Verfügbarkeit: Modern signal processing

Modern signal processing:

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Bibliographische Detailangaben
1. Verfasser:	Zhang, Xian-Da 1946- (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Berlin ; Boston De Gruyter [2023] Beijing Tsinghua University Press
Schriftenreihe:	De Gruyter STEM
Schlagworte:	Signalverarbeitung Signaltheorie TB: Textbook
Online-Zugang:	http://www.degruyter.com/search?f_0=isbnissn&q_0=9783110475555&searchTitles=true Inhaltsverzeichnis Inhaltsverzeichnis
Beschreibung:	XIV, 587 Seiten Illustrationen, Diagramme 24 cm x 17 cm, 985 g
ISBN:	9783110475555 3110475553

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MARC


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Datensatz im Suchindex

_version_	1804184684326813696
adam_text	CONTENTS SUMMARY ---- 25 EXERCISES ---- 25 1 1.1 1.2 RANDOM SIGNALS - 1 SIGNAL CLASSIFICATIONS ---- 1 CORRELATION FUNCTION, COVARIANCE FUNCTION, AND POWER SPECTRAL DENSITY ---- 6 1.2.1 AUTOCORRELATION FUNCTION, AUTOCOVARIANCE FUNCTION, AND POWER SPECTRAL DENSITY ---- 6 1.2.2 CROSS CORRELATION FUNCTION, CROSS COVARIANCE FUNCTION, AND CROSS POWER SPECTRAL DENSITY ---- 10 1.3 1.3.1 1.3.2 1.4 1.4.1 1.4.2 COMPARISON AND DISCRIMINATION BETWEEN TWO RANDOM SIGNALS - 13 INDEPENDENCE, UNCORRELATEDNESS, AND ORTHOGONALITY - 14 GRAM-SCHMIDT ORTHOGONALIZATION PROCESS OF POLYNOMIAL SEQUENCE - 18 LINEAR SYSTEM WITH RANDOM INPUT - 19 THE POWER SPECTRAL DENSITY OF SYSTEM OUTPUT ---- 19 NARROW BAND BANDPASS FILTER ---- 22 2 PARAMETER ESTIMATION THEORY - 30 2.1 PERFORMANCE OF ESTIMATORS - 30 2.1.1 UNBIASED AND ASYMPTOTIC UNBIASED ESTIMATION - 31 2.1.2 EFFECTIVENESS OF ESTIMATORS - 33 2.2 FISHER INFORMATION AND CRAMER-RAO INEQUALITY ---- 35 2.2.1 FISHER INFORMATION ----- 35 2.2.2 CRAMER-RAO LOWER BOUND ----- 36 2.3 BAYES ESTIMATION ----- 38 2.3.1 DEFINITION OF RISK FUNCTION -----39 2.3.2 BAYES ESTIMATION ----- 40 2.4 MAXIMUM LIKELIHOOD ESTIMATION - 43 2.5 LINEAR MEAN SQUARES ESTIMATION - 47 2.6 LEAST SQUARES ESTIMATION - 49 2.6.1 LEAST SQUARES ESTIMATION AND ITS PERFORMANCE - 49 2.6.2 WEIGHTED LEAST SQUARES ESTIMATION - 51 SUMMARY ---- 53 EXERCISES ---- 53 3 SIGNAL DETECTION - 57 3.1 STATISTICAL HYPOTHESIS TESTING - 57 3.1.1 BASIC CONCEPTS OF SIGNAL DETECTION - 57 3.1.2 SIGNAL DETECTION MEASURES - 61 VIII - CONTENTS SUMMARY - 125 EXERCISES - 125 3.1.3 3.2 3.2.1 3.2.2 3.3 3.3.1 3.3.2 3.4 3.4.1 DECISION SPACE - 65 PROBABILITY DENSITY FUNCTION AND ERROR FUNCTION ---- 68 PROBABILITY DENSITY FUNCTION ---- 69 ERROR FUNCTION AND COMPLEMENTARY ERROR FUNCTION - 71 PROBABILITIES OF DETECTION AND ERROR - 73 DEFINITIONS OF DETECTION AND ERROR PROBABILITIES ---- 74 POWER FUNCTION ---- 77 NEYMAN-PEARSON CRITERION ---- 78 PROBABILITIES OF FALSE ALARM AND MISS ALARM IN