From d3fce671dff9e1fd9c35d780eb736ba495782d41 Mon Sep 17 00:00:00 2001 From: Daniel Thiem Date: Tue, 25 Sep 2012 10:05:38 +0200 Subject: [PATCH] Wiener-Filter und Doppelte Faltung --- document.pdf | 4594 +++++++++++++++++++++++++------------------------- document.tex | 13 +- 2 files changed, 2336 insertions(+), 2271 deletions(-) diff --git a/document.pdf b/document.pdf index 463a16d..cfad4c9 100644 --- a/document.pdf +++ b/document.pdf @@ -619,33 +619,37 @@ endobj (Betragsquadrat komplexer Funktionen) endobj 413 0 obj -<< /S /GoTo /D [414 0 R /Fit] >> +<< /S /GoTo /D (subsection.6.2.4) >> endobj -419 0 obj << -/Length 472 +416 0 obj +(Doppelte Faltungssumme) +endobj +417 0 obj +<< /S /GoTo /D [418 0 R /Fit] >> +endobj +423 0 obj << +/Length 468 /Filter /FlateDecode >> stream -xڥSMo0 W(̊Kݶ;!@?:Y0֣{$%)؂Hay9;.z -C,8GhLu ٥0hM%&H{M&'`ل5%qر]UUQoVm۱š}=Tv&ma⒑Ej'z&NRiDiԸŪ.eL`|?™؝P/2De_}%%O`.(%MzrMr;(}*腹 -*V& )_#'Hi: h5oC:%8LU67un/ ^39֚rg8 +xڥSMo0 W(̊6t)c=Gq6 z{$[Pp)LsP4 gy=E\֡q#4&X4AS&l=R^ )g; 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-/Kids [810 0 R 827 0 R 839 0 R 849 0 R 857 0 R 866 0 R] +/Parent 938 0 R +/Kids [815 0 R 832 0 R 844 0 R 854 0 R 862 0 R 873 0 R] >> endobj -888 0 obj << +896 0 obj << /Type /Pages /Count 1 -/Parent 930 0 R -/Kids [876 0 R] +/Parent 938 0 R +/Kids [883 0 R] >> endobj -930 0 obj << +938 0 obj << /Type /Pages /Count 31 -/Kids [424 0 R 574 0 R 649 0 R 727 0 R 825 0 R 888 0 R] +/Kids [428 0 R 579 0 R 654 0 R 732 0 R 830 0 R 896 0 R] >> endobj -931 0 obj << +939 0 obj << /Type /Outlines /First 3 0 R /Last 383 0 R /Count 6 >> endobj +415 0 obj << +/Title 416 0 R +/A 413 0 R +/Parent 399 0 R +/Prev 411 0 R +>> endobj 411 0 obj << /Title 412 0 R /A 409 0 R /Parent 399 0 R /Prev 407 0 R +/Next 415 0 R >> endobj 407 0 obj << /Title 408 0 R @@ -4608,8 +4651,8 @@ endobj /Parent 383 0 R /Prev 387 0 R /First 403 0 R -/Last 411 0 R -/Count -3 +/Last 415 0 R +/Count -4 >> endobj 395 0 obj << /Title 396 0 R @@ -4635,7 +4678,7 @@ endobj 383 0 obj << /Title 384 0 R /A 381 0 R -/Parent 931 0 R +/Parent 939 0 R /Prev 299 0 R /First 387 0 R /Last 399 0 R @@ -4785,7 +4828,7 @@ endobj 299 0 obj << /Title 300 0 R /A 297 0 R -/Parent 931 0 R +/Parent 939 0 R /Prev 231 0 R /Next 383 0 R /First 303 0 R @@ -4909,7 +4952,7 @@ endobj 231 0 obj << /Title 232 0 R /A 229 0 R -/Parent 931 0 R +/Parent 939 0 R /Prev 135 0 R /Next 299 0 R /First 235 0 R @@ -5083,7 +5126,7 @@ endobj 135 0 obj << /Title 136 0 R /A 133 0 R -/Parent 931 0 R +/Parent 939 0 R /Prev 99 0 R /Next 231 0 R /First 139 0 R @@ -5149,7 +5192,7 @@ endobj 99 0 obj << /Title 100 0 R /A 97 0 R -/Parent 931 0 R +/Parent 939 0 R /Prev 3 0 R /Next 135 0 R /First 103 0 R @@ -5324,1292 +5367,1305 @@ endobj 3 0 obj << /Title 4 0 R /A 1 0 R -/Parent 931 0 