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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) :
(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
(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,
(2.12)
14
(2.13)
T 2 , m = n,
(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
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 ) ;
Cx (
N
N
+ l ) = C x ( l ), l = 0, N / 2 .
2
2
(2.24)
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
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,
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)
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,
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
(6.1)
(n=6), N = 23 = 8 .
:
k=1 [r1(t )]n n ,
3
k=2 [r 2 (t )]n
n1
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.
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
[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 (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)
H 2 =
51
C x (0)
x1 (0)
C (1)
x1 (3)
C x (3)
C x (4)
x1 (4)
C (5)
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) =
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
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
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
. 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)
(7.6)
:
. ,
, (. 7.8).
,
.
,
, .
:
An
a n 1
D x = d ,
n
n 1
(7.7)
. 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
(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
(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 ) ( ).
:
(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
(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
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
,
,
(- ).
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)
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
0
0
W1 = 2 0 2 ; W 2= 0
1 0 1
1
2
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 (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
, 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)
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 ,
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 )
( ),
. .
,
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
-, (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.
18.
221
. . . , 1990.
20.
.., .. :
. .: , 1989.
21.
.. . .: , 1992.
22.
.., .. . .:
, 1986.
23.
. . .: , 1974.
24.
., . 2-
. .: , 1985.
25.
.., .., ..
. , ,
1987.
26.
.. . : , .
, 2001.
222