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I-40 02 01

2007


. , , . 4
1.

. 6

2.

...

12

3.

..

23

4.

()
.

5.

30


41

6.

.
.. 44

7.

.
.
. -..

54

8.

...

73

9.

. 78

10.


85

11.

.. 91

12.

:
,
. 94

13.

.
.

110

14.

.. 114

15.

. 117
16.

122
2


17.


126

18.

. 131

19.

138

20.

144

21.

153

..
22.

157
23.

. 162
24.


167

25.

171

26.


. 175

27.

k
. 179

28.

. 182
29.

193
... 221

. , , .


:
-

;
-

,
;

,
.

,
, .



:
-

;
-


, ;


;
-

(),

.


,

..

.
,
, .

1.
,
, , ,
, ,
.
, .


( ).
s(t ) .
, t -
, . ,
k (t ) ,
Ck { k (t )}
:

s (t ) = Ck k (t ) .

(1.1)

k =0

{k (t )} ,

(1.1)
. :
1. ( );
2. ( ,
).
x(t )
, , :

x( j ) = x(t )e jt dt ,

(1.2)

x(t ) =

1
x ( j ) e j t d .

2 0

(1.3)

,
, (. 1.1):

. 1.1.



k (t ) ,
k* (t ) .
s (t ) {.k },
(
, ).
, ..
, , - .
,
.
,

.
1. , ,
, ..
- .

, 0 t < 0 (. 1.2).

.1.2.

2. ,
t + ,

():
S (t ) = S (t + T ) .

3. , , ..

t t t (. 1.3).

. 1.3.
4. ,
, ..
(. 1.4).

S(t)

. 1.4.
5.
, ..
(. 1.5).
9

S(t)

. 1.5.


:

S (t )

h(r )

S (t )

. 1.6.

S (t ) = S (r )h(t r )dr

(1.4)

,
, N ,
x(t ) ,
, :
N 1

~
x (t ) = t x(mt ) (t mt ) ,

(1.5)

m =0

(t ) - .
10

(t ) - , 0 , .


, , 1:
(t ) = 0 t 0 ; (0) =
+

(t )dt = 1 > 0

(1.6)

, ,
, ,
0.

11

2.
.

2.1.

{U n (t )} = {U 0 (t ),U 1 (t ),...} [t 0 , t 0 + T ],
t 0 +T

t0

c, m = n,
(t )U n (t )dt =
0, m n

(2.1)

c = 1 {Un(t)} .

x(t ) = anU n (t )

(2.2)

n=0

, (2.2) U m (t )
[t0 , t0 + T ]
t 0 +T

t 0 +T

n=0

t0

x(t )U m (t ) = an

t0

(t )U m (t )dt

(2.3)

1
an =
C

t 0 +T

x(t )U

(t )dt

(2.4)

t0

12

(2.8) :
r
r
x = Ua ,

(2.5)

x - - , U .
U 1
r
r
U 1 x = U 1Ua

(2.6)

U 1U = UU 1 = CI d , I d - ,

a =

1 1 r
U x
C

(2.7)

2.2.

(2.2) :

x(t ) 2 = U n (t ) 2 an2 + a p aqU p (t )U q (t )


n=0

(2.8)

p =0 q =0


1
2
2 1
2
x
(
t
)
=
a
U
(
t
)
dt
+
a p aq U p (t )U q (t )dt

n
n
T T
T T
n=0
p =0 q =0
T

(2.9)


1
C 2
2
x(t ) dt = an
T n=0
T T

(2.10)

13

x(t ) - ,
1 ,
,

C 2
an x(t ) .
T n =0

2.3.


.
1807
, x(t )
:

n =1

n =1

x(t ) = a 0 + a n cos n 0 t + bn sin n 0 t ,

(2.11)

0 (/) , T
T = 2 0 . n 0 ,
0 .
{1, cos n 0 t , sin n 0 t} .
{a0, an, bn} (2.11)
{cos n0t, sin n0t}
T:,
T 2 , m = n,

cos n t cos m tdt = 0, m n


0

(2.12)

14

cos n t sin m tdt = 0, m, n


0

(2.13)

T 2 , m = n,

sin n t sin m tdt = 0, m n


0

(2.14)

a0 =

1
x(t )dt ;
T T

(2.15)

an =

2
x(t ) cos no tdt ;
T T

(2.16)

bn =

2
x(t ) sin no tdt .
T T

(2.17)

,
x(t ) a n bn , ,

(2.11) .
.
, ,
.
.
,
, .
, ,
, , ..

15

2.4.
(Fourier transform)
( ,
.. ).
,
(). , ()
, ,
. ,
,
.
( , ,
)
. 2.1 2.4.

. 2.1. :

. 2.2. :

16

. 2.3. :

N=8

N-1
0

. 2.4. :
( )

2.5. ()


,
. ,
, .
(N).
(. . 2.5).

. 2.5.
17

x(t) (2.11)
:

cos n0t =

1 in0t
(e
+ e in0t ) ;
2

sin n0t =

1 in0t
(e
e in0t ) ; i = 1 .
2i

x(t ) = a0 +

1
{an (ein0t + e in0t ) ibn (ein0t e in0t )} =

2 n=1

(2.18)

= a0 +

1
{(an ibn )ein0t + (an + ibn )ein0t }
2 n=1

(2.19)

Cn =

1
(an ibn ) .
2

Cn =

1
1
x(t )[cos n0t i sin n0 t ]dt Cn = x(t )e in0t dt ;

TT
TT

Cn = Cn* =

1
(an + ibn ) .
2

(2.20)

18

x(t ) = a0 + Cn e in0t + Cn*e in0t = a0 +


n=1

C0 =

C e

n =
n0

in0t

1
x(t )dt = a0 ;
T T

x(t ) =

C e

n =

in0t

(2.21)

, {X(m)} X(m)
, m = 0, N 1 ,

1
C x (k ) =
N

N 1

X (m)W

km

, k = 0, N 1 , W = e i 2 / N , i = 1 ,

(2.22)

m =0

N 1

X (m) = C x (k )W km .

(2.23)

k =0

(2.22), (2.23) .
W km N-, .. W km=W (k+N)m=W k(m+N).
, {Cx(k)}, {X(m)} N, ..
X ( m) = X ( SN m);
C x ( k ) = C x ( SN k ).

19

) :
, .. X (m) C x (k ) , Y (m) C y (k ) Z (m) = aX (m) + bY (m) ,
C z (k ) = aC x (k ) + bC y (k ) ;

) : {X(m)}={X(0), X(1), ,X(N-1)}


, N/2
X(m) Cx(k),

Cx (

N
N
+ l ) = C x ( l ), l = 0, N / 2 .
2
2

(2.24)

N 1

(2.22) , C x (k ) = 1 N X (m)W km , W=e-i2/N.


m =0
, k (N/2+l),
N 1

(
C x ( N + 1) = 1 X (m)W
2
N m =0

N +l ) m
2

=1

N 1

N m
=0

X (m)W

( N l ) m
2

W Nm = C x ( N l ),
2

.. WNm= e i 2m 1.
) : Z(m)Cz(k) Z(m)=X(m+h), h = 0, N 1 ,
Cz(k)=W -khCx(k).

(2.25)

:
Z(m)Cz(k), .. C z (k ) =

1
N

N 1

Z (m)W

km

, k = 0, N 1 .

m =0

Z(m)=X(m+h), C z (k ) =

1
N

N 1

X (m + h)W

km

m =0

m+h=r,
C z (k ) = W kh {

1
N

N + h 1

X (r )W

kr

}.

r =h

20

X (m)W

m= p

km

N 1

= X (m)W km ,
m =0

N 1

m= p

m =0

C x (k )W km = C x (k )W km , p q

|p-q|=N-1, Cz(k)=W -khCx(k).


Z(m)=X(m-h) , Cz(k)=W khCx(k).
:

o
o
o
o

o
o
()
.
()

(
, 1807).
(N)
X(m). ,
.
C(k)
21

22

3.

.
. ,
, . ,
: ,
.
, , ,
.
.

3.1.
{X(m)} {Y(m)} ,
X(m)Cx(k), Y(m)Cy(k),

Z ( m) =

1
N

N 1

X (h)Y (m h) ,

m = 0, N 1 ,

(3.1)

N =0

Cz(k)=Cx(k)Cy(k).

Z(m),

C z (k ) =

1
N

N 1

Z (m)W

km

(3.2)

m=0

(3.2) (3.1),
23

C z (k ) =

1
N2

N 1 N 1

x(h)Y (m h)W

m=0 h=0

km

1 N 1
1
x ( h)

N h =0
N

N 1

Y (m h)W

km

m=0

,
1
N

N 1

Y (m h)W

km

m=0

= W kh C y (k ) .

,
C z (k ) = C y (k )

1
N

N 1

x(h)W
h =0

kh

= C x (k )C y (k ) .

,
,
.

3.2.
X(m)Cx(k) Y(m)Cy(k),

Z ( m) =

1
N

N 1

X (h)Y (m + h) , m = 0, N 1 ,

(3.3)

h=0

C (k ) = C x (k )C y (k ) ,

C x (k ) - C x (k )


C (k ) =
z

1
N

N 1

Z (m)W

km

(3.4)

m=0

24

(3.3) (3.4) ,

C (k ) =
z

1
N

1
X ( h)

h =0
N
N 1

N 1

Y (m + h)W

m =0

km

,
1
C (k ) = C y (k )
z
N

C x (k ) =

1
N

N 1

X (h)W

kh

h=0

N 1

X (h)W kh ,
h=0

1
N

N 1

X (h)W

kh

= C x (k ) .

h=0

, C (k ) = C y (k )C x (k ) .

{X(m)} {Y(m)} ,
C ( k ) = C x ( k ) , k = 0, N 1 .
2

N 1

C (k ) Z (m) = C (k )W km .

k =0

1
N

N 1

N 1

h =0

k =0

X 2 (h) = C x (k ) , .. .
2

25

3.3.
{X(m)} {Y(m)} N-
,

1
N
1
Z ( m) =
N
^

Z ( m) =

N 1

X (h)Y (m + h),
h=0

N 1

X (h)Y (m h).
h=0

N=4,

4 Z (0) = X (0)Y (0) + X (1)Y (1) + X (2)Y (2) + X (3)Y (3);

4 Z (1) = X (0)Y (1) + X (1)Y (2) + X (2)Y (3) + X (3)Y (0);

4 Z (2) = X (0)Y (2) + X (1)Y (3) + X (2)Y (0) + X (3)Y (1);

4 Z (3) = X (0)Y (3) + X (1)Y (0) + X (2)Y (1) + X (3)Y (2);


X (0)
Z (0)
Z (1) 1 X (3)
=
Z (2) 4 X (2)


X (1)
Z (3)

X (1)
X (0)
X (3)
X (2)

X (2)
X (1)
X (0)
X (3)

X (3) Y (0)
X (2) Y (1)
X (1) Y (2)

X (0) Y (3)

N=4
4Z (0) = X (0)Y (0) + X (1)Y (1) + X (2)Y (2) + X (3)Y (3);
4Z (1) = X (0)Y (1) + X (1)Y (0) + X (2)Y (1) + X (3)Y (2);
4Z (2) = X (0)Y (2) + X (1)Y (1) + X (2)Y (0) + X (3)Y (1);
4Z (3) = X (0)Y (3) + X (1)Y (2) + X (2)Y (1) + X (3)Y (0).

[Y (k )]mod N

= Y (k N ) k > 0 ,

[Y (k )]mod N

= Y (k + N ) k < 0 ,

26

Z (0)
X (0)
Z (1)

= 1 X (1)

Z (2) 4 X (2)

Z (3)
X (3)

X (1)
X ((2)
X (3)
X (0)

X (2)
X (3)
X (0)
X (1)

X (3) Y (0)
X (0) Y (3)
.
X (1) Y (2)

X (2) Y (1)

X (0)
Z (0)
X ( N 1)
Z (1)

1
Z (2) = X ( N 2)

N
M

X (2)
Z ( N 2)

X (1)
Z ( N 1)

X (1)
X (0)
X ( N 1)
M
X (3)
X (2)

L X ( N 1) Y (0)
L X ( N 2) Y (1)
L X ( N 3) Y (2)

.
M
L
M

Y ( N 2)
X (1)
L

X (3) L
X (0) Y ( N 1)

X (2)
X (1)
X (0)
M
X (4)

Z (0)
X (0)
Z (1)
X (1)

Z (2) 1 X (2)

=
M
M

N
Z ( N 2)
X ( N 2)

X ( N 1)
Z ( N 1)

X (1)
X (2)
X (3)
M
X ( N 1)
X (0)

X (2)
X (3)
X (4)
M
X (0)
X (1)

L X ( N 1) Y (0)
X (0) Y ( N 1)
L
L
X (1) Y ( N 2)

.
L
M
M

L X ( N 3) Y (2)

L X ( N 2) Y (1)

{X(m)} {Y(m)} ,
Z ( m) =

1
N

N 1

X (h) X (m + h) , m = 0, N 1 .
h=0


{X(m)}.

