Digital Signal Filtering, Analysis and Restoration
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Aiming to give an introduction to the basic theory of digital signal processing and analysis, this book starts by providing the theoretical background and principal methods for one-dimensional signals before building to more complex signals.
Inspec keywords: data analysis; Fourier transforms; discrete time systems; filtering theory; correlation methods; spectral analysis
Other keywords: signal restoration; image technology; software packages; discrete-time systems; spectral analysis approach; multidimensional signals; software programs; digital signal filtering; nonlinear processing; neural networks; correlation approach; data analysis; discrete transforms
Subjects: Integral transforms; Integral transforms; Filtering methods in signal processing; Signal processing theory
- Book DOI: 10.1049/PBTE044E
- Chapter DOI: 10.1049/PBTE044E
- ISBN : 9780852967607
- e-ISBN: 9781849191821
- Page count: 424
- Format: PDF
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Front Matter
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1 Properties of discrete and digital methods of signal processing
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The continuous signal is a piecewise continuous function f(x) of a continuous variable x that mainly has the physical meaning of time but can also be a space distance or other physical quantity. The physical quantity expressed by the signal values (e.g. electrical voltage) has for the most part no significance in our discussions. Note: often such signals are called continuous-time signals but obviously this is less general, although perhaps more precise in the particu lar sense of common signals. The discrete signal is an ordered sequence of values f =f(i) which is a function of the integer-valued variable index, i. From a theoretical point of view, the origin of the sequence is irrelevant; most frequently it is a series of some measurement values.
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2 Discrete signals and systems
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Let us repeat that we understand a continuous, one-dimensional signal to be a piecewise continuous real or complex function of one continuous real variable, /. Usually the dimensionality will not be emphasised as, with the exception of Chapter 14, we will deal exclusively with one-dimensional signals. Note that the number of independent variables is not, in principle, limited; we can have two, three or multidimensional signals. Signals that are continuous (according to our definition) are also called analogue signals as they can be represented by time courses of physical ('analogue') variables (t then specifically means time).
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3 Discrete linear transforms
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The spectrum as defined by the integral Fourier transform for continuous signals does not exist for discrete signals. This chapter introduced the notion of quasicontinuous signals, in Section 2.1, which enable us to generalise the definition of the transform even to the discrete signals interpreted as limit cases of certain continuous signals. The relation (2.7) then gives the sampled-signal spectrum as an infinite sum of mutually shifted replicas of the original continuous signal spectrum.
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4 Stochastic processes and their characteristics
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So far we have worked with the notion of deterministic signals characterised by certain known functions of an independent variable, usually of time; hence, in the discrete version, fιη =f(t), t € {tιη = mT, m integer}. Nevertheless, in tech nical practice it is usually only meaningful to analyse signals, the values of which are not known ahead of time, as is obviously the case with received tele communication signals, with sequences of measured data etc. It is useful to con sider such signals as being stochastic, that is to take every processed signal as a concrete realisation of a stochastic process.
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5 Linear filtering of signals and principles of filter design
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Filtering is usually formulated as a type of process that selects certain components out of a mixture of signals and suppresses other components. More generally, filtering can be understood as a means of changing the properties of individual components, e.g. their relative magnitudes and the mutual time or phase relations in the resulting signal. The components of the processed signals are commonly understood or formulated in the frequency domain they are then harmonic components the amplitudes and initial phases of which are modified by the filtering. The effect of a filter is thus expressed by two frequency characteristics: amplitude frequency response, and phase frequency response. As the filters under discussion are discrete, their characteristics are periodic and it is sufficient to define them only in the frequency range (0, ωs/2) where ωs is the angular sampling frequency. A special type of filters are the band filters which ideally have unit amplitude transfer in frequency passbands and zero transfer in stopbands; the transitions between both types of band should ideally be of zero width. Ideal characteristics of basic kinds of band filters are depicted in Figure 5.1 (the missing type band stop would be the reverse of a bandpass filter). The responses of realisable filters only approximately approach the ideal responses. The flatness of the characteristics inside the bands and the steepness of the continuous transitions between the stop and passbands serve as quality criteria of the filter. Apart from the design method, they can be influenced primarily by the degree of complexity of the filter.
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6 Signal enhancement by averaging
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In practice, it is frequently the case that a signal of limited duration is repeated in time several or many times, always after a certain- not necessarily- constant period; such a signal is called a repetitive signal. We utilise the fact that, for every time instant tl from the beginning of the finite useful signal, there exist more measurements of the corrupted signal values. While the signal component value is identical in all the measurements, the noise assumes different values and, if it is generated by a stationary stochastic process with a zero mean, it will tend to disappear in the calculated average of all the measurements. The signal value, on the contrary, naturally remains untouched by the averaging. Such measurements and calculations should be done independently in parallel for a set of time instants tl, l = 0, 1,... N - 1, separated by a suitably selected sampling period T, thus providing estimates of sampled signal values. In this way by cumulating more measurements it is possible to improve the signal to noise ratio (SNR) for repetitive signals; therefore, the approach is also known as the group of cumulating methods.
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7 Complex signals and their applications
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Signals in their classical analogue form, represented by a suitable physical quantity, e.g. by electrical voltage at a certain point of a circuit, naturally acquire only real values in every time instant. Two such voltages would be needed to represent a signal, the values of which could be complex; nevertheless, to construct reliable circuits maintaining the proper relationship between the component signals would be extremely difficult. On the other hand, digital representation enables us to represent simply signals with samples of complex value such signals will be called complex signals. Subsequently, advanced methods using complex signals can be conceived that would not be feasible with analogue signal representation.
