Digital Signal Processing Reference
In-Depth Information
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Figure 1.5 Fourier power spectrum s ð k Þð 1 : 17 Þ
where W ¼ e j 2 = N . In general g k is a complex quantity. However, we restrict our
interest to the power spectrum of the signal y k , a real non-negative quantity given by
2
s k ¼ g k g k ¼j g k j
;
ð 1
:
17 Þ
where ðÞ represents the complex conjugate and jj represents the absolute value
(Figure 1.5). The series S N , given by
S N ¼
f
s 1 ; ...; s N
g;
ð 1
:
18 Þ
is another way of representing the signal. Even though the signal in the power
spectral domain is very convenient to handle, other considerations such as resolu-
tion, limit its use for online application. Also, in this representation, the phase
information of the signal is lost.
To preserve the total information, the complex quantity g k is represented as an
ordered pair of time series, one representing the in-phase component and the other
representing the quadrature component:
f g k g¼f g i k j f g k g:
1.4.2 Parametric Representation
In a parametric representation the signal y k is modelled as the output of a linear
system which may be an all-pole or a pole-zero system [2]. The input is assumed to
be white noise, but this input to the system is not accessible and is only conceptual
in nature. Let the system under consideration be
x k ¼ X
a i x k i þ X
p
q 1
b j þ 1 k j ;
ð 1
:
19 Þ
i ¼ 1
j ¼ 0
y k ¼ x k þ noise
;
ð 1
:
20 Þ
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