本書是美國(guó)麻省理工學(xué)院（MIT）知名教授奧本海姆的近年力作，是其在MIT開展了二十余年的Signals， Systems and Inference課程所涉及知識(shí)體系的拓展和延伸。本書詳細(xì)闡述了確定性信號(hào)與系統(tǒng)的性質(zhì)和表示形式，包括群延遲和狀態(tài)空間模型的結(jié)構(gòu)與行為；引入了相關(guān)函數(shù)和功率譜密度來描述和處理隨機(jī)信號(hào)。本書涉及的應(yīng)用實(shí)例包括脈沖幅度調(diào)制，基于觀測(cè)器的反饋控制，最小均方誤差估計(jì)下的最佳線性濾波器，以及匹配濾波器；強(qiáng)調(diào)了基于模型的推理方法，特別是針對(duì)狀態(tài)估計(jì)、信號(hào)估計(jì)和信號(hào)檢測(cè)的應(yīng)用。本書融合并擴(kuò)展了信號(hào)與系統(tǒng)時(shí)頻域分析的基本素材和概率論知識(shí)，這些都是信號(hào)處理、控制、通信、金融工程、生物醫(yī)學(xué)工程等工程和應(yīng)用科學(xué)領(lǐng)域的基本分析方法。
Alan V. Oppenheim 美國(guó)麻省理工學(xué)院（MIT）電氣工程與計(jì)算機(jī)科學(xué)系教授，MIT電子學(xué)研究實(shí)驗(yàn)室（RLE）首席研究員，美國(guó)國(guó)家工程院院士，IEEE會(huì)士，研究領(lǐng)域?yàn)橥ㄓ妙I(lǐng)域的信號(hào)處理及應(yīng)用。曾因出色的科研和教學(xué)工作多次獲獎(jiǎng)，包括IEEE教育勛章、IEEE成立百年杰出貢獻(xiàn)獎(jiǎng)、IEEE在聲學(xué)、語(yǔ)音和信號(hào)處理領(lǐng)域的社會(huì)與技術(shù)成就獎(jiǎng)等。另著有Signals and Systems，Second Edition、Discrete-Time Signal Processing，Third Edition，其翻譯版和影印版均由電子工業(yè)出版社出版。＜BR＞Alan V. Oppenheim 美國(guó)麻省理工學(xué)院電氣工程與計(jì)算機(jī)科學(xué)系Ford教授，MIT電子學(xué)研究實(shí)驗(yàn)室（RLE）首席研究員，美國(guó)國(guó)家工程院院士，IEEE會(huì)士，研究領(lǐng)域?yàn)橥ㄓ妙I(lǐng)域的信號(hào)處理及應(yīng)用。曾因出色的科研和教學(xué)工作多次獲獎(jiǎng)，包括IEEE教育勛章、IEEE成立百年杰出貢獻(xiàn)獎(jiǎng)、IEEE在聲學(xué)、語(yǔ)音和信號(hào)處理領(lǐng)域的社會(huì)與技術(shù)成就獎(jiǎng)等。另著有Signals and Systems，Second Edition、Discrete-Time Signal Processing，Third Edition，其翻譯版和影印版均由電子工業(yè)出版社出版。
目??錄
Prologue?
開場(chǎng)白\t23
第1章?Signals and Systems 信號(hào)與系統(tǒng)\t31
1．1?Signals， Systems， Models， and Properties
信號(hào)、系統(tǒng)、模型及性質(zhì)\t31
1．1．1?System Properties
系統(tǒng)的性質(zhì)\t33
1．2?Linear，Time-Invariant Systems
線性時(shí)不變系統(tǒng)\t35
1．2．1?Impulse-Response Representation of LTI Systems
LTI系統(tǒng)的沖激響應(yīng)表示\t35
1．2．2?Eigenfunction and Transform Representation of LTI Systems?
LTI系統(tǒng)的特征函數(shù)和變換表示\t36
1．2．3?Fourier Transforms?
傅里葉變換\t40
1．3?Deterministic Signals and Their Fourier Transforms?
