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matlab_信号处理工具箱.pdf
Before You Begin
What Is the Signal Processing Toolbox?
How to Use This Manual
If you are a new user
If you are an experienced toolbox user
All toolbox users
Installation
Typographical Conventions
Technical Notations
Signal Processing Basics
Signal Processing Toolbox Central Features
Filtering and FFTs
Signals and Systems
Key Areas: Filter Design and Spectral Analysis
Graphical User Interface (GUI)
Extensibility
Representing Signals
Vector Representation
Waveform Generation: Time Vectors and Sinusoids
Common Sequences: Unit Impulse, Unit Step, and Uni...
Multichannel Signals
Common Periodic Waveforms
Common Aperiodic Waveforms
The pulstran Function
The Sinc Function
The Dirichlet Function
Working with Data
Filter Implementation and Analysis
Convolution and Filtering
Filters and Transfer Functions
Filter Coefficients and Filter Names
Filtering with the filter Function
filter Function Implementation and Initial Conditi...
Other Functions for Filtering
Multirate Filter Bank Implementation
Anti-Causal, Zero-Phase Filter Implementation
Frequency Domain Filter Implementation
Impulse Response
Frequency Response
Digital Domain
Analog Domain
Magnitude and Phase
Delay
Zero-Pole Analysis
Linear System Models
Discrete-Time System Models
Transfer Function
Zero-Pole-Gain
State-Space
Partial Fraction Expansion (Residue Form)
Second-Order Sections (SOS)
Lattice Structure
Convolution Matrix
Continuous-Time System Models
Linear System Transformations
Discrete Fourier Transform
References
Filter Design
Filter Requirements and Specification
IIR Filter Design
Classical IIR Filter Design Using Analog Prototypi...
Complete Classical IIR Filter Design
Designing IIR Filters to Frequency Domain Specific...
Comparison of Classical IIR Filter Types
Butterworth Filter
Chebyshev Type I Filter
Chebyshev Type II Filter
Elliptic Filter
Bessel Filter
Direct IIR Filter Design
Generalized Butterworth Filter Design
FIR Filter Design
Linear Phase Filters
Windowing Method
Standard Band FIR Filter Design: fir1
Kaiser Window Order Estimation
Multiband FIR Filter Design: fir2
Multiband FIR Filter Design with Transition Bands
Basic Configurations
The Weight Vector
Anti-Symmetric Filters / Hilbert Transformers
Differentiators
Constrained Least Squares FIR Filter Design
Basic Lowpass and Highpass CLS Filter Design
Multiband CLS Filter Design
Weighted CLS Filter Design
Arbitrary-Response Filter Design
Multiband Filter Design
Filter Design with Reduced Delay
Special Topics in IIR Filter Design
Analog Prototype Design
Frequency Transformation
Filter Discretization
Impulse Invariance
Bilinear Transformation
References
Statistical Signal Processing
Correlation and Covariance
Bias and Normalization
Multiple Channels
Spectral Analysis
Welch’s Method
Power Spectral Density Function
Bias and Normalization in Welch’s Method
Cross-Spectral Density Function
Confidence Intervals
Transfer Function Estimate
Coherence Function
Multitaper Method
Yule-Walker AR Method
Burg Method
Covariance and Modified Covariance Methods
MUSIC and Eigenvector Analysis Methods
Eigenanalysis Overview
Frequency Estimator Functions
Controlling Subspace Thresholds
References
Special Topics
Windows
Basic Shapes
Generalized Cosine Windows
Kaiser Window
Kaiser Windows in FIR Design
Chebyshev Window
Parametric Modeling
Time-Domain Based Modeling
Linear Prediction
Prony’s Method (ARMA Modeling)
Steiglitz-McBride Method (ARMA Modeling)
Frequency-Domain Based Modeling
Resampling
Cepstrum Analysis
Inverse Complex Cepstrum
FFT-Based Time-Frequency Analysis
Median Filtering
Communications Applications
Deconvolution
Specialized Transforms
Chirp z-Transform
Discrete Cosine Transform
Hilbert Transform
References
Interactive Tools
SPTool: An Interactive Signal Processing Environme...
