本书是美国麻省理工学院(MIT)知名教授奥本海姆的近年力作,是其在MIT开展了二十余年的Signals, Systems and Inference课程所涉及知识体系的拓展和延伸。本书详细阐述了确定性信号与系统的性质和表示形式,包括群延迟和状态空间模型的结构与行为;引入了相关函数和功率谱密度来描述和处理随机信号。本书涉及的应用实例包括脉冲幅度调制,基于观测器的反馈控制,*小均方误差估计下的*线性滤波器,以及匹配滤波器;强调了基于模型的推理方法,特别是针对状态估计、信号估计和信号检测的应用。本书融合并扩展了信号与系统时频域分析的基本素材和概率论知识,这些都是信号处理、控制、通信、金融工程、生物医学工程等工程和应用科学领域的基本分析方法。
關於作者:
Alan V. Oppenheim美国麻省理工学院(MIT)电气工程与计算机科学系教授,MIT电子学研究实验室(RLE)首席研究员,美国国家工程院院士,IEEE会士,研究领域为通用领域的信号处理及应用。曾因出色的科研和教学工作多次获奖,包括IEEE教育勋章、IEEE成立百年杰出贡献奖、IEEE在声学、语音和信号处理领域的社会与技术成就奖等。另著有Signals and Systems,Second Edition、Discrete-Time Signal Processing,Third Edition,其翻译版和影印版均由电子工业出版社出版。<BR>Alan V. Oppenheim美国麻省理工学院电气工程与计算机科学系Ford教授,MIT电子学研究实验室(RLE)首席研究员,美国国家工程院院士,IEEE会士,研究领域为通用领域的信号处理及应用。曾因出色的科研和教学工作多次获奖,包括IEEE教育勋章、IEEE成立百年杰出贡献奖、IEEE在声学、语音和信号处理领域的社会与技术成就奖等。另著有Signals and Systems,Second Edition、Discrete-Time Signal Processing,Third Edition,其翻译版和影印版均由电子工业出版社出版。
目錄:
目??录
Prologue?
开场白23
第1章?Signals and Systems信号与系统31
1.1?Signals, Systems, Models, and Properties
信号、系统、模型及性质31
1.1.1?System Properties
系统的性质33
1.2?Linear,Time-Invariant Systems
线性时不变系统35
1.2.1?Impulse-Response Representation of LTI Systems
LTI系统的冲激响应表示35
1.2.2?Eigenfunction and Transform Representation of LTI Systems?
LTI系统的特征函数和变换表示36
1.2.3?Fourier Transforms?
傅里叶变换40
1.3?Deterministic Signals and Their Fourier Transforms?
确定性信号及其傅里叶变换41
1.3.1?Signal Classes and Their Fourier Transforms?
信号种类及其傅里叶变换41
1.3.2?Parseval’s Identity, Energy Spectral Density, and Deterministic Autocorrelation
Parseval恒等式、能量谱密度以及确定性自相关44
1.4?Bilateral Laplace and z-Transforms?
双边z变换和双边拉普拉斯变换46
1.4.1?The Bilateral z-Transform?
双边z变换46
1.4.2?The Bilateral Laplace Transform?
双边拉普拉斯变换50
1.5?Discrete-Time Processing of Continuous-Time Signals?
连续时间信号的离散时间处理51
1.5.1?Basic Structure for DT Processing of CT Signals?
连续时间信号的离散时间处理过程的基本结构52
1.5.2?DT Filtering and Overall CT Response?
离散时间滤波以及全局连续时间响应54
1.5.3?Nonideal DC Converters?
非理想的DC转换器56
1.6?Further Reading?
延伸阅读58
Problems?
习题59
第2章?Amplitude, Phase, and Group Delay?
幅度、相位和群延迟92
2.1?Fourier Transform Magnitude and Phase?
傅里叶变换的幅度和相位92
2.2?Group Delay and the Effect of Nonlinear Phase?
群延迟和非线性相位的影响96
2.2.1?Narrowband Input Signals?
窄带输入信号96
2.2.2?Broadband Input Signals?
宽带输入信号98
2.3?All-Pass and Minimum-Phase Systems?
全通系统与最小相位系统103
2.3.1?All-Pass Systems?
全通系统103
2.3.2?Minimum-Phase Systems?
最小相位系统105
2.4?Spectral Factorization?
谱因式分解108
2.5?Further Reading?
延伸阅读110
Problems?
习题110
第3章?Pulse Amplitude Modulation?
脉冲幅度调制132
3.1?Baseband Pulse Amplitude Modulation?
基带脉冲幅度调制133
3.1.1?The Transmitted Signal?
发送信号133
3.1.2?The Received Signal?
接收信号135
3.1.3?Frequency-Domain Characterizations?
频域特性135
3.1.4?Intersymbol Interference at the Receiver?
接收机处的码间干扰138
3.2?Nyquist Pulses?
奈奎斯特脉冲140
3.3?Passband Pulse Amplitude Modulation?
通带脉冲幅度调制143
3.3.1?Frequency-Shift Keying FSK?