.3.1.

27

{X(h)}
{Y(h)}

{Cx(k)}

{Cx*(k)}

{ C ( k )}

{Cy(k)}

{ Z ( m )}

. 3.1.
,
.3.2.

{X(h)}
{Y(h)}

{Cx(k)}

{Cy(k)}

{Cz(k)}

{Z(m)}

. 3.2.

, ,
,
:
X (m) , m = 0,1...M
Y (m) , m = 0,1...P

M,P < N

X (m) Y (m)
:
Z (m) =

M +P
1
X (h)Y (m h)
M + P + 1 h=0

Y (l ) = 0 l < 0

28

Z (m)
:
1. N 2, , M + P .
2. X (m) , Y (m) N,
X (m), m = 0,1,..., M
X ( m) =
0, m = M + 1, M + 2,..., N - 1
Y (m), m = 0,1,..., P
Y ( m) =
0, m = P + 1, P + 2,..., N - 1

3.
X (m) , Y (m) , Z (m) =

1 m 1
X (h)Y (m h)
N k =0

4. Z (m) : ( M + P + 1) = Z (m) N ,
Z (m) =

N
Z ( m)
M + P +1

29

4. ()

(FFT) ,

.
1960- .

, .
,
.
N- N 2
, N- ( N / 2) log 2 ( N )
.
,
(. 4.1).
4.1

N

256

65 536

1 024

64 : 1

512

262 144

2 304

114 : 1

1 024

1 048 576

5 120

205 : 1

2 048

4 194 304

11 264

372 : 1

4 096

16 777 216

24 576

683 : 1

,
.

30

.
, N=2n.
, N ,
, ..
N 2BT,
B x(t); T .
--: ,
F,
2F
.
.
- {X(m)}
N=8. ,
C x (4 + l ) = C x* (4 l ) ; l = 1, N / 2 1 .

C x (k ) =

1 7
X (m)W km ; k = 0, N 1 ;

8 m=0

W=e-i2/8=e-i/4;
7

8C x (k ) = X (m) cos(
m =0

7
mk
mk
) i X (m) sin(
).
4
4
m=0

(4.1)

N- , N=8

31

W0 W0
W W
1
0
W0 W2

W W3
F = 0
W0 W4

W0 W5
W W
6
0
W
W
7
0

W0

W0

W0

W0

W0

W2

W3 W 4

W5

W6

W4

W6

W0

W2 W 4

W6

W1

W 4 W7

W2

W0

W4

W0

W4

W0

W 2 W7 W 4
W 4 W 2 W0

W1
W6

W6
W4

W6

W3 W 2

W5

W4

W0
W7
W6

W5
.
W4

W3
W2

W1

,
Wk+N/2=-Wk, k = 0, N / 2 1 .
W4=-W0;
W5=-W1;
W6=-W2;
W7=-W3.
F
W0
W
0
W0

W
F = 0
W0

W0
W
0
W0

W0

W0

W0

W0

W0

W0

W1

W2

W3

W0

W1

W2

W2

W0

W2

W2
W0

W1
W0

W2
W3

W0

W3
W0

W0
W0

W0

W1
W2

W2
W0
W2

W3
W2
W1

W0
W0
W0
W0

W1
W2

W0
W2
W0

W3

W2

W3

W2

W0 0
W3 1
W2 2

W1 3
.
W0 4

W3 5
W2 6

W1 7

() ,
(0,1,2,3,4,5,6,7) (0,4,2,6,1,5,3,7)

32

W0
W
0
W0

W
F= 0
W0

W0
W
0
W0

W0
W0

W0
W0

W0
W0

W0
W0

W0
W0

W0
W0

W2
W2

W0
W0

W2
W2

W0
W0

W2
W2

W0
W0

W1
W1
W3

W2
W2
W2

W3
W3
W1

W0
W0
W0

W1
W1
W3

W2
W2
W2

W3

W2

W1

W0

W3

W2

W0 X 0
W0 X 1
W2 X 2

W2 X 3 A11 A11 r =

=
X
W3 X 4 B11 B11

W3 X 5
W1 X 6

W1 X 7

X 0 + X 4
X + X

5
A11 1

X 2 + X 6
X 3 + X 7
.
=
X 0 X 4
X X
5
1 1
B1

X 2 X 6
X 3 X 7

(4.2)

, A11 B11 ,

A11 =

A12
A22

B2
B11 = 12
B2

A12
;
A22
W2 B12
.
W2 B22

(4.3)

A11 B11 (4.2)


( X + X 4 ) + ( X 2 + X 6 )
A12 0
;
( X 1 + X 5 ) + ( X 3 + X 7 )
( X + X 4 ) ( X 2 + X 6 )
A22 0
;
( X 1 + X 5 ) ( X 3 + X 7 )
( X X 4 ) + W2 ( X 2 X 6 )
B12 0
;
( X 1 X 5 ) + W2 ( X 3 X 7 )

33

( X X 4 ) W2 ( X 2 X 6 )
B22 0
.
( X 1 X 5 ) W2 ( X 3 X 7 )

(4.4)

[( X 0 + X 4 ) + ( X 2 + X 6 )] + [( X 1 + X 5 ) + ( X 3 + X 7 )]
[( X 0 + X 4 ) + ( X 2 + X 6 )] [( X 1 + X 5 ) + ( X 3 + X 7 )]
[( X 0 + X 4 ) ( X 2 + X 6 )] + W2 [( X 1 + X 5 ) ( X 3 + X 7 )]
[( X 0 + X 4 ) ( X 2 + X 6 )] W2 [( X 1 + X 5 ) ( X 3 + X 7 )]
[( X 0 X 4 ) + W2 ( X 2 X 6 )] + W1 [( X 1 X 5 ) + W2 ( X 3 X 7 )]
[( X 0 X 4 ) + W2 ( X 2 X 6 )] W1 [( X 1 X 5 ) + W2 ( X 3 X 7 )]
[( X 0 X 4 ) W2 ( X 2 X 6 )] + W3 [( X 1 X 5 ) W2 ( X 3 X 7 )]
[( X 0 X 4 ) W2 ( X 2 X 6 )] W3 [( X 1 X 5 ) W2 ( X 3 X 7 )]

(4.5)

(. 4.1).

X0

C0

X1

C4

X2

W2

X3
X4
X5

W2
W2
W2

X6

W2

X7

W2

W1
W1
W3
W3

C2
C6

a+b

C1

a-b

C5
C3
C7

. 4.1. -

W
l=0, 1, 2, , N/2-1 (n-1)
. N=16, ,
34

S1=(000,001,010,011,100,101,110,111).
S2
(n-1)- S1, ..
S2=(000,100,010,110,001,101,011,111),

S3=(0,4,2,6,1,5,3,7),
W0, W4, W2, W6, W1, W5, W3, W7. (. 4.2).
r 2r-1 , r = 1, n (N=2n). N=16,
r = 1,4 .
4.2
W

W (N=16)

W0 W0 W0 W0 W0 W0 W0 W0 W0 W0 W0 W0 W0 W0 W0 W0

W0 W0 W0 W0 W0 W0 W0 W0 W4 W4 W4 W4 W4 W4 W4 W4

W0 W0 W0 W0 W4 W4 W4 W4 W2 W2 W2 W2 W6 W6 W6 W6

W0 W0 W4 W4 W2 W2 W6 W6 W1 W1 W5 W5 W3 W3 W7 W7

, ,
.
.
ns=N/2s , s = 1, n ,

35

N=2n. k nk-1
.
0
n1
n2

(n1+n2)

n3

(n1+n3)

(n2+n3)

(n1+n2+n3)

n4

(n1+n4)

(n2+n4)

(n1+n2+n4)

.
.
nk

Ln,

, Ln=(0, n1, n2, (n1+n2), n3, (n1+n3), , nk, ).


N=16. n1=8, n2=4, n3=2, n4=1,
..
0
8
4

12

10

14

13

11

15

Ln=(0,8,4,12,2,10,6,14,1,9,5,13,3,11,7,15).

) 2N
. ,
.
2N . ,
4N .
36

2N2 , .. N2
W.


n

FN = Fi Di .

(4.6)

i =1

I 4
I 4

N=8 F8 = F1 D1 F2 D2 F3 D3 , F1 =

I4
; I4
I 4

44; D1 W0;
I 2
I
F2 = 2

I2
I2
I2
I2

.
I2

I2

D2 - W0, W2:

37

W0

W0

W0

W0

;
D2 =

W0

W0

W2

W2

I1
I
1

F3 =

I1
I1
I1

I1

I1

I1
I1

I1

I1

I1
I1
I1

I1

I 1

W0

W0

W0

W2

.
D3 =

W0

W1

W0

W3

,
, , 2
, .

.
N N/2
. 1,
.

38

(a, N)

{
1. 1, a.
2. a a = (a0,a2,,aN-2)
a = (a1,a3,,aN-1).
3.
b = (a)
b = (a)
4. .
a. () N

2i

N = e N = cos

2
2
+ i sin
N
N

b. () = 1
c. :
for( j=0; j < N/2; j++)
{
y j = b j + b
j
y j + N / 2 = b j b
j

= * N
}
5. y.
}
, . 4.2. ,
,
,
. ,
. , ,
, .
39

a2

a0

a0

a0

a0

a1

a4

a6

a2

a4

a4

a2

a2

a3

a4

a5

a1

a6

a6

a1

a6

a7

a1

a3

a7

a5

a5

a3

a5

a3

a7

a7

. 4.2. 8

( a0 , a4 , a2 , a6 , a1 , a5 , a3 , a7 )
, ,
( a0 , a1 ,..., a7 ). ,
.

40

5.


- , , .
,
,
.
1923

. ,
.

):
( );
();
,

.
,
, .


rk (t ) = sign[sin(2 k t )], 0 t < 1 ,

(5.1)

t , .. ,
T0 , k
. sign (-) :
41

1 x > 0,
signx =
1 x 0.

(5.2)

1
.

0 t < 1 , .. rm (t ) , rn (t )
:
1 m = n,
=
r
t
r
t
dt
(
)
(
)

m
n
0
0 m n.
1

(5.3)



, . ,
. . 5.1
N = 8 .

42

r(0,t)
1

-1

r(1,t)
1

-1

r(2,t)
1

-1

r(3,t)
1

-1

. 5.1 N=8
r(m,t)=rm(t), N=8 :
r1 (t ) =

++++----

r2 (t ) =

++--++--

r3 (t ) =

+-+-+-+-,

+ +1, 1.

43

6. .

, ,
,
. . 6.1.

. 6.1.
:
wal(0,t)=

++++++++

wal(1,t)=r1=

++++----

wal(2,t)=r1r2=

++----++

wal(3,t)=r2=

++--++--

wal(4,t)=r2r3=

+--++--+
44

wal(5,t)=r1r2r3= +--+-++wal(6,t)=r1r3=

+-+--+-+

wal(7,t)=r3=

+-+-+-+-


,
wal(n,t) n , N = 2r ,
n .

n.

, n: n1
- , n2 - , nr , r-
n. n1
n, nr - . ni
. , n0 = 0
.
2,
N = 2r :
r

wal (n, t ) = [rk (t )]n r k +1 n r k


k=

(6.1)


(n=6), N = 23 = 8 .
:
k=1 [r1(t )]n n ,
3

k=2 [r 2 (t )]n

n1

k=3 [r3 (t )]n n .


1

45

n=6 ,
n1 = 1 , n2 = 1 , n3 = 0 .
, n3 n2 = 0 1 = 1 , n2 n1 = 1 1 = 0 , n1 n0 = 1 0 = 1
:
wal (6, t ) = r1 (t )r20 (t )r3 (t ) = r1 (t )r3 (t ) .

.
, -
, ,

. , , .
.