確定性信號(hào)及其傅里葉變換\t41
1．3．1?Signal Classes and Their Fourier Transforms?
信號(hào)種類及其傅里葉變換\t41
1．3．2?Parseval’s Identity， Energy Spectral Density， and Deterministic Autocorrelation
Parseval恒等式、能量譜密度以及確定性自相關(guān)\t44
1．4?Bilateral Laplace and z-Transforms?
雙邊z變換和雙邊拉普拉斯變換\t46
1．4．1?The Bilateral z-Transform?
雙邊z變換\t46
1．4．2?The Bilateral Laplace Transform?
雙邊拉普拉斯變換\t50
1．5?Discrete-Time Processing of Continuous-Time Signals?
連續(xù)時(shí)間信號(hào)的離散時(shí)間處理\t51
1．5．1?Basic Structure for DT Processing of CT Signals?
連續(xù)時(shí)間信號(hào)的離散時(shí)間處理過程的基本結(jié)構(gòu)\t52
1．5．2?DT Filtering and Overall CT Response?
離散時(shí)間濾波以及全局連續(xù)時(shí)間響應(yīng)\t54
1．5．3?Nonideal D/C Converters?
非理想的D/C轉(zhuǎn)換器\t56
1．6?Further Reading?
延伸閱讀\t58
Problems?
習(xí)題\t59
第2章?Amplitude， Phase， and Group Delay?
幅度、相位和群延遲\t92
2．1?Fourier Transform Magnitude and Phase?
傅里葉變換的幅度和相位\t92
2．2?Group Delay and the Effect of Nonlinear Phase?
群延遲和非線性相位的影響\t96
2．2．1?Narrowband Input Signals?
窄帶輸入信號(hào)\t96
2．2．2?Broadband Input Signals?
寬帶輸入信號(hào)\t98
2．3?All-Pass and Minimum-Phase Systems?
全通系統(tǒng)與最小相位系統(tǒng)\t103
2．3．1?All-Pass Systems?
全通系統(tǒng)\t103
2．3．2?Minimum-Phase Systems?
最小相位系統(tǒng)\t105
2．4?Spectral Factorization?
譜因式分解\t108
2．5?Further Reading?
延伸閱讀\t110
Problems?
習(xí)題\t110
第3章?Pulse Amplitude Modulation?
脈沖幅度調(diào)制\t132
3．1?Baseband Pulse Amplitude Modulation?
基帶脈沖幅度調(diào)制\t133
3．1．1?The Transmitted Signal?
發(fā)送信號(hào)\t133
3．1．2?The Received Signal?
接收信號(hào)\t135
3．1．3?Frequency-Domain Characterizations?
頻域特性\t135
3．1．4?Intersymbol Interference at the Receiver?
接收機(jī)處的碼間干擾\t138
3．2?Nyquist Pulses?
奈奎斯特脈沖\t140
3．3?Passband Pulse Amplitude Modulation?
通帶脈沖幅度調(diào)制\t143
3．3．1?Frequency-Shift Keying (FSK)?
頻移鍵控\t144
3．3．2?Phase-Shift Keying (PSK)?
相移鍵控\t144
3．3．3?Quadrature Amplitude Modulation (QAM)?
正交幅度調(diào)制\t146
3．4?Further Reading?
延伸閱讀\t148
Problems?
習(xí)題\t149
第4章?State-Space Models?
狀態(tài)空間模型\t163
4．1?System Memory?
系統(tǒng)記憶性\t163
4．2?Illustrative Examples?
舉例說明\t164
4．3?State-Space Models?
狀態(tài)空間模型\t176
4．3．1?DT State-Space Models?
離散時(shí)間狀態(tài)空間模型\t176
4．3．2?CT State-Space Models?
連續(xù)時(shí)間狀態(tài)空間模型\t179
4．3．3?Defining Properties of State-Space Models?
狀態(tài)空間模型的典型性質(zhì)\t181
4．4?State-Space Models from LTI Input-Output Models?