Overview
Using SPTool
Opening SPTool
Quick Start
Example: Importing Signal Data from a MAT-File
Basic SPTool Functions
File Menu
Open Session
Import
Export
Save Session
Preferences
Close
Help Menu
Overview…
Context Sensitive…
Importing Signals, Filters, and Spectra
Loading Variables from the MATLAB Workspace
Loading Variables from Disk
Importing Workspace Contents and File Contents
Importing a Signal
Importing a Filter
Importing a Spectrum
Working with Signals, Filters, and Spectra
Component Lists in SPTool
Selecting Data Objects in SPTool
Editing Data Objects in SPTool
Duplicate
Clear
Name
Sampling Frequency
Viewing a Signal
Viewing a Filter
Designing a Filter
New Design
Edit Design
Applying a Filter
Creating a Spectrum
Viewing a Spectrum
Updating a Spectrum
Customizing Preferences
Ruler Settings
Ruler Color
Ruler Marker
Marker Size
Initial Type
Color Settings
Color Order
Line Style Order
Signal Browser Settings
X Label, Y Label
Rulers
Panner
Stay in Zoom-mode After Zoom
Spectrum Viewer Settings
Magnitude Axis Scaling
Frequency Axis Scaling
Frequency Axis Range
Rulers
Stay in Zoom-mode After Zoom
Filter Viewer Settings
FFT Length
Time Response Length
Magnitude Axis Scaling
Phase Units
Frequency Axis Scaling
Frequency Axis Range
Rulers
Stay in Zoom-mode After Zoom
Filter Viewer Tiling Settings
Filter Designer Settings
FFT Length
Display grid lines
Auto Design – initial value
Stay in Zoom-mode After Zoom
Default Session Setting
Default Session.
Exporting Components Setting
Export Filters as TF objects
Plug-Ins Setting
Search for Plug-Ins at start-up
Saving and Discarding Changes to Preferences Setti...
Factory Settings
Revert Panel
Cancel
OK
Controls for Viewing and Measuring
Zoom Controls
Zoom In-X, Zoom Out-X, Zoom In-Y, and Zoom Out-Y
Full View
Mouse Zoom
Zoom Persistence
Passband Zoom (Filter Designer)
Ruler Controls
Selecting a Line to Measure
Line Selection Pop-Up Menu
Line Selection Display
Color… Button
Find Ruler Buttons.
Ruler Control Buttons
Rulers Panel and Edit Boxes.
Peaks and Valleys
Save Rulers… Button
Making Signal Measurements
Ruler Controls: Vertical
Ruler Controls: Horizontal
Ruler Controls: Track
Ruler Controls: Slope
Using the Signal Browser: Interactive Signal ...
Opening the Signal Browser
Basic Signal Browser Functions
Menus
File Menu
Options Menu
Window Menu
Zoom Controls
Ruler and Line Display Controls
Help Button
Display Management Controls
Array Signals… Button
Complex Signal Display
Main Axes Display Area
Axes Labels.
Click-and-Drag Panning
Panner
Making Signal Measurements
Viewing and Exploring Signals
Selecting and Displaying a Signal
Panner Display
Manipulating Displays
Changing Signal Displays
Changing the Sample Interval
Displaying Complex Signals
Changing Signal Browser Displays
Working with Signals
Printing Signal Data
Saving Signal Data
Using the Filter Designer: Interactive Filter ...
Opening the Filter Designer
Basic Filter Designer Functions
Menus
File Menu
Window Menu
Filter Pop-Up Menu
Zoom Controls
Help Button
General Controls
Algorithm
Auto Design (optimal design methods only)
Sampling Frequency
Overlay Spectrum (design methods only)
Filter Specifications Panel—Design Methods
Specifications Parameters – Automatic Order Select...
Specifications Parameters—Manual Order Selection
Designing a New Filter With the Design Methods
Filter Measurements Panel—Design Methods
Measurement Parameters – Automatic Order Selection...
Measurement Parameters – Manual Order Selection
Filter Specifications Panel—Pole/Zero Editor
Designing a New Filter with the Pole/Zero Editor
Filter Measurements Panel—Pole/Zero Editor
Magnitude Plot (Display) Area—Design Methods
Specification Lines
Measurement Lines
Magnitude Plot (Display) Area—Pole/Zero Editor
Positioning Poles and Zeros
Tools
Designing Finite Impulse Response (FIR) Filters
Example: FIR Filter Design, Standard Band Configur...
Filter Design Options
Order Selection for FIR Filter Design
Designing Infinite Impulse Response (IIR) Filters
Example: Classical IIR Filter Design
Filter Design Options
Order Selection for IIR Filter Design
Redesigning a Filter Using the Magnitude Plot
Saving Filter Data
tf
Fs
specs
Viewing Frequency Response Plots
Using the Filter Viewer: Interactive Filter An...
