correlation Based on FFT 181
Exercises 182

6 Digital Filter and Digital Filter Design 184

6.1 Introduction 184
6.1.1 Classification of Digital Filters 184
6.1.2 Design of Digital Filters 185
6.2 Structure of Digital Filters 186
6.2.1 Representation with Difference Equations 186
6.2.2 Representation with System Functions 187
6.2.3 Representation with System Block Diagrams and Signal Flow
Graphs 187
6.3 IIR Digital Filter 188
6.3.1 The Structure of Direct Form I 189
6.3.2 The Structure of Direct Form II 189
6.3.3 Cascade Structure 190
6.3.4 Parallel Structure 191
6.4 FIR Digital Filter 192
6.4.1 Transverse Structure 193
6.4.2 Cascade Structure 193
6.4.3 Frequency Sampling Structure 194
6.4.4 Fast Convolution Structure 196
6.4.5 The Linear Phase FIR Digital Filter and the Minimum Phase
Structure 197
6.5 Lattice Structure of Digital Filters 200
6.5.1 All-Zero Lattice FIR Systems 200
6.5.2 All-Pole Lattice IIR Systems 203
6.5.3 Pole–Zero Lattice IIR Systems 204
6.6 IIR Digital Filter Design 205
6.6.1 Technical Requirement of Filters and Design Brief for Analog
Filters 205
6.6.2 Digital Filter Design Based on the Analog Filter 209
6.6.3 Digital Filter Design by the Impulse Invariance Procedure 209
6.6.4 Digital Filter Design by the Bilinear Transform 213
6.6.5 The Design Idea for High-Pass, Band-Pass, and Band-Stop Digital
Filters 216
6.6.6 IIR Digital Filter Design with MATLAB Programming 217
6.7 FIR Digital Filter Design 219
6.7.1 FIR Digital Filter Design by Windowing 219
 Contents XI

6.7.2 The Concept of Window Function and Some Commonly Used

Windows 223
6.7.3 FIR Digital Filter Design with the Frequency Sampling Method 224
6.7.4 Some Simple Digital Filters 229
Exercises 233

7 Finite-Precision Numerical Effects in Digital Signal Processing 236

7.1 Introduction 236
7.2 Quantization Effects in Analog-to-Digital (A/D) Conversion 236
7.2.1 The Basic Concept and the Principle of A/D Conversion 236
7.2.2 Quantization Effects in A/D Conversion and Error Analysis 237
7.3 Quantization Effects of Digital Filters 239
7.3.1 Coefficient Quantization Effects of IIR Digital Filter Coefficients 239
7.3.2 Coefficient Quantization Effects of FIR Digital Filter
Coefficients 242
7.4 Quantization Effects in the Operation of Digital Filters 243
7.4.1 The Limit Cycle Oscillation in IIR Digital Filters 243
7.4.2 Finite Word-Length Effects in Multiplication Operation of IIR Digital
Filters 244
7.4.3 Finite Word-Length Effects in Multiplication Operation of FIR Digital
Filters 245
7.5 Finite Word-Length Effects in Discrete Fourier Transform 245
Exercises 247

8 Data Error Analysis and Signal Preprocessing 249

8.1 Introduction 249
8.2 The Basic Concept and the Principle of Errors 249
8.2.1 The Basic Concept of Errors 249
8.2.2 Stochastic Error 250
8.2.3 Systematic Error 252
8.2.4 Gross Error 253
8.2.5 Combination of Errors 254
8.2.6 Distribution of Errors 255
8.3 The Assessment and Estimation of Measurement Uncertainty 257
8.3.1 The Basic Concept of Measurement Uncertainty 257
8.3.2 The Assessment of Standard Uncertainty 258
8.3.3 The Combination of Measurement Uncertainty 259
8.4 The Least Squares (LS) Method for Data Processing 259
8.4.1 The Principle of the Least Squares Method 260
8.4.2 Normal Equation: The Basic Method of the LS Processing 263
8.4.3 The Estimation Accuracy of the LS Processing 267
XII Contents

