Digital Signal Processing with Matlab Examples, Volume 3 by Jose Maria Giron-Sierra

By Jose Maria Giron-Sierra

This is the 3rd quantity in a trilogy on smooth sign Processing. the 3 books supply a concise exposition of sign processing subject matters, and a consultant to help person sensible exploration in line with MATLAB programs.

This ebook contains MATLAB codes to demonstrate all the major steps of the idea, supplying a self-contained consultant compatible for self sustaining examine. The code is embedded within the textual content, supporting readers to place into perform the information and strategies discussed.

The publication basically makes a speciality of clear out banks, wavelets, and pictures. whereas the Fourier rework is enough for periodic signs, wavelets are enhanced for different situations, akin to short-duration indications: bursts, spikes, tweets, lung sounds, and so on. either Fourier and wavelet transforms decompose signs into elements. additional, either also are invertible, so the unique signs may be recovered from their parts. Compressed sensing has emerged as a promising notion. one of many meant purposes is networked units or sensors, that are now turning into a fact; therefore, this subject is usually addressed. a range of experiments that display photograph denoising functions also are incorporated. within the curiosity of reader-friendliness, the longer courses were grouped in an appendix; extra, a moment appendix on optimization has been extra to complement the content material of the final chapter.

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13). Finally, Fig. 13 contains, from left to right, the two things to combine in the update step, prediction and measurement, and the final result. Notice that the result, which is the estimated state, has smaller variance. 9 0. 1 -0. 1 1 0 0. 1 -0. 1 0. 3 0 0. 1 0. 2 0. 3 x2 x2 Fig. 4 x2 x2 Fig. 3 x2 x2 x2 Fig. 88) Consequently, the zeros of the Kalman filter are placed on the poles of the observation noise. When it is desired that the Kalman filter rejects certain frequencies, it is opportune to raise these frequencies in the observation noise model.

Likewise, the ARMAX model could be interpreted as a Kalman filter. 5 Numerical Issues It was soon noticed, in the first aerospace applications of the Kalman filter, that the programs may suffer from numerical instability. Numerical errors may yield nonsymmetric or non positive definite covariance matrix P(n). One of the difficulties on first spacecrafts was the limited digital processing precision (15 bits arithmetics). Square root algorithms were introduced (Potter 1963) to get more precision with the same wordlength.

140) 42 1 Kalman Filter, Particle Filter and Other Bayesian Filters Fig. 21 Basic linear approximation using tangent y f(x) x0 x The approximation could be improved using a Taylor series, with higher order derivatives. Also, this approach can be generalized for n dimensions. So it is possible to write: f(x) ≈ f(x0 ) + ∂f(x) ∂x δx + x0 1 ∂ 2 f(x) 2 ∂x2 δ x2 + x0 1 ∂ 3 f(x) 3! ∂x3 δ x3 + . . 141) Suppose that δ x is a Gaussian variable with covariance P. It can be shown that the mean and covariance of f(x) are: μy ≈ f(x0 ) + 1 d 2 f(x) 2 dx2 Py ≈ F P F T + P + x0 1 d 4 f(x) 2 dx4 d 2 f(x) 1 2 × 4!

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