The Generalized Correlation Method for Estimation of Time Delay-3c4

Attribution Non-Commercial (BY-NC)

Просмотров: 289

The Generalized Correlation Method for Estimation of Time Delay-3c4

Attribution Non-Commercial (BY-NC)

- Importance of Mine Surveying in Mining Industry
- Advanced Mine Surveying.pdf
- 32227886-Alignment-Face-And-Rim-Method.pdf
- 2 Brief Review of Motor Current Signature Analysis
- Understanding Transmitter and Receiver Measurements
- (Journal) Dinda Kirana Ismiranti - Design and Planning Fiber Access Network in Margajaya
- Nicotra Fan Filter Unit
- Sistemas de Comunicacion Analogica y Digital - 7ma edicion - Leon W. Couch (1).pdf
- Vabrition Data
- Ing Sismica
- Modul 03 Siskom2 Signal Space
- chirp kteer
- Wood.elecensus.jappliedEcol
- JMT Tool
- Lacoss
- InTech-Modeling Simulation of Hysteresis Current Controlled Inverters Using Matlab
- FULLTEXT01.pdf
- Goda 2008 Random Waves
- digital pcm
- Final

Вы находитесь на странице: 1из 8

4, AUGUST 1976

[7] J. L. Butler, Comparative criteria for minicomputers, Instrum. and computer simulation results for Gaussian and television

Technol., vol. 17, pp. 67-82, Oct. 1970. input signals, Bell Tech. vol. 45, pp. 117-142, Jan.

[ 8] B. Liu, Effect of finite word length on accuracy of digital 1966.

filters-A review, IEEE Trans. Circuit Theory, vol. CT-18, [ l o] D. J. Goodman and A. Gersho, Theory of an adaptive quan-

pp. 670-677, NOV. 1971. tizer, IEEE Trans. Commun., vol. COM-22, pp. 1037-1045,

[9] J. B. ONeal, Jr., Delta modulation quantizing noise analytical Aug. 1974.

Abstruct-A maximum likelihood (ML) estimator is developed for

determining time delay between signals received at spatially sepa-

rated sensors in the presence of uncorrelated noise. This ML estimator

can be realized as a pair of receiver prefilters followed by a cross

correlator. The time argument at which the correlator achieves a

maximum is the delay estimate. The ML estimator is compared with

several other proposed processors of similar form. Under certain con-

ditions the ML estimator is shown to be identical to one proposed by

Hannan and Thomson and MacDonald and Schultheiss 2

Qualitatively, the role of the prefiiters is to accentuate the signal

passed to the correlator at frequencies for which the signal-to-noise

(S/N) ratio is highest and, simultaneously, to suppress the noise power.

The same type of prefiitering is provided by the generalized Eckart

fiiter, which maximizes the S/N ratio of the conelator output. For

low S/N ratio, the ML estimator is shown to be equivalent to Eckart

prefiltering.

A

INTRODUCTION

SIGNAL emanating from a remote source and moni-

tored in the presence of noise at two spatially sepa-

rated sensors can be mathematically modeled as

Xl(t> Sl ( t ) +n1(t) (1 a)

x2 (t) 1 (t nz (t), (1b)

where sl(t), nl ( t ) , and nz( t ) are real, jointly stationary ran-

dom processes. Signal sl(t) is assumed to be uncorrelated with

noise n (t) and nz (t).

There are many applications in which it is of interest to esti-

mate the delay D. This paper proposes a maximum likelihood

(ML) estimator and compares it with other similar techniques.

While the model of the physical phenomena presumes sta-

tionarity, the techniques to be developed herein are usually

employed in slowly varying environments where the character-

Manuscript received July 24, 1975; revised November 21, 1975 and

C. H. Knapp is with the Department of Electrical Engineering and

G. C. Carter is with the Naval Underwater Systems Center, New

February 23,1976.

Computer Science, University of Connecticut, Storrs, CT 06268.

London Laboratory, New London, CT 06320.

istics of the signal and noise remain stationary only for finite

observation time T. Further, the delay D and attenuation a

may also change slowly. The estimator is, therefore, con-

strained to operate on observations of a finite duration.

Another important consideration in estimator design is the

available amount of priori knowledge of the signal and

noise statistics. In many problems, this information is negli-

gible. For example, in passive detection, unlike the usual

communications problems, the source spectrum is unknown

or only known approximately.

One common method of determining the time delayD and,

hence, the arrival angle relative to the sensor axis [ l ] is to

compute the cross correlation function

where E denotes expectation. The argument 7 that maxi-

mizes (2) provides an estimate of delay. Because of the finite

observation time, however, RxI x, ( 7) can only be estimated.

For example, for ergodic processes (2, p. an estimate

of the cross correlation is given by

where T represents the observation inter@. In order to im-

prove the accuracy of the delay estimate D, it is desirable to

prefdter xl(t) and xz(t) prior to the integration in (3). As

shown in Fig. 1, xi may be fdtered through Hi to yieldyi for

i 1, 2. The resultant y i are multiplied, integrated, and

squared for a range of time shifts, T, until the peak is obtained.