.
gn-1gn-2g2g1g0 n-
, bn-1bn-2b2b1b0. gi

gi=bi bi+1, 0 i n-2;
gn-1=bn-1,
,
0 0=0
1 0=1
0 1=1
1 1=0

46

, , 101101,
. 6.2. . 6.1.

. 6.2.
6.1

g2

g1

g0

b2

b1

b0


, bi=gi, ,
gi , bi = g i ( ),
, gi , .
. ,
1001011, . 6.3.

47

g6 g5 g4 g3 g2 g1 g0
1 0 0 1 0 1 1
1 1 1 0 0 1 0

b6 b5 b4 b3 b2 b1 b0
. 6.3.

.
1. 0 t 1 :

1 k = i,
k i.

wal (k , t )wal (i, t )dt = 0


0

2. , ..
,
:
wal (k , t ) wal (i, t ) = wal (k i, t ) .

3. ,
, i t.
,

wal (i, t1 ) wal (i, t2 ) = wal (i, t1 t2 ) .

4.
wal (0, t ) ,
(+1)(+1) (-1)(-1). ,

48

wal (i, t ) wal (i, t ) = wal (0, t ) .

5. , wal (i, t ) wal (0, t )


wal (i, t ) .
.
, (6.1),
.

[had(h,t)] [pal(p,t)].
,
N = 2r ,
r .
.
. N=2n

H (n 1) H (n 1)
H (n) =
;
H (n 1) H (n 1)

H (0 ) = 1 .

1 1
H 1 =
c
1 1
, ..

1
1
1 1
1 1 1 1
.
H (2) = H 1 H 1 =
1 1 1 1

1 1 1 1

49

(. 6.2, 6.3)
16
8 . ,

.

6.2

6.3

, N=16

, N=8

wal(n,t)

had(h,t)

pal(p,t)

wal(n,t)

had(h,t)

pal(p,t)

12

14

10

12

11

13

10

15

15

11

14

12

10

13

13

11

14

15

50

. N=8.
N=8

C x (3) =

1
H (3) X (3) .
8
H (k 1) H (k 1)
, H(3)
H (k 1) H (k 1)

H (k ) =
H(2),

C x ( 0)
x ( 0)
C (1)
x(1)
x

C x (2)
x ( 2)

C x (3) = 1 H (2) H (2) x(3) .


C x (4) 8 H (2) H (2) x(4)

C x (5)
x(5)
C ( 6)
x ( 6)
x

x(7)
C x (7)

,
C x ( 0)
x1 (0)
C (1)

x = 1 H (2) x1 (1)
C x (2) 8
x1 (2)

x1 (3)
C x (3)

C x (4)
x1 (4)
C (5)

x = 1 H (2) x1 (5) ,
C x ( 6) 8
x1 (6)

x1 (7)
C x (7)

x1 (l ) = x(l ) + x(4 + l ); l = 0,3 ;


x1 (l ) = x(l 4) x(l ); l = 4,7 .
H (1) H (1)
,
H (1) H (1)

H 2 =

51

C x (0)
x1 (0)
C (1)

x = 1 H (1) H (1) x1 (1)


C x (2) 8 H (1) H (1) x1 (2)

x1 (3)
C x (3)

C x (4)
x1 (4)
C (5)

x = 1 H (1) H (1) x1 (5) .


C x (6) 8 H (1) H (1) x1 (6)

x1 (7)
C x (7)


C x (0) 1
x1 (0) + x1 (2) 1
x 2 ( 0)
C (1) = H (1) x (1) + x (3) = H (1) x (1) ;
1
1
8
2
x 8

C x (2) 1
x1 (0) x1 (2) 1
x 2 ( 2)
C (3) = H (1) x (1) x (3) = H (1) x (3) ;
1
1
8
2
x 8

C x (4) 1
x1 (4) + x1 (6) 1
x 2 ( 4)
C (5) = H (1) x (5) + x (7) = H (1) x (5) ;
1
1
8
2
x 8

C x (6) 1
x1 (4) x1 (6) 1
x 2 ( 6)
C (7) = H (1) x (5) x (7) = H (1) x (7) .
1
1
8
2
x 8

H (0) H (0) 1 1
=
,
H (0) H (0) 1 1

H (1) =

8C x (0) = x 2 (0) + x 2 (1) = x 3 (0);


8C x (1) = x 2 (0) x 2 (1) = x 3 (1);
8C x (2) = x 2 (2) + x 2 (3) = x 3 (2);
8C x (3) = x 2 (2) x 2 (3) = x 3 (3);
8C x (4) = x 2 (4) + x 2 (5) = x3 (4);
8C x (5) = x 2 (4) x 2 (5) = x 3 (5);
8C x (0) = x 2 (6) + x 2 (7) = x 3 (6);
8C x (0) = x 2 (6) x 2 (7) = x3 (7).

52

N=2n:
1. n=log2N. r
r=1,2,..., n.
2. r 2r-1 N/2r-1 .
,
.
3.

,
Nlog2N.
. 6.4 -
.
X(0)

X1(0)

X2(0)

X3(0)

X(1)

X1(1)

X2(1)

X3(1)

X(2)

X1(2)

X2(2)

X3(2)

X(3)

X1(3)

X2(3)

X3(3)

X(4)

X1(4)

X2(4)

X3(4)

X(5)

X1(5)

X2(5)

X3(5)

X(6)

X1(6)

X2(6)

X3(6)

X(7)

X1(7)

X2(7)

X3(7)

1/8
1/8
1/8
1/8
1/8
1/8
1/8
1/8

Cx(0)
Cx(1)
Cx(2)
Cx(3)
Cx(4)
Cx(5)
Cx(6)
Cx(7)

. 6.4.

53

7.
. .
.
-

7.1.

, ,
, .. . ,
()
, () .
, - .

.
.
()
. (), .
. 7.1 : 3, 10 50 .

54

. 7.1 3, 10 50

.
- ,

. (3, 10 50
) . 7.2.

55

. 7.2.
3, 10 50

x(t ) = cos(2 10t ) + cos(2 25t ) + cos(2 50t ) + cos(2 100t ) ,

(. 7.3).

56

. 7.3. ,
-
. , ,
,
.
. 7.4 .
(
100, 50, 25, 10 .)

57

. 7.4.
() (. 7.5):

. 7.5.

58


,
.
,
, .
,
. -

.
,
, (
), , , .
,
,
(,

).

. (short-time Fourier transform).
, ,
, (),
. .

, ,
.
.

59

7.2.

,
, .

.
(
, ). :
1. ,
f(x)0, f(x)=0 ;
2. ;
3. ,
.
(),
. ,
,
(. 7.6).

. 7.6.
f(t) g(t),
f(t)g(t).
g(t-t0), g(t-2t0),

.
,
60

.

0 t0 - ,
(1,2) (t1,t2).
( )
(), .
, .
, ,
,
.
,

, ,
. ,
, - .

7.3. -

-,
,
.
C ,
, .
- () .
- :
1. ( ) 0.
2. t .
- .
- (CWT) f(t) :

61

x ( , s ) =

1
s

x(t )

t
)dt ,
s

(7.1)

- , s , * (

t
)
s

, .
. ,
() .
, ,
,
.
.
, ,
. 7.1.

( g0 (t ) = exp(t 2 / 2)) .
,

, .
. 7.7
.

n =1

WAVE- .

n=2

MHAT-, (mexican hat


). .
, WAVE-.

g1 g 4

() -.

62

7.1


()

(t )


:
,

t exp(t 2 / 2)

(i) 2 exp(2 / 2)

(1 t 2 )exp(t 2 / 2)

(i)2 2 exp( 2 / 2)

WAVE-,
,
MHAT-
c
mexican
hat),

(1) n

dn
exp(t 2 / 2)

dt n

(1) n (i) n 2 exp(2 / 2)

n- ,
DOG difference of
gaussians
LP-Littlewood &
Paley

et

0,5e t

/8

(t ) 1 (sin 2t sin t )

2 (e

/2

e 2

(2)1/ 2 , t 2,

0,


HAAR-

1, 0 t 1/ 2,

1, 1/ 2 t 1,
0, t < 0, t > 0.

iei / 2

sin 2 / 4
/ 4

FHAT-,

(French
hat

1, t 1/ 3,

1/ 2, 1/ 3 t 1,

0, t > 1.

4 sin 3 / 3
3 / 3

(Morlet)

ei0t e t

/2

() 2 e(0 )

/2

63

(Paul) (
n,

(n + 1)

in

() 2 () n e

(1 n) n +1

2
g1(t)

Sg1()

g2(t)

Sg2()

g3(t)

Sg3()

g4(t)

Sg4()

2
3

4 3 2 1 0 1 2 3 4

6
5.5
5
4.5
4
3.5
3
2.5
2
1.5
1
0.5
0

0 0.5 1 1.5 2 2.5 3 3.5 4

. 7.7.

HAAR-.

t-,
, 1/ .
LR ,

, , -,

.
t

,
,
.

(t )

- .
(
)
.

64

.
.
, .
,
, . -
.

,
. , ,
(
), ,
,

, ,
. , s > 1 , s < 1 .
.
, , ,
.

. s

, ,
. s,

,
.
:
x ( j , k ) = x(t ) j , k (t )dt ,

(7.2)
65

-
- ().

(subband
coding).
.
.

() .
, .

(multiresolution analysis),

, -
.
,
.
, .


.


( ) (
). , :
,
() () .

66

: a j 1,k =

:b j 1,k =

1
(a j , 2 k + a j , 2 k +1 )
2

1
(a j , 2 k a j , 2 k +1 )
2

(7.3)

(7.4)


.
Ylow [k ] = x(n)h(2k n)

(7.5)

Yhigh [k ] = x(n) g (2k n)

(7.6)

:
. ,

, (. 7.8).
,
.
,
, .
:
An
a n 1
D x = d ,
n
n 1

(7.7)

An, Dn 2n-1 x 2n,


x
; x ;
an-1 dn-1 x.
67

. 7.8. . :
A, D ( ),
2 - , v0 v1 - an-1 dn-1
( An, Dn)
, , ,
.
. [AT DT]
.
I. ,
(. 7.9).

. 7.9. . :
v0 v1 - an-1 dn-1 , 2 - ,
F G
,
. F G
x. ,
.
68

(),
(, FWT).

,
(. 7.10).

. 7.10. .
x .
bj,k ,
.
,
,
, .
bj-1,k. L=log2N , N
. L-1
,
.
. ,
, ,
. ,
, ,

. , .
,
69


.

(lifting scheme).
, , ,
, .
, ,
: . (.
7.11).,

. 7.11. ,
, sj
(Split),

,
(Merge) (. 7.12).
, (even)
(odd) . Lazy
wavelet Transform ( )
, :

70

(evenj-1; oddj-1) := Split (sj)

(7.8)

(Predict).

.
,
.

,
.
, .
( ) sj;2l+1
sj;2l . dj-1;l
:
dj-1;l = sj;2l+1 - sj;2l

(7.9)

,
:
dj-1 = oddj-1 - P(evenj-1)

(7.10)

. 7.12. ,
,

(Update).

, ,
71

()
,
.
, , ,
s d,
d d*
( d).
:
sj-1 = evenj-1 + U(dj-1).

(7.11)

s

.
, s
s00,
.

72

8.

8.1.

har(n,m,t)

(.

8.1),

, ,
1910 . ,
har(n,m,t),
har (0,0, t ) = 1, t [0,1) ;

m1
m 1/ 2
r/2
2
t
,
,

<

r
r
2
2

m
1
2
m
/

har (r , m, t ) = 2 r / 2
,
t < ,
2r
2r

0 , t [0,1),

0 r < log 2 N , 1 m 2 r

har(0,0,t)

har(0,1,t)

1
1

-1

har(1,2,t)
2

1/2

1/2

har(2,1,t)
2

1/4

t
-2

har(2,3,t)
2

3/4
1/2

har(2,2,t)

-2

-2

-1

har(1,1,t)
2

1/2

1/4

har(2,4,t)
2

t
-2

1
3/4

. 8.1. N=8
73

k = 0, N 1 ,

Y(k),

{X(m)},


r
r
1
Y (n) = H * (n) X (n) , H*(n) NN.
N

N=8

*
H ( 3) =

1
1
2

1
1
2

1
1

1
1

1
1
1 1

2
2

1
1
2

2
2

2
2

H*(n),

1
1

2
.

2
N/2

N/4

N/N
, N
. ,
,
.
-

),

.
2(N-1)
/ N .
74

8.2.

