Language: English
Pages: 205
Signals......Page 8
Saving, Loading, Reading, and Writing Files......Page 9
Simulation of Random Signals......Page 10
Polynomials and System Transfer Functions......Page 11
Evaluation of Polynomials......Page 15
Changing System Representation......Page 16
Interconnecting systems......Page 18
Discretizing Continuous Systems......Page 19
Filtering of Signals......Page 21
Plotting Signals......Page 22
Development of Signal Processing Tools......Page 26
Bode Plots......Page 28
Phase and Group Delay......Page 34
Appendix: Scilab Code Used to Generate Examples......Page 42
Sampling......Page 44
Introduction......Page 47
Interpolation......Page 50
Interpolation and Decimation......Page 51
Examples using intdec......Page 52
Introduction......Page 53
Examples Using the fft Primitive......Page 58
Introduction......Page 61
Use of the convol function......Page 62
Introduction......Page 63
Calculating the CZT......Page 64
Examples......Page 66
Windowing Techniques......Page 70
Filter Types......Page 71
Choice of Windows......Page 73
How to use wfir......Page 76
Frequency Sampling Technique......Page 77
Optimal filters......Page 81
Minimax Approximation......Page 82
The Remez Algorithm......Page 83
Function remezb......Page 84
Examples Using the function remezb......Page 85
Scilab function eqfir......Page 88
Butterworth Filters......Page 92
Chebyshev filters......Page 95
Elliptic filters......Page 101
Design of IIR Filters From Analog Filters......Page 113
Approximation of the Derivative......Page 114
Approximation of the Integral......Page 115
Design of Low Pass Filters......Page 116
Transforming Low Pass Filters......Page 119
How to Use the Function iir......Page 120
Examples......Page 121
The eqiir function......Page 122
Examples......Page 123
Estimation of Power Spectra......Page 128
The Modified Periodogram Method......Page 129
Example Using the pspect function......Page 130
The Correlation Method......Page 131
Example Using the function cspect......Page 133
Introduction......Page 134
The Maximum Entropy Spectral Estimate......Page 135
How to Use mese......Page 136
Examples......Page 137
Conditional Statistics of a Gaussian Random Vector......Page 140
Linear Systems and Gaussian Random Vectors......Page 141
Recursive Estimation of Gaussian Random Vectors......Page 142
The Kalman Filter Equations......Page 143
Asymptotic Properties of the Kalman Filter......Page 145
An Example Using the sskf Macro......Page 146
Examples Using the kalm Function......Page 147
The Square Root Kalman Filter......Page 156
The Householder Transformation......Page 158
How to Use the Macro srkf......Page 159
Problem Formulation......Page 160
How to Use the Function wiener......Page 163
Example......Page 164
Minimum Lp design......Page 168
Optimized FIR filters......Page 177
The sfact primitive......Page 182
Spectral Study......Page 184
The Filter Model......Page 185
Estimation of the matrices H F G......Page 186
computation of the filter......Page 187
Levinson filtering......Page 190
The Levinson algorithm......Page 191
The Wigner distribution......Page 194
Time-frequency spectral estimation......Page 195
