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The
Digital Signal
Processing
Handbook
SECOND EDITION
EDITOR-IN-CHIEF
Vijay K. Madisetti
CRC Press
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742
This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been made to
publish reliable data and information, but the author and publisher cannot assume responsibility for the validity of all materials
or the consequences of their use. The authors and publishers have attempted to trace the copyright holders of all material repro-
duced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any
copyright material has not been acknowledged please write and let us know so we may rectify in any future reprint.
Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmitted, or utilized in any
form by any electronic, mechanical, or other means, now known or hereafter invented, including photocopying, microfilming,
and recording, or in any information storage or retrieval system, without written permission from the publishers.
For permission to photocopy or use material electronically from this work, please access www.copyright.com (http://www.copy-
right.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400.
CCC is a not-for-profit organization that provides licenses and registration for a variety of users. For organizations that have been
granted a photocopy license by the CCC, a separate system of payment has been arranged.
Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identifica-
tion and explanation without intent to infringe.
Wireless, networking, radar, sensor array processing, and nonlinear signal processing / Vijay K. Madisetti.
p. cm.
“Second edition of the DSP Handbook has been divided into three parts.”
Includes bibliographical references and index.
ISBN 978-1-4200-4604-5 (alk. paper)
1. Signal processing--Digital techniques. 2. Wireless communication systems. 3. Array processors. 4.
Computer networks. 5. Radar. I. Madisetti, V. (Vijay) II. Digital signal processing handbook. III. Title.
TK5102.9.W555 2009
621.382’2--dc22 2009022597
Preface ................................................................................................................................................... ix
Editor ..................................................................................................................................................... xi
Contributors ...................................................................................................................................... xiii
v
vi Contents
Digital signal processing (DSP) is concerned with the theoretical and practical aspects of representing
information-bearing signals in a digital form and with using computers, special-purpose hardware and
software, or similar platforms to extract information, process it, or transform it in useful ways. Areas
where DSP has made a significant impact include telecommunications, wireless and mobile communi-
cations, multimedia applications, user interfaces, medical technology, digital entertainment, radar and
sonar, seismic signal processing, and remote sensing, to name just a few.
Given the widespread use of DSP, a need developed for an authoritative reference, written by the top
experts in the world, that would provide information on both theoretical and practical aspects in a
manner that was suitable for a broad audience—ranging from professionals in electrical engineering,
computer science, and related engineering and scientific professions to managers involved in technical
marketing, and to graduate students and scholars in the field. Given the abundance of basic and
introductory texts on DSP, it was important to focus on topics that were useful to engineers and scholars
without overemphasizing those topics that were already widely accessible. In short, the DSP handbook
was created to be relevant to the needs of the engineering community.
A task of this magnitude could only be possible through the cooperation of some of the foremost DSP
researchers and practitioners. That collaboration, over 10 years ago, produced the first edition of the
successful DSP handbook that contained a comprehensive range of DSP topics presented with a clarity of
vision and a depth of coverage to inform, educate, and guide the reader. Indeed, many of the chapters,
written by leaders in their field, have guided readers through a unique vision and perception garnered by
the authors through years of experience.
The second edition of the DSP handbook consists of Digital Signal Processing Fundamentals; Video,
Speech, and Audio Signal Processing and Associated Standards; and Wireless, Networking, Radar, Sensor
Array Processing, and Nonlinear Signal Processing to ensure that each part is dealt with in adequate detail,
and that each part is then able to develop its own individual identity and role in terms of its educational
mission and audience. I expect each part to be frequently updated with chapters that reflect the changes
and new developments in the technology and in the field. The distribution model for the DSP handbook
also reflects the increasing need by professionals to access content in electronic form anywhere and at
anytime.
Wireless, Networking, Radar, Sensor Array Processing, and Nonlinear Signal Processing, as the name
implies, provides a comprehensive coverage of the foundations of signal processing related to wireless,
radar, space–time coding, and mobile communications, together with associated applications to network-
ing, storage, and communications.
This book needs to be continuously updated to include newer aspects of these technologies, and I look
forward to suggestions on how this handbook can be improved to serve you better.
ix
x Preface
MATLAB1 is a registered trademark of The MathWorks, Inc. For product information, please
contact:
The MathWorks, Inc.