R +/Parent 939 0 R /Next 99 0 R /First 7 0 R /Last 75 0 R /Count -7 >> endobj -932 0 obj << -/Names [(Doc-Start) 421 0 R (Item.1) 647 0 R (Item.2) 648 0 R (Item.3) 782 0 R (Item.4) 783 0 R (Item.5) 784 0 R] +940 0 obj << +/Names [(Doc-Start) 425 0 R (Item.1) 652 0 R (Item.2) 653 0 R (Item.3) 787 0 R (Item.4) 788 0 R (Item.5) 789 0 R] /Limits [(Doc-Start) (Item.5)] >> endobj -933 0 obj << -/Names [(chapter*.1) 469 0 R (chapter.1) 2 0 R (chapter.2) 98 0 R (chapter.3) 134 0 R (chapter.4) 230 0 R (chapter.5) 298 0 R] +941 0 obj << +/Names [(chapter*.1) 473 0 R (chapter.1) 2 0 R (chapter.2) 98 0 R (chapter.3) 134 0 R (chapter.4) 230 0 R (chapter.5) 298 0 R] /Limits [(chapter*.1) (chapter.5)] >> endobj -934 0 obj << -/Names [(chapter.6) 382 0 R (equation.1.1) 565 0 R (equation.1.10) 599 0 R (equation.1.11) 600 0 R (equation.1.12) 601 0 R (equation.1.13) 603 0 R] +942 0 obj << +/Names [(chapter.6) 382 0 R (equation.1.1) 570 0 R (equation.1.10) 604 0 R (equation.1.11) 605 0 R (equation.1.12) 606 0 R (equation.1.13) 608 0 R] /Limits [(chapter.6) (equation.1.13)] >> endobj -935 0 obj << -/Names [(equation.1.14) 609 0 R (equation.1.15) 610 0 R (equation.1.16) 611 0 R (equation.1.17) 612 0 R (equation.1.18) 613 0 R (equation.1.19) 614 0 R] +943 0 obj << +/Names [(equation.1.14) 614 0 R (equation.1.15) 615 0 R (equation.1.16) 616 0 R (equation.1.17) 617 0 R (equation.1.18) 618 0 R (equation.1.19) 619 0 R] /Limits [(equation.1.14) (equation.1.19)] >> endobj -936 0 obj << -/Names [(equation.1.2) 566 0 R (equation.1.20) 615 0 R (equation.1.21) 628 0 R (equation.1.22) 629 0 R (equation.1.23) 630 0 R (equation.1.24) 631 0 R] +944 0 obj << +/Names [(equation.1.2) 571 0 R (equation.1.20) 620 0 R (equation.1.21) 633 0 R (equation.1.22) 634 0 R (equation.1.23) 635 0 R (equation.1.24) 636 0 R] /Limits [(equation.1.2) (equation.1.24)] >> endobj -937 0 obj << -/Names [(equation.1.2a) 569 0 R (equation.1.2b) 570 0 R (equation.1.3) 571 0 R (equation.1.4) 573 0 R (equation.1.5) 579 0 R (equation.1.5a) 580 0 R] +945 0 obj << +/Names [(equation.1.2a) 574 0 R (equation.1.2b) 575 0 R (equation.1.3) 576 0 R (equation.1.4) 578 0 R (equation.1.5) 584 0 R (equation.1.5a) 585 0 R] /Limits [(equation.1.2a) (equation.1.5a)] >> endobj -938 0 obj << -/Names [(equation.1.5b) 581 0 R (equation.1.5c) 582 0 R (equation.1.5d) 584 0 R (equation.1.6) 585 0 R (equation.1.6a) 586 0 R (equation.1.6b) 587 0 R] +946 0 obj << +/Names [(equation.1.5b) 586 0 R (equation.1.5c) 587 0 R (equation.1.5d) 589 0 R (equation.1.6) 590 0 R (equation.1.6a) 591 0 R (equation.1.6b) 592 0 R] /Limits [(equation.1.5b) (equation.1.6b)] >> endobj -939 0 obj << -/Names [(equation.1.6c) 588 0 R (equation.1.6d) 589 0 R (equation.1.6e) 590 0 R (equation.1.6f) 591 0 R (equation.1.7) 592 0 