RADAR SIGNAL DETECTION ---- 79 3.4.2 3.5 3.5.1 3.5.2 3.5.3 3.6 3.6.1 3.6.2 3.6.3 3.7 3.7.1 3.7.2 3.7.3 3.8 3.8.1 3.8.2 3.9 3.9.1 3.9.2 3.9.3 3.9.4 NEYMAN-PEARSON LEMMA AND NEYMAN-PEARSON CRITERION -----82 UNIFORMLY MOST POWER CRITERION ---- 86 COMMUNICATION SIGNAL DETECTION PROBLEM - 86 UNIFORMLY MOST POWER TEST ---- 88 PHYSICAL MEANING OF UMP CRITERION ---- 91 BAYES CRITERION ---- 92 BAYES DECISION CRITERION ---- 92 DETECTION OF BINARY SIGNAL WAVEFORM ---- 95 DETECTION PROBABILITY ANALYSIS ---- 98 BAYES DERIVED CRITERIA ---- 100 MINIMUM ERROR PROBABILITY CRITERION ---- 100 MAXIMUM A POSTERIORI PROBABILITY CRITERION ---- 102 MINIMAX CRITERION ---- 104 MULTIVARIATE HYPOTHESES TESTING ---- 107 MULTIVARIATE HYPOTHESES TESTING PROBLEM ---- 108 BAYES CRITERIA FOR MULTIPLE HYPOTHESES TESTING - 109 MULTIPLE HYPOTHESIS TESTING ---- 110 ERROR RATE OF MULTIPLE HYPOTHESIS TESTING ---- 111 ERROR CONTROL METHOD OF MULTIPLE HYPOTHESIS TESTING ---- 114 MULTIPLE LINEAR REGRESSION ---- 116 MULTIVARIATE STATISTICAL ANALYSIS - 120 4 MODERN SPECTRAL ESTIMATION - 132 4.1 NONPARAMETRIC SPECTRAL ESTIMATION - 132 4.1.1 DISCRETE STOCHASTIC PROCESS - 133 4.1.2 4.2 4.3 4.3.1 4.3.2 NON-PARAMETRIC POWER SPECTRUM ESTIMATION - 134 STATIONARY ARMA PROCESS ---- 135 POWER SPECTRAL DENSITY OF STATIONARY PROCESS ---- 141 POWER SPECTRAL DENSITY OF ARMA PROCESS ---- 141 POWER SPECTRUM EQUIVALENCE ---- 146 CONTENTS - IX 4.4 ARMA SPECTRUM ESTIMATION ----- 149 4.4.1 TWO LINEAR METHODS FOR ARMA POWER SPECTRUM ESTIMATION ---- 150 4.4.2 MODIFIED YULE-WALKER EQUATION ----- 151 4.4.3 SINGULAR VALUE DECOMPOSITION METHOD FOR AR ORDER DETERMINATION - 154 4.4.4 TOTAL LEAST SQUARES METHOD FOR AR PARAMETER ESTIMATION ---- 157 4.5 ARMA MODEL IDENTIFICATION ----- 160 4.5.1 MA ORDER DETERMINATION ----- 160 4.5.2 MA PARAMETER ESTIMATION ----- 163 4.6 MAXIMUM ENTROPY SPECTRUM ESTIMATION ----- 165 4.6.1 BURG MAXIMUM ENTROPY SPECTRUM ESTIMATION - 165 4.6.2 LEVINSON RECURSION ----- 168 4.6.3 BURG ALGORITHM ----- 173 4.6.4 BURG MAXIMUM ENTROPY SPECTRUM ANALYSIS AND ARMA SPECTRUM ESTIMATION ---- 174 4.7 PISARENKO HARMONIC DECOMPOSITION METHOD - 177 4.7.1 PISARENKO HARMONIC DECOMPOSITION - 177 4.7.2 ARMA MODELING METHOD FOR HARMONIC RECOVERY ---- 180 4.8 EXTENDED PRONY METHOD ----- 182 SUMMARY - 188 EXERCISES ---- 188 5 ADAPTIVE FILTER ---- 193 5.1 MATCHED FILTER -------- 193 5.1.1 MATCHED FILTER -------- 194 5.1.2 PROPERTIES OF MATCHED FILTER - 199 5.1.3 IMPLEMENTATION OF MATCHED FILTER - 200 5.2 CONTINUOUS TIME WIENER FILTER ----- 201 5.3 OPTIMAL FILTERING THEORY AND WIENER FILTER -----203 5.3.1 LINEAR OPTIMAL FILTER ----- 203 5.3.2 ORTHOGONALITY PRINCIPLE ----- 205 5.3.3 WIENER FILTER ---- 206 5.4 KALMAN FILTER ----- 209 5.4.1 KALMAN FILTERING PROBLEM ----- 209 5.4.2 INNOVATION PROCESS - 210 5.4.3 