3 Apple Hill Drive
Natick, MA 01760-2098 USA
Tel: 508 647 7000
Fax: 508-647-7001
E-mail: info@mathworks.com
Web: www.mathworks.com
Editor
xi
Contributors
xiii
xiv Contributors
G. N. Prezerakos Weifeng Su
Department of Electrical and Computer Department of Electrical Engineering
Engineering State University of New York at Buffalo
National Technical University of Athens Buffalo, New York
Athens, Greece
and Barry Van Veen
Department of Electrical and Computer
Technological Education Institute of Piraeus Engineering
Athens, Greece University of Wisconsin
Madison, Wisconsin
Javier Ramos
Department of Signal Processing Mats Viberg
and Communications Department of Signal and Systems
Universidad Rey Juan Carlos Chalmers University of Technology
Madrid, Spain Goteborg, Sweden
Contributors xvii
Hong Wang Q. Wu
Department of Electrical and Computer CELWAVE
Engineering Claremont, North Carolina
Syracuse University
Syracuse, New York Yiyan Wu
Communications Research Centre
Xianbin Wang Ottawa, Ontario, Canada
Department of Electrical and Computer
Engineering D. A. Zarbouti
University of Western Ontario Department of Electrical and Computer
London, Ontario, Canada Engineering
National Technical University of Athens
Douglas B. Williams Athens, Greece
School of Electrical and Computer Engineering
Georgia Institute of Technology Wei Zhang
Atlanta, Georgia School of Electrical and Computer Engineering
Georgia Institute of Technology
Mark Woh Atlanta, Georgia
Advanced Computer Architecture Laboratory
University of Michigan at Ann Arbor G. Tong Zhou
Ann Arbor, Michigan Department of Electrical and Computer
Engineering
M. Wong Georgia Institute of Technology
Department of Electrical and Computer Atlanta, Georgia
Engineering
McMaster University Michael D. Zoltowski
Hamilton, Ontario, Canada School of Electrical and Computer Engineering
Purdue University
Gregory W. Wornell West Lafayette, Indiana
Department of Electrical Engineering
and Computer Science
Massachusetts Institute of Technology
Cambridge, Massachusetts
I
Sensor Array Processing
Mostafa Kaveh
University of Minnesota
1 Complex Random Variables and Stochastic Processes Daniel R. Fuhrmann ............. 1-1
Introduction . Complex Envelope Representations of Real Bandpass Stochastic
Processes . The Multivariate Complex Gaussian Density Function . Related Distributions .
Conclusion . References
2 Beamforming Techniques for Spatial Filtering Barry Van Veen
and Kevin M. Buckley .................................................................................................................... 2-1
Introduction . Basic Terminology and Concepts . Data-Independent Beamforming .
Statistically Optimum Beamforming . Adaptive Algorithms for Beamforming . Interference
Cancellation and Partially Adaptive Beamforming . Summary . Defining Terms .
References . Further Readings
3 Subspace-Based Direction-Finding Methods Egemen Gönen and Jerry M. Mendel .... 3-1
Introduction . Formulation of the Problem . Second-Order Statistics-Based Methods .
I-1
I-2 Wireless, Networking, Radar, Sensor Array Processing, and Nonlinear Signal Processing
Acknowledgments . References
11 Peak-to-Average Power Ratio Reduction Robert J. Baxley and G. Tong Zhou .......... 11-1
Introduction . PAR . Nonlinear Peak-Limited Channels . Digital Predistortion .
A
SENSOR ARRAY SYSTEM CONSISTS OF a number of spatially distributed elements, such as
dipoles, hydrophones, geophones or microphones, followed by receivers and a processor. The
array samples propagate wavefields in time and space. The receivers and the processor vary
in mode of implementation and complexity according to the types of signals encountered, the desired
operation, and the adaptability of the array. For example, the array may be narrowband or wideband
and the processor may be for determining the directions of the sources of signals or for beamforming to
reject interfering signals and to enhance the quality of the desired signal in a communication system. The
broad range of applications and the multifaceted nature of technical challenges for modern array signal
processing have provided a fertile ground for contributions by and collaborations among researchers
and practitioners from many disciplines, particularly those from the signal processing, statistics, and
numerical linear algebra communities.
The following chapters present a sampling of the latest theory, algorithms, and applications related to
array signal processing. The range of topics and algorithms include some which have been in use for
more than a decade as well as some which are results of active current research. The sections on
applications give examples of current areas of significant research and development.
Modern array signal processing often requires the use of the formalism of complex variables in
modeling received signals and noise. Chapter 1 provides an introduction to complex random processes
which are useful for bandpass communication systems and arrays. A classical use for arrays of sensors is
to exploit the differences in the location (direction) of sources of transmitted signals to perform spatial
filtering. Such techniques are reviewed in Chapter 2.
