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Signal ModelingMotivation
Motivation 1: Efcient transmission/storage
2 1 1 0 1 0 1 0 1 2 1 0 0 5 10 15 time [n] 20 25 30 1 0 5 10 15 20 25 30 0 5 10 15 20 25 30 0 5 10 15 20 25 30
Direct: store all samples Coded: Model the signal, e.g., sum of sinusoids: Estimate the parameters of the signal,
Store the parameters instead of the original samples. Example: GSM speech coding, MP3 audio coding, JPEG image coding, 2
4 Signal Modeling
Motivation
Motivation 2: Interpolation/extrapolation
1
0.5
0
0
1
0.5
4 time [n]
10
10
15 time [n]
20
25
30
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Motivation
Extrapolation of Lena
Horizontal extrapolation:
(In fact, there are stationarity requirements that would prohibit this. . . ) 4
4 Signal Modeling September 19, 2011
Motivation
Example: ionospheric calibration Objects in field of view
see different ionospheric phase and gain Ionosphere
ionosphere phase screen (time varying)
station beamformers
LOFAR station
LOFAR station
x1 (t)
xJ (t)
The ionosphere causes small delays in the reception of signals that modify the apparent direction of astronomical sources. Low frequency radio telescopes can sample the ionosphere in the direction of calibration sources. For other directions, we rely on interpolation. A simple ionospheric model species correlations in phase delay distance between points:
as function of
4 Signal Modeling
Motivation
Example: Interpolation of correlated variables
that are correlated. Given a new sample , can we predict the corresponding ?
, and estimate
by minimizing
If we stack the measured samples in vectors and , then we obtain the estimate
(cf. the Wiener lter in Ch. 7.) This is the solution of the Least Squares problem
4 Signal Modeling
Motivation
Motivation 3: Filter design
N=20
N=20 0.2
1.2 1
|H()
10 n
15
20
25
30
0.5
0 /
0.5
The design depends on the lter model (FIR, IIR), lter order, error criteria, etc.
4 Signal Modeling
Signal models
Signal models
Stochastic:
white noise
Models for
%
$
ARMA(
):
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&
%
$ '
4 Signal Modeling
Signal models
Model identication
, nd the param-
observations. For stochastic signals, we will try to match the correlation sequences: .
computational complexity for parameter estimation model order selection error criterion for the approximation
4 Signal Modeling
). The model
Minimize the error depends on the denition of error, and the norm. Least squares:
!
The resulting
error signal
"
with
P P
5 6
$ '
5
6
$ #
.
Now
Techniques that are based on this: Pade Approximation, Pronys Method, Shanks Method.
11
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We have
How to nd
'
&
$ ' #
where
, and for
or :
&
#
$ '
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4 Signal Modeling
. . .
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'
..
..
.. ... ... .
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. . .
. . .
. . .
matrix equation: .
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4 Signal Modeling
The resulting model doesnt have to be stable Outside the used interval
. . .
. . .
. . .
.. ... .
. . .
. . .
"
If
is singular, then a solution does not always exist that matches all signal ,
, i.e., smaller
4 Signal Modeling
.)
$
to nd
..
$
$
, i.e.,
$
$ ' &
' &
! !
..
1 (
!
Prony: solve
In matrix form:
'
..
. . .
As before,
. . .
. . .
.. ... . .. .
( '
15
..
.. ... . .. .
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& !
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4 Signal Modeling
. . .
. . .
..
..
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.. ... . .. .
. . .
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. . .
1
(Now,
is not singular.
and
is positive (semi)denite by construction. We will see later that this makes (marginally) stable.
If
is singular, then this indicates that the lter order can be reduced. is known, we nd
After
This makes
Alternatively, we can nd the numerator by minimizing record. For the error criterion based on Shanks method switches back to
(i.e.,
"
17
4 Signal Modeling
otherwise
We will match
Ideal and truncated filter impulse response 0.4 0.2 0 0.2 ideal truncated
10 n
15
), ARMA lter (
).
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4 Signal Modeling
FIR lter (
):
ARMA lter (
(Use Matlab
otherwise gives
to nd the design) 19
4 Signal Modeling September 19, 2011
! " $ % #
The ARMA(5,5) lter gives a larger error outside the specied interval. Also, this lter is not linear phase (no symmetry).
20
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pi/4
pi/2
3pi/4
pi
The ARMA(5,5) lter does not have a good frequency response in the passband. 21
4 Signal Modeling
0.4 0.2 0
30 40 50 60 70
40 50 60 70 80 n Difference between ideal filter impulse response and Prony design p=q=5 0.2 0.1 0
10
20
30
0.1
pi/4
pi/2
3pi/4
pi
0.2
10
20
30
40 n
50
60
70
80
The ARMA(5,5) design using Pronys method is much better than the Pade approximation, since is designed to minimize the error over the entire domain
A specialistic design (elliptic lter of 5th order) can still be better, with full control over the passband error and stopband attenuation.
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4 Signal Modeling
with
%
and
are
6
6
The equation . . .
The entries of
$
1 1
can be written as
'
'
..
.
. . .
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$
$
'
&
$ $ $
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. . .
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..
.
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'
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'
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24
4 Signal Modeling
The orthogonality principle states, in general, that the error vector for the optimal is orthogonal to all the columns of , i.e., colspan
column span of
25
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&
&
1 6
1
1
'
& !
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. . .
as
'
&
'
..
. . .
. . .
. . .
'
or also as
&
&
where tions.
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All-pole modeling
Special case: all-pole modeling
If
In some cases, this is an accurate physical model (e.g., speech) Even if it is not a valid physical model, it is attractive because it leads to fast computational algorithms to nd (the Levinson algorithm)
&
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..
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..
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. . .
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4 Signal Modeling
All-pole modeling
The normal equations become (premultiply with ..
)
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..
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6
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$
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4 Signal Modeling
All-pole modeling
diagonals); it can be efciently inverted using the Levinson algorithm (later in Ch.5).
lags of the
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4 Signal Modeling
samples,
. What changes?
Here, the entire data set is used, and extended with zeros: . . .
..
. . . .
.. ..
..
. . .
. . .
. . .
:
We will have the same normal equations as before, but with a different . 31 . . .
'
. . .
'
6
$
$
. . .
. . .
. . .
September 19, 2011
6
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4 Signal Modeling
If we know that
and
. . .
dened as
'
'
$
$
&
. . .
. . .
. . .
. . .
'
'
Autocorrelation method
'
, where
'
. . .
"
. . .
%
"
'
33
4 Signal Modeling
, where
'
%
. . .
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"
%
. . .
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Thus,
. Set
, then
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%
Consider a communication channel with a known (estimated) transfer function At the receiver, we wish to equalize (invert) the channel using an equalizer
Further If
.
:
is not minimum-phase (has zeros outside the unit circle), causal inversion
35
4 Signal Modeling
of length
:
%
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Minimize
: .
%
%
!
!
The LS solution of this overdetermined system Also, the corresponding normal equations are . . . . . . . . .
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"
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. . . . . .
.. . .. . .. . .. .
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. . .
'
(
. . .
is
, or . . .
!
where matrix
and
. Because the
!
6
6
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