KALMAN FILTERING ALGORITHM ----- 212 5.5 LMS ADAPTIVE ALGORITHMS ----- 214 5.5.1 DESCENT ALGORITHM ----- 214 5.5.2 LMS ALGORITHM AND ITS BASIC VARIANTS ---- 216 5.5.3 DECORRELATION LMS ALGORITHM ---- 217 5.5.4 SELECTION OF THE LEARNING RATE PARAMETER ----- 221 5.5.5 STATISTICAL PERFORMANCE ANALYSIS OF LMS ALGORITHM - 223 X - CONTENTS SUMMARY ---- 253 EXERCISES ---- 253 5.5.6 5.6 5.6.1 5.6.2 TRACKING PERFORMANCE OF LMS ALGORITHM -----225 RLS ADAPTIVE ALGORITHM ---- 228 RLS ALGORITHM ---- 229 COMPARISON BETWEEN RLS ALGORITHM AND KALMAN FILTERING ALGORITHM -----232 5.6.3 5.6.4 5.7 5.7.1 5.7.2 5.8 5.9 5.9.1 5.9.2 5.9.3 STATISTICAL PERFORMANCE ANALYSIS OF RLS ALGORITHM - 234 FAST RLS ALGORITHM ---- 235 ADAPTIVE LINE ENHANCER AND NOTCH FILTER ---- 237 TRANSFER FUNCTIONS OF LINE ENHANCER AND NOTCH FILTER ---- 237 ADAPTIVE NOTCH FILTER BASED ON LATTICE HR FILTER ---- 239 GENERALIZED SIDELOBE CANCELLER ---- 242 BLIND ADAPTIVE MULTIUSER DETECTION ---- 244 CANONICAL REPRESENTATION OF BLIND MULTIUSER DETECTION - 245 LMS AND RLS ALGORITHMS FOR BLIND MULTIUSER DETECTION ---- 246 KALMAN ADAPTIVE ALGORITHM FOR BLIND MULTIUSER DETECTION ---- 249 6 6.1 6.1.1 6.1.2 6.1.3 6.2 6.3 6.3.1 HIGHER-ORDER STATISTICAL ANALYSIS - 259 MOMENTS AND CUMULANTS ---- 259 DEFINITION OF HIGHER-ORDER MOMENTS AND CUMULANTS ---- 259 HIGHER-ORDER MOMENTS AND CUMULANTS OF GAUSSIAN SIGNAL ---- 262 TRANSFORMATION RELATIONSHIPS BETWEEN MOMENTS AND CUMULANTS - 263 PROPERTIES OF MOMENTS AND CUMULANTS - 265 HIGHER-ORDER SPECTRA ---- 270 HIGHER-ORDER MOMENT SPECTRA AND HIGHER-ORDER CUMULANT SPECTRA ---- 270 6.3.2 6.4 6.4.1 6.4.2 6.5 6.5.1 6.5.2 6.5.3 6.6 6.6.1 6.6.2 6.6.3 6.7 6.7.1 6.7.2 BISPECTRUM ESTIMATION ---- 272 NON-GAUSSIAN SIGNAL AND LINEAR SYSTEM ---- 276 SUB-GAUSSIAN AND SUPER-GAUSSIAN SIGNAL - 276 NON-GAUSSIAN SIGNAL PASSING THROUGH LINEAR SYSTEM ---- 277 FIR SYSTEM IDENTIFICATION ---- 280 RC ALGORITHM ---- 280 CUMULANT ALGORITHM ---- 284 MA ORDER DETERMINATION ---- 288 IDENTIFICATION OF CAUSAL ARMA MODELS ---- 289 IDENTIFICATION OF AR PARAMETERS ---- 290 MA ORDER DETERMINATION ---- 293 ESTIMATION OF MA PARAMETERS - 296 HARMONIC RETRIEVAL IN COLORED NOISE - 299 CUMULANT DEFINITION FOR COMPLEX SIGNAL ---- 300 CUMULANTS OF HARMONIC PROCESS ---- 302 CONTENTS - XI SUMMARY ---- 325 EXERCISES ---- 325 6.7.3 6.7.4 6.8 6.9 6.9.1 6.9.2 6.10 6.10.1 6.10.2 HARMONIC RETRIEVAL IN COLORED GAUSSIAN NOISE ---- 304 HARMONIC RETRIEVAL IN COLORED NON-GAUSSIAN NOISE ---- 305 THE ADAPTIVE FILTERING OF NON-GAUSSIAN SIGNAL ---- 311 TIME DELAY ESTIMATION ---- 312 THE GENERALIZED CORRELATION MEHTOD - 312 HIGHER-ORDER STATISTICS METHOD - 314 APPLICATION OF BISPECTRUM IN SIGNAL CLASSIFICATION ---- 319 THE INTEGRATED BISPECTRA - 319 SELECTED BISPECTRA - 322 7 LINEAR TIME-FREQUENCY TRANSFORM ---- 329 7.1 