The time shift causing the peak is an estimate of the true

d,elay D. When the fdters HI ( f ) I f 2 (f) the estimate

D is simply the abscissa value at which the cross-correlation

function peaks. This paper provides for a generalized correla-

tion through the introduction of the fdters H1 ( f ) and Hz

which, when properly selected, facilitate the estimation of

delay.

The cross correlation between xl(t) and xZ(t) is related to

KNAPP AND CARTER: GENERALIZED CORRELATION METHOD 32 1

Fig. 1. Received waveforms filtered, delayed, multiplied, and inte-

grated for a variety of delays until peak output is obtained.

the cross power spectral density function by the well-known

Fourier transform relationship

J)

Rxl x2( T) =J Gx, x, ( f ) e j Znf 7@- .

When x l ( t ) and x2( t ) have been filtered as depicted in Fig. 1,

then the cross power spectrum between the filter outputs is

given by [3, p. 3991

Gy , y , ( f > =Nl ( f ) H: ( f ) GXI . , ( f ) , ( 5 )

where denotes the complex conjugate. Therefore, the

generalized correlation between x 1 ( t ) and x2 ( t ) is

( 64

where

$,(f3 H1( f ) K? ( f ) (6b)

and denotes the general frequency weighting.

In practice, only an estimate G,, x z ( f ) of Gx I x z ( f ) can be

obtained from finite observations of x l ( t ) and xz ( t ) . Con-

sequently, the integral

is evaluated and used for estimating delay. Indeed, depending

on the particular form of and the priori information,

it may also be necessary to estimate $,to in (6a)-(6b). For

example, when the role of the prefdters is to accentuate the

signal passed to the correlator at those frequencies at which

the signal-to-noise (S/N) ratio is highest, then $, ( f ) c8n be

expected to be a function of signal and noise spectra which

must either be known priori or estimated.

The selection of $,(f) to optimize certain performance

criteria has been studied by several investigators. (See, for

example, [4] -[12] This paper will derive the ML estimator

for delay D in the mathematical model (l a) and (lb), given

signal and noise spectra. The results will be shown to be

equivalent to (6a)-(6c) with an appropriate $ ( f ) . This

weighting turns out to be equivalent to that proposed in

[12] and under simplifying assumptions to that proposed

in [21] The development presented here does not presume

initially that the estimator has the form (6c). Rather, it is

shown that the ML estimator may be realized by choosing r

that max@izes (6c) with proper weighting, $,(f), and proper

estimate, GXl x 2 ( f ) . The weighting $,(a yielding the ML

estimate will be compared to other weightings that have been

proposed. Under certain conditions the ML estimator is

shown to be equivalent to other processors.

PROCESSOR INTERPRETATION

It is informative to examine the effect of plocessor weight-

ings on the shape of Ry I y , ( r ) under ideal conditions. For

models of the form of (l), the cross correlation of x l ( t ) and

x2 ( t ) is

R x 1 x 2 ( ~ ) = ~ R , 1 , 1 ( ~ - ~ ) + R n , n z ( ~ ) .

GX] x 2 @ G I SI n1 n, ( f 1. (8)

If nl ( t ) and n2 ( t ) are uncorrelated (Gnl ( f ) 0), the cross

power spectrum between x l ( t ) and xz ( t ) is a scaled signal

power spectrum times a complex exponential. Since multi-

plication in one domain is a convolution in the transformed

domain (see, for example, [13]), it follows for Gn I n , ( f )

that

The Fourier transform of (7) gives the cross power spectrum

e -iznfD G

R x l x z ( ~ ) = ~ R , l , l ( ~ ) f i ( t - D>, ( 9)

where 0 denotes convolution.

One interpretation of (9) is that the delta function has been

spread or smeared by the Fourier transform of the signal

spectrum. If s l ( t ) is a white noise source, then its Fourier

transform is a delta function and no spreading takes place.

important property of autocorrelation functions is that

Rss(7) R,,(O). Equality will hold for certain r for periodic

functions (see, for example, [3, pp. 323-3261). However,

for most practical applications, equality does not hold for

T 0, and the true cross correlation (9) will peak at D re-

gardless of whether or not it is spread out. The spreading

simply acts to broaden the peak. For a single delay this

may not be a serious problem. However, when the signal

has multiple delays, the true cross correlation is given by

Rx , x * ~ 7 ) = R8 1 , 1 ( ~ ) c i w. r - Di ) .

In this case, the convolution with Rs l s l (r) can spread one

delta function into another, thereby making it impossible to

distinguish peaks or delay times. Under ideal conditions

where df, GX l x z ( f ) s G x t x z ( f ) , $,(f) should be chosen

to ensure a large sharp peak in Ry l (7) rather than a broad

one in order to ensure good time-delay resolution. However,

sharp peaks are more sensitive to errors introduced by finite

observation time, particularly in cases of low S/N ratio. Thus,

as with other spectral estimation problems, the choice of

$,(f) is a compromise between good resolution and stability.

