Digital Signal
Processing using
MATLAB®
Edited by
Andre Quinquis
©WILEY
Table of Contents
Preface ix
Chapter 1. Introduction 1
1.1. Brief introduction to MATLAB 1
1.1.1. MATLAB Software presentation 1
1.1.2. Important MATLAB commands and functions 3
1.1.3. Operatingmodes and programming with MATLAB 8
1.1.4. Example ofwork session with MATLAB 10
1.1.5. MATLAB language 13
1.2. Solved exercises 13
Chapter 2. Discrete-Time Signals 23
2.1. Theoretical background 23
2.1.1. Mathematical model oflD and 2D discrete-time Signals 23
2.1.2. Basic ID and 2D discrete-time signals 25
2.1.3. Periodic ID and 2D discrete-time signal representation
using the discrete-time Fourier series 26
2.1.4. Representation of non-periodic ID and 2D discrete-time
signals by discrete-time Fourier transform 27
2.1.5. Analytic signals 27
2.2. Solved exercises 29
2.3. Exercises 51
Chapter 3. Discrete-Time Random Signals 55
3.1. Theoretical background 55
3.1.1. Introduction 55
3.1.2. Real random variables 56
3.1.3. Random processes 60
vi Digital Signal Processing using MATLAB
3.2. Solved exercises 64
3.3. Exercises 80
Chapter 4. Statistical Tests and High Order Moments 83
4.1. Theoretical background 83
4.1.1. Moments 84
4.1.2. Cumulants 84
4.1.3. Cumulant properties 85
4.1.4. Chi-square (Chi2) tests 86
4.1.5. Normality test using the Henry line 86
4.2. Solved exercises 88
4.3. Exercises 99
Chapter 5. Discrete Fourier Transform of Discrete-Time Signals 103
5.1. Theoretical background 103
5.1.1. Discrete Fourier transform o f l D digital signals 104
5.1.2. DFT of 2D digital signals 105
5.1.3. Z-transformoflD digital signals 106
5.1.4. Z-transformof2D digital signals 106
5.1.5. Methods and algorithms for the DFT calculation 106
5.2. Solved exercises 109
5.3. Exercises 134
Chapter 6. Linear and Invariant Discrete-Time Systems 137
6.1. Theoretical background 137
6.1.1. LTI response calculation 137
6.1.2. LTI response tobasic signals 139
6.2. Solved exercises 141
6.3. Exercises 169
Chapter 7. Infinite Impulse Response Filters 173
7.1. Theoretical background 173
7.1.1. Transfer function and filter specifications for infinite
impulse response (HR) Alters 173
7.1.2. Design methods for HR Alters 174
7.1.3. Frequency transformations 180
7.2. Solved exercises 182
7.3. Exercises 194
Preface vii
Chapter 8. Finite Impulse Response Filters 197
8.1. Theoretical background 197
8.1.1. Transfer function and properties ofFIRfilters 197
8.1.2. Design methods 199
8.1.3. General conclusion about digital filterdesign 203
8.2. Solved exercises 204
8.3. Exercises 213
Chapter 9. Detection and Estimation 215
9.1. Theoretical background 215
9.1.1. Matched filtering: optimal detection of a known noisy signal. . . . 215
9.1.2. Linear optimal estimates 216
9.1.3. Least Squares (LS) method 221
9.1.4. LS methodwith forgetting factor 222
9.2. Solved exercises 223
9.3. Exercises 239
Chapter 10. Power Spectral Density Estimation 241
10.1. Theoretical background 241
10.1.1. Estimate properties 241
10.1.2. Power spectral density estimation 242
10.1.3. Parametric spectral analysis 245
10.1.4. Super-resolution spectral analysis methods 250
10.1.5. Other spectral analysis methods 256
10.2. Solved exercises 257
10.3. Exercises 277
Chapter 11. Time-Frequency Analysis 279
11.1. Theoretical background 279
11.1.1. Fourier transform shortcomings: Interpretation difficulties . . . . 279
11.1.2. Spectrogram 280
11.1.3. Time-scale analysis - wavelet transform 281
11.1.4. Wigner-Ville distribution 284
11.1.5. Smoothed WVD (SWVD) 287
11.2. Solved exercises 288
11.3. Exercises 304
Chapter 12. Parametrical Time-Frequency Methods 307
12.1. Theoretical background 307
12.1.1. Fractional Fourier transform 307
viii Digital Signal Processing using MATLAB
12.1.2. Phase polynomial analysis concept 309
12.1.3. Time-frequency representations based on warping Operators . . . 314
12.2. Solved exercises 317
12.3. Exercises 338
Chapter 13. Supervised Statistical Classification 343
13.1. Theoretical background 343
13.1.1. Introduction 343
13.1.2. Data analysis methods 344
13.1.3. Supervised classifiers 348
13.2. Solved exercises 362
13.3. Exercises 379
Chapter 14. Data Compression 383
14.1. Theoretical background 383
14.1.1. Transform-based compression methods 384
14.1.2. Parametric (predictive) model-based compression methods . . . . 385
14.1.3. Wavelet packet-based compression methods 386
14.1.4. Vector quantization-based compression methods 387
14.1.5. Neural network-based compression methods 388
14.2. Solved exercises 390
14.3. Exercises 403
References 405
List of Authors 407
Index 409