Another common use of arrays is the estimation of informative parameters about the wavefields
impinging on the sensors. The most common parameter of interest is the direction of arrival (DOA) of a
wave. Subspace techniques have been advanced as a means of estimating the DOAs of sources, which are
very close to each other, with high accuracy. The large number of developments in such techniques is
reflected in the topics covered in Chapters 3 through 7. Chapter 3 gives a general overview of subspace
processing for direction finding, while Chapter 4 discusses a particular type of subspace algorithm that is
extended to sensing of azimuth and elevation angles with planar arrays. Most estimators assume
Sensor Array Processing I-3
knowledge of the needed statistical characteristics of the measurement noise. This requirement is relaxed
in the approach given in Chapter 5. Chapter 6 extends the capabilities of traditional sensors to those
which can measure the complete electric and magnetic field components and provides estimators which
exploit such information. When signal sources move, or when computational requirements for real-time
processing prohibit batch estimation of the subspaces, computationally efficient adaptive subspace
updating techniques are called for. Chapter 7 presents many of the recent techniques that have been
developed for this purpose. Before subspace methods are used for estimating the parameters of the waves
received by an array, it is necessary to determine the number of sources which generate the waves. This
aspect of the problem, often termed detection, is discussed in Chapter 8.
An important area of application for arrays is in the field of communications, particularly as it pertains
to emerging mobile and cellular systems. Chapter 9 gives an overview of a number of techniques for
improving the reception of signals in mobile systems, while Chapter 10 considers problems that arise in
beamforming in the presence of multipath signals—a common occurrence in mobile communications.
Chapter 12 discusses radar systems that employ sensor arrays, thereby providing the opportunity for
space–time signal processing for improved resolution and target detection.
1
Complex Random
Variables and
Stochastic Processes
1.1 Introduction........................................................................................... 1-1
1.2 Complex Envelope Representations of Real
Bandpass Stochastic Processes .......................................................... 1-3
Representations of Deterministic Signals . Finite-Energy
Second-Order Stochastic Processes . Second-Order Complex
Stochastic Processes . Complex Representations of
Finite-Energy Second-Order Stochastic Processes . Finite-Power
Stochastic Processes . Complex Wide-Sense-Stationary
Processes . Complex Representations of Real
Wide-Sense-Stationary Signals
1.3 The Multivariate Complex Gaussian Density Function............ 1-12
1.4 Related Distributions ......................................................................... 1-16
Complex Chi-Squared Distribution . Complex F-Distribution .
1.1 Introduction
Much of modern digital signal processing is concerned with the extraction of information from signals
which are noisy, or which behave randomly while still revealing some attribute or parameter of a system
or environment under observation. The term in popular use now for this kind of computation is
‘‘statistical signal processing,’’ and much of this handbook is devoted to this very subject. Statistical
signal processing is classical statistical inference applied to problems of interest to electrical engineers,
with the added twist that answers are often required in ‘‘real time,’’ perhaps seconds or less. Thus,
computational algorithms are often studied hand-in-hand with statistics.
One thing that separates the phenomena electrical engineers study from that of agronomists, econo-
mists, or biologists, is that the data they process are very often complex; that is, the datap
points
ffiffiffiffiffiffiffi come in
pairs of the form x þ jy, where x is called the real part, y the imaginary part, and j ¼ 1. Complex
numbers are entirely a human intellectual creation: there are no complex physical measurable quantities
such as time, voltage, current, money, employment, crop yield, drug efficacy, or anything else. However,
it is possible to attribute to physical phenomena an underlying mathematical model that associates
complex causes with real results. Paradoxically, the introduction of a complex-number-based theory can
often simplify mathematical models.
1-1
1-2 Wireless, Networking, Radar, Sensor Array Processing, and Nonlinear Signal Processing
Beyond their use in the development of analytical models, complex numbers often appear as actual
data in some information processing systems. For representation and computation purposes, a complex
number is nothing more than an ordered pair of real numbers. One just mentally attaches the ‘‘j’’ to one
of the two numbers, then carries out the arithmetic or signal processing that this interpretation of
the data implies.
