The Digital Signal Processing Handbook

1690 Pages·1997·15.859 MB·English

by  VIJAY MADISETTI

Contents
PART I Signals and Systems
1 FourierSeries,FourierTransforms,andtheDFT W.KennethJenkins
2 OrdinaryLinearDifferentialandDifferenceEquations B.P.Lathi
3 FiniteWordlengthEffects BruceW.Bomar
PART II Signal Representation and Quantization
4 OnMultidimensionalSampling TonKalker
5 Analog-to-DigitalConversionArchitectures StephenKosonockyandPeterXiao
6 QuantizationofDiscreteTimeSignals RaviP.Ramachandran
PART III Fast Algorithms and Structures
7 FastFourierTransforms: ATutorialReviewandaStateoftheArt P.DuhamelandM.
Vetterli
8 FastConvolutionandFiltering IvanW.SelesnickandC.SidneyBurrus
9 ComplexityTheoryofTransformsinSignalProcessing EphraimFeig
10 FastMatrixComputations AndrewE.Yagle
11 DigitalFiltering LinaJ.Karam,JamesH.McClellan,IvanW.Selesnick,andC.Sidney
Burrus
PART V Statistical Signal Processing
12 OverviewofStatisticalSignalProcessing CharlesW.Therrien
13 SignalDetectionandClassification AlfredHero
14 SpectrumEstimationandModeling PetarM.Djuri´candStevenM.Kay
15 EstimationTheoryandAlgorithms: FromGausstoWienertoKalman JerryM.Mendel
16 Validation,Testing,andNoiseModeling JitendraK.Tugnait
17 CyclostationarySignalAnalysis GeorgiosB.Giannakis
PART VI Adaptive Filtering
18 IntroductiontoAdaptiveFilters ScottC.Douglas
19 ConvergenceIssuesintheLMSAdaptiveFilter ScottC.DouglasandMarkusRupp
20 RobustnessIssuesinAdaptiveFiltering AliH.SayedandMarkusRupp
21 RecursiveLeast-SquaresAdaptiveFilters AliH.SayedandThomasKailath
22 TransformDomainAdaptiveFiltering W.KennethJenkinsandDanielF.Marshall
23 AdaptiveIIRFilters GeoffreyA.Williamson
24 AdaptiveFiltersforBlindEqualization ZhiDing
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PART VII Inverse Problems and Signal Reconstruction
25 SignalRecoveryfromPartialInformation ChristinePodilchuk
26 AlgorithmsforComputedTomography GaborT.Herman
27 RobustSpeechProcessingasanInverseProblem RichardJ.MammoneandXiaoyuZhang
28 InverseProblems,StatisticalMechanicsandSimulatedAnnealing K.VenkateshPrasad
29 ImageRecoveryUsingtheEMAlgorithm JunZhangandAggelosK.Katsaggelos
30 InverseProblemsinArrayProcessing KevinR.Farrell
31 ChannelEqualizationasaRegularizedInverseProblem JohnF.Doherty
32 InverseProblemsinMicrophoneArrays A.C.Surendran
33 SyntheticApertureRadarAlgorithms ClayStewartandVicLarson
34 IterativeImageRestorationAlgorithms AggelosK.Katsaggelos
PART VIII Time Frequency and Multirate Signal Processing
35 WaveletsandFilterBanks CormacHerley
36 FilterBankDesign JosephArrowood,TamiRandolph,andMarkJ.T.Smith
37 Time-VaryingAnalysis-SynthesisFilterBanks IrajSodagar
38 LappedTransforms RicardoL.deQueiroz
PART IX Digital Audio Communications
39 AuditoryPsychophysicsforCodingApplications JosephL.Hall
40 MPEGDigitalAudioCodingStandards PeterNoll
41 DigitalAudioCoding: DolbyAC-3 GrantA.Davidson
42 ThePerceptualAudioCoder(PAC) DeepenSinha,JamesD.Johnston,SeanDorward,and
SchuylerR.Quackenbush
43 SonySystems KenzoAkagiri,M.Katakura,H.Yamauchi,E.Saito,M.Kohut,Masayuki
Nishiguchi,andK.Tsutsui
PART X Speech Processing
44 SpeechProductionModelsandTheirDigitalImplementations M.MohanSondhiand
JuergenSchroeter
45 SpeechCoding RichardV.Cox
46 Text-to-SpeechSynthesis RichardSproatandJosephOlive
47 SpeechRecognitionbyMachine LawrenceR.RabinerandB.H.Juang
48 SpeakerVerification SadaokiFuruiandAaronE.Rosenberg
49 DSPImplementationsofSpeechProcessing KurtBaudendistel
50 SoftwareToolsforSpeechResearchandDevelopment JohnShore
PART XI Image and Video Processing
51 ImageProcessingFundamentals IanT.Young,JanJ.Gerbrands,andLucasJ.vanVliet
52 StillImageCompression TorA.Ramstad
53 ImageandVideoRestoration A.MuratTekalp
54 VideoScanningFormatConversionandMotionEstimation GerarddeHaan
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55 VideoSequenceCompression OsamaAl-Shaykh,RalphNeff,DavidTaubman,and