N=8 -
.
H(3),
N=8,4,2.
1. H*(3)
N=8, .. {0,1,2,3,4,5,6,7} {0,4,2,6,1,5,3,7},

*
H ( 3) =

0
2

2
0

0
0

2
0

0
2

2
0

0
0

1
1

2
.
0

0
0

2
2

2. (44) ,
N=4, .. {0,1,2,3}

{0,2,1,3},

75

*
H ( 3) =

0
2

2
0

0
0

2
0

0
2

2
0

0
0

1
1

2
.
0

0
0

3. (22) ,
N=2, .. {0,1}

{0,1}, , H * (3) .
-
8.2 8.3.

1/8

X(0)

1/8

X(1)
2 /8

X(2)

2 /8

X(3)
2/8

X(4)

2/8

X(5)

2/8

X(6)

2/8

X(7)

F(0)
F(1)

F(2)
F(3)

F(4)
F(5)
F(6)
F(7)

. 8.2. -

Ph(0)=F2(0);
Ph(1)=F2(1);
76

Ph (2) =
Ph (3) =

F 2 (k ) ;

k =2
7

F 2 (k ) .

k =4


Ph(0)=F2(0);

Ph (r ) =

2 r 1

k =2

F 2 (k ) ;

r = 1, n .

r 1

F(0)

X(0)

F(1)

X(1)

F(2)
F(3)

X(2)

X(3)
F(4)
F(5)
F(6)
F(7)

2
2
2
2

X(4)
X(5)
X(6)
X(7)

. 8.3. -

77

9.

{x k (t )} ( < t < ),
, {}-
( ) ,
.
x k (t ) , t

- , k ,

. , (
)
.

k,

(. 9.1).

. 9.1. ,
78

{x k (t )} {y k (t )} .
,
t , x k (t ) y k (t ) k . :
y (t ) = E [ y k (t )],

x (t ) = E [x k (t )]

(9.1)

,
t1 = t t 2 = t + .
C xx (t1 , t 2 ) = C xx (t , t + ) = E{[x k (t ) x (t )][x k (t + ) x (t + )]}

[
(t , t + ) = E {[x

][
(t )][y

]
(t + )]}

C yy (t1 , t 2 ) = C yy (t , t + ) = E { y k (t ) y (t ) y k (t + ) y (t + ) }
C xy (t1 , t 2 ) = C xy

(t ) x

(t + ) y

(9.2)

t1
t2 .
= 0 :

[
(t , t ) = E [( y

]
(t ) (t )) ] =
(t , t ) = E{[x (t ) (t )][y (t ) (t )]}

C xx (t , t ) = E ( x k (t ) x (t )) 2 = x2
C yy

C xy

2
y

(9.3)

, C xx (t , t ) C yy (t , t )
{x k (t )} {y k (t )}
79

, C xy (t , t )
{x k (t )} {y k (t )} .

, .
x (t ) y (t )
C xx (t , t + ) , C yy (t , t + ) , C xy (t , t + )
t ,
{x k (t )}

{y k (t )} .

, {x k (t )} {y k (t )} ,
, .
{x k (t )} {y k (t )}
t . :

x = E [x k (t )] =

xp( x)dx

y = E [ y k (t )] =

yp( y)dy

(9.4)

p(x) , p( y ) - x k (t ) y k (t )
.
, t :
R xx ( ) = E [x k (t ) x k (t + )]
R yy ( ) = E [ y k (t ) y k (t + )]

(9.5)

R xy ( ) = E [x k (t ) y k (t + )]

R xx ( )

R yy ( )

{x k (t )} {y k (t )} ,
R xy ( ) {x k (t )}

{y k (t )} .
80

R xx ( )

{x k (t )} , ,
R xx ( ) = R xx ( ) R xx ( ) .

R xx ( ) =

x x

1 2

p( x1 , x 2 )dx1 dx 2

R yy ( ) =

y y
1

p( y1 , y 2 )dy1 dy 2

p( x1 , y 2 )dx1 dy 2

(9.6)

R xy ( ) =

x y
1

x y
:
R xx ( ) = C xx ( ) x2
R yy ( ) = C yy ( ) y2

(9.7)

R xy ( ) = C xy ( ) x y

, .
, ,
xy ( ) = 0 . , R xy ( ) = 0 ,

, x (t )
y (t ) .

,
R xx ( ) R yy ( ) - , ..
R xx ( ) = R xx ( )

R yy ( ) = R yy ( )

(9.8)
81


:
R xy ( ) = R yx ( )

(9.9)

:
: R xy ( ) = E[x(t ) y (t )] , k
.
, t
t + . :

R xy ( ) = E [x(t + ) y (t + )] = E x(t + ) y (t ) = R yx ( )

.
x = y :
R xx ( ) = R xx ( )

R yy ( ) = R yy ( )

(9.10)

.. (9.9).
{xk (t )}

{y k (t )}

R xx ( ) , R yy ( ) , R xy ( ) R yx ( ) ,

0 ,
(9.9) (9.10) < 0 .

( ) :
1
N N

x (t1 ) = lim

x
k =1

(t1 )
82

1
N N

R xx (t1 , t1 + ) = lim

x
k =1

(t1 ) x k (t1 + )

(9.11)

( )
t1 ,
t1 ,
.

t1
t1 + .

. 9.2. .

() ,
, .
x (k )
R xx ( , k ) , k - :
83

1
x k (t )dt
T T
0

x (k ) = lim

1
R xx ( , k ) = lim x k (t ) x k (t + )dt
T T
0

(9.12)

, ,
,
. ,
.
,

.
,
, ,
.
,

. , ,

R xx ( ) = a ( )

(9.13)

( ) - - , , = 0 ,
,
; a - ,
.

84

10.

:
1.
2. , .

Rxx ( ) , R yy ( ) R xy ( ) , .
R xx ( ) = E[ x k (t ) x k (t + )]
R yy ( ) = E[ y k (t ) y k (t + )]

(10.1)

R xy ( ) = E[ x k (t ) y k (t + )]

,
:

R( ) <

(10.2)


. :

S xx ( f ) =

xx

( )e i 2f d

yy

( )e i 2f d

S yy ( f ) =

(10.3)

S xy ( f ) = Rxy ( )e i 2f d

85

S xx ( f ) , S yy ( f )
{x k (t )} { y k (t )} , S xy ( f )
{xk (t )} { y k (t )} .
:

R xx ( ) =

xx

( f )e i 2f df

yy

( f )e i 2f df

xy

( f )e i 2f df

R yy ( ) =

(10.4)

R xy ( ) =

,
30-
.
,
S xx ( f ) = S xx ( f )

(10.5)

S ( f ) = S ( f )
S x ( f ) = S yx ( f )

S xx ( f )

S yy ( f )

f,
S xy ( f ) - f.

86

S xy ( f ) =

xy

( )e i 2f d

S xy* ( f ) =

xy

( )e i 2f d

(10.6)

S xy ( f ) = S xy* ( f ) .
, = u ,
d = du . :

S xy ( f ) =

xy

(u )e i 2f du

R xy (u ) = R yx (u ) , :

S xy ( f ) =

yx

(u )e i 2f du = S yx ( f )

S xx ( f ) =

xx

(t ) cos 2fd = 2 R xx ( ) cos 2fd

(10.7)

R xx ( ) = 2 S xx ( f ) cos 2fdf
0

R yy ( ) = 2 S yy ( f ) cos 2fdf

(10.8)

G xx ( f ) ,

G yy ( f ) ,

(0, )

87

G xx ( f ) = 2S xx ( f )

0 f <

G yy ( f ) = 2S yy ( f )

0 f <,

(10.9)

f
G xx = G yy = 0

G xx ( f ) , G yy ( f )
Rxx ( ) , R yy ( )

G xx ( f ) = 4 R xx ( ) cos 2fd

0 f <

G yy ( f ) = 4 R yy ( ) cos 2fd

(10.10)

R xx ( ) = G xx ( f ) cos 2fdf
0

R yy ( ) = G yy ( f ) cos 2fdf

(10.11)

= 0

R xx (0) = E[ x 2 (t )] = x2 = G xx ( f )df
0

R yy (0) = E[ (t )] = = G ( f )df
2

(10.12)

88

. 10.1


:
G xy ( f ) = 2S xy ( f )

0 f <

G xy ( f ) = 2 R xy ( )e i 2f d = C xy ( f ) iQ xy ( f )

(10.13)

xy ( f ) - (), Q xy ( f ) ( ).
:

R xy ( ) = [C xy ( f ) cos 2f + Q xy ( f ) sin 2f ]df

(10.14)

= 0

R xy ( ) = C xy ( f ) cos 2fdf .

(10.15)


89

G xy ( f ) = G xy ( f ) e

i xy ( f )

(10.16)

G xy ( f ) = C xy2 ( f ) + Q xy2 ( f )

xy ( f ) = arctg

Q xy ( f )
C xy ( f )

C xy ( f ) Q xy ( f ) ,
,
.

90

11.


,
. 11.1:

. 11.1.

1. x(t)
f f0.
x(f0, f, t).
2.
3. ;


4. f,

f0.
, :

G xx ( f 0 ) =

1
x 2 ( f 0 , f , t )dt

(f )T 0

(11.1)

91



x(t), y(t), :
1.
, f
f0: x(f0,
f, t) y(f0, f, t)
2.

, .
3. ,
y(f0, f, t) 90o x(f0, f, t)
,
.
4.

.
5.
~

f xy ( f 0 ) Q xy ( f 0 ) .

:
~
~
~
G xy ( f 0 ) = xy ( f 0 ) iQ xy ( f 0 ) ,

(11.2)

~
xy ( f 0 ) =

1
x( f 0 , f , t ) y ( f 0 , f , t )dt
(f )T 0

~
Q xy ( f 0 ) =

1
x( f 0 , f , t ) y o ( f 0 , f , t )dt
(f )T 0

92

y o ( f 0 , f , t ) - y(f0, f,
t).

1
2
E[ x k ( f , T ) ]
T > T

G xx ( f ) = 2 lim

[ x k ( f , T ) ] = [ x k (t ) cos 2ftdt ] 2 + [ x k (t ) sin 2ftdt ] 2


2

(11.3)

, x k (t )
, f.
, x k (t )

{xk (t )}
x (t ),0 t T
x k (t, T) = k
0,

(11.4)

x k (t )
:
T

1 2
1
x k (t )dt = lim x k2 (t , T )dt

T > T
T > T

x2 (k ) = lim

(11.5)

(t )dt =

F( f )

df .

(11.6)

93

12. :
,

~
G ( f ) = 4 R ( ) cos 2fd

(12.1)

(12.1)
,

.

. 12.1.
,

(12.1).

R ( )

94


.
nd T
xi :

(i 1)T t iT

i = 1, nd


f :

1
~
S xx ( f ) =
nd T

nd

x ( f ,T )
i =1

(12.2)

X i (f, T) = x i (t )e i 2ft dt
0

x(t)

(nd 1)

nd

. 12.2
xi (t )
N {xin } , n = 0, N - 1 .

95

(12.2)

fR =

k
k
=
T Nt

k = 0, N - 1


N 1

xi ( f k ) = t xin exp(
n =0

j 2kn
)
N

(12.3)

S xx ( f k ) =

nd
1
2
xi ( fk )

nd Nt i =1

k = 0, N - 1

(12.4)

, :

G xx ( f k ) =

2 nd
2
xi ( f k )

nd Nt i =1

k = 0, N

(12.5)

N
,

f =

1
1
=
T Nt

,
2, .. N = 2 p .

96

(12.3)
x(t )
(t ) ,
u (t ) , :
1, 0 t T
u (t ) =
0,

x(t )

x(t ) = u (t ) (t ) .

x(t)

u(t)

(t)
t

. 12.3
, x(t )
u (t ) (t ) :

x( f ) = u ( ) (f - )d

, u (t )
:

97

si nfT ifT
e
u (t ) = T
fT

u(t)

t
. 12.4

u (t )

3
T

2
T

1
T

1
T

2
T

3
T

. 12.5
,
, .
| u (t ) | ,

,
.
( ).
,
,
.
,
,
.
98

t
2t
1
) = 1 cos 2 ( ),
2 (1 cos
U h (t ) =
T
T
0,

0t T

U n (t )

U n (t )
. 12.6
U n (t )

3
T

2
T

1
T

1
T

2
T

3
T

. 12.7
x(t ) = u h (t ) (t ) .