R (equation.1.8) 597 0 R] +947 0 obj << +/Names [(equation.1.6c) 593 0 R (equation.1.6d) 594 0 R (equation.1.6e) 595 0 R (equation.1.6f) 596 0 R (equation.1.7) 597 0 R (equation.1.8) 602 0 R] /Limits [(equation.1.6c) (equation.1.8)] >> endobj -940 0 obj << -/Names [(equation.1.9) 598 0 R (equation.2.1) 636 0 R (equation.2.2) 637 0 R (equation.2.3) 638 0 R (equation.2.4) 639 0 R (equation.2.5) 645 0 R] +948 0 obj << +/Names [(equation.1.9) 603 0 R (equation.2.1) 641 0 R (equation.2.2) 642 0 R (equation.2.3) 643 0 R (equation.2.4) 644 0 R (equation.2.5) 650 0 R] /Limits [(equation.1.9) (equation.2.5)] >> endobj -941 0 obj << -/Names [(equation.2.6) 646 0 R (equation.3.1) 655 0 R (equation.3.10) 678 0 R (equation.3.10a) 679 0 R (equation.3.10b) 680 0 R (equation.3.11) 686 0 R] +949 0 obj << +/Names [(equation.2.6) 651 0 R (equation.3.1) 660 0 R (equation.3.10) 683 0 R (equation.3.10a) 684 0 R (equation.3.10b) 685 0 R (equation.3.11) 691 0 R] /Limits [(equation.2.6) (equation.3.11)] >> endobj -942 0 obj << -/Names [(equation.3.12) 687 0 R (equation.3.12a) 688 0 R (equation.3.12b) 689 0 R (equation.3.13) 690 0 R (equation.3.14) 691 0 R (equation.3.14a) 692 0 R] +950 0 obj << +/Names [(equation.3.12) 692 0 R (equation.3.12a) 693 0 R (equation.3.12b) 694 0 R (equation.3.13) 695 0 R (equation.3.14) 696 0 R (equation.3.14a) 697 0 R] /Limits [(equation.3.12) (equation.3.14a)] >> endobj -943 0 obj << -/Names [(equation.3.14b) 693 0 R (equation.3.15) 694 0 R (equation.3.16) 700 0 R (equation.3.17) 701 0 R (equation.3.18) 702 0 R (equation.3.19) 703 0 R] +951 0 obj << +/Names [(equation.3.14b) 698 0 R (equation.3.15) 699 0 R (equation.3.16) 705 0 R (equation.3.17) 706 0 R (equation.3.18) 707 0 R (equation.3.19) 708 0 R] /Limits [(equation.3.14b) (equation.3.19)] >> endobj -944 0 obj << -/Names [(equation.3.2) 656 0 R (equation.3.20) 705 0 R (equation.3.21) 706 0 R (equation.3.22) 713 0 R (equation.3.23) 714 0 R (equation.3.3) 657 0 R] +952 0 obj << +/Names [(equation.3.2) 661 0 R (equation.3.20) 710 0 R (equation.3.21) 711 0 R (equation.3.22) 718 0 R (equation.3.23) 719 0 R (equation.3.3) 662 0 R] /Limits [(equation.3.2) (equation.3.3)] >> endobj -945 0 obj << -/Names [(equation.3.3a) 658 0 R (equation.3.3b) 659 0 R (equation.3.4) 660 0 R (equation.3.4a) 661 0 R (equation.3.4b) 662 0 R (equation.3.4c) 663 0 R] +953 0 obj << +/Names [(equation.3.3a) 663 0 R (equation.3.3b) 664 0 R (equation.3.4) 665 0 R (equation.3.4a) 666 0 R (equation.3.4b) 667 0 R (equation.3.4c) 668 0 R] /Limits [(equation.3.3a) (equation.3.4c)] >> endobj -946 0 obj << -/Names [(equation.3.5) 664 0 R (equation.3.6) 671 0 R (equation.3.7) 672 0 R (equation.3.7a) 673 0 R (equation.3.7b) 674 0 R (equation.3.7c) 675 0 R] +954 0 obj << +/Names [(equation.3.5) 