The preceding discussion sets the background for the role

that $,(f) is to play. Now the five generalizations of the

cross-correlation function listed in Table I will be examined

individually.

The Roth Processor

The weighting proposed by Roth [9]

322 IEEE TRANSACTIONS ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, AUGUST 1976

[where the subscript R is to distinguish the choice of $,(f)],

yields'

Equation (12) estimates the impulse response of the optimum

linear (Wiener-Hopf) filter

whch "best" approximates the mapping of x1 ( t ) to x 2 (t ) (see,

for example, 141 151). If n ( t ) 0, as is generally the case

for ( I ) , then

~ x l x l ~ f ~ = ~ , ~ s l ~ f ~ + ~ n l . l ~ f ~ ~ (14)

and

e j271f7 df

(15)

Therefore, except when Gnlnl (f) equals any constant (in-

cluding zero) times Gsls1(f), the delta function will again be

spread out. The Roth processor has the desirable effect of

suppressing those frequency regions where G,, nl (f) is large

and x2(f) is more likely to be in error.

The Smoothed Coherence Transfom (SCOT)

Errors in may be due to frequency bands where

Gnzn,(f> is large, as well as bands where Gnlnl(f) is large.

One is, therefore, uncertain whether to form J / R ( f )

selects

l/Gxlxl(f) or J / R ( ~ ) = 1/Gx2x2(f); hence, the SCOT [I11

J / s ( f ) = 1/d~X1Xl(f)GX2X2(f). (16)

This weighting gives the SCOT

where the coherence estimate2

For H I (f> u - 1 and H2(f) U G J T ) , the

SCOT can be interpreted through Fig. 1 as prewhitening Fdters

followed by a cross correlation. When Gxlxl (f) Gxzx2(f),

'As discussed earlier, (f) may have to be estimated for this proces-

sor and those which follow, because of a lack of priori information.

this case, (11) must be modified by replacing Gxlxl(f) with

2A more standard coherence estimate is formed when the auto

Gx,x,(f).

spectra must also be estimated, as is usually the case.

the SCOT is equivalent to the Roth processor. If nl ( t ) 0

and n2( t ) 0, the SCOT exhibits the same spreading as the

Roth processor. This broadening persists because of an

apparent inability to adequately prewhiten the cross power

spectrum.

The Phase Transform (PHAT)

weighting 161

To avoid the spreading evident above, the PHAT uses the

which yields

Forthemodel(1)withuncorrelatednoise(i.e.,Gnlnz(f)=0),

f f GS l S I ( f ) . (2 1)

Ideally when Gx (f) (f),

has unit magnitude and

R$,!Jz(7) 6( t (23)

The PHAT was developed purely as an ad hoc technique.

Notice that, for models of the form of (1) with uncorrelated

noises, the PHAT (20), ideally, does not suffer the spreading

%at other processors do. In practice, however, when

Gxlx2(f) GXlXZ(f), O(f) 27rfD and the estimate of

R$'$,(T) will not be a delta function. Another apparent

defect of the PHAT is that it weights x2 (f) as the inverse

of (f). Thus, errors are accentuated where signal power

is smallest. In particular, if x2 (f) 0 in some frequency

band, then the phase e(f) is undefined in that band and the

estimate of the phase is erratic, being uniformly distributed

in the interval [-n, n] rad. For models of the form of (l),

this behavior suggests that J / p ( f ) be additionally weighted

to compensate for the presence or absence of signal power.

The SCOT is one method of assigning weight according to

signal and noise characteristics. Two remaining processors

also assign weights or filtering according to S/N ratio: the

Eckart filter [5] and the ML estimator or Hannan-Thomson

(HT) processor 121

The Eckart Filter

The Eckart filter derives its name from work in this area

done in [5] Derivations in [7] [17] and 181 are

outlined here briefly for completeness. The Eckart filter

maximizes the deflection criterion, i.e., the ratio of the change

in mean correlator output due to signal present to the stan-

dard deviation of correlator output due to noise alone. For

KNAPP AND CARTER: GENERALIZED CORRELATION METHOD 323

long averaging time T, the deflection has been shown [8] to

be

TABLE I

CANDIDATE PROCESSORS

(24)

where L is a constant proportional to T, and GsIsz(f) is the

cross power spectrum between s1 (t) and s2( t ) . For the model

(I), Gsl s2 (f) aGsls, (f) exp (j27rfD). Application of

Schwartz's inequality to (24) indicates that

H1 (f)H?(f) \LE(f)