基于LTI輸入輸出模型的狀態(tài)空間模型\t183
4．5?Equilibria and Linearization of Nonlinear State-Space Models?
非線性狀態(tài)空間模型的平衡狀態(tài)和線性化\t188
4．5．1?Equilibrium?
平衡狀態(tài)\t188
4．5．2?Linearization?
線性化\t191
4．6?Further Reading?
延伸閱讀\t194
Problems?
習(xí)題\t195
第5章?LTI State-Space Models?
LTI狀態(tài)空間模型\t204
5．1?Continuous-Time and Discrete-Time LTI Models?
連續(xù)時(shí)間和離散時(shí)間LTI模型\t204
5．2?Zero-Input Response and Modal Representation?
零輸入響應(yīng)和模態(tài)表示\t207
5．2．1?Undriven CT Systems?
未驅(qū)動(dòng)的連續(xù)時(shí)間系統(tǒng)\t207
5．2．2?Undriven DT Systems?
未驅(qū)動(dòng)的離散時(shí)間系統(tǒng)\t215
5．2．3?Asymptotic Stability of LTI Systems?
LTI系統(tǒng)的漸進(jìn)穩(wěn)定性\t217
5．3?General Response in Modal Coordinates?
模態(tài)坐標(biāo)下的通用響應(yīng)\t221
5．3．1?Driven CT Systems?
被驅(qū)動(dòng)的連續(xù)時(shí)間系統(tǒng)\t221
5．3．2?Driven DT Systems?
被驅(qū)動(dòng)的離散時(shí)間系統(tǒng)\t224
5．3．3?Similarity Transformations and Diagonalization?
相似變換和對(duì)角化\t226
5．4?Transfer Functions， Hidden Modes， Reachability， and Observability?
傳輸函數(shù)、隱藏模式、可達(dá)性和可觀測(cè)性\t232
5．4．1?Input-State-Output Structure of CT Systems?
連續(xù)時(shí)間系統(tǒng)的輸入狀態(tài)輸出結(jié)構(gòu)\t232
5．4．2?Input-State-Output Structure of DT Systems?
離散時(shí)間系統(tǒng)的輸入狀態(tài)輸出結(jié)構(gòu)\t240
5．5?Further Reading?
延伸閱讀\t249
Problems?
習(xí)題\t250
第6章?State Observers and State Feedback?
狀態(tài)觀測(cè)器和狀態(tài)反饋\t266
6．1?Plant and Model?
設(shè)備和模型\t267
6．2?State Estimation and Observers?
狀態(tài)估計(jì)和觀測(cè)器\t269
6．2．1?Real-Time Simulation?
實(shí)時(shí)仿真\t269
6．2．2?The State Observer?
狀態(tài)觀測(cè)器\t271
6．2．3?Observer Design?
觀測(cè)器設(shè)計(jì)\t273
6．3?State Feedback Control?
狀態(tài)反饋控制\t282
6．3．1?Open-Loop Control?
開環(huán)控制\t282
6．3．2?Closed-Loop Control via LTI State Feedback?
經(jīng)由LTI狀態(tài)反饋的閉環(huán)控制\t283
6．3．3?LTI State Feedback Design?
LTI狀態(tài)反饋設(shè)計(jì)\t284
6．4?Observer-Based Feedback Control?
基于觀測(cè)器的反饋控制\t292
6．5?Further Reading?
延伸閱讀\t297
Problems?
習(xí)題\t297
第7章?Probabilistic Models?
概率模型\t309
7．1?The Basic Probability Model?
基本概率模型\t309
7．2?Conditional Probability， Bayes’ Rule， and Independence?
條件概率、貝葉斯法則和事件的獨(dú)立性\t310
7．3?Random Variables?
隨機(jī)變量\t313
7．4?Probability Distributions?
概率分布\t313
7．5?Jointly Distributed Random Variables?
聯(lián)合分布的隨機(jī)變量\t315
7．6?Expectations， Moments， and Variance?
期望、矩和方差\t317
7．7?Correlation and Covariance for Bivariate Random Variables?