8.4.4 The LS Processing for the Combined Measurement 269

8.5 The Regression Analysis 270
8.5.1 Univariate Linear Regression 271
8.5.2 Univariate Nonlinear Regression 273
8.5.3 Multiple Linear Regression 275
8.6 Removal of Trends and Outliers in Signals 277
8.6.1 Removal of Trends in Signals 277
8.6.2 Recognition and Processing of Outlines in Signals 279
8.7 Data Processing Examples of Temperature Measurements 282
8.7.1 Temperature and Its Measurement 282
8.7.2 An Engineering Example of Temperature Measurement with
Platinum Resistance 282
8.7.3 Data Analysis and Processing of the Temperature
Measurement 283
Exercises 284

9 Fundamentals of Random Signal Processing 286

9.1 Introduction 286
9.2 The Concept of Random Variable and Its Properties 286
9.2.1 The Concept of Random Variable 286
9.2.2 The Distribution of Random Variables 287
9.2.3 Numerical Characteristics of Random Variables 290
9.2.4 Characteristic Functions of Random Variables 293
9.3 Random Processes and Random Signals 294
9.3.1 The Statistical Distribution of Random Processes and Random
Signals 294
9.3.2 The Stationary Random Process 297
9.3.3 Ergodicity 298
9.3.4 Power Spectral Density of Random Signals 299
9.3.5 Nonstationary Random Signals 300
9.4 Commonly Used Random Signals and Random Noises 301
9.4.1 Gaussian (Normal) Distributed Random Signals 301
9.4.2 White Noise and Band-Limited White Noise 302
9.4.3 The Gauss–Markov Process 303
9.4.4 Other Common Noises 304
9.4.5 The Generation of Random Signals and Noises 305
9.5 Linear Systems with Random Inputs 307
9.5.1 The Output of the Linear System and Its Probability
Distribution 307
9.5.2 Numerical Characteristics of the Linear System 307
9.5.3 Equivalent Noise Bandwidth of System and Bandwidth of Random
Signal 310
 Contents XIII

9.6 Classical Analysis of Random Signals 311

9.6.1 The PDF of Common Random Signals 311
9.6.2 The Calculation of the Numerical Characteristics for Random
Signals 314
9.7 Analysis for Random Signals with Modern Parameter Models 315
9.7.1 Wold Decomposition Theorem for Random Signals 315
9.7.2 Linear Parameter Models for Stationary Random Signals 316
9.7.3 The Estimation of AR Parameters 317
9.7.4 The Order Determination of the AR Model 321
Exercises 322

10 Correlation Estimation and Power Spectral Density (PSD) Estimation of

Random Signals 325
10.1 Introduction 325
10.1.1 Basic Tasks of Parameter Estimation 325
10.1.2 Evaluation Criteria of Parameter Estimation 326
10.2 Correlation Functions and Power Spectral Density Functions 327
10.2.1 Correlation Functions 327
10.2.2 Power Spectral Density Functions 330
10.3 Estimation for Correlation Sequences 330
10.3.1 Unbiased Estimation for Autocorrelation Sequences 330
10.3.2 Biased Estimation for Autocorrelation Sequences 332
10.3.3 Fast Estimation for Autocorrelation Sequences 334
10.4 Classical Methods for PSD Estimation 335
10.4.1 The General Development of PSD Estimation 335
10.4.2 The Periodogram Method 337
10.4.3 The Performance of Periodogram for PSD Estimation 340
10.4.4 Methods for Improving the Performance of Periodogram 343
10.5 Modern Methods for PSD Estimation 347
10.5.1 Drawbacks of Classical PSD Estimation Methods 347
10.5.2 The PSD Estimation with AR Model 348
10.5.3 The PSD Estimation with Maximum Entropy Method 351
10.5.4 The PSD Estimation with MA and ARMA Models 355
10.5.5 The PSD Estimation with Minimum Variance Method 356
10.5.6 Pisarenko Harmonic Decomposition 358
10.5.7 The PSD Estimation Based on the Matrix Eigenvector
Decomposition 359
10.5.8 A Comparison of Various PSD Estimation Methods 363
10.6 The Cepstrum Analysis of Signals 365
10.6.1 The Concept of the Cepstrum 365
10.6.2 Homomorphic Filtering and Applications of the Cepstrum 366
10.7 Applications of PSD Estimation and Analysis 370
XIV Contents