+j z n f D

(25)

maximizes where

Weight

Processor Name (f) HI (f) f m f ) Text Reference

Cross Correlation 1 [21-[41, ~ 9 1

Roth Impulse

SCOT l / a l x , c f ) Gx2x, ( f ) [I11 [I61

PHAT 1/IGXIX2(f)l [I61

Response 1/GXIX,(f) 191

Notice that the weighting (26), referred to as the Eckart

fdter, possesses some of the qualities of the SCOT. In par-

ticular, it acts to suppress frequency bands of high noise,

as does the SCOT. Also note that the Eckart filter unlike

the PHAT attaches zero weight to bands where G,, (f)

In practice, the Eckart filter requires knowledge or estima-

tion of the signal and noise spectra. For (l), when a 1 this

can be accomplished by letting

kE(f>= l ~ x , x z ( f ) l C ~ x , , , ( f > - l ~ X i X Z ( f ) l 1

[ 6 x z x z ( f ) - l ~ x l x 2 ~ f ~ l l l ~ (2 7)

The first five processors in Table I can be justified on the

basis of reasonable performance criteria, whether heuristic or

mathematical.

In the next section, the ML estimator of the parameter D

is derived. It is shown to be identical to that proposed.by

Hannan and Thomson 121

The HT Processor

To make the model (1) mathematically tractable, it is

necessary to assume that s l ( t ) , nl ( t ) , and n2( t ) are Gaussian.

Denote the Fourier coefficients of xi ( t ) as in [3, eq. (3.8)]

by

1 T/ 2

xi ( k) r IT/ e-jktwA dt , ( 284

where

27r

T

0,

Note that the linear transformation Xi @) is Gaussian since

xi(t) is Gaussian. Further, from [3, eq. (3.13)], as T+m

and K m such that KWA o is constant

where is the Fourier transform of xj ( t ) . A more complete

discussion on Fourier transforms and their convergence is

given in [3, p. 3811, [4, pp. 23-25], [19, ch. 11, and [20,

p. 111 From [21], it follows for T large compared to Dl

plus the correlation time of R,, s1 that

Now let the vector

[X1 x2 (3

where denotes transpose. Define the power spectral density

matrix Q such that

E X(k) X '(k)] E

1

-Qx(kWA).

: T

Properties of Qx(koa) can be used to prove

OG I yx, x2( k~A) 12 1, \ JkaA

[4, p. The vectors X@) , k - N, -N 1, N are, as

a consequence of (29), uncorrelated Gaussian (hence, indepen-

dent) random variables. More explicitly, the probability for

X s X( - N) , X( - N+ l ), X(N), given the power spectral

density matrix Q (or the delay, attenuation, and spectral

characteristics of the signal and noises necessary to determine

Q) is

324 IEEE TRANSACTIONS ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, AUGUST 1976

where

J1 x*'@) Q;' (kO~)x(k) T

N

(33)

k=-N

and is a function of Qx(kwA)l [15, p. 1851 Replacing

x(k) by -?(koa) from (28),

1

T

X*' (kuA) Q;'

(34)

N 1

T

k=-N

For ML estimation (see, for example, [4] or [15]), it is

desired to choose D to maximize p( XI Q, 0).

In general, the parameter D affects both and J1 in (32).

However, under certain simplifying assumptions, c is constant

or is only weakly related to the delay. Specifically, from (1)

and (3 l), suppressing the frequency argument k w ~ ,

IQxI=(Gslsl -tGn,n,)(a2GsIsI +Gn,n,>

(42c)

In order to relate these results to [I21 and interpret how to

implement the ML estimation technique, note that for x l ( t )

and real,A*(f) =A( - f ) . Then (42b) can be rewritten as

Letting TGxl x2( f ) 6 zl(f) g,*(f), (43) and (42c) can be

rewritten as

For large T, (34) becomes

ca

J 1 2 ' ( f ) Q;'(f) df .

which will exist provided lrl2(f)lZ 1; i.e., x l ( t ) and

cannot be obtained perfectly from one another by linear

filtering [14] or equivalently for the model (1) that observa-

tion noise is present.

When Gn, n2 (f) 0,

Gxlxl(f)=Gslsl(f)+Gnlnl(f)~ (38)

G x z x 2 ( f ) = ~ 2 G s l s l ( f ) + G n 2 n , ( f ) ~ (39)

Gx, x2 (f) G I SI ( f ) ,-iznfD, (40)

and it follows that

Notice that the ML estimator for D will minimize J1

J z J 3 , but the selection of D has no effect on J z . Thus,

D should maximize - J3. Equivalently, when 2, ( f ) xz(f )

isAviewed as T times the estimated cross power spectrum,

TGxIx, (f), the ML estimator selects as the estimate of

delay the value of r at which

achieves a peak.

The weighting in (6),

where (as required for Q;' to exist) Iyl2(f)I2 1, achieves

the ML estimator. When IG,,,,(f)l and lrlz(f)I2 are

known, this is exactly the proper weighting. When the terms

in (45b) are unknown, they can be estimated via techniques

of [22] Substituting estimated weighting for true weighting

is entirely a heuristic procedure whereby the ML estimator

can approximately be achieved in practice.