T

x( f ) = x(t )e 2ft dt = u h ( ) ( )d

f k = k T k = 0, N/2 :
1
1
1
x( f k ) = ( f k ) ( f k 1 ) ( f k +1 )
2
4
4

99

( f k ) = (t )e

-i2k t

dt

, f = 1T
(t ) .
V ( f ) V ( ) ,
f kf = k T
0, f
E[V ( f )V ( )] =
1, f =

3
1 1 1
E[ x( f k ) ] = + + =
8
2 4 4
2

f k = k T .
,

.

8 .
3

(12.3)

xi ( f k ) = t 8

N 1

x
3
n =0

in

(1 cos 2

2kn
) exp j
N
N


:
100

1. xn nd ,
N .
2.
{x n }

n = 0, N - 1 ,

( , , , ,
- .).
3. N x( f k )
k = 0, N - 1 .

4.

x( f k )

, (

8 ).
3

5. (12.4) (12.5)
nd
.

.

.
{x n }

n = 0, N - 1

:
N r
r
R xxc (rt ) =
R xx (rt ) + R xx [( N r )t ]
N
N

101

. 12.8
, .
, .

.
, N
, ..
N r
N
R xxS =
r N
N

R xx (rt ), r = 0,1,K ( N 1)
R xx [(2 N r )t ],

r = N, ( N + 1),K (2N - 1)

102

0 r N 1


( 0 r m ), ( N r 2 N 1 )
.
,

R xx (rt ) =

N S
R xx (rt )
N r

).


. ,

,

nd

, N N
, 2N. 2N

, ( nd +1)
, 4Np
, N = log 2 N .
m nd N . ,
m=N :

. .. =

nd N 2
N

(nd + 1)4 Np 4 p

N=1024 ... = 1024 40 26 .

103

,

: .
.

r = 0, m ( m < N )

R xy (rt ) =

1
N r

N r 1

R yx (rt ) =

1
N r

N r 1

x
n =0

y
n =0

y n+r
xn+r

R xy (rt )
? -1 +1,

,

R xx (0) R yy (0) .

xy (rt ) =

R xy (rt )
R xx (0) R yy (0)

r = 0, m ?

r 1 xy (rt ) 1 .
yx (rt ) .

.

x(t) y(t)

N = 2 p .

,
x(t) y(t).
104

,
:
z (n) = x(n) + jy(n) ?

n = 0,1, K N 1 .

z (n) :
N 1
2kn
Z (k ) = [x(n) + jy (n)]exp j
N

n =0

. ,
2n( N k )
2nk
= exp j
exp j

N
N

exp( j 2n) 1 n .
, :
N 1
2nk
Z ( N k ) = [x(n) jy (n)]exp j
N

n =0

N 1
2nk
Z (k ) + Z ( N k ) = 2 x(n) exp j
= 2 X (k )
N

n =0
N 1
2nk

Z (k ) Z ( N k ) = 2 j y (n) exp j
= 2 jY (k )
N

n =0

X (k )

Y (k )

x(n) y (n) :

105

X (k ) =

Z (k ) + Z ( N k )
2

Y (k ) =

Z (k ) Z ( N k )
2j


.
(n) ( n = 0,1,K 2 N 1 ) :
(n)

n , .

:
x ( n) = ( 2n)

y (n) = (2n + 1)

n = 0, N - 1

x(nt ) , y (nt )

nd N , N = 2 p .

1. m
nd , N > m
.
2. {x n } , {y n }, n = 1, N N ,
2N .
3. , 2N
Z (k ) =

2 N 1

[x(n) + jy(n)]exp j
n =0

2kn
2 N

k = 0, 2 N 1

Z (k ) .
4.
X (k ) =

Z (k ) + Z ( N k )
2

Y (k ) =

Z (k ) Z ( N k )
2j

k = 0, 2 N 1

X (k ) Y (k ) .
106

5.

S xy ( f k )

.
6.

xn =

1
N

N 1

x
k =0

2kn
exp j
N

S xy ( f k ) ,
R xyS (rt ) , r = 0, 2 N 1 .
7. R xy (rt )
r = 0, N 1
R xyS (rt ) N

(N r)

8. R xy (rt )
r = 0, N 1
R xyS (rt ) N

(r N )

( r = ( N + 1), 2 N ).


:
1. nd x n , y n ,
N .
2.

xn ,

yn

( n = 0, N 1 )

107

3. x n ,
y n -
z (n) = x(n) + jy(n) ( n = 0, N 1 ).

4.

Z (k ) =

2 N 1

[x(n) + jy(n)]exp j
n =0

2kn
2 N

k = 0, N 1

N Z (k ) .
5.

Z (k ) + Z ( N k )
X (k ) =
2

Y (k ) = Z (k ) Z ( N k )

2j

k = 0, N 1

X (k )

Y (k ) ,

k = 0, N 1 .

6. X (k ) Y (k )
(

8 ).
3

7. X ( f k ) = tX (k ) , Y ( f k ) = tY (k )

1
~
S xy ( f k ) =
X ( f k )Y ( f k )
Nt

k = 0, N 1

2
G xy ( f k ) =
X ( f k )Y ( f k )
Nt

k = 0, N

108

8. nd

S xy ( f k ) ( k = 0, N 1 ) G xy ( f k ) ( k = 0, N 2 ).

109

13. .

.
,
, ,

, , ().
(,
, ).
,

.

, , .
,


.
, .

.

,
. , ,
30 1 .
( ) 525 , 480
.
110


:
. -

. ,

.
-

, ,
,
.
32*32
256*256 .
- 1024*1024 .

f(x,y)

-, :
Y

f(x,y)

. 13.1
x y , . .
, f (x,y)
() .
111

,
f(x,y), ,
().

(x,y)


. ,
.
,

N M ,
.
:
f (0,0)
f (1,0)
f ( x, y ) =

...

f ( N 1,0)

f (0,1)
f (1,1)
...
f ( N 1,1)

...
f (0, M 1)
...
f (1, M 1)

...
...

... F ( N 1, M 1)

x y :
x = 0,1,, N-1; y = 0,1,,M-1.

.
.13.1 f(0,0)
, f(0,1) , .
N, M

2.
,

.

112

, -
512*512 128
. ,
, , 256*256
64 .

113

14.


, () .
,
(X,Y,Z).

(x,y).
C ()

, (X,Y,Z)
, (X0,Y0,Z0).
:
X*=X+X0, Y*=Y+Y0, Z*=Z+Z0,
X*, Y*, Z* - .
V *=TV, :

X * 1 0 0
Y * = 0 1 0

Z * 0 0 1

X 1
X 0
Y
0
Y0 =
Z 0
Z 0
1 0

0
1
0
0

0
0
1
0

X 0 X
Y0 Y
Z0 Z

1 1

Sx, Sy, Sz X, Y, Z
:

114

Sx 0 0 0
0 Sy 0 0

S=
0 0 Sz 0

0 0 0 1

. 13.2
Z

cos
sin
R =
0

sin
cos
0
0

0
0
1
0

0
0
0

0
1
0 cos
R =
0 sin

0
0

0
sin
cos
0

0
0
0

115

cos
0
R =
sin

0 sin
1
0
0 cos
0
0

0
0
0

116

15.
.

p (x,y)
:
(x+1,y), (x-1,y), (x,y+1), (x,y-1)
, ,
N4(p).

(x+1,y+1), (x+1,y-1), (x-1,y+1), (x-1,y-1)
N(p).
N8(p).
N4(p), N(p), N8(p) ,
(x,y) .
:
1. . p q
, q
N4(p).
2. . p q V,
V- , , q
N8(p).
3. m-( ). p q
V m-, :
) q N4(p)
117

) q N(p) N4(p)N4(q) .
, , ,
p, q
V.

X Y n*1
:
1) d(X,Y)=0, X=Y
2) d(X,Y)=d(Y,X)
3) d(X,Y)d(X,Z)+d(Z,Y), Z
lp-

n
l ( x, y ) = xi yi
i =1

1/ p

p1

p=2, .
p, q, z (x,y),
(s,t) (u,v) :
1) (p,q)0 [(p=q)=0, p=q]
2) (p,q)=(q,p) ()
3) (p,z)(p,q)+(q,z) ( )
p q :
E(p,q)=[(x-s)2+(y-t)2]1/2

118

, ?
r (x,y)
r (x,y).
4, p q,
:
4(p,q)= x-s+y-t
4 , -
, .
, 4 , 3.
:
4(p,q) +4(q,z)=x-s+y-t+s-u+t-v
,
:
x-s+s-ux-u,
y-t+t-vy-v ,
4(p,q) + 4(q,z) x-u+y-v 4(p,z), ..
4(p,z) 4(p,q) + 4(q,z), .
, 4,
r (x,y)
(x,y) ( ). , 4<2 (x,y)

119

2
212
21012
212
2
8, p q
:
8(p,q) = max{x-s,y-t}
,
r (x,y). , 82

:
22222
21112
21012
21112
22222
,
, :

120

8=1
=1

4=1

. 15.1

121

16.

:
g(x,y) = h[f(x,y)],
f(x,y) - ,
g(x,y) () ,
h f, (x,y).
(x,y)

(x,y).
, , , .
g(x,y) (x,y).
(, ),
- .

(, ,
). (,
3*3) ,
, .

122

.
(x,y)
X

. 16.1
. 16.1 3*3 (x,y)
. ,
, ,
.
, . 16.2

1 1 1
1

1 1 1

. 16.2
. ,
8, .

, ,
, ..
8, -1.
.
( ), .
,
.
, , .

123


.
w1,w2,,w9 ,
(x,y) (.16.3),
3*3
(x,y).

w1
w2
w3
( x 1, y 1) ( x 1, y ) ( x 1, y + 1)
w4
w5
w6
( x, y 1)
( x, y )
( x, y + 1)
w7
w8
w9
( x + 1, y 1) ( x + 1, y ) ( x + 1, y + 1)

. 16.3
h[f(x,y)] = w1f(x-1,y-1) + w2f(x-1,y) + w3f(x-1,y+1)+
+w4f(x,y-1) + w5f(x,y) + w6f(x,y+1) + w7f(x+1,y-1)+

(16.1)

+w8f(x+1,y) + w9f(x+1,y+1)

.

F (u , v) =

1
N2

N 1 N 1

f ( x, y)e

j 2 ( ux + vy ) / N

(16.2)

x =0 y =0

N 1 N 1

f (x, y) = F(u, v)e j 2 (ux+vy) / N


U =0 V =0

,

,
(- ).
124


,
.

. f(x,y)
g(x,y),
(x,y)
f, (x,y).

:

g ( x, y ) =

1
f (n, m)
P n ,mS

x,y f(x,y), p - .
3*3
(16.1) wi=1/9.

125

17.

,
, ,
, .
, ,
:
.
(),
.

, ()
f(x,y). f(x,y)
(x,y) :
f
Gx
G[ f ( x, y )] = = fx
Gy
y

(17.1)
7

, G
f (x,y).
:

G[ f ( x, y )] = [Gx 2 + Gy 2 ]1 / 2 = [(

f 2
f
) + ( ) 2 ]1 / 2
x
y

(17.2)

, ,

126

G[f(x,y)] Gx+Gy

(17.3)

,
f/x, f/y.
.

.
Gx = f/x = f(x,y) - f(x-1,y)

(17.4)

Gy = f/y = f(x,y) - f(x,y-1)



3*3 .

f(x,y)

()

g(x,y)

()

b(x,y)

. 7

g(x,y)

:
1
b ( x, y ) =
0

g ( x, y ) T
g ( x, y ) < T

127


.