Opening the Filter Viewer
Basic Filter Viewer Functions
Menus
File Menu
Window Menu
Filter Identification Panel
Plots Panel
Frequency Axis Settings
Zoom Controls
Help Button
Main Plots Area
Viewing Filter Plots
Viewing Magnitude Response
Viewing Phase Response
Viewing Group Delay
Viewing a Zero-Pole Plot
Viewing Impulse Response
Viewing Step Response
Using the Spectrum Viewer: Interactive PSD Ana...
Opening the Spectrum Viewer
Basic Spectrum Viewer Functions
Menus
File Menu
Options Menu
Window Menu
Signal ID Panel
Spectrum Management Buttons
Inherit from…
Revert
Apply
Zoom Controls
Ruler and Line Display Controls
Help Button
Main Axes Display Area
Click-and-Drag Panning
Making Spectrum Measurements
Viewing Spectral Density Plots
Controlling and Manipulating Plots
Changing Plot Properties
Choosing Computation Parameters
Computation Methods and Parameters
Burg
Covariance
FFT
Mod. Covar.
MTM
MUSIC
Welch
Yule AR
Setting Confidence Intervals
Printing Spectrum Data
Saving Spectrum Data
Example: Generation of Bandlimited Noise
Create, Import, and Name a Signal
Design a Filter
Apply the Filter to a Signal
View, Play, and Print the Signals
Compare Spectra of Both Signals
Reference
abs
ac2poly
ac2rc
angle
arburg
arcov
armcov
aryule
bartlett
besselap
besself
bilinear
blackman
boxcar
buffer
buttap
butter
buttord
cceps
cheb1ap
cheb1ord
cheb2ap
cheb2ord
chebwin
cheby1
cheby2
chirp
cohere
conv
conv2
convmtx
corrcoef
cov
cplxpair
cremez
csd
czt
dct
decimate
deconv
demod
dftmtx
diric
dpss
dpssclear
dpssdir
dpssload
dpsssave
ellip
ellipap
ellipord
fft
fft2
fftfilt
fftshift
filter
filter2
filtfilt
filtic
fir1
fir2
fircls
fircls1
firls
firrcos
freqs
freqspace
freqz
gauspuls
grpdelay
hamming
hanning
hilbert
icceps
idct
ifft
ifft2
impinvar
impz
interp
intfilt
invfreqs
invfreqz
kaiser
kaiserord
latc2tf
latcfilt
levinson
lp2bp
lp2bs
lp2hp
lp2lp
lpc
maxflat
medfilt1
modulate
pburg
pcov
pmcov
pmtm
pmusic
poly2ac
poly2rc
polystab
prony
psd
pulstran
pwelch
pyulear
rc2ac
rc2poly
rceps
rectpuls
remez
remezord
resample
residuez
rlevinson
sawtooth
sgolay
sgolayfilt
sinc
sos2ss
sos2tf
sos2zp
sosfilt
specgram
sptool
square
ss2sos
ss2tf
ss2zp
stmcb
strips
tf2latc
tf2sos
tf2ss
tf2zp
tfe
triang
tripuls
unwrap
upfirdn
vco
xcorr
xcorr2
xcov
yulewalk
zp2sos
zp2ss
zp2tf
zplane
Index
Signal Processing
Toolbox
For Use with MATLAB®
Computation
Visualization
Programming
User’s Guide
Version 4.2
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Signal Processing Toolbox User’s Guide
COPYRIGHT 1988 - 1999 by The MathWorks, Inc. All Rights Reserved.
The software described in this document is furnished under a license agreement. The software may be used
or copied only under the terms of the license agreement. No part of this manual may be photocopied or repro-
duced in any form without prior written consent from The MathWorks, Inc.
U.S. GOVERNMENT: If Licensee is acquiring the Programs on behalf of any unit or agency of the U.S.
Government, the following shall apply: (a) For units of the Department of Defense: the Government shall
have only the rights specified in the license under which the commercial computer software or commercial
software documentation was obtained, as set forth in subparagraph (a) of the Rights in Commercial
Computer Software or Commercial Software Documentation Clause at DFARS 227.7202-3, therefore the
rights set forth herein shall apply; and (b) For any other unit or agency: NOTICE: Notwithstanding any
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and accompanying documentation, the rights of the Government regarding its use, reproduction, and disclo-
sure are as set forth in Clause 52.227-19 (c)(2) of the FAR.