Note that, like the HT processor, the PHAT computes a

type of transformation on

However, the HT processor, like the SCOT, weights the phase

according to the strength of the coherence.

KNAPP AND CARTER: GENERALIZED CORRELATION METHOD

325

From [4, p. 3791

1 - IYI2 1

I YI L1

var [e(f)] ET.---,

where L is a proportionality constant dependent on how the

data are processed. Thus,

Comparison of (46b) and (20) with (21) reveals that the ML

estimator is the PHAT inversely weighted according to the

variability of the phase estimates.

In interpreting the similarity of the HT processor to the

other processors listed in Table I, it can be shown that if

Gn,nl(f)=Gn2n2(f)=Gnn(f) is equal to a constant times

GS1 (f), then the last five processors in Table I are the

same except for a constant, but the cross-correlation pro-

cessor f) 1, is a delta function smeared out by

the Fourier transform of the signal (noise) power spectrum.

Interpretation of Low SINRatio ofML Estimator

Good delay estimation is most difficult to achieve in the

case of low S/N ratios. In order to compare estimates under

identical to the Eckart filter. Similarly, for low S/N ratio,

$s(f)E 1/dGnInl(f)Gn2n2(f). (49)

Therefore, if 1,

(50a)

Thus, under low S/N ratio approximations with 1, both

the Eckart and HT prefdters can be interpreted either as

SCOT prewhitening filters with additional S/N ratio weight-

ing or PHAT prewhitening fdters with additional S/N ratio

squared weighting.

VARIANCE OF DELAY ESTIMATORS

It can be shown, by extending a result from [21], that the

variance of the time-delay estimate in the neighborhood of

the true delay for general weighting function f) is given by

I$(f)12(271f)2Gx1x1(f)GX2X2(f)[1 I Y W I ~ I df

var [Dl

(5 1)

T 1- (2.1Tf)21Gx1x2(f)lJ/(f)~f12

low S/N ratio conditions, let 1. Then,

The variance of the HT processor (substituting from (45b)

which agrees with [21, eq. (28)] if in (47b) Gnln1(f)

Gn2 n, ( f

For low S/N ratio,

it follows that

That is, for 01 1 and low S/N ratio, the HT processor is

and using the definition of coherence) is

m

V~ ~ HT [ E I ( 2 ~ (2nf)2IY(f)12/[1- 1r(f)121 df1-1.

(52)

In particular, the HT processor achieves the Cram&-Rao lower

bound (see Appendix). It should be pointed out that (51)

and (52) evaluate the local variation of the time-delay esti-

mate and thus do not account for ambiguous peaks which

may arise when the averaging time is not large enough for

the given signal and noise characteristics. Indeed, when

T is not sufficiently large, local variation may be a poor

indicator of system performance and the envelope of the

326 IEEE TRANSACTIONS ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, AUGUST 1976

ambiguous peaks must be considered [21, p. 401, [23],

[24, p. 411. Further, (51) and (52) predict system perfor-

mance when signal and noise spectral characteristics are

known; for T sufficiently large, these spectra can be esti-

mated accurately. However, in general, (51) and (52) must

be modified to account for estimation ezrors; alternatively,

system performance can be evaluated by computer simula-

tion. Empirical verification of expressions for variance has

not been undertaken by simulation, because to do so with-

out special purpose correlator hardware would be computa-

tionally prohibitive. For example, for a given G,l (f),

Gnlnl(f), Gnz,,(f), a, and averaging time T, an estimated

generalized cross-correlation function can be computed, from

which only one number (the delay estimate) can be extracted.

To empirically evaluate the statistics of the delay estimate

(which would be valid only for these particular signal and

noise spectra) many such trials would need to be conducted.

We have conducted one such trial (with T large) and verified

that useiul delay estimates can be obtained by inserting esti-

mates lGxlx2(f)l and in place of the true values.

(This might have been expected since the estimated optimum

weighting will converge to the true weighting as T 00. In

practice, T may be limited by the stationary properties of the

data and (52) may be an overly optimistic prediction of sys-

tem performance when signal and noise spectra are unknown.)

CONCLUSIONS AND DISCUSSION

The HT processor has been shown to be an ML estimator for

time delay under usual conditions. Under a low S/N ratio

restriction, the HT processor is equivalent to Eckart prefilter-

ing and cross correlation. These processors have been com-

pared with four other candidate processors to demonstrate

the interrelation of all six estimation techniques. The deriva-

tion of the ML delay estimator, together with its relation to

various ad hoc techniques of intuitive appeal, suggests the

practical significance of HT processing for determination of

delay and, thence, bearing. Finally, interpretation of the

results leads one to believe that, if the coherence is slowly

changing as a function of time, the ML estimation of the

source bearing will still be a cross correlator preceded by

prefdters that must also vary according to time-varying esti-

mates of coherence.

