Analog and Digital

Signal Processing
Second Edition
Ashok Ambardar
Michigan Technological University
Brooks/Cole Publishing Company
KT)P An International Thomson Publishing Company
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CONTENTS
LIST OF TABLES xi
PREFACE xiii
FROM THE PREFACE TO THE FIRST EDITION xv
1 OVERVIEW 1
1.0 Introduction 1
1.1 Signals 1
1.2 Systems 3
1.3 The Frequency Domain 4
1.4 From Concept to Application 7
2 ANALOG SIGNALS 8
2.0 Scope and Objectives 8
2.1 Signals 8
2.2 Operations on Signals 12
2.3 Signal Symmetry 14
2.4 Harmonie Signals and Sinusoids 16
2.5 Commonly Encountered Signals 18
2.6 The Impulse Function 21
2.7 The Doublet 26
2.8 Moments 28
Problems 30
3 DISCRETE SIGNALS 39
3.0 Scope and Objectives 39
3.1 Discrete Signals 39
3.2 Operations on Discrete Signals 41
3.3 Decimation and Interpolation 44
3.4 Common Discrete Signals 47
3.5 Discrete-Time Harmonics and Sinusoids 49
3.6 Aliasing and the Sampling Theorem 52
3.7 Random Signals 55
Problems 59
v
Contents
4 ANALOG SYSTEMS 68
4.0 Scope and Objectives 68
4.1 Introduction 68
4.2 System Classification 70
4.3 Analysis of LTI Systems 76
4.4 LTI Systems Described by Differential Equations 76
4.5 The Impulse Response of LTI Systems 81
4.6 System Stability 85
4.7 Application-Oriented Examples 86
Problems 89
5 DISCRETE- TIME SYSTEMS 96
5.0 Scope and Objectives 96
5.1 Discrete-Time Operators 96
5.2 System Classification 97
5.3 Digital Filters 101
5.4 Digital Filters Described by Difference Equations 103
5.5 Impulse Response of Digital Filters 111
5.6 Stability of Discrete-Time LTI Systems 115
5.7 Connections: System Representation in Various Forms 116
5.8 Application-Oriented Examples 117
Problems 121
6 CONTI NUOUS CONVOLUTION 130
6.0 Scope and Objectives 130
6.1 Introduction 130
6.2 Convolution of Some Common Signals 133
6.3 Some Properties of Convolution 135
6.4 Convolution by Ranges (Graphical Convolution) 138
6.5 Stability and Causality 144
6.6 The Response to Periodic Inputs 146
6.7 Periodic Convolution 150
6.8 Connections: Convolution and Transform Methods 151
6.9 Convolution Properties Based on Moments 153
6.10 Correlation 156
Problems 160
7 DISCRETE CONVOLUTION 169
7.0 Scope and Objectives 169
7.1 Discrete Convolution 169
7.2 Convolution Properties 171
7.3 Convolution of Finite Sequences 172
7.4 Stability and Causality of LTI Systems 177
7.5 System Response to Periodic Inputs 178
Contents vii
7.6 Periodic Convolution 180
7.7 Connections: Discrete Convolution and Transform Methods 183
7.8 Deconvolution 185
7.9 Discrete Correlation 187
Problems 189
8 FOURIER SERIES 197
8.0 Scope and Objectives 197
8.1 Fourier Series: A First Look 197
8.2 Simplifications Through Signal Symmetry 201
8.3 Parseval's Relation and the Power in Periodic Signals 205
8.4 The Spectrum of Periodic Signals 207
8.5 Properties of Fourier Series 210
8.6 Signal Reconstruction and the Gibbs Effect 216
8.7 System Response to Periodic Inputs 221
8.8 Application-Oriented Examples 224
8.9 The Dirichlet Kernel and the Gibbs Effect ' 226
8.10 The Fourier Series, Orthogonality, and Least Squares 230
8.11 Existence, Convergence, and Uniqueness 232
8.12 A Historical Perspective 234
Problems 238
9 THE FOURIER TRANSFORM 248
9.0 Scope and Objectives 248
9.1 Introduction 248
9.2 Fourier Transform Pairs and Properties 252
9.3 System Analysis Using the Fourier Transform 271
9.4 Frequency Response of Filters 275
9.5 Energy and Power Spectral Density 282
9.6 Time-Bandwidth Measures 284
Problems 289
10 MODULATION 300
10.0 Scope and Objectives 300
10.1 Amplitude Modulation 300
10.2 Single-Sideband AM 310
10.3 Angle Modulation 312
10.4 Wideband Angle Modulation 316
10.5 Demodulation of FM Signals 319
10.6 The Hubert Transform 321
Problems 326
11 THE LAPLACE TRANSFORM 330
11.0 Scope and Objectives 330
11.1 The Laplace Transform 330
viii Contents
11.2 Properties of the Laplace Transform 332