MATLAB, Simulink, Stateflow, Handle Graphics, and Real-Time Workshop are registered trademarks, and
Target Language Compiler is a trademark of The MathWorks, Inc.
Other product or brand names are trademarks or registered trademarks of their respective holders.
Printing History: December 1996 First printing
New for MATLAB 5.0
January 1998 Second printing Revised for MATLAB 5.2
January 1999 (Online only)
Revised for Version 4.2 (Release 11)
Before You Begin
What Is the Signal Processing Toolbox? . . . . . . . . . . . . . . . . . . . xii
How to Use This Manual
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xiii
Installation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xv
Typographical Conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xvi
Technical Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xvii
1
Signal Processing Basics
Signal Processing Toolbox Central Features . . . . . . . . . . . . . . 1-2
Filtering and FFTs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-2
Signals and Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-2
Key Areas: Filter Design and Spectral Analysis . . . . . . . . . . . . 1-3
Graphical User Interface (GUI) . . . . . . . . . . . . . . . . . . . . . . . . . 1-3
Extensibility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-3
Representing Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-4
Vector Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-4
Waveform Generation: Time Vectors and Sinusoids . . . . . . . 1-6
Common Sequences: Unit Impulse, Unit Step, and Unit Ramp 1-7
Multichannel Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-7
Common Periodic Waveforms . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-7
Common Aperiodic Waveforms . . . . . . . . . . . . . . . . . . . . . . . . . . 1-8
The pulstran Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-9
The Sinc Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-10
The Dirichlet Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-11
Contents
i
Working with Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-13
Filter Implementation and Analysis . . . . . . . . . . . . . . . . . . . . . . 1-14
Convolution and Filtering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-14
Filters and Transfer Functions . . . . . . . . . . . . . . . . . . . . . . . . . 1-15
Filter Coefficients and Filter Names . . . . . . . . . . . . . . . . . . 1-15
Filtering with the filter Function . . . . . . . . . . . . . . . . . . . . . . . 1-16
filter Function Implementation and Initial Conditions . . . 1-17
Other Functions for Filtering . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-19
Multirate Filter Bank Implementation . . . . . . . . . . . . . . . . . . 1-19
Anti-Causal, Zero-Phase Filter Implementation . . . . . . . . . . . 1-20
Frequency Domain Filter Implementation . . . . . . . . . . . . . . . . 1-22
Impulse Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-23
Frequency Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-24
Digital Domain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-24
Analog Domain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-26
Magnitude and Phase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-26
Delay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-28
Zero-Pole Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-30
Linear System Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-32
Discrete-Time System Models . . . . . . . . . . . . . . . . . . . . . . . . . . 1-32
Transfer Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-32
Zero-Pole-Gain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-33
State-Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-34
Partial Fraction Expansion (Residue Form)
. . . . . . . . . . . . 1-35
Second-Order Sections (SOS)
. . . . . . . . . . . . . . . . . . . . . . . . 1-36
Lattice Structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-37
Convolution Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-39
Continuous-Time System Models . . . . . . . . . . . . . . . . . . . . . . . 1-40
Linear System Transformations . . . . . . . . . . . . . . . . . . . . . . . . 1-41
ii
Contents
Discrete Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-43
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-46
2
Filter Design
Filter Requirements and Specification . . . . . . . . . . . . . . . . . . . . 2-2
IIR Filter Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-4
Classical IIR Filter Design Using Analog Prototyping . . . . . . . 2-6
Complete Classical IIR Filter Design . . . . . . . . . . . . . . . . . . . 2-6
Designing IIR Filters to Frequency Domain Specifications . 2-7
Comparison of Classical IIR Filter Types . . . . . . . . . . . . . . . . . . 2-8
Butterworth Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-8
Chebyshev Type I Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-9
Chebyshev Type II Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-10
Elliptic Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-10
Bessel Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-11
Direct IIR Filter Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-13
Generalized Butterworth Filter Design . . . . . . . . . . . . . . . . 2-14
FIR Filter Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-16
Linear Phase Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-17
Windowing Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-18
Standard Band FIR Filter Design: fir1 . . . . . . . . . . . . . . . . 2-20
Multiband FIR Filter Design: fir2 . . . . . . . . . . . . . . . . . . . . 2-21
Multiband FIR Filter Design with Transition Bands . . . . . . . 2-22
Basic Configurations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-22
The Weight Vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-24
Anti-Symmetric Filters / Hilbert Transformers . . . . . . . . . . 2-25
Differentiators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-26