APPENDIX

Cram.4-Rao Lower Bound on Variance of Delay Estimators

The Cram&-Rao lower bound is given 15, p. 721 by

I

The only part of the log density which depends on r, the

hypothesized delay, is .J3 of (44). More explicitly,

If GXtxz(f)= IG,l,z(f)le-i2nfD, then since E[~x,xz(f)]

Hence the minimum variance is

(A41

But this is the variance which the HT processor achieves

[see (52)]

REFERENCES

H. Nuttall, G. C. Carter, and E. M. Montavon, Estimation of

the two-dimensional spectrum of the space-time noise field for a

sparse line array,J. Acoust. SOC. Amer., vol. 55, pp. 1034-1041,

1974.

Papoulis, Probability, Random Variables and Stochastic Pro-

cesses. New York: McGraw-Bill, 1965.

W. B. Davenport, Jr., Probability and Random Processes. New

York: McCraw-Hill, 1970.

G. M. Jenkins and D. G. Watts, Spectral Analysis and Its Applica-

tions. San Francisco, CA: Holden-Day, 1968.

C. Eckart, Optimal rectifier systems for the detection of steady

signals, Univ. California, Scripps Inst. Oceanography, Marine

Physical Lab. Rep SI 0 12692, SI0 Ref 52-11,1952.

H. Akaike and Y. Yamanouchi, On the statistical estimation of

frequency response function, Ann. of Inst. Statist. Math.,

C. H. Knapp, Optimum linear filteringfor multi-element arrays,

Electric Boat Divjsion, Groton, CT, Rep. U417-66-031, Nov.

1966.

A. B. Nuttall and D. W. EIyde, A unified approach to optimum

and suboptimum processing for arrays, Naval Underwater Sys-

tems Center, New London Lab., New London, C T , Rep. 992,

Apr. 1969.

P. R. Roth, Effective measurements using digital signal analysis,

IEEE Spectrum,vol. 8, pp. 62-70,Apr. 1971.

E. J. Hannan and P. J. Thomson, The estimation of coherence

and group delay, Biometrika, vol. 58, pp. 469-481,1971.

G. C. Carter, A. H. Nuttall, and P. G. Cable, The smoothed

coherence transform, Proc. IEEE (Lett.), vol. 61, pp. 1497-

1498, Oct. 1973.

E. J. Hannan and P. J. Thomson, Estimating group delay,

Biometrika,vol. 60,pp. 241-253,1973.

A. V. Oppenheim and R. W. Schafer, Digital Signal Processing.

Englewood Cliffs, NJ: Prentice-Hall, 1975.

G. C. Carter and C. B. Knapp, Coherence and its estimation

via the partitioned modified chirp-2-transform, IEEE Trans.

Acoust., Speech, Signal Processing (Special Issue on 1974 Arden

House Workshop on Digital Signal Processing), vol. ASSP-23,

pp.257-264,June1975.

H. L. Van Trees, Detection, Estimation and Modulation Theory,

Part I. New York: Wiley, 1968.

G. C. Carter, A. A. Nuttall, and P. G. Cable, The smoothed

coherence transform (SCOT), Naval Underwater Systems

Center, New London Lab., New London, CT, Tech. Memo

D. W. Hyde and A. H. Nuttall, Linear pre-filtering to enhance

correlator performance, Naval Underwater Systems Center,

New London Lab., New London, CT, Tech. Memo 2020-34-69,

Feb. 27,1969.

A. B. Nuttall, %e-filtering to enhance clipper correlator per-

formance, Naval Underwater Systems Center, New London Lab.,

New London,CT,Tech. Memo TC-11-73, July 10,1973.

L. H. Koopmans, The Spectral Analysis Time Series. New

York: Academic, 1974.

V O ~ . 1 4 , ~ ~ . 23-56,1963.

TC-159-72, Aug. 8,1972.

IEEE TRANSACTIONS ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOL. ASSP-24, NO. 4, AUGUST 1976 327

[20] R. K. Otnes and L. Enochson, Digital Time Series Analysis, Fourier transfrom processing, IEEE Trans. Audio Electro-

New York: Wiley, 1972. acoust., vol. AU-21,pp. 337-344,Aug. 1973.

[21] V. H. MacDonald and P. M. Schultheiss, Optimum passive [23] D. Signori, J. L. Freeh, and C. Stradling, personal communica-

bearing estimation, J. Acoust. SOC. Amer., vol. 46, pp. 37-43,

1969. [24] B. V. Hamon and E. J. Hannan, Spectral estimation of time

tion.

[22] G. C. Carter, C. H. Knapp, and A. H. Nuttall, Estimation of delay for dispersive and non-dispersive systems, J. Royal Stat.

the magnitude-squared coherence function via overlapped fast SOC. Ser. (Appl. Statist.), vol. 23, pp. 134-142,1974.