.

f(m,n)

g(m,n),

m,

n= 0, N 1


(17.2) :
g(m,n) = [d12(m,n) + d22(m,n)]1/2
:
g(m,n) = d1(m,n)+d2(m,n)
d1(m,n) d2(m,n)
(m,n).
Fmn Fmn
(Fmn)T = (fmn, fm,n+1, fm+1,n, fm+1,n+1)
(Fmn)T = (fm-1,n-1, fm-1,n, fm-1,n+1, fm,n-1, fm,n, fmn+1, fm+1,n-1, fm+1,n, fm+1,n+1),

(m,n), 2*2 3*3.
()
:
1 1
1 1
W1 =
;
W
=
2

1 1
1 1

128

:
d1(m,n) = [f(m,n) f(m,n+1)] + [f(m+1,n) f(m+1,n+1)]
d2(m,n) = [f(m+1,n) f(m,n)] + [f(m+1,n+1) f(m,n+1)]

1 0
0 1
W1 =
; W2 =

0 1
1 0

d1(m,n) = [f(m,n) f(m+1,n+1)]


d2(m,n) = [f(m+1,n) f(m,n+1)]

1 0 1
1 1 1
0
0
W1 = 1 0 1 ; W2 = 0
1 0 1
1
1
1

d1(m,n) = [f(m-1,n-1) + f(m,n-1) + f(m+1,n-1)] [f(m-1,n+1) + f(m,n+1) +


f(m+1,n+1)]
d2(m,n) = [f(m+1,n-1) + f(m+1,n) + f(m+1,n+1)] [f(m-1,n-1) + f(m-1,n) + f(m1,n+1)]

1 0 1
1 2 1

0
0
W1 = 2 0 2 ; W 2= 0
1 0 1
1
2
1

d1(m,n) = [f(m-1,n-1) + 2f(m,n-1) + f(m+1,n-1)]


- [f(m-1,n+1) + 2f(m,n+1) + f(m+1,n+1)]
129

d2(m,n) = [f(m+1,n-1) + 2f(m+1,n) + f(m+1,n+1)]


- [f(m-1,n-1) + 2f(m-1,n) + f(m-1,n+1)]

130

18.


()
f(x,y)ej2(u0x/M+v0y/N)<=>F(u-u0,v-v0)
f(x-x0,y-y0)<=>F(u,v)e-j2(x0u/M+y0v/N),

-.
u0=M/2, v0=N/2
ej2(u0x/M+v0y/N)=ej(x+y)=(-1)x+y

f(x,y)(-1)x+y<=>F(U-M/2,V-N/2)
x0=M/2;y0=N/2
f(x-M/2,y-N/2)<=>F(u,v)(-1)u+v
,
F[f1(x,y)+f2(x,y)]=F[f1(x,y)]+F[f2(x,y)]
F[f1(x,y)*f2(x,y)]F[f1(x,y)]*F[f2(x,y)]

131

,
.
-.
, a, b ,
f(ax,by)<=>aF(u,v)
f(ax,by)<=>

1
F(u/a,v/b), ab0
ab

( )


x=r*cos, y=r*sin
u=*cos
v=*sin
f(r,) F(,) ,
.
f(r,+0)<=>F(,+0)
, f(x,y) 0
F(u,v) .

F(u,v)=F(u+M,v)=F(u,v+N)=F(u+M,v+N)
132

- :
f(x,y)=f(x+M,y)=f(x,y+N)=f(x+M,y+N)

F(u,v)=F*(-u,-v)
,

F(u,v)=F(-u,-v)

F(u,v)= [R2(u,v)+I2(u,v)]1/2
R=Re(F), I=Im(F)
(u,v)=arctg[I(u,v)/R(u,v)]
P(u,v)=F(u,v)2,

f ( x, y ) = F (0,0) =

1
MN

M 1 N 1

f ( x, y)
x =0 y =0

133

F(u,v)= F(u,v)e-j(u,v)
,

,

. (
, ) .
f(x,y) h(x,y) M*N
f(x,y)*h(x,y)

f ( x , y ) * h ( x, y ) =

1
MN

M 1 N 1

f (m, n)h( x m, y n)

m =0 n =0

-,
f(x,y)*h(x,y)<=>F(u,v)H(u,v)
f(x,y)h(x,y)<=>F(u,v)*H(u,v)

.
f(x,y) h(x,y) A*B C*D
.
P x Q
y.
PA+C-1
QB+D-1

134

.
f(x,y), h(x,y)

f ( x, y ) 0 x A 1 0 Y B 1
fe( x, y ) =
A x P
B Y Q
0
h ( x , y ) 0 x C 1 0 Y D 1
he( x, y ) =
CxP
D Y Q
0

f(x,y) h(x,y)

f ( x, y ) o h ( x, y ) =

1
MN

M 1 N 1

f * (m, n)h( x + m, y + n)

m =0 n =0

f* , f.
f*=f.
(
) .

, .

f(x,y)h(x,y)<=>F*(u,v)H(u,v)
,

-,

F*(u,v)H(u,v), F* - ,
F.

135


.
F(u,v)H(u,v)<=>f*(x,y)h(x,y)

, .
,
,
,
.
f(x,y) , ,
. ,
f (),
h(x,y) (
) .
, , ,
, ,
h .

, , ,

(),

.
,
.
,
f(x,y)f(x,y)<=>F*(u,v)F(u,v)<=>F(u,v)2
.
136


f(x,y)2<=>F(u,v)F(u,v)

137

19.

H(u,v) F(u,v)


H(u,v)

g(x,y)

f(x,y)

. 19.1
F[f(x,y)(-1)x+y]=F(u-M/2,v-N/2)

(19.1)

:
1.

(-1)x+y,

(19.1)

.
2.

F(u,v) ,
1.

3.

F(u,v) H(u,v) (
).

4.

3.

5.

4.
138

6.

5 (-1)x+y

, H(u,v) ,
, ,
.

(),
.
f(x,y) 1
F(u,v) -. -

G(u,v)=H(u,v)F(u,v)
H F .
, H F,
H F .

- G(u,v)
g(x,y)=F-1[G(u,v)]

(-1)x+y,
.

. ,

- .

-,

139

,
.
, .19.1,
, .
(-1)x+y
,
(

-),

.
,
. ,
-

.
,

, ,
.
(), ,


(. . ).
( )
.
,
,
.
, ,
.
140

,
, .
,
,

. 3*3
, 5*5
.

f ( x, y ) = med {g ( s, t )}
s ,tSxy

(. .
) .
,
. , 3*3
(10, 20, 20, 20, 15, 20, 20, 25, 100).
(10, 15, 20, 20,
20, 20, 20, 25, 100), , , 20.

, , ,
.

50-

.
,

141

100- ,
( ),

f ( x, y ) = max {g ( s, t )}
( s ,t )Sxy


.
0- ,
( )
f ( x, y ) = min {g ( s, t )}
( s ,t )Sxy


1
f ( x, y ) = [max {g ( s, t )} + min {g ( s, t )}]
2 ( s ,t )Sxy
( s ,t )Sxy

.

, .
, d/2 d/2
g(s,t)
Sxy. gr(s,t) ,
(mn-d).
142

,
,

f ( x, y ) =

1
mn d

( s ,t )Sxy

( s, t ) ,

d = 0, mn 1

d=0

d/2=(mn-1)/2

143

20.


. N ,

N- .

N- .
X,
:
Y =T X ,

Y T
.
M Y, M N.
(N - M) ,
M Y.
,

.
.

,
,
.
T- , :
T = [1 2

... N ] ,

Nx1.
{ m} m= 1, N , .
144

X,
:
Y =T X ,

(20.1)

X = [ x1 x 2 ... x N ] , Y = [ y1 y 2 ... y N ]
(20.1) :
X = T 1Y = [ y1

... y N ]Y ,

y2

X = y11 + y 2 2 + ... + y N N = y i i
i =1

{ y1 , y 2 ,... y M } Y
X.
(N - M) Y ,
M
~
X ( M ) = y ii +
i =1

~
X (M )

b ,

i = M +1

i i

X. ,

N M
~
X = X X ( M ) ..
M

X = X y ii
i =1

bii =

i = M =1

y ii

i = M +1

bii =

i = M +1

(y

i = M +1

bi )i .

, (M )

145

( M ) = {|| x || 2 } = {(x) T x}

(M ) = {

(y

i = M +1 j = M +1

bi ) T | ( y j b j )i j } ,
T

(M ) =

E{( y

i = M +1

bi ) 2| }

, i bi
(M ) .
, (M ) .
i bi 2 .

bi

E{( y i bi ) 2 } = 2[ E{ y i } bi ] = 0
bi

E{ y i } = bi .
y i = i x .

bi = i E{x} = i x

E{x} = x

( yi bi ) , (M )

146

E{( y

(M ) =

i = M +1

(20.2)

bi )( y i b) T }

y i = i x

bi = i x

(20.1)

E{( x x )( x x )

(M ) =

i = M +1

}i

T|

= E{( x x )( x x ) T } x,

(M ) =

i = M +1

(20.3)

T
i

i
(M ) i ,
i T |i = 1

, ,

= i i
T

(20.4)

(20.4)

(20.3),

E min ( M ) =

i = M +1

147

x = y ii
i =1

-. (M )
.
2 :
1.

.
2.

Y = TX ,

= T X T 1 = T X T |

= diag (1 , 2 ,... N )

i -

yi

y i = iT x .

E min ( M ) =

i = M +1

y i

y k

k . ,
148

yi

y i ,

,
bi

i = M + 1, N .

bi = i X ,

y i ,

, X = 0 .

,
y i .

M ,
(N - M) .

.
, ,
.

-
X ,

= p1 X 1 + p 2 X 2 + ... + p K XK ,

K ,

Xi

- i-

pi .

149

. 20.1 M:1.

, 6 . ,
1 64 0
63 ( 64 ). , ,
NxN, .

. 20.2
i- j-
f (i, j ) , (NxN)
[ f (i, j )] . [ f (i, j )]

:
[ F (u, v)] = T [ f (i, j )]T /

150

[ f (i, j )] = T / [ F (u, v)]T ,

[ F (u, v)] - ,
.
2 (i, j )

2 (u, v)

f (i, j )

F (u , v)

. 2 (u, v)
, ,
.

, .
2 ,

= 2 Rk

Rk =

...

k N 1
...

k 2
k

...

...

...

...

...

...

...

k
k 2

k 2
k

...

N 1

...

1 2 -

k :
~
k = 2 [TRk T / ]

k=1,2

2 (u , v)


151

~ 2 (u, v) = 1 (u, u ) 2 (v, v)

, 3 :
1. ,
(NxN).
2.

N2

N2

,
2 (u , v) . .
2
3. N m k

. (NxN)
.
2
N m ,

N 2 (NxN) ,

R m .
, m
,
, .

152

21. .


.
,
.
26 .
,
.

:
, ,
, ,
, .

.
. ,
( )
.
. ,
i- ,
,
i- .
,
,
, ,
,
.

153

(
),
.
- .1.

. 21.1
, , ,
-
,
,
.

.

1 , 2 , K, m

X = [x1 , x2 ,K, xn ]

, xk k - .
D j (x ) ,
j , j = 1, m , ,

, i , Di (x )
154

. X ~ i , X
i . , X ~ i
Di ( x ) > D j ( x ); i, j = 1, m

(21.1)

i j

, x ,

i , j ,
Di ( x ) D j ( x ) = 0

, (21.1)
. 21.2 . 21.3.
1

D1 ( )

D2 ( )

M
N

Dm ( )

. 21.2

155

. 21.3

156

22. .

. .
Di (x )
x1 , x2 ,K, xn
n

Di ( x ) = wki x k + wi ,n +1
k =1

wi w j
x
n

Di ( x ) D j ( x ) = wk x k + wn +1 = 0

(22.1)

k =1

wk = wki wkj ,
wn +1 = wi ,n +1 w j ,n +1

(22.1)
x .

. 22.1.
1

i1
i 2

iN

Di ( )

i , N +1

. 22.1

157

m = 2 , (22.1) i, j = 1,2 ,
,
.
1

N
+1

+ 1, D( ) > 0
1, D( ) < 0

+1

-1

N +1

. 22.2
, =+1 , .. ,
X ~ 1 ; =-1, .. D (x ) < 0 , X ~ 2 .

, .. m > 2
.
M
m 2 M m .
B. .
,


. , m
R1 , R2 ,K, Rm , R j j .

R1 , R2 ,K, Rm X
i , ..
X ~ i , X Ri , X Ri X

Ri .
158

,,

X Ri = ( X Ri ) ( X Ri )
T

1/ 2

(22.2)

T .
,
2

X Ri = X T X X T Ri XRi + Ri Ri

X T X i ,

Di ( x ) = X T Ri + XRi Ri Ri ,
T

i = 1, m

,
. ,
,
.
. - .

m .
R1 , R2 ,K, Rm

1 , 2 ,K, m R j
R j (k ) , ..
Rj

(k )

Rj ,

k = 1,K ,U j

U j - R j .
R j .
159

d (X,R j ) = min X Ri

(k )

k =1,K,U j

X R j
X R j .
,
.