LOCAL TRANSFORMATION OF SIGNALS ---- 329 7.2 ANALYTIC SIGNAL AND INSTANTANEOUS PHYSICAL QUANTITY -----332 7.2.1 ANALYTIC SIGNAL ---- 333 7.2.2 BASEBAND SIGNAL ---- 335 7.2.3 INSTANTANEOUS FREQUENCY AND GROUP DELAY ----- 337 7.2.4 EXCLUSION PRINCIPLE ---- 339 7.3 SHORT-TIME FOURIER TRANSFORM ---- 342 7.3.1 THE CONTINUOUS SHORT-TIME FOURIER TRANSFORM ---- 342 7.3.2 THE DISCRETE SHORT-TIME FOURIER TRANSFORM - 345 7.4 GABOR TRANSFORM ---- 348 7.4.1 THE CONTINUOUS GABOR TRANSFORM ---- 348 7.4.2 THE DISCRETE GABOR TRANSFORM ----- 354 7.5 FRACTIONAL FOURIER TRANSFORM ----- 357 7.5.1 DEFINITION AND PROPERTIES OF FRACTIONAL FOURIER TRANSFORM - 358 7.5.2 CALCULATION OF FRACTIONAL FOURIER TRANSFORM ---- 361 7.6 WAVELET TRANSFORM ----- 362 7.6.1 PHYSICAL CONSIDERATIONS OF WAVELETS - 362 7.6.2 THE CONTINUOUS WAVELET TRANSFORM - 364 7.6.3 DISCRETIZATION OF CONTINUOUS WAVELET TRANSFORM ---- 366 7.7 WAVELET ANALYSIS AND FRAME THEORY - 367 7.7.1 WAVELET ANALYSIS ---- 368 7.7.2 FRAME THEORY ----- 372 7.8 MULTIRESOLUTION ANALYSIS ----- 377 7.9 ORTHOGONAL FILTER BANKS ----- 381 7.9.1 ORTHOGONAL WAVELET ----- 381 7.9.2 FAST ORTHOGONAL WAVELET TRANSFORM ----- 384 7.10 BIORTHGONAL FILTER BANK ----- 388 7.10.1 BIORTHOGONAL MULTIRESOLUTION ANALYSIS ----- 388 7.10.2 DESIGN OF BIORTHOGONAL FILTER BANKS ----- 391 XII - CONTENTS 7.10.3 BIORTHOGONAL WAVELET AND FAST BIORTHOGONAL TRANSFORM ---- 393 SUMMARY ---- 397 EXERCISES -----397 SUMMARY ---- 435 EXERCISES ---- 436 8 8.1 8.1.1 8.1.2 8.2 8.2.1 8.2.2 8.2.3 8.3 8.4 8.4.1 8.4.2 8.5 QUADRATIC TIME-FREQUENCY DISTRIBUTION ---- 401 THE GENERAL THEORY OF TIME-FREQUENCY DISTRIBUTION ---- 401 DEFINITION OF THE TIME-FREQUENCY DISTRIBUTION ---- 402 BASIC PROPERTIES OF TIME-FREQUENCY DISTRIBUTION - 403 THE WIGNER-VILLE DISTRIBUTION ---- 405 MATHEMATICAL PROPERTIES ---- 406 RELATIONSHIP TO EVOLUTIVE SPECTRUM ---- 408 SIGNAL RECONSTRUCTION BASED ON WIGNER-VILLE DISTRIBUTION ---- 410 AMBIGUITY FUNCTION ---- 412 COHEN S CLASS TIME-FREQUENCY DISTRIBUTION ---- 416 DEFINITION OF COHEN S CLASS TIME-FREQUENCY DISTRIBUTION - 416 REQUIREMENTS FOR KERNEL FUNCTION ---- 420 PERFORMANCE EVALUATION AND IMPROVEMENT OF TIME-FREQUENCY DISTRIBUTION ---- 422 8.5.1 8.5.2 8.5.3 TIME-FREQUENCY AGGREGATION ---- 422 CROSS-TERM SUPPRESSION ---- 424 OTHER TYPICAL TIME-FREQUENCY DISTRIBUTIONS - 428 9 9.1 9.1.1 9.1.2 9.1.3 9.2 9.2.1 BLIND SIGNAL SEPARATION ---- 438 BASIC THEORY OF BLIND SIGNAL PROCESSING ---- 438 A BRIEF INTRODUCTION TO BLIND SIGNAL PROCESSING ---- 438 MODEL AND BASIC PROBLEM OF BSS ---- 439 BASIC ASSUMPTION AND PERFORMANCE REQUIREMENT OF BSS ---- 442 ADAPTIVE BLIND SIGNAL SEPARATION ---- 443 NEURAL NETWORK IMPLEMENTATION OF ADAPTIVE BLIND SIGNAL SEPARATION ---- 444 9.2.2 9.3 9.3.1 9.3.2 9.3.3 9.3.4 9.4 9.4.1 9.4.2 9.4.3 QUASIIDENTITY MATRIX