Advanced Digital Signal Processing and Noise Reduction.pdf

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Advanced.Digital.Signal.Processing.and.Noise.Reduction.3rd

Contents

Preface

Symbols

Abbreviations

Introduction

1.1 SIGNALS AND INFORMATION

1.2 SIGNAL PROCESSING METHODS

1.3 APPLICATIONS OF DIGITAL SIGNAL PROCESSING

1.4 SAMPLING AND ANALOGUE-TO-DIGITAL CONVERSION

BIBLIOGRAPHY

Noise and Distortion

2.1 INTRODUCTION

2.2 WHITE NOISE

2.3 COLOURED NOISE

2.4 IMPULSIVE NOISE

2.5 TRANSIENT NOISE PULSES

2.6 THERMAL NOISE

2.7 SHOT NOISE

2.8 ELECTROMAGNETIC NOISE

2.9 CHANNEL DISTORTIONS

2.10 ECHO AND MULTIPATH REFLECTIONS

2.11 MODELLING NOISE

BIBLIOGRAPHY

Probability and Information Models

3.1 INTRODUCTION

3.2 RANDOM SIGNALS

3.3 PROBABILITY MODELS

3.4 INFORMATION MODELS

3.5 STATIONARY AND NONSTATIONARY RANDOM PROCESSES

3.6 STATISTICS (EXPECTED VALUES) OF A RANDOM PROCESS

3.7 SOME USEFUL CLASSES OF RANDOM PROCESSES

3.8 TRANSFORMATION OF A RANDOM PROCESS

3.9 SUMMARY

BIBLIOGRAPHY

Bayesian Inference

4.1 BAYESIAN ESTIMATION THEORY: BASIC DEFINITIONS

4.2 BAYESIAN ESTIMATION

4.3 THE ESTIMATE–MAXIMISE METHOD

4.4 CRAMER–RAO BOUND ON THE MINIMUM ESTIMATOR VARIANCE

4.5 DESIGN OF GAUSSIAN MIXTURE MODELS

4.6 BAYESIAN CLASSIFICATION

4.7 MODELLING THE SPACE OF A RANDOM PROCESS

4.8 SUMMARY

BIBLIOGRAPHY

Hidden Markov Models

5.1 STATISTICAL MODELS FOR NONSTATIONARY PROCESSES

5.2 HIDDEN MARKOV MODELS

5.3 TRAINING HIDDEN MARKOV MODELS

5.4 DECODING OF SIGNALS USING HIDDEN MARKOV MODELS

TLFeBOOK

Advanced Digital Signal Processing and Noise Reduction

Advanced Digital Signal Processing and Noise Reduction Third Edition Saeed V. Vaseghi Professor of Communications and Signal Processing Department of Electronics and Computer Engineering Brunel University, UK

Copyright © 2006 John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England Telephone (+44) 1243 779777 Email (for orders and customer service enquiries): cs-books@wiley.co.uk Visit our Home Page on www.wiley.com All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except under the terms of the Copyright, Designs and Patents Act 1988 or under the terms of a licence issued by the Copyright Licensing Agency Ltd, 90 Tottenham Court Road, London W1T 4LP, UK, without the permission in writing of the Publisher. Requests to the Publisher should be addressed to the Permissions Department, John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England, or emailed to permreq@wiley.co.uk, or faxed to (+44) 1243 770620. Designations used by companies to distinguish their products are often claimed as trademarks. All brand names and product names used in this book are trade names, service marks, trademarks or registered trademarks of their respective owners. The Publisher is not associated with any product or vendor mentioned in this book. This publication is designed to provide accurate and authoritative information in regard to the subject matter covered. It is sold on the understanding that the Publisher is not engaged in rendering professional services. If professional advice or other expert assistance is required, the services of a competent professional should be sought. Other Wiley Editorial Offices John Wiley & Sons Inc., 111 River Street, Hoboken, NJ 07030, USA Jossey-Bass, 989 Market Street, San Francisco, CA 94103-1741, USA Wiley-VCH Verlag GmbH, Boschstr. 12, D-69469 Weinheim, Germany John Wiley & Sons Australia Ltd, 42 McDougall Street, Milton, Queensland 4064, Australia John Wiley & Sons (Asia) Pte Ltd, 2 Clementi Loop #02-01, Jin Xing Distripark, Singapore 129809 John Wiley & Sons Canada Ltd, 22 Worcester Road, Etobicoke, Ontario, Canada M9W 1L1 Wiley also publishes its books in a variety of electronic formats. Some content that appears in print may not be available in electronic books. Library of Congress Cataloging in Publication Data Vaseghi, Saeed V. Advanced digital signal processing and noise reduction / Saeed V. Vaseghi. — 3rd ed. p. cm. Includes bibliographical references and index. ISBN 0-470-09494-X 1. Signal processing. 2. Electronic noise. 3. Digital filters (Mathematics) TK5102.9.V37 2005 621.382'2—dc22 I. Title. 2005018514 British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library ISBN-13 978-0-470-09494-5 (HB) ISBN-10 0-470-09494-X (HB) Typeset in 10/12pt Times by Integra Software Services Pvt. Ltd, Pondicherry, India. Printed and bound in Great Britain by Antony Rowe Ltd, Chippenham, Wiltshire. This book is printed on acid-free paper responsibly manufactured from sustainable forestry in which at least two trees are planted for each one used for paper production.

To my Luke I wish to thank Esfandiar Zavarehei and Wendy Pillar for proof reading this edition and for many excellent suggestions. Thanks also to Ben Milner, Qin Yan, Dimitrios Rentzo, Charles Ho and Aimin Chen.

Contents Preface Symbols Abbreviations 1 Introduction 1.1 Signals and Information 1.2 Signal Processing Methods 1.2.1 Transform-based Signal Processing 1.2.2 Model-based Signal Processing 1.2.3 Bayesian Signal Processing 1.2.4 Neural Networks 1.3 Applications of Digital Signal Processing 1.3.1 Adaptive Noise Cancellation 1.3.2 Adaptive Noise Reduction 1.3.3 Blind Channel Equalisation 1.3.4 Signal Classification and Pattern Recognition 1.3.5 Linear Prediction Modelling of Speech 1.3.6 Digital Coding of Audio Signals 1.3.7 Detection of Signals in Noise 1.3.8 Directional Reception of Waves: Beam-forming 1.3.9 Dolby Noise Reduction 1.3.10 Radar Signal Processing: Doppler Frequency Shift 1.4 Sampling and Analogue-to-digital Conversion 1.4.1 Sampling and Reconstruction of Analogue Signals 1.4.2 Quantisation Bibliography xvii xxi xxv 1 1 3 3 4 4 5 5 5 6 7 8 9 10 12 13 15 15 17 18 19 21

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