R j (k )

(22.1)

Di ( x ) = max X T Ri
k =1,K,U j

(k )

( ( ) ) (R ( ) ) R ( ) }, i = 1, m
k

+ X Ri

Di (k ) (x ) = X T Ri (k ) + X (Ri (k ) ) (Ri (k ) ) Ri (k ) ,
T

Di ( x ) = max Di
k =1,K,U j

(k )

(x )}

, Di (k ) (x )
. .
D. .
r -

Di ( x ) = wi1 f1 ( x ) + wi 2 f 2 (x ) + K + wiL f L ( x ) + wi , L +1 ,

f i (x )
k , k , K , k r = 1, K , N
xkn11 xkn22 K xknrr 1 2
n1 , n2 , K , nr = 0,1


r - . , r = 2 ,
.

f j ( x ) = xkn11 xkn22

k1 , k 2 = 1,K , N
n1 , n2 = 0,1
160

N 1

Di ( x ) = wkk x k +
k =1

j =1 k = j +1

kj

x j x k + w j x j + wi , L +1 ,
j =1

L = 1 / 2 N (N + 3)

. 22.3

. 22.3

161

23.
.

. 23.1
x(t ) , K
C1 , C2 , K , C K .

.
, M z1 , z2 ,K, z M

{Y (M )} = {Y (1), Y (2),K, Y (N )}

M << N .

,
.
,

23.1

,
x(t ) , K .


. ,
Z , C1 ,
162

C2 . (..

Z ij , Z ij j -
, Ci , i = 1,2
7
6
6
6
5
C1 : Z11 = ; Z12 = ; Z13 = ; Z14 = ; Z15 =
5
7
6
5
5
4
3
2
1
0
C2 : Z 21 = ; Z 22 = ; Z 23 = ; Z 24 = ; Z 25 =
3
3
3
3
3

{Z }
ij

, C1 C2 ,

, . 23.2

. 23.2
Z1 Z 2 - ,

C1 C2

Zi =

1 5
Z ij , i = 1,2
5 j =1

2
6
Z1 = , Z 2 =
5,6
3

(23.1)
163

. 23.2 ,
(.. ), C1 C2 ,
, Z1 Z 2 .
.
Z , ,
.
, Z1 Z 2 ,
2

Z Z1 = Z Z 2

(Z Z ) Z = 12 {Z
1

2
1

Z2

(23.2)

(23.1) (23.2),

(23.3)

8Z1 + 2,6 Z 2 = 27,18

2
2
0,5 Z1 Z 2 = 27,18 .

(2) ,
.

(Z ) ,


(Z ) = 8Z1 + 2,6Z 2 27,18 .

, (Z ) ?
, (..
),
~
Z k (k = 1,2,3,4 ) .

(Z )
164

~
Z1 : (Z ) = 8(3) + 2,6(8) 27,18 > 0
~
Z 2 : (Z ) = 8( 2 ) + 2,6(7 ) 27,18 < 0
~
Z 3 : (Z ) = 8(3) + 2,6(3) 27,18 > 0
~
Z 4 : (Z ) = 8(2 ) + 2,6(1) 27,18 < 0

,
~

Z , (Z ) >0 ,
~

Z , (Z ) <0.
~

Z1 , ,
~
Z 2 . , (Z )

:
(Z ) >0 , Z C1
(Z ) >0 , Z C2
,
, . 23.3.

. 23.3
(Z ) , ,
,

..

.
, ,
:
Z Z 1 , Z C1
165

Z Z 2 , Z C2
,
(d 1) , d > 2 . Z = [Z1Z 2 K Z d ] .

(Z ) = w1 Z 1 + w2 Z 2 + K + wd Z d

wi - , - . i
.
,

. 23.4

166

24.

.
: C1 , C2 , C3 .

0
1
2
3
4
C1 : Z11 = ; Z12 = ; Z13 = ; Z14 = ; Z15 =
3
3
3
3
3
5
6
6
6
7
C2 : Z 21 = ; Z 22 = ; Z 23 = ; Z 24 = ; Z 25 =
5
5
6
7
5
6
7
8
9
10
C3 : Z 31 = ; Z 32 = ; Z 33 = ; Z 34 = ; Z 35 =
1
0
1
1
1


2
6
8
Z1 = ; Z 2 = ; Z 3 =
3
5,6
0,4

: Z Ci , Z
Z i , i = 1,2,3.
Di Z Z i .

Di = Z Z i

= Z Zi

) (Z Z )
T

Di 2
2
1
2
T
T
T
2
Di = Z T Z Z T Z i Z i Z + Z i Z i = Z 2 Z i Z Z i
2

(24.1)

167

Di

2
1
T
Z i Z Z i
2

. Di 2 (24.1)
, Z i T Z

2
1
Zi .
2

i (Z ) = Z i T Z

2
1
Zi
2

Z i Z i

i = 1,2,3.

1 (Z ) = 2 Z1 + 3Z 2 6,5
2 (Z ) = 6Z1 + 5,6 Z 2 33,68
3 (Z ) = 8Z1 + 0,4Z 2 32,08

, : 1 (Z ) , 2 (Z ) 3 (Z )
, . Z C1 , 1 (Z )
, C2 , 2 (Z ) C3 , 3 (Z )
.

168

. 24.1 C1 , C2 , C3 .

. 24.2 ,
.

169

. 24.3 K ,
.

170

25.

, ,
Z i (i = 1,2,K, K )
. , .
,
, Ci
Vi . A ,

,
.
,
Ci o , Vi o .
,

.
M - Z ij , j = 1,2,K, N i ,
K - ,
Vi = [v1 , v2 ,K, vk ] .
A , {Z ij } Vi ,
,

, .

Z ij

Lij .


j = Lij Vi = AZ ij Vi

(25.1)

171

(25.1) ,
Z ij Vi

1
=
Ni

Ni

j =1

(25.2)

(25.1) (25.2)
1
=
Ni

=
=

1
Ni
1
Ni

Ni

j =1

AZ ij Vi

Ni

(AZ ) AZ
ij

j =1

{Z
Ni

j =1

ij

ij

1
Ni

Ni

(AZ
j =1

ij

Vi ) (AZ ij Vi ) =

2(AZ ij ) Vi + Vi Vi =

A AZ ij 2 Z ij AVi + Vi

(25.3)

A , ,
A = 0 ,

1
Ni

Ni

j =1

{Z AAZ } N2 {Z AV }+ N1 {V }= 0
Ni

ij

ij

Ni

i j =1

ij

i j =1

(25.4)

{
{

A Z ij AAZ ij = 2 A Z ij Z ij ,

A Z ij AVi = Vi Z ij ,

{ }= 0

A Vi

(25.4)
2
A
Ni

Ni

(Z
j =1

ij Z ij ) =
Ni

Ni

V Z ,
j =1

ij

172

Ni
Ni

A = Vi Z ij (Z ij Z ij )
j =1
j =1

. {Z ij }

5
5
5
6
6
Z i1 = ; Z i 2 = ; Z i 3 = ; Z i 4 = ; Z i 5 =
5
6
7
6
7

1
1

N i = 5 . Vi =

1
1
1
1
1
V Z = 1[5 5] + 1[5 6] + 1[5 7] + 1[6 6] + 1[6 7] =
5

ij

5 5 5 6 5 7 6 6 6 7 27 31
=
+
+
+
+
=

5 5 5 6 5 7 6 6 6 7 27 31
j =1

Z
j =1

ij

25 25 25 30 25 35 36 36 36 42 147 168
Z ij =
+
+
+
+
=

25 25 30 36 35 49 36 36 42 49 168 195

0,129 0,0475
A=

0,129 0,0475


Lij = AZ ij

0,883
0,930
0,978
1,06
1,11
Li1 =
; Li 4 =
; Li 4 =
; Li 3 =
; Li 2 =

0,883
0,930
0,978
1,06
1,11

173

. 25.1

.

(Z ) = w1 Z 1 + w2 Z 2 + K + wd Z d


(Z ) = W Z ,

W = [w1 w2 ,K, wd ]; Z = [Z 1 Z 2 ,K, Z d 1] = [Z 1]


, Z
Z ,
-1. , (d + 1) - Z ,
.

174

26.

. 26.1
A , Z Ck ; k = 1,2,3 Vk
.
, .
Ck Pk . A

175


P N1
P N2
P N3
A 1 Z1 j Z1 j + 2 Z 2 j Z 2 j + 3 Z 3 j Z 3 j =
N 2 j =1
N 3 j =1

N1 j =1
N3
N1
N2
P
P
P
= 1 V1Z1 j + 2 V2 Z 2 j + 3 V3 Z 3 j
N1 j =1
N 2 j =1
N 3 j =1

A ,
A = S vZ S 1ZZ ;
3

Ni

S vZ =
i =1 j =1

Ni

S ZZ =
i =1 j =1

( ) { }

(26.1)

) { }

(26.2)

Pi
Vi Z ij = E VZ
Ni

Pi
Z ij Z ij = E ZZ
Ni

, S vZ S ZZ
. , A

[3 (d + 1)] .

Z = [Z1Z 2 , K , Z d 1]

L = AZ , Z
.
: L Vi o ,
Z Ci o . ,

2

Di2 = L Vi , i = 1,3; ..
2

Di2 = (L Vi ) (L Vi ) = L 2Vi / L + Vi

Vi = 1 , Di2 , Vi / L .

Di2

176


d i = Vi L

(26.3)

V1 = [1 0 0],V2 = [0 1 0],V3 = [0 0 1]

L = AZ

(26.3)

d1 1 0 0
d = 0 1 0 AZ = AZ
2

d 3 0 0 1


a11
A = a21
a31

a12 K a1d
a22 K a2 d
a32 K a3d

1
2 ,
3

d i ,

(Z ) = d i = ai1Z1 + ai 2 Z 2 + K + aid Z d i .

,
A ,
.
1 (Z ) , 2 (Z ) 3 (Z ) .
max{ i (Z )} = io (Z ), Ci o .

177

. 26.2

178

27. K

K .

Ci

- Vi
Vi = [0 L 010L 0] ,

1 i- Vi

i= 1, K .

A 3 ( d +1)
( d +1)
A = S vx S xx ,
Ni

S v z = Pi / N i (Vi Z ij ) = E (VZ / )
i =1 j =1
N

K
i

S zz = Pi / N i ( Z ij Z ij ) = E ( ZZ )
i =1 j =1

,
i ( z ) = ai1 z1 + ai 2 z 2 + L + aid z d i , i = 1, K

179

. 27.1 k

, ..
,
.

.

d

d 1

j =1

j =1 k = j +1

i ( z ) = wij z j 2 +

w jk z j z k + w j z j i , i = 1, K

(27.1)

j =1

i (z )

[( d +1)/( d +2)]/2

, :
d , z 2j w jj
d , z j w j

d (d 1) / 2

z j z k w jk , j k
180

- i
.
,
(27.1) Q- G, f1,f2,,fQ
zi , i = 1, d . d G
z12 , z 22 ,K, z d2 , [d (d 1)] / 2 z1z2,z1z3,, z d 1 z d ;

z1,z2,, z d .

. 27.2
~ f +w
~ f +K+ w
~ f
i ( z) = w
1 1
2 2
Q Q
i

181

28. .

W1

W2

n +1

Wn
Wn +1

R = 1, W X > T
R = -1, W X < T

. 28.1
( )
1 -1
,
1 , 2 , W ,
, 1

W X > 0 ,

2 - W X < 0 . 2
-1 , W X > 0
.
,

80-

182


.
,
. 28.2.

S ,

A .
, ,
, .
,
,..
,
.
183

.
, xi i- wi
- ,
n +1

R = Wi / xi = W X
i =1

R>0 ,
1 , R<0 , 2 .

,
.
, 28.2,

R- .
:
R1,R2,,RM, M-
i , Ri>Rj i j .


A R.

W.
, .
, 1 2 .
W(1) , .
k-
x(k) 1 W (k)x(k) 0, W(k)
184

W(k+1)=W(k)+cx(k),(1)

(28.1)

c-
x(k) 2 W (k)x(k) 0, W(k)
W(k+1)=W(k)-cx(k),

(28.2)

W(k) ,..
W(k+1)=W(k)
, W
, k-

.
.
,
- ,
. ,
, ,
W .

W (k)x(k) ,
,
W(k) , x(k) . ,
W (k)x(k) , ,

.

.
185

,
.
: . 28.1 28.2

. 28.1

. 28.2

,
.
,
.
.