10.7.1 Examples of PSD Estimation in Signal Analysis 370

10.7.2 Examples of PSD Estimation in Medical Auxiliary Diagnosis 372
Exercises 374

11 The Optimal Filtering for Random Signals 377

11.1 Introduction 377
11.1.1 The Classical Filter and the Statistical Optimal Filter 377
11.1.2 Two Important Statistical Optimal Filters 377
11.2 The Principle of Wiener Filter 379
11.2.1 Causal Wiener Filter 379
11.2.2 The Solution of the Wiener–Hopf Equation 381
11.3 Wiener Predictor 390
11.3.1 Causal Wiener Predictor 390
11.3.2 N-Step Pure Predictor 392
11.3.3 One-Step Linear Wiener Predictor 393
11.4 A Brief Introduction to Kalman Filter 394
11.4.1 The Principle of Kalman Filter 394
11.4.2 The Analysis of Kalman Filter 397
11.4.3 The Calculation of Kalman Filter 398
Exercises 401

12 Adaptive Filtering 404

12.1 Introduction 404
12.2 Structure of Transversal Adaptive Filter and Random Gradient
Method 404
12.2.1 The Structure and Performance Function of Transversal Adaptive
Filter 405
12.2.2 The Search on the Quadratic Performance Surface 408
12.3 The Least Mean Square Algorithm of Adaptive Filter 414
12.3.1 Least Mean Square Algorithm 414
12.3.2 Performance Analysis of LMS Algorithm 416
12.3.3 Improved LMS Algorithms 426
12.3.4 Practical Considerations 432
12.4 The Recursive Least Square Algorithm of Adaptive Filters 437
12.4.1 The Principle of the Linear LS Algorithm 437
12.4.2 RLS Adaptive Filter 439
12.4.3 Practical Considerations 442
12.5 The Main Structures of Adaptive Filters 442
12.5.1 Adaptive Noise Cancellation and Its Applications 442
12.5.2 Adaptive Line Enhancement and Its Applications 447
12.5.3 Adaptive System Identification and Its Applications 451
Exercises 452
 Contents XV

13 Higher-Order and Fractional Lower-Order Statistics 455

13.1 Higher-Order Statistics 455
13.1.1 Overview of Higher-Order Statistics 455
13.1.2 The Characteristic Function 455
13.1.3 Statistical Definitions of Moments and Cumulants 456
13.1.4 The Properties of Higher-Order Cumulant 460
13.1.5 Estimation of Higher-Order Cumulant 461
13.1.6 Higher-Order Spectra and Higher-Order Spectra Estimation 463
13.2 Application of HOS for the Classification of Lung Sounds 476
13.3 Alpha-Stable Distribution and Fractional Lower-Order
Statistics 477
13.3.1 Introduction 477
13.3.2 General Description 481
13.3.3 Fractional Lower- Order Statistics 482
13.3.4 General Properties 485
13.3.5 Characteristic Exponent Estimation of SαS 488
13.3.6 Multivariate Alpha-Stable Random Variables 490
13.3.7 Generation of Random Samples 490
13.4 Application of Fractional Lower-Order Statistics to Time Delay
Estimation 492
Exercises 498

14 Introduction of Modern Signal Processing 500

14.1 Time–Frequency Analysis 500
14.1.1 Fundamental Concept of Time–Frequency Analysis 500
14.1.2 Short-Time Fourier Analysis 502
14.1.3 Gabor Expansion and Gabor Transform 509
14.1.4 Cohen’s Class Time–Frequency Distribution 517
14.1.5 The Application of Time–Frequency Distribution in
Electrocardiogram Signal Processing 526
14.2 The Basic of Wavelets Analysis 529
14.2.1 Overview 529
14.2.2 Continuous Wavelet Transform 531
14.2.3 Discrete Wavelet Transform 535
14.2.4 Multiscale (Resolution) Analysis 538
14.2.5 Implementation Technology of Wavelet Transform 548
14.2.6 Common Wavelet Basis Functions 551
14.2.7 Application of Wavelet Analysis in Signal Denoising 552
14.3 Hilbert–Huang Transformation 556
14.3.1 Introduction 556
14.3.2 The Basic Concepts and Theory of Hilbert–Huang
Transform 557
XVI Contents

14.3.3 Intrinsic Mode Function 561

14.3.4 Hilbert Spectrum and Marginal Hilbert Spectrum 565
14.3.5 Applications 568
Exercises 571

Bibliography 573

Index 579