Abstract-Two commonly used signal analysis techniques are linear

prediction and homomorphic filtering. Each has particular advantages

and limitations. This paper considers several ways of combining these

methods to capitalize on the advantages of both. The resulting tech-

niques, referred to collectively homomorphic prediction, are poten-

tially useful for pole-zero modeling and inverse filtering of mixed phase

signals. Two of these techniques are illustrated by means of synthetic

examples.

INTRODUCTION

T

WO classes of signal processing techniques which have

been applied to a variety of problems are homomorphic

filtering or cepstral analysis 11 [2] and linear predic-

tion or predictive deconvolution [ 3] -[SI Separately, each

has particular advantages and limitations. It appears possible,

however, to combine them into new methods of analysis

which embody the advantages of both. In this paper we dis-

cuss several ways of doing this.

Linear prediction is directed primarily at modeling a signal as

the response of an all-pole system. Its chief advantage over

other identification methods is that for signals well matched to

the model it provides an accurate representation with a small

number of easily calculated parameters. However, in situa-

tions where spectral zeros are important linear prediction is

less satisfactory. Furthermore, it assumes that the signal is

either minimum phase or maximum phase, but not mixed

phase. Thus, for example, linear prediction has been highly

successful for speech coding [3], [ SI , [ 6] since an all-pole

Manuscript received April 3, 1975; revised September 30, 1975 and

February 3, 1976. This work was supported in part by the Advanced

Research Projects Agency monitored by the ONR under Contract

N00014-75-C-0951 and in part by the National Science Foundation

under Grant ENG71-02319-A02. The work of G. Kopec was supported

by the Fannie and John Hertz Foundation. The work of J. Tribolet

was supported by the Instituto de Alta Cultura, Portugal.

The authors are with the Department of Electrical Engineering and

Computer Science, Research Laboratory of Electronics, Massachusetts

Institute of Technology, Cambridge, MA 02139.

minimum phase representation is often adequate for t h s pur-

pose. It has also been applied in the analysis of seismic data,

although limited by the fact that such data often involve a

significant mixed phase component.

Homomorphic filtering was developed as a general method

of separating signals which have been nonadditively combined.

It has been used in speech analysis to estimate vocal tract

transfer characteristics [7] -[9] and is currently being evalu-

ated in seismic data processing as a way of isolating the impulse

response of the earths crust from the source function [IO]

121 Unlike linear prediction, homomorphic analysis is not a

parametric technique and does not presuppose a specific

model. Therefore, it is effective on a wide class of signals,

including those which are mixed phase and those characterized

by both poles and zeros. However, the absence of an under-

lying model also means that homomorphic analysis does not

exploit as much structure in a signal as does linear prediction.

Thus, it may be far less efficient than an appropriate para-

metric technique when dealing with highly structured data.

The basic strategy for combining linear prediction with

cepstral analysis is to use homomorphic processing to trans-

form a general signal into one or more other signals whose

structures are consistent with the assumptions of linear predic-

tion. In this way the generality of homomorphic analysis is

combined with the efficiency of linear prediction. In the next

section we briefly review some of the properties of homo-

morphic analysis that suggest this approach. We then discuss

several specific ways of combining the two techniques.

HOMOMORPHIC SIGNAL PROCESSING

Homomorphic signal processing is based on the trazsforma-

tion of a signal x( n) as depicted in Fig. 1. Letting X( z ) and

X( z ) denote the transforms of x^(n) and x( n) , the system

D* [*I is defined by the relation

log X( z) (1)

where the complex logarithm of X( z ) is appropriately defined

- Importance of Mine Surveying in Mining IndustryЗагружено:Izhar Jiskani
- Advanced Mine Surveying.pdfЗагружено:Shah Kairav
- 32227886-Alignment-Face-And-Rim-Method.pdfЗагружено:Mahmoud Morsy Abouali
- 2 Brief Review of Motor Current Signature AnalysisЗагружено:nmulyono
- Understanding Transmitter and Receiver MeasurementsЗагружено:jawadzaheer
- (Journal) Dinda Kirana Ismiranti - Design and Planning Fiber Access Network in MargajayaЗагружено:Dinda Kirana Ismiranti
- Nicotra Fan Filter UnitЗагружено:lsaishankar
- Sistemas de Comunicacion Analogica y Digital - 7ma edicion - Leon W. Couch (1).pdfЗагружено:louis
- Ing SismicaЗагружено:Marce Flowers
- Modul 03 Siskom2 Signal SpaceЗагружено:Rizky Wahyudi
- Vabrition DataЗагружено:milan44
- chirp kteerЗагружено:Soha Mohamed
- Wood.elecensus.jappliedEcolЗагружено:mnsatyani
- JMT ToolЗагружено:Roy Aoyama Salvador Xcylaban
- LacossЗагружено:Alessandro Caruso
- InTech-Modeling Simulation of Hysteresis Current Controlled Inverters Using MatlabЗагружено:Jeyanthi Ganesan
- FULLTEXT01.pdfЗагружено:m810402d
- Goda 2008 Random WavesЗагружено:brian_dutra
- digital pcmЗагружено:husseinelatar
- FinalЗагружено:klu
- Net Off 2002 DecreasedЗагружено:pastafarianboy
- wavelets-in-geodesy-and-geodynamics.pdfЗагружено:Emanuel Banggut
- Pioneer Deh-x16ub x1650ub x1690ub Crt5366 Car AudioЗагружено:Alberto Andre Lasch
- 875929 - Copy.pdfЗагружено:Karthick Np
- Chapter 9Загружено:blackFord
- hashemi2013.pdfЗагружено:FABIANCHO2210
- Signal SpectraЗагружено:ramah Wart
- Fourier+transformЗагружено:Basim Brohi
- CAA Study of Airfoil Broadband Interaction Noise.pdfЗагружено:Syed Muhammad Farrukh Shahab
- CmpE362 HW3 DescriptionЗагружено:Berkay Özerbay