AvidehZakhor
56 DigitalTelevision Kou-HuTzou
57 StereoscopicImageProcessing ReginaldL.Lagendijk,RuggeroE.H.Franich,andEmileA.
Hendriks
58 ASurveyofImageProcessingSoftwareandImageDatabases StanleyJ.Reeves
59 VLSIArchitecturesforImageCommunications P.PirschandW.Gehrke
PART XII Sensor Array Processing
60 ComplexRandomVariablesandStochasticProcesses DanielR.Fuhrmann
61 BeamformingTechniquesforSpatialFiltering BarryVanVeenandKevinM.Buckley
62 Subspace-BasedDirectionFindingMethods EgemenGonenandJerryM.Mendel
63 ESPRITandClosed-Form2-DAngleEstimationwithPlanarArrays MartinHaardt,
MichaelD.Zoltowski,CherianP.Mathews,andJavierRamos
64 AUnifiedInstrumentalVariableApproachtoDirectionFindinginColoredNoiseFields
P.Stoica,M.Viberg,M.Wong,andQ.Wu
65 ElectromagneticVector-SensorArrayProcessing AryeNehoraiandEytanPaldi
66 SubspaceTracking R.D.DeGroat,E.M.Dowling,andD.A.Linebarger
67 Detection: DeterminingtheNumberofSources DouglasB.Williams
68 ArrayProcessingforMobileCommunications A.PaulrajandC.B.Papadias
69 BeamformingwithCorrelatedArrivalsinMobileCommunications VictorA.N.Barroso
andJos´eM.F.Moura
70 Space-TimeAdaptiveProcessingforAirborneSurveillanceRadar HongWang
PART XIII Nonlinear and Fractal Signal Processing
71 ChaoticSignalsandSignalProcessing AlanV.OppenheimandKevinM.Cuomo
72 NonlinearMaps StevenH.IsabelleandGregoryW.Wornell
73 FractalSignals GregoryW.Wornell
74 MorphologicalSignalandImageProcessing PetrosMaragos
75 SignalProcessingandCommunicationwithSolitons AndrewC.Singer
76 Higher-OrderSpectralAnalysis AthinaP.Petropulu
PART XIV DSP Software and Hardware
77 IntroductiontotheTMS320FamilyofDigitalSignalProcessors PanosPapamichalis
78 RapidDesignandPrototypingofDSPSystems T.Egolf,M.Pettigrew,J.Debardelaben,R.
Hezar,S.Famorzadeh,A.Kavipurapu,M.Khan,Lan-RongDung,K.Balemarthy,N.Desai,
Yong-kyuJung,andV.Madisetti
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Toourfamilies
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Preface
DigitalSignalProcessing(DSP)isconcernedwiththetheoreticalandpracticalaspectsofrepresenting
information bearing signals in digital form and with using computers or special purpose digital
hardwareeithertoextractthatinformationortotransformthesignalsinusefulways. Areaswhere
digitalsignalprocessinghasmadeasignificantimpactincludetelecommunications,man-machine
communications, computer engineering, multimedia applications, medical technology, radar and
sonar,seismicdataanalysis,andremotesensing,tonamejustafew.
Duringthefirstfifteenyearsofitsexistence,thefieldofDSPsawadvancementsinthebasictheoryof
discrete-timesignalsandprocessingtools. Thisworkincludedsuchtopicsasfastalgorithms,A/Dand
D/Aconversion,anddigitalfilterdesign. Thepastfifteenyearshasseenaneverquickeninggrowth
of DSP in application areas such as speech and acoustics, video, radar, and telecommunications.
MuchofthisinterestinusingDSPhasbeenspurredonbydevelopmentsincomputerhardwareand
microprocessors. DigitalSignalProcessingHandbookCRCnetBASEisanattempttocapturetheentire
rangeofDSP:fromtheorytoapplications—fromalgorithmstohardware.
