电子工业出版社-网上书店

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，最小均方误差估计下的最佳线性滤波器，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。

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 D/C Converters?
      非理想的D/C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?
      编码数字通信中的假设检验	380
9.3?Binary Hypothesis Testing?
     二元假设检验	383
9.3.1?False Alarm, Miss, and Detection?
      虚警、漏警和检测	384
9.3.2?The Likelihood Ratio Test?
      似然比检验	386
9.3.3?Neyman-Pearson Decision Rule and Receiver Operating Characteristic?
      纽曼-皮尔逊判决准则和接收者操作特性	387
9.4?Minimum Risk Decisions?
     最小风险判决	391
9.5?Further Reading?
     延伸阅读	393
Problems?
习题	393

第10章?Random Processes?
        随机过程	410
10.1?Definition and Examples of a Random Process?
      随机过程的定义和举例	410
10.2?First-and Second-Moment Characterization of Random Processes?
      随机过程的一阶矩和二阶矩特性	415
10.3?Stationarity?
      平稳性	416
?10.3.1?Strict-Sense Stationarity?
        严格平稳性	416
?10.3.2?Wide-Sense Stationarity?
        广义平稳性	416
?10.3.3?Some Properties of WSS Correlation and Covariance Functions?
        WSS相关函数和协方差函数的性质	418
10.4?Ergodicity?
      各态历经性	421
10.5?Linear Estimation of Random Processes?
      随机过程的线性估计	422
?10.5.1?Linear Prediction?
        线性预测	422
?10.5.2?Linear FIR Filtering?
        线性FIR滤波	424
10.6?LTI Filtering of WSS Processes?
      WSS过程的LTI滤波	425
10.7?Further Reading?
      延伸阅读	431
Problems?
习题	431

第11章?Power Spectral Density?
       功率谱密度	451
11.1?Spectral Distribution of Expected Instantaneous Power?
      瞬时功率期望的频谱分布	452
?11.1.1?Power Spectral Density?
        功率谱密度	452
?11.1.2?Fluctuation Spectral Density?
        波动谱密度	456
?11.1.3?Cross-Spectral Density?
        互谱密度	461
11.2?Expected Time-Averaged Power Spectrum and the Einstein-Wiener-Khinchin Theorem?
      时间平均的功率谱期望和爱因斯坦-维纳-辛钦理论	462
11.3?Applications?
      应用	467
?11.3.1?Revealing Cyclic Components?
        揭示循环分量	467
?11.3.2?Modeling Filters?
        模型滤波器	469
?11.3.3?Whitening Filters?
        白化滤波器	473
?11.3.4?Sampling Bandlimited Random Processes?
        带限随机过程的采样	474
11.4?Further Reading?
      延伸阅读	474
Problems?
习题	475

第12章?Signal Estimation?
       信号估计	494
12.1?LMMSE Estimation for Random Variables?
     随机变量的LMMSE估计	495
 
12.2?FIR Wiener Filters?
      FIR维纳滤波器	497
12.3?The Unconstrained DT Wiener Filter?
      无约束的离散时间维纳滤波器	502
12.4?Causal DT Wiener Filtering?
      离散时间的因果维纳滤波	510
12.5?Optimal Observers and Kalman Filtering?
      最佳观测器和卡尔曼滤波	517
?12.5.1?Causal Wiener Filtering of a Signal Corrupted by Additive Noise
        受加性噪声干扰的信号的因果维纳滤波	517
?12.5.2?Observer Implementation of the Wiener Filter?
        维纳滤波器的观测器实现	519
?12.5.3?Optimal State Estimates and Kalman Filtering?
        最佳状态估计和卡尔曼滤波	521
12.6?Estimation of CT Signals?
      连续时间信号的估计	522
12.7?Further Reading?
      延伸阅读	523
Problems?
习题	523

第13章?Signal Detection?
        信号检测	541
13.1?Hypothesis Testing with Multiple Measurements?
      基于多重量测的假设检验	542
13.2?Detecting a Known Signal in I.I.D. Gaussian Noise?
      独立同分布高斯噪声中已知信号的检测	544
?13.2.1?The Optimal Solution?
        最佳检测方案	545
?13.2.2?Characterizing Performance?
        性能描述	547
?13.2.3?Matched Filtering?
        匹配滤波	549
13.3?Extensions of Matched-Filter Detection?
      匹配滤波器检测的推广	552
?13.3.1?Infinite-Duration, Finite-Energy Signals?
        无限长度的有限能量信号	552
?13.3.2?Maximizing SNR for Signal Detection in White Noise?
        白噪声中信号检测的SNR最大化	552
?13.3.3?Detection in Colored Noise?
        有色噪声中的检测	555
?13.3.4?Continuous-Time Matched Filters?
        连续时间匹配滤波器	558
?13.3.5?Matched Filtering and Nyquist Pulse Design?
        匹配滤波和奈奎斯特脉冲设计	559
?13.3.6?Unknown Arrival Time and Pulse Compression?
        未知的到达时间和脉冲压缩	560
13.4?Signal Discrimination in I.I.D. Gaussian Noise?
      独立同分布高斯噪声中的信号识别	562
13.5?Further Reading?
      延伸阅读	568
Problems?
习题	568

Bibliography?
参考文献	585
Index?
索引

无

本书配套资源下载

对不起，暂无音视频资源！

信号、系统及推理（英文版）