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Digital signal processing

  • Digitalsampled, discrete-time, quantized
  • Signalwaveform, sequnce of measurements or observations
  • Processinganalyze, modify, filter, synthesize

Examples of digital signals

  • sampled speech waveform
  • "pixelized" image
  • Dow-Jones Index

Dsp applications

  • Filtering (noise reduction)
  • Pattern recognition (speech, faces, fingerprints)
  • Compression

A major difficulty

In many (perhaps most) DSP applications we don't have complete or perfect knowledge of the signals we wishto process. We are faced with many unknowns and uncertainties .

Examples

  • noisy measurements
  • unknown signal parameters
  • noisy system or environmental conditions
  • natural variability in the signals encountered

Functional magnetic resonance imaging

Challenges are measurement noise and intrinsic uncertainties in signal behavior.

How can we design signal processing algorithms in the face of such uncertainty?

Can we model the uncertainty and incorporate this model into the design process?

Statistical signal processing is the study of these questions.

Modeling uncertainty

The most widely accepted and commonly used approach to modeling uncertainty is Probability Theory (although other alternatives exist such as Fuzzy Logic).

Probability Theory models uncertainty by specifying the chance of observing certain signals.

Alternatively, one can view probability as specifying the degree to which we believe a signal reflects the true state of nature .

Examples of probabilistic models

  • errors in a measurement (due to an imprecise measuring device) modeled as realizations of a Gaussian randomvariable.
  • uncertainty in the phase of a sinusoidal signal modeled as a uniform random variable on 0 2 .
  • uncertainty in the number of photons stiking a CCD per unit time modeled as a Poisson random variable.

Statistical inference

A statistic is a function of observed data.

Suppose we observe N scalar values x 1 , , x N . The following are statistics:

  • x 1 N n 1 N x n (sample mean)
  • x 1 , , x N (the data itself)
  • x 1 x N (order statistic)
  • ( x 1 2 x 2 x 3 , x 1 x 3 )
A statistic cannot depend on unknown parameters .

Probability is used to model uncertainty.

Statistics are used to draw conclusions about probability models.

Probability models our uncertainty about signals we may observe.

Statistics reasons from the measured signal to the population of possible signals.

Statistical signal processing

  • Step 1

    Postulate a probability model (or models) that reasonably capture the uncertainties at hand
  • Step 2

    Collect data
  • Step 3

    Formulate statistics that allow us to interpret or understand our probability model(s)

In this class

The two major kinds of problems that we will study are detection and estimation . Most SSP problems fall under one of these two headings.

Detection theory

Given two (or more) probability models, which on best explains the signal?

Examples

  • Decode wireless comm signal into string of 0's and 1's
  • Pattern recognition
    • voice recognition
    • face recognition
    • handwritten character recognition
  • Anomaly detection
    • radar, sonar
    • irregular, heartbeat
    • gamma-ray burst in deep space

Estimation theory

If our probability model has free parameters, what are the best parameter settings to describe the signalwe've observed?

Examples

  • Noise reduction
  • Determine parameters of a sinusoid (phase, amplitude, frequency)
  • Adaptive filtering
    • track trajectories of space-craft
    • automatic control systems
    • channel equalization
  • Determine location of a submarine (sonar)
  • Seismology: estimate depth below ground of an oil deposit

Detection example

Suppose we observe N tosses of an unfair coin. We would like to decide which side the coin favors, heads or tails.

  • Step 1

    Assume each toss is a realization of a Bernoulli random variable. Heads p 1 Tails Must decide p 1 4 vs. p 3 4 .
  • Step 2

    Collect data x 1 , , x N x i 1 Heads x i 0 Tails
  • Step 3

    Formulate a useful statistic k n 1 N x n If k N 2 , guess p 1 4 . If k N 2 , guess p 3 4 .

Estimation example

Suppose we take N measurements of a DC voltage A with a noisy voltmeter. We would like to estimate A .

  • Step 1

    Assume a Gaussian noise model x n A w n where w n 0 1 .
  • Step 2

    Gather data x 1 , , x N
  • Step 3

    Compute the sample mean, A 1 N n 1 N x n and use this as an estimate.

In these examples ( and ), we solved detection and estimation problems using intuition and heuristics (in Step 3).

This course will focus on developing principled and mathematically rigorous approaches to detection and estimation,using the theoretical framework of probability and statistics.

Summary

  • DSPprocessing signals with computer algorithms.
  • SSPstatistical DSPprocessing in the presence of uncertainties and unknowns.

Questions & Answers

differentiate between demand and supply giving examples
Lambiv Reply
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Lambiv
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Lambiv
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Lambiv
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appreciation
Eliyee
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In economics, a perfect market refers to a theoretical construct where all participants have perfect information, goods are homogenous, there are no barriers to entry or exit, and prices are determined solely by supply and demand. It's an idealized model used for analysis,
Ezea
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Shukri Reply
other things being equal
AI-Robot
When MP₁ becomes negative, TP start to decline. Extuples Suppose that the short-run production function of certain cut-flower firm is given by: Q=4KL-0.6K2 - 0.112 • Where is quantity of cut flower produced, I is labour input and K is fixed capital input (K-5). Determine the average product of lab
Kelo
Extuples Suppose that the short-run production function of certain cut-flower firm is given by: Q=4KL-0.6K2 - 0.112 • Where is quantity of cut flower produced, I is labour input and K is fixed capital input (K-5). Determine the average product of labour (APL) and marginal product of labour (MPL)
Kelo
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Shukri
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Shukri
what is monopoly mean?
Habtamu Reply
What is different between quantity demand and demand?
Shukri Reply
Quantity demanded refers to the specific amount of a good or service that consumers are willing and able to purchase at a give price and within a specific time period. Demand, on the other hand, is a broader concept that encompasses the entire relationship between price and quantity demanded
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Fiker Reply
Economic growth as an increase in the production and consumption of goods and services within an economy.but Economic development as a broader concept that encompasses not only economic growth but also social & human well being.
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Jabir
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Awais Reply
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Asui
it is a curve that we get after connecting the pareto optimal combinations of two consumers after their mutually beneficial trade offs
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In economics, the contract curve refers to the set of points in an Edgeworth box diagram where both parties involved in a trade cannot be made better off without making one of them worse off. It represents the Pareto efficient allocations of goods between two individuals or entities, where neither p
Cornelius
In economics, the contract curve refers to the set of points in an Edgeworth box diagram where both parties involved in a trade cannot be made better off without making one of them worse off. It represents the Pareto efficient allocations of goods between two individuals or entities,
Cornelius
Suppose a consumer consuming two commodities X and Y has The following utility function u=X0.4 Y0.6. If the price of the X and Y are 2 and 3 respectively and income Constraint is birr 50. A,Calculate quantities of x and y which maximize utility. B,Calculate value of Lagrange multiplier. C,Calculate quantities of X and Y consumed with a given price. D,alculate optimum level of output .
Feyisa Reply
Answer
Feyisa
c
Jabir
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Gsbwnw Reply
suppose the production function is given by ( L, K)=L¼K¾.assuming capital is fixed find APL and MPL. consider the following short run production function:Q=6L²-0.4L³ a) find the value of L that maximizes output b)find the value of L that maximizes marginal product
Abdureman
types of unemployment
Yomi Reply
What is the difference between perfect competition and monopolistic competition?
Mohammed
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Source:  OpenStax, Statistical signal processing. OpenStax CNX. Jun 14, 2004 Download for free at http://cnx.org/content/col10232/1.1
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