669 0 R (equation.3.6) 676 0 R (equation.3.7) 677 0 R (equation.3.7a) 678 0 R (equation.3.7b) 679 0 R (equation.3.7c) 680 0 R] /Limits [(equation.3.5) (equation.3.7c)] >> endobj -947 0 obj << -/Names [(equation.3.8) 676 0 R (equation.3.9) 677 0 R (equation.4.1) 719 0 R (equation.4.10) 764 0 R (equation.4.11) 765 0 R (equation.4.12) 772 0 R] +955 0 obj << +/Names [(equation.3.8) 681 0 R (equation.3.9) 682 0 R (equation.4.1) 724 0 R (equation.4.10) 769 0 R (equation.4.11) 770 0 R (equation.4.12) 777 0 R] /Limits [(equation.3.8) (equation.4.12)] >> endobj -948 0 obj << -/Names [(equation.4.13) 773 0 R (equation.4.14) 774 0 R (equation.4.15) 775 0 R (equation.4.16) 785 0 R (equation.4.17) 786 0 R (equation.4.18) 788 0 R] +956 0 obj << +/Names [(equation.4.13) 778 0 R (equation.4.14) 779 0 R (equation.4.15) 780 0 R (equation.4.16) 790 0 R (equation.4.17) 791 0 R (equation.4.18) 793 0 R] /Limits [(equation.4.13) (equation.4.18)] >> endobj -949 0 obj << -/Names [(equation.4.18a) 789 0 R (equation.4.18b) 790 0 R (equation.4.18c) 791 0 R (equation.4.18d) 792 0 R (equation.4.2) 720 0 R (equation.4.3) 722 0 R] +957 0 obj << +/Names [(equation.4.18a) 794 0 R (equation.4.18b) 795 0 R (equation.4.18c) 796 0 R (equation.4.18d) 797 0 R (equation.4.2) 725 0 R (equation.4.3) 727 0 R] /Limits [(equation.4.18a) (equation.4.3)] >> endobj -950 0 obj << -/Names [(equation.4.3a) 724 0 R (equation.4.3b) 725 0 R (equation.4.3c) 726 0 R (equation.4.4) 743 0 R (equation.4.4a) 744 0 R (equation.4.4b) 745 0 R] +958 0 obj << +/Names [(equation.4.3a) 729 0 R (equation.4.3b) 730 0 R (equation.4.3c) 731 0 R (equation.4.4) 748 0 R (equation.4.4a) 749 0 R (equation.4.4b) 750 0 R] /Limits [(equation.4.3a) (equation.4.4b)] >> endobj -951 0 obj << -/Names [(equation.4.5) 746 0 R (equation.4.6) 748 0 R (equation.4.6a) 749 0 R (equation.4.6b) 750 0 R (equation.4.6c) 752 0 R (equation.4.6d) 753 0 R] +959 0 obj << +/Names [(equation.4.5) 751 0 R (equation.4.6) 753 0 R (equation.4.6a) 754 0 R (equation.4.6b) 755 0 R (equation.4.6c) 757 0 R (equation.4.6d) 758 0 R] /Limits [(equation.4.5) (equation.4.6d)] >> endobj -952 0 obj << -/Names [(equation.4.6e) 754 0 R (equation.4.7) 755 0 R (equation.4.8) 760 0 R (equation.4.8a) 761 0 R (equation.4.8b) 762 0 R (equation.4.9) 763 0 R] +960 0 obj << +/Names [(equation.4.6e) 759 0 R (equation.4.7) 760 0 R (equation.4.8) 765 0 R (equation.4.8a) 766 0 R (equation.4.8b) 767 0 R (equation.4.9) 768 0 R] /Limits [(equation.4.6e) (equation.4.9)] >> endobj -953 0 obj << -/Names [(equation.5.1) 806 0 R (equation.5.10) 835 0 R (equation.5.11) 842 0 R (equation.5.12) 843 0 R (equation.5.13) 844 0 R (equation.5.14) 852 0 R] +961 0 obj << +/Names [(equation.5.1) 811 0 R (equation.5.10) 840 0 R (equation.5.11) 847 0 R (equation.5.12) 