二元隨機(jī)變量的相關(guān)性和協(xié)方差\t320
7．8?A Vector-Space Interpretation of Correlation Properties?
向量空間中的相關(guān)性質(zhì)\t324
7．9?Further Reading?
延伸閱讀\t326
Problems?
習(xí)題\t327
第8章?Estimation?
估計(jì)算法\t336
8．1?Estimation of a Continuous Random Variable?
單個(gè)連續(xù)隨機(jī)變量的估計(jì)\t337
8．2?From Estimates to the Estimator?
從估計(jì)到估計(jì)器\t342
8．2．1?Orthogonality?
正交性\t347
8．3?Linear Minimum Mean Square Error Estimation?
線性最小均方誤差估計(jì)\t348
8．3．1?Linear Estimation of One Random Variable from a Single Measurement of Another?
從一個(gè)隨機(jī)變量的單次量測(cè)中線性估計(jì)另一個(gè)隨機(jī)變量\t348
8．3．2?Multiple Measurements?
多重量測(cè)\t353
8．4?Further Reading?
延伸閱讀\t357
Problems?
習(xí)題\t358
第9章?Hypothesis Testing?
假設(shè)檢驗(yàn)\t373
9．1?Binary Pulse-Amplitude Modulation in Noise?
噪聲中的二進(jìn)制脈沖幅度調(diào)制\t373
9．2?Hypothesis Testing with Minimum Error Probability?
最小差錯(cuò)概率下的假設(shè)檢驗(yàn)\t375
9．2．1?Deciding with Minimum Conditional Probability of Error?
最小條件差錯(cuò)概率的判決\t376
9．2．2?MAP Decision Rule for Minimum Overall Probability of Error?
最小化總體差錯(cuò)概率的MAP判決準(zhǔn)則\t377
9．2．3?Hypothesis Testing in Coded Digital Communication?
編碼數(shù)字通信中的假設(shè)檢驗(yàn)\t380
9．3?Binary Hypothesis Testing?
二元假設(shè)檢驗(yàn)\t383
9．3．1?False Alarm， Miss， and Detection?
虛警、漏警和檢測(cè)\t384
9．3．2?The Likelihood Ratio Test?
似然比檢驗(yàn)\t386
9．3．3?Neyman-Pearson Decision Rule and Receiver Operating Characteristic?
紐曼-皮爾遜判決準(zhǔn)則和接收者操作特性\t387
9．4?Minimum Risk Decisions?
最小風(fēng)險(xiǎn)判決\t391
9．5?Further Reading?
延伸閱讀\t393
Problems?
習(xí)題\t393
第10章?Random Processes?
隨機(jī)過程\t410
10．1?Definition and Examples of a Random Process?
隨機(jī)過程的定義和舉例\t410
10．2?First-and Second-Moment Characterization of Random Processes?
隨機(jī)過程的一階矩和二階矩特性\t415
10．3?Stationarity?
平穩(wěn)性\t416
?10．3．1?Strict-Sense Stationarity?
嚴(yán)格平穩(wěn)性\t416
?10．3．2?Wide-Sense Stationarity?
廣義平穩(wěn)性\t416
?10．3．3?Some Properties of WSS Correlation and Covariance Functions?
WSS相關(guān)函數(shù)和協(xié)方差函數(shù)的性質(zhì)\t418
10．4?Ergodicity?
各態(tài)歷經(jīng)性\t421
10．5?Linear Estimation of Random Processes?
隨機(jī)過程的線性估計(jì)\t422
?10．5．1?Linear Prediction?
線性預(yù)測(cè)\t422
?10．5．2?Linear FIR Filtering?
線性FIR濾波\t424
10．6?LTI Filtering of WSS Processes?
WSS過程的LTI濾波\t425
10．7?Further Reading?
延伸閱讀\t431
Problems?
習(xí)題\t431
第11章?Power Spectral Density?
功率譜密度\t451
11．1?Spectral Distribution of Expected Instantaneous Power?
