18/6/2014 Optimum Signal Processing

http://eceweb1.rutgers.edu/~orfanidi/osp2e/ 1/3
OptimumSignal
Processing
SophoclesJ.Orfanidis
ECEDepartment
RutgersUniversity
94BrettRoad
Piscataway,NJ088548058
Tel:7324455017
email:orfanidi@ece.rutgers.edu
Thisrevisededition,firstpublishedin2007,
isanunabridgedandcorrectedrepublication
ofthesecondeditionofthisbookpublished
byMcGrawHillPublishingCompany,NewYork,NY,in1988(ISBN0070477949),andalso
publishedearlierbyMacmillan,Inc.,NewYork,NY,1988(ISBN002389380X).Allcopyrights
tothisworkrevertedtoSophoclesJ.Orfanidisin1996.
ThebookisfreelyavailableonlineasasinglePDFfile.
Alowcostprintondemandpaperbackcopycanbeorderedfromhere.
ISBN13:9780979371301
ISBN10:0979371309
Aprintondemandhardcoverversionisalsoavailable.
ISBN13:9780979371318
ISBN10:0979371317
Solutionsmanual
MATLABfunctions(seelistingbelow)
Cfunctions
Fortransubroutines
TheCandFortranfunctionswerelistedinAppendicesA,B,andCinthe1988McGraw
Hilledition.Tosavespace,theseappendiceshavebeeneliminatedfromthecurrent
edition.
18/6/2014 Optimum Signal Processing
http://eceweb1.rutgers.edu/~orfanidi/osp2e/ 2/3
CopyrightNotices
Copyright19962007bySophoclesJ.Orfanidis,AllRightsReserved.
Thisbookmaybedownloadedfreelyandprintedforpersonaloreducationaluseonly,aslong
astheprintedorphotocopiedpagesarenotalteredinanywayfromtheoriginalPDFfileposted
onthebook'swebpage.
Thebook'swebpageiswww.ece.rutgers.edu/~orfanidi/osp2e,andlinkstothispagemaybe
placedonanywebsite.
Nopartofthisbookmaybereproduced,alteredinanyway,ortransmittedinanyformfor
commercial,profit,sale,ormarketingpurposes.
ThesuppliedMATLAB,C,andFortranprogramsareforeducationaluseonly.Theywere
designedtoillustratevariousconceptsinthisbook.Theauthormakesnowarrantiesofanykind,
expressedorimplied,withregardtotheseprogramsortheirdocumentation.Theauthorshallnot
beliableinanyeventforincidentalorconsequentialdamagesinconnectionwith,orarisingout
of,thefurnishingperformance,ortheuseoftheseprograms.Theseprogramsmaybedistributed
freely,aslongastheyarenotmodifiedinanyway.
MATLABfunctions
MATLABisaregisteredtrademarkofTheMathWorks,Inc.
Asfaraspossible,theMATLABfunctionsusethesameinputandoutputvariablesastheCand
Fortranfunctions.
acext autocorrelationsequenceextensionusingLevinsonrecursion
acmat constructautocorrelationToeplitzmatrixfromautocorrelationlags
acsing sinusoidalrepresentationofsingularautocorrelationmatrices
aicmdl dimensionofsignalsubspacefromAICandMDLcriteria
argen generateazeromeansegmentofanARprocess
arsp computeARspectrumofapredictionerrorfilter
bkwlev backwardLevinsonrecursion
burg Burg'smethodoflinearprediction
corr samplecrosscorrelationRxyoftwovectorsxandy
dpd dynamicpredictivedeconvolution
dwf sampleprocessingalgorithmofdirectformWienerfilter
dwf2 directformWienerfilterusingcirculardelaylinebuffer
dwfilt directformWienerfilteringofdata
dwfilt2 circularbufferdirectformWienerfilteringofdata
faest FAESTalgorithmforadaptiveWienerfilter
firw FIRWienerfilterdesign
flip flipacolumn,arow,orboth
frwlev forwardLevinsonrecursion
18/6/2014 Optimum Signal Processing
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glwf gradientlatticeWienerfilter
latt sampleprocessingalgorithmofanalysislatticefilter
lattfilt latticefilteringofadatavector
lattsect sampleprocessingalgorithmofasinglelatticesection
lattsynth sampleprocessingalgorithmofsynthesislatticefilter
lev LevinsonDurbinrecursion
lms LMSalgorithmforadaptiveWienerfilter
lpf extractlinearpredictionfilterfrommatrixL
lpg extractreflectioncoefficientsfrommatrixL
lwf sampleprocessingalgorithmoflatticeWienerfilter
lwfilt latticeWienerfilteringofdata
mgs modifiedGramSchmidtadaptivearraypreprocessor
mgslms modifiedGramSchmidtusingLMS
minorm minimumnormnoisesubspaceeigenvector
music MUSICspectrumcomputation
rlev reverseofLevinson'salgorithm
rls RLSalgorithmforadaptivelinearcombiner
rlsl double/directRLSlatticeadaptiveWienerfilter
rmusic reducedmusiceigenvectormethod
scatt directscatteringproblem
schur1 Schuralgorithmforlinearprediction
schur2 SchuralgorithmforCholeskyfactorization
snap generatesnapshotmatrixforarrayproblems
spike leastsquaresspikingfilterdesign
steering constructsteeringmatrixofmultiplesinusoids/planewaves
yw YuleWalkermethodoflinearprediction