AND CONTRAST FUNCTION - 447 INDENPENT COMPONENT ANALYSIS ---- 448 MUTUAL INFORMATION AND NEGENTROPY ---- 448 NATURAL GRADIENT ALGORITHM ---- 451 IMPLEMENTATION OF THE NATURAL GRADIENT ALGORITHM ---- 454 FIXED-POINT ALGORITHM ---- 458 NONLINEAR PRINCIPAL COMPONENT ANALYSIS ---- 460 PRE-WHITENING ---- 460 LINEAR PRINCIPAL COMPONENT ANALYSIS ---- 461 NONLINEAR PRINCIPAL COMPONENT ANALYSIS - 464 CONTENTS - XIII 9.5 9.5.1 9.5.2 9.5.3 9.6 9.6.1 9.6.2 9.7 9.7.1 9.7.2 JOINT DIAGONALIZATION OF MATRICES - 465 BLIND SIGNAL SEPARATION AND JOINT DIAGONALIZATION OF MATRICES ---- 466 ORTHOGONAL APPROXIMATE JOINT DIAGONALIZATION ---- 468 NONORTHOGONAL APPROXIMATE JOINT DIAGONALIZATION ---- 470 BLIND SIGNAL EXTRACTION ---- 472 ORTHOGNAL BLIND SIGNAL EXTRACTION ---- 472 NONORTHOGONAL BLIND SIGNAL EXTRACTION ---- 473 BLIND SIGNAL SEPARATION OF CONVOLUTIVELY MIXED SOURCES - 476 CONVOLUTIVELY MIXED SOURCES ---- 477 TIME DOMAIN BLIND SIGNAL SEPARATION OF CONVOLUTIVELY MIXED SOURCES -----479 9.7.3 FREQUENCY DOMAIN BLIND SIGNAL SEPARATION OF CONVOLUTIVELY MIXED SOURCES ---- 482 9.7.4 TIME-FREQUENCY DOMAIN BLIND SIGNAL SEPARATION OF CONVOLUTIVELY MIXED SOURCES ---- 484 SUMMARY ---- 491 EXERCISES ---- 492 10 10.1 10.1.1 10.1.2 10.2 10.2.1 10.2.2 10.2.3 ARRAY SIGNAL PROCESSING - 497 COORDINATE REPRESENTATION OF ARRAY - 497 ARRAY AND NOISE - 498 COORDINATE SYSTEM OF ARRAY - 499 BEAMFORMING AND SPATIAL FILTERING - 501 SPATIAL FIR FILTER ---- 502 BROADBAND BEAMFORMER - 505 ANALOGY AND INTERCHANGE BETWEEN SPATIAL FIR FILTER AND BEAMFORMER ---- 508 10.3 10.3.1 10.3.2 10.3.3 10.4 10.4.1 10.4.2 10.4.3 10.5 10.5.1 10.5.2 10.5.3 10.5.4 10.6 10.6.1 LINEARLY-CONSTRAINED ADAPTIVE BEAMFORMER ---- 512 CLASSICAL BEAMFORMING - 512 DIRECT IMPLEMENTATION OF ADAPTIVE BEAMFORMING - 516 GENERLIZED SIDELOBE CANCELING FORM OF ADAPTIVE BEAMFORMING - 518 MULTIPLE SIGNAL CLASSIFICATION (MUSIC) ---- 522 SPATIAL SPECTRUM ---- 522 SIGNAL SUBSPACE AND NOISE SUBSPACE - 524 MUSIC ALGORITHM ---- 526 EXTENSIONS OF MUSIC ALGORITHM ---- 529 DECOHERENT MUSIC ALGORITHM ---- 529 ROOT-MUSIC ALGORITHM ---- 532 MINIMUM NORM ALGORITHM ---- 533 FIRST PRINCIPAL VECTOR MUSIC ALGORITHM ---- 535 BEAMSPACE MUSIC ALGORITHM ---- 537 BS-MUSIC ALGORITHM ---- 537 XIV - CONTENTS SUMMARY - 562 EXERCISES - 562 10.6.2 10.7 COMPARISON OF BS-MUSIC AND ES-MUSIC ---- 540 ESTIMATING SIGNAL PARAMETERS VIA ROTATIONAL INVARIANCE TECHNIQUES ---- 543 10.7.1 10.7.2 10.7.3 10.7.4 10.8 10.8.1 10.8.2 BASIC ESPRIT ALGORITHM ---- 544 ELEMENT SPACE ESPRIT ---- 549 TLS-ESPRIT ---- 552 BEAMSPACE ESPRIT METHOD ---- 553 UNITARY ESPRIT AND ITS EXTENSIONS ---- 556 UNITARY ESPRIT ALGORITHM ---- 556 BEAMSPACE UNITARY ESPRIT ALGORITHM - 560 INDEX - 565 BIBLIOGRAPHY - 577
