Digital signal processing : system analysis and design

913 Pages·2010·6.063 MB·English

by  Paulo Sergio Ramirez Diniz, Eduardo A B Da Silva, Sergio L Netto

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Digital Signal Processing
Thisnew,fullyrevisededitioncoversallthemajortopicsofdigitalsignalprocessing(DSP)
designandanalysisinasingle,all-inclusivevolume,interweavingtheorywithreal-world
examplesanddesigntrade-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
filterbanksandwavelets,andnewmaterialonthesolutionofdifferenceequations.Addi-
tionalstepsinmathematicalderivationsmakethemeasiertofollow,andanimportantnew
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.
PauloS.R.DinizisaProfessorintheDepartmentofElectronicsandComputerEngineering
atPoli/FederalUniversityofRiodeJaneiro(UFRJ),andtheGraduateProgramofElectrical
EngineeringatCOPPE/UFRJ.HeisalsoaFellowoftheIEEE.
Eduardo A. B. da Silva is anAssociate Professor in the Department of Electronics and
ComputerEngineeringatPoli/UFRJ,andintheGraduateProgramofElectricalEngineering
atCOPPE/UFRJ.
SergioL.NettoisanAssociateProfessorintheDepartmentofElectronicsandComputer
Engineering at Poli/UFRJ, and in the Graduate Program of Electrical Engineering at
COPPE/UFRJ.

Digital Signal Processing
System Analysis and Design
Second Edition
Paulo S. R. Diniz
Eduardo A. B. da Silva
and
Sergio L. Netto
FederalUniversityofRiodeJaneiro
CAMBRIDGEUNIVERSITYPRESS
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Cambridge University Press
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© Cambridge University Press 2002, 2010
This publication is in copyright. Subject to statutory exception and to the
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may take place without the written permission of Cambridge University Press.
First published in print format 2010
ISBN-13 978-0-511-78983-0 eBook (NetLibrary)
ISBN-13 978-0-521-88775-5 Hardback
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Toourfamilies,
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andourstudents.

Contents
Preface page xvi
Introduction 1
1 Discrete-timesignalsandsystems 5
1.1 Introduction 5
1.2 Discrete-timesignals 6
1.3 Discrete-timesystems 10
1.3.1 Linearity 10
1.3.2 Timeinvariance 11
1.3.3 Causality 11
1.3.4 Impulseresponseandconvolutionsums 14
1.3.5 Stability 16
1.4 Differenceequationsandtime-domainresponse 17
1.4.1 Recursive×nonrecursivesystems 21
1.5 Solvingdifferenceequations 22
1.5.1 Computingimpulseresponses 31
1.6 Samplingofcontinuous-timesignals 33
1.6.1 Basicprinciples 34
1.6.2 Samplingtheorem 34
1.7 Randomsignals 53
1.7.1 Randomvariable 54
1.7.2 Randomprocesses 58
1.7.3 Filteringarandomsignal 60
1.8 Do-it-yourself:discrete-timesignalsandsystems 62
1.9 Discrete-timesignalsandsystemswithMatlab 67
1.10 Summary 68
1.11 Exercises 68
2 ThezandFouriertransforms 75
2.1 Introduction 75
2.2 Definitionoftheztransform 76
2.3 Inverseztransform 83
2.3.1 Computationbasedonresiduetheorem 84
2.3.2 Computationbasedonpartial-fractionexpansions 87
2.3.3 Computationbasedonpolynomialdivision 90
viii Contents
2.3.4 Computationbasedonseriesexpansion 92
2.4 Propertiesoftheztransform 94
2.4.1 Linearity 94
2.4.2 Timereversal 94
2.4.3 Time-shifttheorem 95
2.4.4 Multiplicationbyanexponential 95
2.4.5 Complexdifferentiation 95
2.4.6 Complexconjugation 96
2.4.7 Realandimaginarysequences 97
2.4.8 Initial-valuetheorem 97
2.4.9 Convolutiontheorem 98
2.4.10 Productoftwosequences 98
2.4.11 Parseval’stheorem 100
2.4.12 Tableofbasicztransforms 101
2.5 Transferfunctions 104
2.6 Stabilityinthezdomain 106
2.7 Frequencyresponse 109
2.8 Fouriertransform 115
2.9 PropertiesoftheFouriertransform 120
2.9.1 Linearity 120
2.9.2 Timereversal 120
2.9.3 Time-shifttheorem 120
2.9.4 Multiplicationbyacomplexexponential(frequencyshift,
modulation) 120
2.9.5 Complexdifferentiation 120
2.9.6 Complexconjugation 121
2.9.7 Realandimaginarysequences 121
2.9.8 Symmetricandantisymmetricsequences 122
2.9.9 Convolutiontheorem 123
2.9.10 Productoftwosequences 123
2.9.11 Parseval’stheorem 123
2.10 Fouriertransformforperiodicsequences 123
2.11 Randomsignalsinthetransformdomain 125
2.11.1 Powerspectraldensity 125
2.11.2 Whitenoise 128
2.12 Do-it-yourself:thezandFouriertransforms 129
2.13 ThezandFouriertransformswithMatlab 135
2.14 Summary 137
2.15 Exercises 137
3 Discretetransforms 143
3.1 Introduction 143
3.2 DiscreteFouriertransform 144
3.3 PropertiesoftheDFT 153