GiventhewidespreaduseofDSP,aneeddevelopedforanauthoritativereference,writtenbysome
ofthetopexpertsintheworld. Thisneedwastoprovideinformationonboththeoreticalandpractical
issuessuitableforabroadaudience—rangingfromprofessionalsinelectricalengineering,computer
science,andrelatedengineeringfields,tomanagersinvolvedindesignandmarketing,andtograduate
studentsandscholarsinthefield. GiventhelargenumberofexcellentintroductorytextsinDSP,
itwasalsoimportanttofocusontopicsusefultotheengineerorscholarwithoutoveremphasizing
those aspects that are already widely accessible. In short, we wished to create a resource that was
relevanttotheneedsoftheengineeringcommunityandthatwillkeepthemup-to-dateintheDSP
field.
AtaskofthismagnitudewasonlypossiblethroughthecooperationofmanyoftheforemostDSP
researchersandpractitioners. Thiscollaboration,overthepastthreeyears,hasresultedinaCD-ROM
containingacomprehensiverangeofDSPtopicspresentedwithaclarityofvisionandadepthof
coveragethatisexpectedtoinform,educate,andfascinatethereader. Indeed,manyofthearticles,
written by leaders in their fields, embody unique visions and perceptions that enable a quick, yet
thorough,exposuretoknowledgegarneredoveryearsofdevelopment.
AswithotherCRCPresshandbooks, wehaveattemptedtoprovideabalancebetweenessential
information, background material, technical details, and introduction to relevant standards and
software. The Handbook pays equal attention to theory, practice, and application areas. Digital
SignalProcessingHandbookCRCnetBASEcanbeusedinanumberofways. Mostuserswilllookup
atopicofinterestbyusingthepowerfulsearchengineandthenviewingtheapplicablechapters. As
such,eachchapterhasbeenwrittentostandaloneandgiveanoverviewofitssubjectmatterwhile
providingkeyreferencesforthoseinterestedinlearningmore. DigitalSignalProcessingHandbook
CRCnetBASE can also be used as a reference book for graduate classes, or as supporting material
for continuing education courses in the DSP area. Industrial organizations may wish to provide
the CD-ROM with their products to enhance their value by providing a standard and up-to-date
referencesource.
Wehavebeenveryimpressedwiththequalityofthiswork,whichisdueentirelytothecontributions
ofalltheauthors, andwewouldliketothankthemall. TheAdvisoryBoardwasinstrumentalin
helpingtochoosesubjectsandleadersforallthesections. Beingexpertsintheirfields,thesection
leadersprovidedthevisionandfleshedoutthecontentsfortheirsections.
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Finally, theauthorsproducedthenecessarycontentforthiswork. Tothemfellthechallenging
taskofwritingforsuchabroadaudience,andtheyexcelledattheirjobs.
Inadditiontothesetechnicalcontributors,wewishtothankanumberofoutstandingindividuals
whoseadministrativeskillsmadethisprojectpossible. Withouttheoutstandingorganizationalskills
ofElaineM.Gibson,thishandbookmayneverhavebeenfinished. NotonlydidElainemanagethe
paperwork,butshehadtheunenviabletaskofremindingauthorsaboutdeadlinesandpushingthem
tofinish. WealsothankanumberofindividualsassociatedwiththeCRCPressHandbookSeries
overaperiodoftime,especiallyJoelClaypool,DickDorf,KristenMaus,JerryPapke,RonPowers,
SuzanneLassandro,andCarolWhitehead.
Wewelcomeyoutothishandbook,andhopeyoufinditworthyourinterest.
VijayK.MadisettiandDouglasB.Williams
CenterforSignalandImageProcessing
SchoolofElectricalandComputerEngineering
GeorgiaInstituteofTechnology
Atlanta,Georgia
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Editors
VijayK.MadisettiisanAssociateProfessorintheSchoolofElectricalandComputerEngineering
at Georgia Institute of Technology in Atlanta. He teaches undergraduate and graduate courses in
signalprocessingandcomputerengineering,andisaffiliatedwiththeCenterforSignalandImage
Processing(CSIP)andtheMicroelectronicsResearchCenter(MiRC)oncampus. HereceivedhisB.
Tech(honors)fromtheIndianInstituteofTechnology(IIT),Kharagpur,in1984,andhisPh.D.from
theUniversityofCaliforniaatBerkeley,in1989,inelectricalengineeringandcomputersciences.
Dr. Madisettiisactiveprofessionallyintheareaofsignalprocessing,havingservedasanAssociate
Editor of the IEEE Transactions on Circuits and Systems II, the International Journal in Computer
Simulation,andtheJournalofVLSISignalProcessing. Hehasauthored,co-authored,oreditedsix
books in the areas of signal processing and computer engineering, including VLSI Digital Signal
Processors(IEEEPress,1995),Quick-TurnaroundASICDesigninVHDL(Kluwer,1996),andaCD-
ROMtutorialonVHDL(IEEEStandardsPress,1997). HeservesastheIEEEPressSignalProcessing
Societyliaison,andiscounselortoGeorgiaTech’sIEEEStudentChapter,whichisoneofthelargest
intheworldwithover600membersin1996. Currently,heisservingastheTechnicalDirectorof
DARPA’sRASSPEducationandFacilitationprogram,amulti-university/industryefforttodevelop
anewdigitalsystemsdesigneducationcurriculum.