adam_txt	CONTENTS SUMMARY ---- 25 EXERCISES ---- 25 1 1.1 1.2 RANDOM SIGNALS - 1 SIGNAL CLASSIFICATIONS ---- 1 CORRELATION FUNCTION, COVARIANCE FUNCTION, AND POWER SPECTRAL DENSITY ---- 6 1.2.1 AUTOCORRELATION FUNCTION, AUTOCOVARIANCE FUNCTION, AND POWER SPECTRAL DENSITY ---- 6 1.2.2 CROSS CORRELATION FUNCTION, CROSS COVARIANCE FUNCTION, AND CROSS POWER SPECTRAL DENSITY ---- 10 1.3 1.3.1 1.3.2 1.4 1.4.1 1.4.2 COMPARISON AND DISCRIMINATION BETWEEN TWO RANDOM SIGNALS - 13 INDEPENDENCE, UNCORRELATEDNESS, AND ORTHOGONALITY - 14 GRAM-SCHMIDT ORTHOGONALIZATION PROCESS OF POLYNOMIAL SEQUENCE - 18 LINEAR SYSTEM WITH RANDOM INPUT - 19 THE POWER SPECTRAL DENSITY OF SYSTEM OUTPUT ---- 19 NARROW BAND BANDPASS FILTER ---- 22 2 PARAMETER ESTIMATION THEORY - 30 2.1 PERFORMANCE OF ESTIMATORS - 30 2.1.1 UNBIASED AND ASYMPTOTIC UNBIASED ESTIMATION - 31 2.1.2 EFFECTIVENESS OF ESTIMATORS - 33 2.2 FISHER INFORMATION AND CRAMER-RAO INEQUALITY ---- 35 2.2.1 FISHER INFORMATION ----- 35 2.2.2 CRAMER-RAO LOWER BOUND ----- 36 2.3 BAYES ESTIMATION ----- 38 2.3.1 DEFINITION OF RISK FUNCTION -----39 2.3.2 BAYES ESTIMATION ----- 40 2.4 MAXIMUM LIKELIHOOD ESTIMATION - 43 2.5 LINEAR MEAN SQUARES ESTIMATION - 47 2.6 LEAST SQUARES ESTIMATION - 49 2.6.1 LEAST SQUARES ESTIMATION AND ITS PERFORMANCE - 49 2.6.2 WEIGHTED LEAST SQUARES ESTIMATION - 51 SUMMARY ---- 53 EXERCISES ---- 53 3 SIGNAL DETECTION - 57 3.1 STATISTICAL HYPOTHESIS TESTING - 57 3.1.1 BASIC CONCEPTS OF SIGNAL DETECTION - 57 3.1.2 SIGNAL DETECTION MEASURES - 61 VIII - CONTENTS SUMMARY - 125 EXERCISES - 125 3.1.3 3.2 3.2.1 3.2.2 3.3 3.3.1 3.3.2 3.4 3.4.1 DECISION SPACE - 65 PROBABILITY DENSITY FUNCTION AND ERROR FUNCTION ---- 68 PROBABILITY DENSITY FUNCTION ---- 69 ERROR FUNCTION AND COMPLEMENTARY ERROR FUNCTION - 71 PROBABILITIES OF DETECTION AND ERROR - 73 DEFINITIONS OF DETECTION AND ERROR PROBABILITIES ---- 74 POWER FUNCTION ---- 77 NEYMAN-PEARSON CRITERION ---- 78 PROBABILITIES OF FALSE ALARM AND MISS ALARM IN RADAR SIGNAL DETECTION ---- 79 3.4.2 3.5 3.5.1 3.5.2 3.5.3 3.6 3.6.1 3.6.2 3.6.3 3.7 3.7.1 3.7.2 3.7.3 3.8 3.8.1 3.8.2 3.9 3.9.1 3.9.2 3.9.3 3.9.4 NEYMAN-PEARSON LEMMA AND NEYMAN-PEARSON CRITERION -----82 UNIFORMLY MOST POWER CRITERION ---- 86 COMMUNICATION SIGNAL DETECTION PROBLEM - 86 UNIFORMLY MOST POWER TEST ---- 88 PHYSICAL MEANING OF UMP CRITERION ---- 91 BAYES CRITERION ---- 92 BAYES DECISION CRITERION ---- 92 DETECTION OF BINARY SIGNAL WAVEFORM ---- 95 DETECTION PROBABILITY ANALYSIS ---- 98 BAYES DERIVED CRITERIA ---- 100 MINIMUM ERROR PROBABILITY CRITERION ---- 100 MAXIMUM A POSTERIORI PROBABILITY CRITERION ---- 102 MINIMAX CRITERION ---- 104 MULTIVARIATE HYPOTHESES TESTING ---- 107 MULTIVARIATE HYPOTHESES TESTING PROBLEM ---- 108 BAYES CRITERIA FOR MULTIPLE HYPOTHESES TESTING - 109 MULTIPLE HYPOTHESIS TESTING ---- 110 ERROR RATE OF MULTIPLE HYPOTHESIS TESTING ---- 111 