- 3D Holographic Projection TechnologyЗагружено:Abin Baby
- MicroGrid and Energy Storage SystemЗагружено:Abin Baby
- 3d holographic projectionЗагружено:Tanu Sharma
- Automatic Tempearture Controlled FanЗагружено:Abin Baby
- seminar report.pdf 3D holographic technologyЗагружено:Abin Baby
- An Economical Class of Digital Filters for Decimation and Interpolation-FoLЗагружено:Abin Baby
- Who Was James Clerk Maxwell and What Was and is His Electromagnetic Theory -3oiЗагружено:Abin Baby
- Wrapped Microstrip Antennas for Laptop Computers-VZ5Загружено:Abin Baby
- Speech AnalysisSynthesis Based on a Sinusoidal Representation-91HЗагружено:Abin Baby
- 3-D Printing Takes Shape1 - IEEE SpectrumЗагружено:Abin Baby
- The Finite-element Method Part I R. L. Courant [Historical Corner]-G7BЗагружено:Abin Baby
- Suppression of Acoustic Noise in Speech Using Spectral Subtraction-YNIЗагружено:Abin Baby
- Practical Supergain YpJЗагружено:Abin Baby
- Detection of Signals by Information Theoretic Criteria-OyEЗагружено:Abin Baby
- brain computer interfacingЗагружено:Abin Baby
- Datasheet- LM7805Загружено:Bruno Santos de Miranda
- Automatic Temperature Controlled FanЗагружено:Mithun Singh

- 90-1148-6.1_EQP_Controller.pdfЗагружено:RahmadBòz
- Introduction to Embedded SystemsЗагружено:Ken Lip Yam
- TextileЗагружено:Sham Kutty
- Tr - Housekeeping Nc IIЗагружено:Rose Marie
- 3D Planet RenderЗагружено:yaniealie
- youssefЗагружено:vivebarca
- Tesla EcosystemЗагружено:Abhishek Goel
- OMAE2013-10851Загружено:dmlsfmm
- leaflets.pdfЗагружено:K. PREMKUMAR SINGH
- SIL Rated Fire & Gas Functions - PaperЗагружено:Tan
- 8.1 Counting - Cycle Count Using Mobile ApplicationЗагружено:vinoth4i
- Honeywell HCD5MIHЗагружено:JMAC Supply
- 1360028675_2012_Physics_NotesЗагружено:AJ
- Osprey - New Vanguard 096 - Spanish Galleon,1530-1690.pdfЗагружено:quiubomen
- Equipmentfoundationcubetest ScheduleЗагружено:Muna
- Geothermal PugaЗагружено:Lutfan Lubaib
- How Gearbox WorksЗагружено:nader97
- Quectel M66 at Commands Manual V1.1Загружено:gosa46
- URANIUM MINING, PROCESSING AND NUCLEAR ENERGY — OPPORTUNITIES FOR AUSTRALIA?Загружено:fungedore
- updated resume - natalie thompsonЗагружено:api-236459992
- Unit 1 Basic Concept of Intellectual PropertyЗагружено:Dipanshu Kamboj
- AS400 Security.Загружено:Pradu
- Banner kanan kiriЗагружено:Dliyaudin
- Amateur Photographer - May 28, 2016Загружено:Lee
- Hicom100E_SMver2_1Загружено:letterni
- Document Ac i OnЗагружено:tito
- simpson tutorlesson9Загружено:api-241329937
- File 0070.pdfЗагружено:Ed Z
- 1.0μm SM Cladding Power StripperЗагружено:DK Photonics
- Manual for as-i Master CM 1243-2 and as-i Data Decoupling Unit DCM 1271 for SIMATIC S7-1200Загружено:Elena Makalkina

## Гораздо больше, чем просто документы.

Откройте для себя все, что может предложить Scribd, включая книги и аудиокниги от крупных издательств.

Отменить можно в любой момент.