频移键控144
3.3.2?Phase-Shift Keying PSK?
相移键控144
3.3.3?Quadrature Amplitude Modulation QAM?
正交幅度调制146
3.4?Further Reading?
延伸阅读148
Problems?
习题149
第4章?State-Space Models?
状态空间模型163
4.1?System Memory?
系统记忆性163
4.2?Illustrative Examples?
举例说明164
4.3?State-Space Models?
状态空间模型176
4.3.1?DT State-Space Models?
离散时间状态空间模型176
4.3.2?CT State-Space Models?
连续时间状态空间模型179
4.3.3?Defining Properties of State-Space Models?
状态空间模型的典型性质181
4.4?State-Space Models from LTI Input-Output Models?
基于LTI输入输出模型的状态空间模型183
4.5?Equilibria and Linearization of Nonlinear State-Space Models?
非线性状态空间模型的平衡状态和线性化188
4.5.1?Equilibrium?
平衡状态188
4.5.2?Linearization?
线性化191
4.6?Further Reading?
延伸阅读194
Problems?
习题195
第5章?LTI State-Space Models?
LTI状态空间模型204
5.1?Continuous-Time and Discrete-Time LTI Models?
连续时间和离散时间LTI模型204
5.2?Zero-Input Response and Modal Representation?
零输入响应和模态表示207
5.2.1?Undriven CT Systems?
未驱动的连续时间系统207
5.2.2?Undriven DT Systems?
未驱动的离散时间系统215
5.2.3?Asymptotic Stability of LTI Systems?
LTI系统的渐进稳定性217
5.3?General Response in Modal Coordinates?
模态坐标下的通用响应221
5.3.1?Driven CT Systems?
被驱动的连续时间系统221
5.3.2?Driven DT Systems?
被驱动的离散时间系统224
5.3.3?Similarity Transformations and Diagonalization?
相似变换和对角化226
5.4?Transfer Functions, Hidden Modes, Reachability, and Observability?
传输函数、隐藏模式、可达性和可观测性232
5.4.1?Input-State-Output Structure of CT Systems?
连续时间系统的输入状态输出结构232
5.4.2?Input-State-Output Structure of DT Systems?
离散时间系统的输入状态输出结构240
5.5?Further Reading?
延伸阅读249
Problems?
习题250
第6章?State Observers and State Feedback?
状态观测器和状态反馈266
6.1?Plant and Model?
设备和模型267
6.2?State Estimation and Observers?
状态估计和观测器269
6.2.1?Real-Time Simulation?
实时仿真269
6.2.2?The State Observer?
状态观测器271
6.2.3?Observer Design?
观测器设计273
6.3?State Feedback Control?
状态反馈控制282
6.3.1?Open-Loop Control?
开环控制282
6.3.2?Closed-Loop Control via LTI State Feedback?
经由LTI状态反馈的闭环控制283
6.3.3?LTI State Feedback Design?
LTI状态反馈设计284
6.4?Observer-Based Feedback Control?
基于观测器的反馈控制292
6.5?Further Reading?
延伸阅读297
Problems?
习题297
第7章?Probabilistic Models?
概率模型309
7.1?The Basic Probability Model?
基本概率模型309
7.2?Conditional Probability, Bayes’ Rule, and Independence?
条件概率、贝叶斯法则和事件的独立性310
7.3?Random Variables?
随机变量313
7.4?Probability Distributions?
概率分布313
7.5?Jointly Distributed Random Variables?
联合分布的随机变量315
7.6?Expectations, Moments, and Variance?
期望、矩和方差317
7.7?Correlation and Covariance for Bivariate Random Variables?
二元随机变量的相关性和协方差320
7.8?A Vector-Space Interpretation of Correlation Properties?
向量空间中的相关性质324
7.9?Further Reading?
延伸阅读326
Problems?
习题327
第8章?Estimation?
估计算法336
8.1?Estimation of a Continuous Random Variable?
单个连续随机变量的估计337
8.2?From Estimates to the Estimator?
从估计到估计器342
8.2.1?Orthogonality?
正交性347
8.3?Linear Minimum Mean Square Error Estimation?
线性最小均方误差估计348
8.3.1?Linear Estimation of One Random Variable from a Single Measurement of Another?
从一个随机变量的单次量测中线性估计另一个随机变量348
8.3.2?Multiple Measurements?
多重量测353
8.4?Further Reading?
延伸阅读357
Problems?
习题358
第9章?Hypothesis Testing?
假设检验373
9.1?Binary Pulse-Amplitude Modulation in Noise?
噪声中的二进制脉冲幅度调制373
9.2?Hypothesis Testing with Minimum Error Probability?
最小差错概率下的假设检验375
9.2.1?Deciding with Minimum Conditional Probability of Error?
最小条件差错概率的判决376
9.2.2?MAP Decision Rule for Minimum Overall Probability of Error?
最小化总体差错概率的MAP判决准则377
9.2.3?Hypothesis Testing in Coded Digital Communication?