One of the most well-known systems in electrical engineering that generates complex data from real
measurements is the quadrature, or IQ, demodulator, shown in Figure 1.1. The theory behind this system
is as follows. A real bandpass signal, with bandwidth small compared to its center frequency, has the form
where
vc is the center frequency
A(t) and f(t) are the amplitude and angle modulation, respectively
By viewing A(t) and f(t) together as the polar coordinates for a complex function g(t), i.e.,
we imagine that there is an underlying ‘‘complex modulation’’ driving the generation of s(t), and thus
Again, s(t) is physically measurable, while g(t) is a mathematical creation. However, the introduction of
g(t) does much to simplify and unify the theory of bandpass communication. It is often the case that
information to be transmitted via an electronic communication channel can be mapped directly into the
magnitude and phase, or the real and imaginary parts, of g(t). Likewise, it is possible to demodulate s(t),
and thus ‘‘retrieve’’ the complex function g(t) and the information it represents. This is the purpose of the
quadrature demodulator shown in Figure 1.1. In Section 1.2, we will examine in some detail the operation
of this demodulator, but for now note that it has one real input and two real outputs, which are
interpreted as the real and imaginary parts of an information-bearing complex signal.
Any application of statistical inference requires the development of a probabilistic model for the
received or measured data. This means that we imagine the data to be a ‘‘realization’’ of a multivariate
random variable, or a stochastic process, which is governed by some underlying probability space of
which we have incomplete knowledge. Thus, the purpose of this section is to give an introduction to
probabilistic models for complex data. The topics covered are second-order stochastic processes and their
s(t) x(t)
LPF
2 cos ωc t
y(t)
LPF
–2 sin ωc t
Dinner.
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Consommé Chatelaine, 128.
Thon, 282. Celery, 290.
Red-snapper, Egg sauce, 352, 161.
Coquilles of Sweetbreads à la Dreux, 621.
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Lamb en Brochette à la Dumas, 674.
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Calf’s-head à la Cavour, 638.
Stuffed Cabbage, 919.
Potato Salad, 1073.
Charlotte au Café, 1262.
Dinner.
Clams, 300.
Chicken à la Portugaise, 66.
Watercress, 1072. Sardines, 283.
Sheep’s-head, maître d’hôtel, 329.
Salmi of Ducks, with Turnips, 826.
Spaghetti Napolitaine, 959.
Tenderloin, Piqué à la Florentine, 506.
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Sunday, December —.
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Broiled Frogs, maître d’hôtel, 398.
Broiled Beefsteak à la Béarnaise, 492.
Stewed Tomatoes, 1027.
Buckwheat Cakes, 1183.
Luncheon.
Smelts, Toulouse, 354.
Blanquette of Veal, with Peas, 551.
Chicken Salad, 1044.
Mince Pie, 1082.
Dinner.
Blue Point Oysters, 298.
Cream of Asparagus, 70.
Radishes, 292. Celery, 290.
Bass à la Chambord, 343.
Chicken Fricassé à la Reine, 780.
Brussels Sprouts, 922.
Broiled Tenderloin aux Gourmets, 508.
Stuffed Egg-plant, 909.
Punch en Surprise, 1309.
Roast Grouse à la Sam Ward, 853.
Chicory Salad, 1045.
Diplomatic Pudding, 1129.
Strachino Cheese.
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Potatoes, Julienne, 1013.
Apple Fritters, 1191.
Luncheon.
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Stewed Lamb aux Flageolets, 707.
Oyster-plant, Poulette, 1019.
Rice and Apples à la Czar, 1173.
Dinner.
East River Oysters, 298.
Consommé Garibaldi, 112.
Olives. Mortadella, 287.
Codfish, Oyster sauce, 352.
Leg of Mutton, Bretonne, 650.
Onions, with Cream, 968.
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Roast Beef, 527.
Escarole Salad, 1055.
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Coffee, 1349.
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Breakfast.
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Fried Soft-shelled Crabs, 368.
Tripe à la Lyonnaise, 548.
Saratoga Potatoes, 1011.
German Pancake, with Apples, 1189.
Luncheon.
Lobster à la Newburg, 359.
Breaded Veal Cutlets, Tomato sauce, 563.
French Peas.
Caviare on Toast, 281.
Cherry Tarts, 1111.
Dinner.
Small Rockaway Oysters, 298.
Bisque of Lobster, 10.
Celery, 290. Radishes, 292.
Matelote of Bass, 332.
Salmi of Grouse à la Walter Scott, 856.
Tenderloin of Beef, Piqué à la Sévigné, 520.
Stewed Tomatoes, 1027.
Roast Partridge sur Canapé, 843.
Lettuce Salad, 1059.
Neapolitan Ice-cream, 1292.
Small Méringues à la Ch. C. Delmonico, 1249.
Coffee, 1349.
RECIPES.
SOUPS.
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