848 0 R (equation.5.13) 849 0 R (equation.5.14) 857 0 R] /Limits [(equation.5.1) (equation.5.14)] >> endobj -954 0 obj << -/Names [(equation.5.14a) 853 0 R (equation.5.14b) 854 0 R (equation.5.15) 855 0 R (equation.5.16) 860 0 R (equation.5.16a) 861 0 R (equation.5.16b) 862 0 R] -/Limits [(equation.5.14a) (equation.5.16b)] ->> endobj -955 0 obj << -/Names [(equation.5.17) 863 0 R (equation.5.2) 807 0 R (equation.5.3) 808 0 R (equation.5.4) 813 0 R (equation.5.5) 814 0 R (equation.5.5a) 815 0 R] -/Limits [(equation.5.17) (equation.5.5a)] ->> endobj -956 0 obj << -/Names [(equation.5.5b) 816 0 R (equation.5.6) 817 0 R (equation.5.6a) 818 0 R (equation.5.6b) 819 0 R (equation.5.6c) 820 0 R (equation.5.7) 821 0 R] -/Limits [(equation.5.5b) (equation.5.7)] ->> endobj -957 0 obj << -/Names [(equation.5.7a) 822 0 R (equation.5.7b) 823 0 R (equation.5.7c) 824 0 R (equation.5.8) 830 0 R (equation.5.8a) 831 0 R (equation.5.8b) 832 0 R] -/Limits [(equation.5.7a) (equation.5.8b)] ->> endobj -958 0 obj << -/Names [(equation.5.8c) 833 0 R (equation.5.9) 834 0 R (equation.6.1) 869 0 R (equation.6.1a) 870 0 R (equation.6.1b) 871 0 R (equation.6.1c) 872 0 R] -/Limits [(equation.5.8c) (equation.6.1c)] ->> endobj -959 0 obj << -/Names [(equation.6.2) 873 0 R (equation.6.3) 874 0 R (equation.6.4) 879 0 R (equation.6.4a) 880 0 R (equation.6.4b) 881 0 R (equation.6.4c) 882 0 R] -/Limits [(equation.6.2) (equation.6.4c)] ->> endobj -960 0 obj << -/Names [(equation.6.4d) 883 0 R (equation.6.4e) 884 0 R (equation.6.4f) 885 0 R (equation.6.4g) 886 0 R (equation.6.5) 887 0 R (page.0) 420 0 R] -/Limits [(equation.6.4d) (page.0)] ->> endobj -961 0 obj << -/Names [(page.1) 432 0 R (page.10) 627 0 R (page.11) 635 0 R (page.12) 644 0 R (page.13) 654 0 R (page.14) 669 0 R] -/Limits [(page.1) (page.14)] ->> endobj 962 0 obj << -/Names [(page.15) 685 0 R (page.16) 699 0 R (page.17) 712 0 R (page.18) 718 0 R (page.19) 742 0 R (page.2) 468 0 R] -/Limits [(page.15) (page.2)] +/Names [(equation.5.14a) 858 0 R (equation.5.14b) 859 0 R (equation.5.15) 860 0 R (equation.5.16) 865 0 R (equation.5.17) 866 0 R (equation.5.18) 867 0 R] +/Limits [(equation.5.14a) (equation.5.18)] >> endobj 963 0 obj << -/Names [(page.20) 759 0 R (page.21) 771 0 R (page.22) 780 0 R (page.23) 805 0 R (page.24) 812 0 R (page.25) 829 0 R] -/Limits [(page.20) (page.25)] +/Names [(equation.5.18a) 868 0 R (equation.5.18b) 869 0 R (equation.5.19) 870 0 R (equation.5.2) 812 0 R (equation.5.3) 813 0 R (equation.5.4) 818 0 R] +/Limits [(equation.5.18a) (equation.5.4)] >> endobj 964 0 obj << -/Names [(page.26) 841 0 R (page.27) 851 0 R (page.28) 859 0 R (page.29) 868 0 R (page.3) 516 0 R (page.30) 878 0 R] -/Limits [(page.26) (page.30)] +/Names [(equation.5.5) 819 0 R (equation.5.5a) 