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INTRODUCTION TO

Signal

Processing

INTRODUCTION TO

Signal

Processing

Sophocles J. Orfanidis

Rutgers University

To my lifelong friend George Lazos

Copyright © 2010 by Sophocles J. Orfanidis

This book was previously published by Pearson Education, Inc. Copyright © 1996-2009 by Prentice Hall, Inc. Previous ISBN 0-13-209172-0. All rights reserved. No parts of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopy- ing, recording or otherwise, without the prior written permission of the author.

MATLAB

?R is a registered trademark of The MathWorks, Inc.

Web page:www.ece.rutgers.edu/~orfanidi/i2sp

Contents

Preface xiii

1 Sampling and Reconstruction 1

1.1 Introduction, 1

1.2 Review of Analog Signals, 1

1.3 Sampling Theorem, 4

1.3.1 Sampling Theorem, 6

1.3.2 Antialiasing Prefilters, 7

1.3.3 Hardware Limits, 8

1.4 Sampling of Sinusoids, 9

1.4.1 Analog Reconstruction and Aliasing, 10

1.4.2 Rotational Motion, 27

1.4.3 DSP Frequency Units, 29

1.5 Spectra of Sampled Signals

,29

1.5.1 Discrete-Time Fourier Transform, 31

1.5.2 Spectrum Replication, 33

1.5.3 Practical Antialiasing Prefilters, 38

1.6 Analog Reconstructors

,42

1.6.1 Ideal Reconstructors, 43

1.6.2 Staircase Reconstructors, 45

1.6.3 Anti-Image Postfilters, 46

1.7 Basic Components of DSP Systems, 53

1.8 Problems, 55

2 Quantization 61

2.1 Quantization Process, 61

2.2 Oversampling and Noise Shaping

,65

2.3 D/A Converters, 71

2.4 A/D Converters, 75

2.5 Analog and Digital Dither

,83

2.6 Problems, 90

3 Discrete-Time Systems 95

3.1 Input/Output Rules, 96

3.2 Linearity and Time Invariance, 100

3.3 Impulse Response, 103

vii viiiCONTENTS

3.4 FIR and IIR Filters, 105

3.5 Causality and Stability, 112

3.6 Problems, 117

4 FIR Filtering and Convolution 121

4.1 Block Processing Methods, 122

4.1.1 Convolution, 122

4.1.2 Direct Form, 123

4.1.3 Convolution Table, 126

4.1.4 LTI Form, 127

4.1.5 Matrix Form, 129

4.1.6 Flip-and-Slide Form, 131

4.1.7 Transient and Steady-State Behavior, 132

4.1.8 Convolution of Infinite Sequences, 134

4.1.9 Programming Considerations, 139

4.1.10 Overlap-Add Block Convolution Method, 143

4.2 Sample Processing Methods, 146

4.2.1 Pure Delays, 146

4.2.2 FIR Filtering in Direct Form, 152

4.2.3 Programming Considerations, 160

4.2.4 Hardware Realizations and Circular Buffers, 162

4.3 Problems, 178

5 z-Transforms 183

5.1 Basic Properties, 183

5.2 Region of Convergence, 186

5.3 Causality and Stability, 193

5.4 Frequency Spectrum, 196

5.5 Inversez-Transforms, 202

5.6 Problems, 210

6 Transfer Functions 214

6.1 Equivalent Descriptions of Digital Filters, 214

6.2 Transfer Functions, 215

6.3 Sinusoidal Response, 229

6.3.1 Steady-State Response, 229

6.3.2 Transient Response, 232

6.4 Pole/Zero Designs, 242

6.4.1 First-Order Filters, 242

6.4.2 Parametric Resonators and Equalizers, 244

6.4.3 Notch and Comb Filters, 249

6.5 Deconvolution, Inverse Filters, and Stability, 254

6.6 Problems, 259

CONTENTSix

7 Digital Filter Realizations 265

7.1 Direct Form, 265

7.2 Canonical Form, 271

7.3 Cascade Form, 277

7.4 Cascade to Canonical, 284

7.5 Hardware Realizations and Circular Buffers, 293

7.6 Quantization Effects in Digital Filters, 305

7.7 Problems, 306

8 Signal Processing Applications 316

8.1 Digital Waveform Generators, 316

8.1.1 Sinusoidal Generators, 316

8.1.2 Periodic Waveform Generators, 321

8.1.3 Wavetable Generators, 330

8.2 Digital Audio Effects, 349

8.2.1 Delays, Echoes, and Comb Filters, 350