Constrained Least Squares FIR Filter Design . . . . . . . . . . . . . 2-27
Basic Lowpass and Highpass CLS Filter Design . . . . . . . . . 2-28
Multiband CLS Filter Design . . . . . . . . . . . . . . . . . . . . . . . . 2-29
Weighted CLS Filter Design . . . . . . . . . . . . . . . . . . . . . . . . . 2-30
iii
Arbitrary-Response Filter Design . . . . . . . . . . . . . . . . . . . . . . . 2-31
Multiband Filter Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-32
Filter Design with Reduced Delay . . . . . . . . . . . . . . . . . . . . 2-34
Special Topics in IIR Filter Design . . . . . . . . . . . . . . . . . . . . . . . 2-37
Analog Prototype Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-38
Frequency Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-38
Filter Discretization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-41
Impulse Invariance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-42
Bilinear Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-43
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-46
3
Statistical Signal Processing
Correlation and Covariance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-2
Bias and Normalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-3
Multiple Channels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-4
Spectral Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-5
Welch’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-6
Power Spectral Density Function . . . . . . . . . . . . . . . . . . . . . 3-10
Bias and Normalization in Welch’s Method . . . . . . . . . . . . . 3-12
Cross-Spectral Density Function . . . . . . . . . . . . . . . . . . . . . 3-14
Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-14
Transfer Function Estimate . . . . . . . . . . . . . . . . . . . . . . . . . 3-14
Coherence Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-15
Multitaper Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-16
Yule-Walker AR Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-19
Burg Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-20
Covariance and Modified Covariance Methods . . . . . . . . . . . . 3-22
MUSIC and Eigenvector Analysis Methods . . . . . . . . . . . . . . . 3-23
Eigenanalysis Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-24
Controlling Subspace Thresholds . . . . . . . . . . . . . . . . . . . . . 3-25
iv
Contents
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-27
4
Special Topics
Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-2
Basic Shapes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-2
Generalized Cosine Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-4
Kaiser Window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-4
Kaiser Windows in FIR Design . . . . . . . . . . . . . . . . . . . . . . . . 4-7
Chebyshev Window . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-9
Parametric Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-10
Time-Domain Based Modeling . . . . . . . . . . . . . . . . . . . . . . . . . 4-11
Linear Prediction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-12
Prony’s Method (ARMA Modeling) . . . . . . . . . . . . . . . . . . . . 4-13
Steiglitz-McBride Method (ARMA Modeling)
. . . . . . . . . . . 4-15
Frequency-Domain Based Modeling . . . . . . . . . . . . . . . . . . . . . 4-16
Resampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-20
Cepstrum Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-23
Inverse Complex Cepstrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-25
FFT-Based Time-Frequency Analysis . . . . . . . . . . . . . . . . . . . . . 4-27
Median Filtering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-28
Communications Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-29
Deconvolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-33
Specialized Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-34
Chirp z-Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-34
Discrete Cosine Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-36
Hilbert Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-38
v
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-40
5
Interactive Tools
SPTool: An Interactive Signal Processing Environment . . . 5-2
Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-2
Using SPTool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-3
Opening SPTool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-3
Quick Start . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-3
Example: Importing Signal Data from a MAT-File . . . . . . . . 5-3
Basic SPTool Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-5
File Menu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-6
Help Menu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-6
Importing Signals, Filters, and Spectra . . . . . . . . . . . . . . . . . . . 5-7
Loading Variables from the MATLAB Workspace . . . . . . . . 5-7
Loading Variables from Disk . . . . . . . . . . . . . . . . . . . . . . . . . 5-8
Importing Workspace Contents and File Contents . . . . . . . . 5-8
Working with Signals, Filters, and Spectra . . . . . . . . . . . . . . . 5-13
Component Lists in SPTool . . . . . . . . . . . . . . . . . . . . . . . . . . 5-14
Selecting Data Objects in SPTool . . . . . . . . . . . . . . . . . . . . . 5-15
Editing Data Objects in SPTool
. . . . . . . . . . . . . . . . . . . . . . 5-15
Viewing a Signal
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-17
Viewing a Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-17
Designing a Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-17
Applying a Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-18
Creating a Spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-19
Viewing a Spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-19
Updating a Spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-19
vi
Contents
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