1 : {0 0 1}

2 :{1 0 1}

1 : {0 1 1}

2 :{1 1 1}

c=1 , W(1)=0 ,
( )
186

0

W(1)x(1)= (0 0 0) 0 =0
1

0

W(2)=W(1)+x(1)= 0
1

0

W(2)x(2)= (0 0 1) 1 =1
1

0

W(3)=W(2)= 0
1

1

W(3)x(3)= (0 0 1) 0 =1
1

1

W(4)=W(3)-x(3)= 0
0

1

W(4)x(4)= ( 1 0 0)1 =-1
1

1

W (5)=W(4)= 0
0


1- 3- (28.1) (28.2).

,

187

,
. x5=x1,x6=x2,x7=x3,x8=x4.
:
0

W(5)x(5)= ( 1 0 0) 0 =0
1

1

W(6)=W(5)+x(5)= 0
1

0

W(6)x(6)= ( 1 0 1) 1 =1
1

1

W(7)=W(6)= 0
1

1

W(7)x(7)= ( 1 0 1) 0 =-1+0+1=0
1

1

W(8)=W(7)-x(7)= 0 0

1

0 =
1

2

0
0

1

W(8)x(8)= ( 2 0 0)1 =-2
1

2

W(9)=W(8)= 0
0

,
.

188

0

W(9)x(9)= ( 2 0 0 ) 0 =0
1

2

W(10)=W(9)+x(9)= 0 +
0

0

0 =
1

2

0
1

0

W(10)x(10)= ( 2 0 1) 1 =-2 0+0 1+1 1=1
1

2

W(11)=W(10)= 0
1

1

W(11)x(11)= ( 2 0 1) 0 =-2 1+0 0+1 1=-1
1

2

W(12)=W(11)= 0
1

1

W(12)x(12)= ( 2 0 1)1 =-1
1

2

W(13)=W(12)= 0
1

.
0

W(13)x(13)= ( 2 0 1) 0 =1
1

189

2

W(14)=W(13)= 0
1

0

W(14)x(14)= ( 2 0 1) 1 =1
1

2

W(15)=W(14)= 0
1

1

W(15)x(15)= ( 2 0 1) 0 =-2 1+1 1=-1
1

2

W(16)=W(15)= 0
1

1

W(16)x(16)= ( 2 0 1)1 =-2 1+1 1=-1
1

2

W(17)=W(16)= 0
1

.

W= ( 2 0 1)

d(x)=-2x1+1
190


.
2 -1 ,

W (k ), W (k )x(k ) > 0
W (k ) + cx(k ), W (k )x(k ) 0

W(k+1)=

- .

M 1 , 2 ,K , M .
k-
x(k) , i . M

dj[x(k)]=Wj(k)x(k); j=1,2,,M.

di[x(k)]> dj[x(k)], j= 1,

i j

, ..
Wj(k+1)=Wj(k),
, l
di[x(k)] dl[x(k)]
191


Wi(k+1)=Wi(k)+cx(k
Wl(k+1)=Wl(k)-cx(k)
Wj(k+1)=Wj(k)
j=1,2,,M; j i;j l
- .
,

Wi (1).

192

29.

29.1.

:
()

,
. :
;
,
.
()
,
. ,
. .
, ,
.

.

, :
1. . ,
, ,
.
2. .
(
) .

193

3. .
,
, .
,
:
, ;
,
, ;

,
;
;
:
, ;
, ,
, :
, , .
. 29.1
. ,
, .
.
, ,
.
, ,
.
,
.

194

. 7.1.

,

:
n

y = f ( wi xi + T ),

(29.1)

i =1

X=(x1,x2,,xn) ; W=(w1,w2,,wn)
; T - ; f .
29.2. i-
wi (),

.

195

x1

w1

w2

x2
M

wn

xn
. 7.2.
W, T f
.
wi i ,
.
(, , ,
).
, . ,
, .
, , ,

( )
.

x0, 1,
w0. (29.1)


, , ,
.

.

.

196


.
:
1) y=Ax;
1, x > 0
2) y =
;
0, x 0
1, x > 0
3) y =
;

1
,
x

4) (. 29.2)

y=

1
(1 + e

(29.2)

1
1+ exp( x)
2
1
1+ exp( x)

1
x

. 7.2.
5) (. . 29.2)

y=

2
(1 + e x )

1;

(29.3)

6) (. 29.3)

197

y = th( x) =

e x e x
x

e +e

(29.4)

tanh( x)

1
x

. 7.3.
(29.2) (29.4),
.

. , .

.

. ,

.

(. 29.4).

198

x1
x2

1
2

xn

wij

. 29.4.

2 :
.
. ,
, , , .

.

.
(
),
, .
- .
, , , .
.
,
.


:
199

1. :

);
( ,
);
2. :
( );
(

);
3. :
(
, );
(
);
4.
;
;
, ;
,
;
5. :
;
;
6. :
;
( ,
, );

200

( , ,
, );
( ,
- ).

29.2.

. .
. 7.5.
.
,
1 1.

a1

a2
...

...

an

. 7.5.
.

201

m k k
a a , i j
wij = i j
, i, j = 1, n ,
k =1
0, i = j

(29.5)

wij i- j-;
n ;
m , ;
aik i- k- .

w11
w
W = 21
L

wn1

K w1n
K w2 n
.
L L

wn 2 K wnn
w12
w22
L

(29.6)


(wij=wji) (wii=0).

.
, ,
.

.
.

.
202


.
(1, 1),
. wji
j i . ,

. ,
.
.
, ,
. ,
.
,
.
, .
, ,

.
,
0.
.

.
n

ai (t + 1) = f wij a j (t ) ,

j =1

(29.7)

aj(t) j- t, f /
;

203

1 x > 0,
f (x ) =
1 x 0.

(29.8)


.
.
, .

a(0)

,
. (29.8)
, ,
.
,
W

m=

n
,
2 ln n + ln ln n

(29.9)

n , .

29.3.

( ), .

.

(29.2) (29.4), .. 3

204

: ,
(. 29.6).

x1

x1

g1

y1

xi

gj

yk

xn

wjk

xi

vij

xn

gh

Ym

Qj

Tk

y1

yk

yt

. 29.6.

n n , h
m .
: v nh w hm.
, : Q
, T .
, .
:

g j = f ( vij xi + Q j ) ,

(29.10)

i =1

y k = f ( w jk g j + Tk ) .

(29.11)

j =1

205

(29.2)
(29.4). , .
(29.2),
0 1.
p ,
(xr, yr), r = 1, p . x r = ( x1r , x2r ,...xir ,...xnr )
( ),

y r = ( y1r , y 2r ,... y kr ,... y mr ) ,

. .
,
yr,
0. .

( ,
).

,
.

.
.
1. .

[-1,1].
2. (xr, yr) :
2.1.
(29.10), (29.11).

206

2.2. ,
y
yr. ,

w jk (t + 1) = w jk (t ) +

Tk (t + 1) = Tk (t ) +

E
w jk (t )

E
Tk (t )

(29.12)

(29.13)

E - ,
, .
, .

1 m r
E = ( yk yk ) 2 .
2 k =1

(29.14)

k-

dk =

E
= y kr y k .
y k

(29.15)

(29.12), (29.13)
. ,

Sk =

w jk g j + Tk .

(29.16)

j =1

207

E
:
w jk

E
E yk S k
=
,
w jk y k S k w jk

(29.17)

E
yk
= d k = y kr y k k- ;
= f ( S k )
Sk
yk

Sk
= g j j- .
w jk

E
= d k f ( S k ) g j .
w jk

, ,

(29.18)

Sk
= 1 ,
Tk

E E yk S k
=
= d k f ( S k ) .
Tk y k S k Tk

(29.19)

,
(29.12), (29.13), (29.18) (29.19).
.
, (29.15) ,

(
):

208

m
m E y S
E
k
k
ej =
=
= d k f ( S k ) w jk .
g j k = 1 y k S k g j k = 1

(29.20)

,
,

1
= f ( S k )(1 f ( S k )) = y k (1 y k ) .
f ( S k ) =
(1 + e S )

(29.21)

(th( S k ) ) = 1 yk2 ;

1 yk 2
2

.
1 =
(1 + e x )

, (29.12),
(29.13) , :
w jk = w jk + y k (1 y k )d k g j ,

(29.22)

Tk = Tk + y k (1 y k )d k ,

(29.23)

vij = vij + g j (1 g j )e j xi ,

(29.24)

Q j = Q j + g j (1 g j )e j .

(29.25)

209


,
.
2 ,
.
3. ,
,

.
dk,
2.

max d k < D, k = 1, m, r = 1, p ,

(29.26)

D ,
. (29.26)
, 2 .

.

. ,
,
. ,

.
. n
, - .
h ,
.
,
.
210

, .
.

h~

p
.
n

(29.27)

,
, ( )

.
, .. ,
,
p ( )
h.
.
,

(7.14), .
,

,
. 29.7.

211

E
B

D
W

. 29.7.
. 29.7 ,
. A
.
(29.26).

( ).
B .
, .
, ,
. C ,
. D .

.
, .
w (29.12) t

w(t ) =

E
+ w(t 1) ,
w

(29.28)

212

- , .

(29.28)
.
.
,
.
,
.

.
,
.
.

29.4.

(. 29.8).
,
.

.

.

213

x1

x2

x1

y1

x2

y2

...

...
xn

...
ym

xn

. 29.8

. ,
, :
2

xt j
,
g j = exp

2j

(29.29)

x ; t j ,
(

,
(. 29.8).
x t j

xt j

= ( x1 t1j ) 2 + ( x2 t 2j ) 2 + ... + ( x n t nj ) 2 .

.
,
. ,
214

, t .

.

, .
, .

1.5

( x 10) 2

2
5

exp

( x 10) 2

2
2

exp

0.5

10

20

. 7.9.

yk =

w jk g j .

(29.30)

j =1


.

(
). ,
, ,
, .
(29.22)
215

w jk = w jk + d k g j ,

(29.31)


1.
(29.31).
.
. (29.29) (29.30).

,
.
. ,
,
.
,
.

29.5.

.
,
.

(),

(. 29.10).

216

x1

xn

wij

xi

y1
yj

ym

. 29.10.
.

yj =

wij xi = w j

x cos ,

(29.32)

i =1

x=(x1, x2,,xi,,xn) ; w j=(w1j, w2j,,wij,,wnj )


, | x | |w j| ,
.
.

-, (29.32)
.

wij(t+1)=wij(t)+(xi-wij(t)),

(29.33)

.
,
,
.
217

, 1.

. (29.32)

yj =

wij xi = cos ,

(29.34)

i =1

(7.33):

wij (t + 1) =

wij (t ) + ( xi wij (t ))
j

w (t ) + ( x w (t ))

(29.35)


, ,
.
,
.
. , -

fj:
d v = min ( x w j f j ) .

(29.36)

,
.
,

218

-
.

m ( )
,
. ,
, .
(29.33)
.
.
,
h(t,k,j) k
j t. j=k 1
k j .
.
, -:
wij(t+1)=wij(t)+ h(t,k,j)(xi-wij(t)).

(29.37)

h(t,k,j)
,
.

219

h(t,k,j)

. 29.11.

,

.
,
. . -

.

220

1.

. . . 2- . .: ,
1982.

2.

., . . - .:
, 2005.

3.

. , : .
. - .: , 2004.

4.

. :
. . - .: . 2003.

5.

.. . . .: ,
1987.

6.

. .: ,
1988.

7.

. .
. .: , 1971.

8.

. , . . . .: , 1976.

9.

. .
.: , 1986.

10.

. . ,
. .: , 1990.

11.

.. . .:
, 1979.

12.

., ., . :
. .: , 1982.

13.

.., .., ..
. .: , 1985.

14.

. , . . . .:
, 1989.

15.

.., .., ..
. .: , 1990.

16.

.., .. . .:
, 1989.

17.

Q. Tian, Y.Faiman and S.H. Lee. Comparison of statistical pattern


recognition algorithms for hybrid processing, 1 Linear mapping algorithms//
Journal of the optical society of America, V.5 10, 1988, p.1655-1669.

18.

O. Tian, V. Faiman and S.Y. Lee. Comparison of statistical pattern


recognition algorithms for hybrid processing. 2. Statistical pattern

221

recognition algorithms// Journal of the optical society of America, v.5, 10,


1988, pp.1670-1680.
19.

. . . , 1990.

20.

.., .. :
. .: , 1989.

21.

.. . .: , 1992.

22.

.., .. . .:
, 1986.

23.

. . .: , 1974.

24.

., . 2-
. .: , 1985.

25.

.., .., ..
. , ,
1987.

26.

.. . : , .
, 2001.

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