Dr. Madisetti is a frequent consultant to industry and the U.S. government, and also serves
as the President and CEO of VP Technologies, Inc., Marietta, GA., a corporation that specializes
in rapid prototyping, virtual prototyping, and design of embedded digital systems. Dr. Madis-
etti’shomepageURLisathttp://www.ee.gatech.edu/users/215/index.html,andhecanbereachedat
[email protected].
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Editors
Douglas B. Williams received the B.S.E.E. degree (summa cum laude), the M.S. degree, and
the Ph.D. degree, in electrical and computer engineering from Rice University, Houston, Texas in
1984, 1987, and 1989, respectively. In 1989, he joined the faculty of the School of Electrical and
ComputerEngineeringattheGeorgiaInstituteofTechnology,Atlanta,Georgia,whereheiscurrently
anAssociateProfessor. ThereheisalsoaffiliatedwiththeCenterforSignalandImageProcessing
(CSIP)andteachescoursesinsignalprocessingandtelecommunications.
Dr. WilliamshasservedasanAssociateEditoroftheIEEETransactionsonSignalProcessingand
wasontheconferencecommitteeforthe1996InternationalConferenceonAcoustics,Speech,and
SignalProcessingthatwasheldinAtlanta. HeiscurrentlythefacultycounselorforGeorgiaTech’s
studentchapteroftheIEEESignalProcessingSociety. HeisamemberoftheTauBetaPi,EtaKappa
Nu,andPhiBetaKappahonorsocieties.
Dr. Williams’scurrentresearchinterestsareinstatisticalsignalprocessingwithemphasisonradar
signalprocessing,communicationssystems,andchaotictime-seriesanalysis. Moreinformationon
hisactivitiesmaybefoundonhishomepageathttp://dogbert.ee.gatech.edu/users/276. Hecanalso
[email protected].
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I
Signals and Systems
Vijay K. Madisetti
Georgia Institute of Technology
Douglas B. Williams
Georgia Institute of Technology
1 FourierSeries,FourierTransforms,andtheDFT W.KennethJenkins
Introduction(cid:15)FourierSeriesRepresentationofContinuousTimePeriodicSignals(cid:15)TheClassical
FourierTransformforContinuousTimeSignals(cid:15)TheDiscreteTimeFourierTransform(cid:15)The
DiscreteFourierTransform(cid:15)FamilyTreeofFourierTransforms(cid:15)SelectedApplicationsofFourier
Methods(cid:15)Summary
2 OrdinaryLinearDifferentialandDifferenceEquations B.P.Lathi
DifferentialEquations(cid:15)DifferenceEquations
3 FiniteWordlengthEffects BruceW.Bomar
Introduction(cid:15)NumberRepresentation(cid:15)Fixed-PointQuantizationErrors(cid:15)Floating-PointQuan-
tizationErrors(cid:15)RoundoffNoise(cid:15)LimitCycles(cid:15)OverflowOscillations(cid:15)CoefficientQuantization
Error(cid:15)RealizationConsiderations
T HESTUDYOF“SIGNALSANDSYSTEMS”hasformedacornerstoneforthedevelopmentof
digitalsignalprocessingandiscrucialforallofthetopicsdiscussedinthisHandbook. While
thereaderisassumedtobefamiliarwiththebasicsofsignalsandsystems,asmallportionis
reviewedinthischapterwithanemphasisonthetransitionfromcontinuoustimetodiscretetime.
Thereaderwishingmorebackgroundmayfindinitanyofthemanyfinetextbooksinthisarea,for
example[1]-[6].
Inthechapter“FourierSeries,FourierTransforms,andtheDFT”byW.KennethJenkins,many
importantFouriertransformconceptsincontinuousanddiscretetimearepresented. Thediscrete
Fouriertransform(DFT),whichformsthebackboneofmoderndigitalsignalprocessingasitsmost
common signal analysis tool, is also described, together with an introduction to the fast Fourier
transformalgorithms.
In “Ordinary Linear Differential and Difference Equations”, the author, B.P. Lathi, presents a
detailedtutorialofdifferentialanddifferenceequationsandtheirsolutions. Becausetheseequations
arethemostcommonstructuresforbothimplementingandmodellingsystems,thisbackgroundis
necessaryfortheunderstandingofmanyofthelatertopicsinthisHandbook. Ofparticularinterest
areanumberofsolvedexamplesthatillustratethesolutionstotheseformulations.
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