820 0 R (equation.5.5b) 821 0 R (equation.5.6) 822 0 R (equation.5.6a) 823 0 R (equation.5.6b) 824 0 R] +/Limits [(equation.5.5) (equation.5.6b)] >> endobj 965 0 obj << -/Names [(page.4) 555 0 R (page.5) 559 0 R (page.6) 564 0 R (page.7) 578 0 R (page.8) 596 0 R (page.9) 607 0 R] -/Limits [(page.4) (page.9)] +/Names [(equation.5.6c) 825 0 R (equation.5.7) 826 0 R (equation.5.7a) 827 0 R (equation.5.7b) 828 0 R (equation.5.7c) 829 0 R (equation.5.8) 835 0 R] +/Limits [(equation.5.6c) (equation.5.8)] >> endobj 966 0 obj << -/Names [(section*.3) 470 0 R (section.1.1) 6 0 R (section.1.2) 18 0 R (section.1.3) 30 0 R (section.1.4) 46 0 R (section.1.5) 50 0 R] -/Limits [(section*.3) (section.1.5)] +/Names [(equation.5.8a) 836 0 R (equation.5.8b) 837 0 R (equation.5.8c) 838 0 R (equation.5.9) 839 0 R (equation.6.1) 876 0 R (equation.6.1a) 877 0 R] +/Limits [(equation.5.8a) (equation.6.1a)] >> endobj 967 0 obj << -/Names [(section.1.6) 62 0 R (section.1.7) 74 0 R (section.2.1) 102 0 R (section.2.2) 114 0 R (section.3.1) 138 0 R (section.3.2) 142 0 R] -/Limits [(section.1.6) (section.3.2)] +/Names [(equation.6.1b) 878 0 R (equation.6.1c) 879 0 R (equation.6.2) 880 0 R (equation.6.3) 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+0000297352 00000 n +0000297523 00000 n trailer -<< /Size 999 -/Root 997 0 R -/Info 998 0 R -/ID [<63284FEF430CC7E5C109385FB71181BC> <63284FEF430CC7E5C109385FB71181BC>] >> +<< /Size 1008 +/Root 1006 0 R +/Info 1007 0 R +/ID [<45187A3ED1BD19F9AFF480D46B8A7E2B> <45187A3ED1BD19F9AFF480D46B8A7E2B>] >> startxref -295904 +297832 %%EOF diff --git a/document.tex b/document.tex index 0e8d8b6..68d962e 100644 --- a/document.tex +++ b/document.tex @@ -22,7 +22,7 @@ \title{Stochastische Signale und Systeme} \subtitle{Zusammenfassung Formeln} -\subsubtitle{Autor: Daniel Thiem - studium@daniel-thiem.de\\Version 0.9.5.1 - 24.09.2012} +\subsubtitle{Autor: Daniel Thiem - studium@daniel-thiem.de\\Version 0.9.6 - 24.09.2012} \maketitle \newpage @@ -665,6 +665,12 @@ H_{opt}\freq = \frac{C_{XY}\freq}{C_{YY}\freq} \end{equation} \subsection{Mean Square Error des Wiener Filters} +Der Mean Square Error ist als der Erwartungswert des quadrates der Fehlerfunktion definiert +\begin{align} +q(h)&=\E[\epsilon_{X}^2(n)] \\ +h_{opt} &= \arg \min_h q(h) ,n\in \mathbb{Z} +\end{align} +Daraus folgt: \begin{subequations} \begin{align} q_{min}&=C_{XX}(0)-\sum\limits_{m=-\infty}^\infty h_{opt}(m)C_{XY}(m) \\ @@ -729,6 +735,9 @@ S_{WW}(e^{j \omega})&=\sigma_W^2 |H\freq|^2=H\freq H(e^{-j \omega}) \end{equation} - +\subsection{Doppelte Faltungssumme} +\begin{equation} +\sum\limits_{m=-\infty}^\infty \sum\limits_{k=-\infty}^\infty h(m)h(k)f(k-m) = h(n)\star f(0) \star h(-n) +\end{equation} \end{document} \ No newline at end of file