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8 Correlation analysis
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Correlation and covariance are quantities characterising relationships among stochastic variables; correlation and covariance functions then describe relationships inside or among stochastic processes, as we saw in Section 4.2. The present chapter will show properties of these functions and possibilities for their estimation based on received signals or measured data. Also, some important application areas for correlation analysis will be briefly described. Correlation analysis always investigates a relationship between two stochastic variables, however many such couples may be analysed at one time, if passing from one couple to another can be expressed by suitable variable parameters, and if a functional rule can describe the corresponding change in the degree of correlation. This is the way to correlation and covariance functions.
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9 Spectral analysis
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Spectral (or frequency) analysis generally serves to describe a signal in terms of its components in the frequency domain. We shall deal in this chapter only with spectra in the sense of the Fourier transform; thus, we will have in mind harmonic components of different frequencies and unlimited duration. If we can find the description of a signal in the frequency domain, i.e. magnitudes and possibly even mutual phase (or time) shifts of its harmonic components, we can make certain conclusions about the character of the signal. This may enable us to classify or to recognise the signal, to use the information to design a suitable communication channel or archiving medium for such a signal or to consider restricting information about less important components in order to compress the data describing the signal. Applications of spectral analysis are very broad; we shall meet some illustrative examples in this and further chapters. More detailed information on concrete applications, such as in the area of speech recognition, nondestructive testing in different technical fields, biomedical diagnostic applications, multimedia signal processing, telecommunications etc. can be found in specialised literature.
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10 Inverse filtering and restoration of signals in noise
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One of the fundamental problems of signal processing is the restoration of an unknown signal. Restoration is based on a distorted version of the original signal mixed with noise; deterioration may originate due to passing through a distorting and noisy system (e.g. a communication channel). We will try to recover the original signal form from its measured (observed, received) deteriorated version on the basis of some knowledge of the properties (or mechanism) of deterioration. In the previous chapters, we have dealt with the question of how the signal will be changed by passing through a system. Now we are going to solve the inverse problem of finding the input, based on knowledge of the output, in the more general case also influenced by noise interference.
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11 Adaptive filtering and identification
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In the previous chapter, when designing restoration filters which should provide optimal estimates of original signals based on their observed noisy and distorted versions, we used explicit information obtained by a priori identification of signal-source properties. Alternatively, the stationary signal-source parameters could also be estimated from the signal itself providing that a suitable signal-generation model has been introduced. Consequently, it is possible to design an optimal or suboptimal restoration system; in the case of stationary processes, the system is, or aims at, a time-invariant filter, such as the classical Wiener filter. Nevertheless, if the filter is to work in an unknown environment (either because the identification is impossible or the environment is time varying in an unpredictable way), it must be capable of adapting to such a situation. We shall therefore deal in this chapter with adaptive filters that are able to learn from a given environment, i.e. they are capable of providing the necessary information estimates of the needed quantities in the course of their work, with out any a priori information. It is then possible to expect that such filters will be able to react (with a certain delay) even to changes in environmental properties and thus to also process signals generated by nonstationary processes. Adaptive filters can be designed as filters with infinite or finite impulse response. General recursive filters (ARMA-type filters) promise naturally, in principle, better estimates. Their basic disadvantage is that they may become unstable in the course of adaptation; thus, complicated precautions in the adaptation mechanisms are needed to prevent parameter-adjustment leading to instability. We shall therefore limit ourselves in this book to common nonrecursive FIR adaptive filters (e.g. MA type) which are always stable.
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12 Nonlinear filtering
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The linear methods that we have mainly dealt with so far are still the primary means of signal processing. Nonlinear methods and systems, on the contrary, are delineated only negatively by invalidity of the superposition principle; therefore, they are all the methods and systems which remain after separating out the linear methods.
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13 Signal processing by neural networks
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Neural networks are a relatively new means of data processing. Interpreted in this way, it can be said that a neural network realises a mapping from an input vector space into the output vector space.In this chapter attention is given primarily on neural-network applications as signal processors, when the input and output vectors represent the relevant signals. Another, perhaps more frequent use is their application as classifiers then the input vector represents a section of a signal or image and the output indicates to which class the section belongs. Further, it is possible to utilise the ability of some networks to solve optimisation problems; they can be used for signal restoration with respect to chosen criteria.
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14 Multidimensional signals
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The purpose of this section is to outline a generalised version of the theory that we have used so far in this book for the field of signals dependent on more than just a single variable. We shall define a multidimensional continuous signal as a scalar function of a continuous vector argument f(x). where the physical meaning of the function value and of the components of x is arbitrary. Probably the most common example of a multidimensional signal is a static greyscale plane image, which is described by the brightness (or reflectivity) function of two space coordinates, f(x, y). Examples of three-dimensional signals are a time-variable image f(x, y, t) or tomographic space-image data f(x, y, z). In advanced tomography, four-dimensional time-dependent space image data f(x, y, z, t) is already dealt with. Contemporary computing technology enables the practical solution of many problems relating to multi dimensional signals in spite of the enormous computational and memory requirements which follow from such tasks. We shall illustrate the discussion by some simple examples of this kind. It may be expected that future developments will make it possible to process and analyse multidimensional signals by highly sophisticated methods that would be capable of utilising complex inner relationships among elements and components of such signals, although their practical applications are currently rather hypothetical.
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Back Matter
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