8.2.2 Flanging, Chorusing, and Phasing, 355

8.2.3 Digital Reverberation, 362

8.2.4 Multitap Delays, 374

8.2.5 Compressors, Limiters, Expanders, and Gates, 378

8.3 Noise Reduction and Signal Enhancement, 382

8.3.1 Noise Reduction Filters, 382

8.3.2 Notch and Comb Filters, 398

8.3.3 Line and Frame Combs for Digital TV, 409

8.3.4 Signal Averaging, 421

8.3.5 Savitzky-Golay Smoothing Filters

, 427

8.4 Problems, 453

9 DFT/FFT Algorithms 464

9.1 Frequency Resolution and Windowing, 464

9.2 DTFT Computation, 475

9.2.1 DTFT at a Single Frequency, 475

9.2.2 DTFT over Frequency Range, 478

9.2.3 DFT, 479

9.2.4 Zero Padding, 481

9.3 Physical versus Computational Resolution, 482

9.4 Matrix Form of DFT, 486

9.5 Modulo-NReduction, 489

9.6 Inverse DFT, 496

9.7 Sampling of Periodic Signals and the DFT, 499

9.8 FFT, 504

9.9 Fast Convolution, 515

9.9.1 Circular Convolution, 515

9.9.2 Overlap-Add and Overlap-Save Methods, 520

9.10 Problems, 523

xCONTENTS

10 FIR Digital Filter Design 532

10.1 Window Method, 532

10.1.1 Ideal Filters, 532

10.1.2 Rectangular Window, 535

10.1.3 Hamming Window, 540

10.2 Kaiser Window, 541

10.2.1 Kaiser Window for Filter Design, 541

10.2.2 Kaiser Window for Spectral Analysis, 555

10.3 Frequency Sampling Method, 558

10.4 Other FIR Design Methods, 558

10.5 Problems, 559

11 IIR Digital Filter Design 563

11.1 Bilinear Transformation, 563

11.2 First-Order Lowpass and Highpass Filters, 566

11.3 Second-Order Peaking and Notching Filters, 573

11.4 Parametric Equalizer Filters, 581

11.5 Comb Filters, 590

11.6 Higher-Order Filters, 592

11.6.1 Analog Lowpass Butterworth Filters, 594

11.6.2 Digital Lowpass Filters, 599

11.6.3 Digital Highpass Filters, 603

11.6.4 Digital Bandpass Filters, 606

11.6.5 Digital Bandstop Filters, 611

11.6.6 Chebyshev Filter Design

, 615

11.7 Problems, 628

12 Interpolation, Decimation, and Oversampling 632

12.1 Interpolation and Oversampling, 632

12.2 Interpolation Filter Design

, 638

12.2.1 Direct Form, 638

12.2.2 Polyphase Form, 640

12.2.3 Frequency Domain Characteristics, 645

12.2.4 Kaiser Window Designs, 647

12.2.5 Multistage Designs, 649

12.3 Linear and Hold Interpolators

, 657

12.4 Design Examples

, 661

12.4.1 4-fold Interpolators, 661

12.4.2 Multistage 4-fold Interpolators, 667

12.4.3 DAC Equalization, 671

12.4.4 Postfilter Design and Equalization, 674

12.4.5 Multistage Equalization, 678

12.5 Decimation and Oversampling

, 686

12.6 Sampling Rate Converters

, 691

12.7 Noise Shaping Quantizers

, 698

12.8 Problems, 705

CONTENTSxi

13 Appendices 713

A Random Signals

, 713 A.1 Autocorrelation Functions and Power Spectra, 713

A.2 Filtering of Random Signals, 717

B Random Number Generators, 719

B.1 Uniform and Gaussian Generators, 719

B.2 Low-Frequency Noise Generators

, 724

B.3 1/fNoise Generators

, 729

B.4 Problems, 733

C Complex Arithmetic in C, 736

D MATLAB Functions, 739

References 758

Index 775

Preface

This book provides an applications-oriented introduction to digital signal processing written primarily for electrical engineering undergraduates. Practicing engineers and graduate students may also find it useful as a first text on the subject. Digital signal processing is everywhere. Today"s college students hear "DSP" all the time in their everyday life-from their CD players, to their electronic music synthesizers, to the sound cards in their PCs. They hear all about "DSP chips", "oversampling digitalquotesdbs_dbs8.pdfusesText_14