瞬時(shí)功率期望的頻譜分布\t452
?11．1．1?Power Spectral Density?
功率譜密度\t452
?11．1．2?Fluctuation Spectral Density?
波動(dòng)譜密度\t456
?11．1．3?Cross-Spectral Density?
互譜密度\t461
11．2?Expected Time-Averaged Power Spectrum and the Einstein-Wiener-Khinchin Theorem?
時(shí)間平均的功率譜期望和愛因斯坦-維納-辛欽理論\t462
11．3?Applications?
應(yīng)用\t467
?11．3．1?Revealing Cyclic Components?
揭示循環(huán)分量\t467
?11．3．2?Modeling Filters?
模型濾波器\t469
?11．3．3?Whitening Filters?
白化濾波器\t473
?11．3．4?Sampling Bandlimited Random Processes?
帶限隨機(jī)過程的采樣\t474
11．4?Further Reading?
延伸閱讀\t474
Problems?
習(xí)題\t475
第12章?Signal Estimation?
信號(hào)估計(jì)\t494
12．1?LMMSE Estimation for Random Variables?
隨機(jī)變量的LMMSE估計(jì)\t495
12．2?FIR Wiener Filters?
FIR維納濾波器\t497
12．3?The Unconstrained DT Wiener Filter?
無約束的離散時(shí)間維納濾波器\t502
12．4?Causal DT Wiener Filtering?
離散時(shí)間的因果維納濾波\t510
12．5?Optimal Observers and Kalman Filtering?
最佳觀測(cè)器和卡爾曼濾波\t517
?12．5．1?Causal Wiener Filtering of a Signal Corrupted by Additive Noise
受加性噪聲干擾的信號(hào)的因果維納濾波\t517
?12．5．2?Observer Implementation of the Wiener Filter?
維納濾波器的觀測(cè)器實(shí)現(xiàn)\t519
?12．5．3?Optimal State Estimates and Kalman Filtering?
最佳狀態(tài)估計(jì)和卡爾曼濾波\t521
12．6?Estimation of CT Signals?
連續(xù)時(shí)間信號(hào)的估計(jì)\t522
12．7?Further Reading?
延伸閱讀\t523
Problems?
習(xí)題\t523
第13章?Signal Detection?
信號(hào)檢測(cè)\t541
13．1?Hypothesis Testing with Multiple Measurements?
基于多重量測(cè)的假設(shè)檢驗(yàn)\t542
13．2?Detecting a Known Signal in I．I．D． Gaussian Noise?
獨(dú)立同分布高斯噪聲中已知信號(hào)的檢測(cè)\t544
?13．2．1?The Optimal Solution?
最佳檢測(cè)方案\t545
?13．2．2?Characterizing Performance?
性能描述\t547
?13．2．3?Matched Filtering?
匹配濾波\t549
13．3?Extensions of Matched-Filter Detection?
匹配濾波器檢測(cè)的推廣\t552
?13．3．1?Infinite-Duration， Finite-Energy Signals?
無限長(zhǎng)度的有限能量信號(hào)\t552
?13．3．2?Maximizing SNR for Signal Detection in White Noise?
白噪聲中信號(hào)檢測(cè)的SNR最大化\t552
?13．3．3?Detection in Colored Noise?
有色噪聲中的檢測(cè)\t555
?13．3．4?Continuous-Time Matched Filters?
連續(xù)時(shí)間匹配濾波器\t558
?13．3．5?Matched Filtering and Nyquist Pulse Design?
匹配濾波和奈奎斯特脈沖設(shè)計(jì)\t559
?13．3．6?Unknown Arrival Time and Pulse Compression?
未知的到達(dá)時(shí)間和脈沖壓縮\t560
13．4?Signal Discrimination in I．I．D． Gaussian Noise?
獨(dú)立同分布高斯噪聲中的信號(hào)識(shí)別\t562
13．5?Further Reading?
延伸閱讀\t568
Problems?
習(xí)題\t568
Bibliography?
參考文獻(xiàn)\t585
Index?
索引
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