ERROR CONTROL METHOD OF MULTIPLE HYPOTHESIS TESTING ---- 114 MULTIPLE LINEAR REGRESSION ---- 116 MULTIVARIATE STATISTICAL ANALYSIS - 120 4 MODERN SPECTRAL ESTIMATION - 132 4.1 NONPARAMETRIC SPECTRAL ESTIMATION - 132 4.1.1 DISCRETE STOCHASTIC PROCESS - 133 4.1.2 4.2 4.3 4.3.1 4.3.2 NON-PARAMETRIC POWER SPECTRUM ESTIMATION - 134 STATIONARY ARMA PROCESS ---- 135 POWER SPECTRAL DENSITY OF STATIONARY PROCESS ---- 141 POWER SPECTRAL DENSITY OF ARMA PROCESS ---- 141 POWER SPECTRUM EQUIVALENCE ---- 146 CONTENTS - IX 4.4 ARMA SPECTRUM ESTIMATION ----- 149 4.4.1 TWO LINEAR METHODS FOR ARMA POWER SPECTRUM ESTIMATION ---- 150 4.4.2 MODIFIED YULE-WALKER EQUATION ----- 151 4.4.3 SINGULAR VALUE DECOMPOSITION METHOD FOR AR ORDER DETERMINATION - 154 4.4.4 TOTAL LEAST SQUARES METHOD FOR AR PARAMETER ESTIMATION ---- 157 4.5 ARMA MODEL IDENTIFICATION ----- 160 4.5.1 MA ORDER DETERMINATION ----- 160 4.5.2 MA PARAMETER ESTIMATION ----- 163 4.6 MAXIMUM ENTROPY SPECTRUM ESTIMATION ----- 165 4.6.1 BURG MAXIMUM ENTROPY SPECTRUM ESTIMATION - 165 4.6.2 LEVINSON RECURSION ----- 168 4.6.3 BURG ALGORITHM ----- 173 4.6.4 BURG MAXIMUM ENTROPY SPECTRUM ANALYSIS AND ARMA SPECTRUM ESTIMATION ---- 174 4.7 PISARENKO HARMONIC DECOMPOSITION METHOD - 177 4.7.1 PISARENKO HARMONIC DECOMPOSITION - 177 4.7.2 ARMA MODELING METHOD FOR HARMONIC RECOVERY ---- 180 4.8 EXTENDED PRONY METHOD ----- 182 SUMMARY - 188 EXERCISES ---- 188 5 ADAPTIVE FILTER ---- 193 5.1 MATCHED FILTER -------- 193 5.1.1 MATCHED FILTER -------- 194 5.1.2 PROPERTIES OF MATCHED FILTER - 199 5.1.3 IMPLEMENTATION OF MATCHED FILTER - 200 5.2 CONTINUOUS TIME WIENER FILTER ----- 201 5.3 OPTIMAL FILTERING THEORY AND WIENER FILTER -----203 5.3.1 LINEAR OPTIMAL FILTER ----- 203 5.3.2 ORTHOGONALITY PRINCIPLE ----- 205 5.3.3 WIENER FILTER ---- 206 5.4 KALMAN FILTER ----- 209 5.4.1 KALMAN FILTERING PROBLEM ----- 209 5.4.2 INNOVATION PROCESS - 210 5.4.3 KALMAN FILTERING ALGORITHM ----- 212 5.5 LMS ADAPTIVE ALGORITHMS ----- 214 5.5.1 DESCENT ALGORITHM ----- 214 5.5.2 LMS ALGORITHM AND ITS BASIC VARIANTS ---- 216 5.5.3 DECORRELATION LMS ALGORITHM ---- 217 5.5.4 SELECTION OF THE LEARNING RATE PARAMETER ----- 221 5.5.5 STATISTICAL PERFORMANCE ANALYSIS OF LMS ALGORITHM - 223 X - CONTENTS SUMMARY ---- 253 EXERCISES ---- 253 5.5.6 5.6 5.6.1 5.6.2 TRACKING PERFORMANCE OF LMS ALGORITHM -----225 RLS ADAPTIVE ALGORITHM ---- 228 RLS ALGORITHM ---- 229 COMPARISON BETWEEN RLS ALGORITHM AND KALMAN FILTERING ALGORITHM -----232 5.6.3 5.6.4 5.7 5.7.1 5.7.2 5.8 5.9 5.9.1 5.9.2 5.9.3 STATISTICAL PERFORMANCE ANALYSIS OF RLS ALGORITHM - 234 FAST RLS ALGORITHM ---- 235 ADAPTIVE LINE ENHANCER AND NOTCH FILTER ---- 237 TRANSFER FUNCTIONS OF LINE ENHANCER AND NOTCH FILTER ---- 237 ADAPTIVE NOTCH FILTER BASED ON LATTICE HR FILTER ---- 239 GENERALIZED