11.3 Poles and Zeros of the Transfer Function 339
11.4 The Inverse Laplace Transform 340
11.5 The ^Plane and BIBO Stability 344
11.6 The Laplace Transform and System Analysis 347
11.7 Connections 358
Problems 360
12 APPLICATIONS OF THE LAPLACE TRANSFORM 367
12.0 Scope and Objectives 367
12.1 Frequency Response 367
12.2 Minimum-Phase Filters 369
12.3 Bode Plots 370
12.4 Performance Measures 378
12.5 Feedback 382
12.6 Application of Feedback: The Phase-Locked Loop 387
Problems 390
13 ANALOG FILTERS 398
13.0 Scope and Objectives 398
13.1 Introduction 398
13.2 The Design Process 402
13.3 The Butterworth Filter 403
13.4 The Chebyshev Approximation 412
13.5 The Inverse Chebyshev Approximation 421
13.6 The Elliptic Approximation 427
13.7 The Bessel Approximation 432
Problems 440
14 SAMPLING AND QUANTIZATION 446
14.0 Scope and Objectives 446
14.1 Ideal Sampling 446
14.2 Sampling, Interpolation, and Signal Recovery 456
14.3 Quantization 460
14.4 Digital Processing of Analog Signals 465
14.5 Compact Disc Digital Audio 470
14.6 Dynamic Range Processors 472
Problems 475
15 THE DISCRETE- TIME FOURIER TRANSFORM 482
15.0 Scope and Objectives 482
15.1 The Discrete-Time Fourier Transform 482
15.2 Connections: The DTFT and the Fourier Transform 483
15.3 Properties of the DTFT 487
Contents ix
15.4 The Transfer Function 494
15.5 System Analysis Using the DTFT 499
15.6 Connections 501
15.7 Ideal Filters 504
15.8 Some Traditional and Non-traditional Filters 509
15.9 Frequency Response of Discrete Algorithms 512
15.10 Oversampling and Sampling Rate Conversion 515
Problems 520
16 THE DFT AND FFT 535
16.0 Scope and Objectives 535
16.1 Introduction 535
16.2 Properties of the DFT 536
16.3 Connections 542
16.4 Approximating the DTFT by the DFT 544
16.5 The DFT of Periodic Signals 546
16.6 The DFT of Nonperiodic Signals 552
16.7 Spectral Smoothing by Time Windows 555
16.8 Applications in Signal Processing 563
16.9 Spectrum Estimation 566
16.10 Matrix Formulation of the DFT and IDFT 569
16.11 The FFT 571
16.12 Why Equal Lengths for the DFT and IDFT? 577
Problems 581
17 THE z - TRANSFORM 592
17.0 Scope and Objectives 592
17.1 The Two-Sided z-Transform 592
17.2 Properties of the z-Transform 596
17.3 Poles, Zeros, and the z-Plane 600
17.4 The Transfer Function 602
17.5 The Inverse z-Transform 605
17.6 The One-Sided z-Transform 613
17.7 The z-Transform and System Analysis 618
17.8 Frequency Response 621
17.9 Connections 624
Problems 625
18 APPLICATIONS OF THE z- TRANSFORM 637
18.0 Scope and Objectives 637
18.1 Transfer Function Realization 637
18.2 Interconnected Systems 640
18.3 Minimum-Phase Systems 642
18.4 The Frequency Response: A Graphical Interpretation 645
X Contents
18.5 Application-Oriented Examples 649
18.6 Allpass Filters 658
18.7 Application-Oriented Examples: Digital Audio Effects 660
Problems 664
19 HR DIGITAL FILTERS 673
19.0 Scope and Objectives 673
19.1 Introduction 673
19.2 HR Filter Design 674
19.3 Response Matching 676
19.4 The Matched z-Transform for Factored Forms 684
19.5 Mappings from Discrete Algorithms 685
19.6 The Bilinear Transformation 691
19.7 Spectral Transformations for HR Filters 694
19.8 Design Recipe for HR Filters 703
Problems 707
20 FIR DIGITAL FILTERS 715
20.0 Scope and Objectives 715
20.1 Symmetrie Sequences and Linear Phase 715
20.2 Window-Based Design 720
20.3 Half-Band FIR Filters 733
20.4 FIR Filter Design by Frequency Sampling 736
20.5 Design of Optimal Linear-Phase FIR Filters 740
20.6 Application: Multistage Interpolation and Decimation 744
20.7 Maximally Fiat FIR Filters 748
20.8 FIR Differentiators and Hubert Transformers 749
20.9 Least Squares and Adaptive Signal Processing 751
Problems 754
21 MATLAB EXAMPLES 762
21.0 Introduction 762
21.1 The ADSP Toolbox and Its Installation 762
21.2 MATLAB Tips and Pointers 763
21.3 Graphical User Interface Programs 765
21.4 The ADSP Toolbox 766
21.5 Examples of MATLAB Code 769
REFERENCES 798
INDEX 801