SIDELOBE CANCELLER ---- 242 BLIND ADAPTIVE MULTIUSER DETECTION ---- 244 CANONICAL REPRESENTATION OF BLIND MULTIUSER DETECTION - 245 LMS AND RLS ALGORITHMS FOR BLIND MULTIUSER DETECTION ---- 246 KALMAN ADAPTIVE ALGORITHM FOR BLIND MULTIUSER DETECTION ---- 249 6 6.1 6.1.1 6.1.2 6.1.3 6.2 6.3 6.3.1 HIGHER-ORDER STATISTICAL ANALYSIS - 259 MOMENTS AND CUMULANTS ---- 259 DEFINITION OF HIGHER-ORDER MOMENTS AND CUMULANTS ---- 259 HIGHER-ORDER MOMENTS AND CUMULANTS OF GAUSSIAN SIGNAL ---- 262 TRANSFORMATION RELATIONSHIPS BETWEEN MOMENTS AND CUMULANTS - 263 PROPERTIES OF MOMENTS AND CUMULANTS - 265 HIGHER-ORDER SPECTRA ---- 270 HIGHER-ORDER MOMENT SPECTRA AND HIGHER-ORDER CUMULANT SPECTRA ---- 270 6.3.2 6.4 6.4.1 6.4.2 6.5 6.5.1 6.5.2 6.5.3 6.6 6.6.1 6.6.2 6.6.3 6.7 6.7.1 6.7.2 BISPECTRUM ESTIMATION ---- 272 NON-GAUSSIAN SIGNAL AND LINEAR SYSTEM ---- 276 SUB-GAUSSIAN AND SUPER-GAUSSIAN SIGNAL - 276 NON-GAUSSIAN SIGNAL PASSING THROUGH LINEAR SYSTEM ---- 277 FIR SYSTEM IDENTIFICATION ---- 280 RC ALGORITHM ---- 280 CUMULANT ALGORITHM ---- 284 MA ORDER DETERMINATION ---- 288 IDENTIFICATION OF CAUSAL ARMA MODELS ---- 289 IDENTIFICATION OF AR PARAMETERS ---- 290 MA ORDER DETERMINATION ---- 293 ESTIMATION OF MA PARAMETERS - 296 HARMONIC RETRIEVAL IN COLORED NOISE - 299 CUMULANT DEFINITION FOR COMPLEX SIGNAL ---- 300 CUMULANTS OF HARMONIC PROCESS ---- 302 CONTENTS - XI SUMMARY ---- 325 EXERCISES ---- 325 6.7.3 6.7.4 6.8 6.9 6.9.1 6.9.2 6.10 6.10.1 6.10.2 HARMONIC RETRIEVAL IN COLORED GAUSSIAN NOISE ---- 304 HARMONIC RETRIEVAL IN COLORED NON-GAUSSIAN NOISE ---- 305 THE ADAPTIVE FILTERING OF NON-GAUSSIAN SIGNAL ---- 311 TIME DELAY ESTIMATION ---- 312 THE GENERALIZED CORRELATION MEHTOD - 312 HIGHER-ORDER STATISTICS METHOD - 314 APPLICATION OF BISPECTRUM IN SIGNAL CLASSIFICATION ---- 319 THE INTEGRATED BISPECTRA - 319 SELECTED BISPECTRA - 322 7 LINEAR TIME-FREQUENCY TRANSFORM ---- 329 7.1 LOCAL TRANSFORMATION OF SIGNALS ---- 329 7.2 ANALYTIC SIGNAL AND INSTANTANEOUS PHYSICAL QUANTITY -----332 7.2.1 ANALYTIC SIGNAL ---- 333 7.2.2 BASEBAND SIGNAL ---- 335 7.2.3 INSTANTANEOUS FREQUENCY AND GROUP DELAY ----- 337 7.2.4 EXCLUSION PRINCIPLE ---- 339 7.3 SHORT-TIME FOURIER TRANSFORM ---- 342 7.3.1 THE CONTINUOUS SHORT-TIME FOURIER TRANSFORM ---- 342 7.3.2 THE DISCRETE SHORT-TIME FOURIER TRANSFORM - 345 7.4 GABOR TRANSFORM ---- 348 7.4.1 THE CONTINUOUS GABOR TRANSFORM ---- 348 7.4.2 THE DISCRETE GABOR TRANSFORM ----- 354 7.5 FRACTIONAL FOURIER TRANSFORM ----- 357 7.5.1 DEFINITION AND PROPERTIES OF FRACTIONAL FOURIER TRANSFORM - 358 7.5.2 CALCULATION OF FRACTIONAL FOURIER TRANSFORM ---- 361 7.6 WAVELET TRANSFORM ----- 362 7.6.1 PHYSICAL CONSIDERATIONS OF WAVELETS - 362 7.6.2 THE CONTINUOUS WAVELET TRANSFORM - 364 7.6.3 DISCRETIZATION OF CONTINUOUS WAVELET TRANSFORM ---- 366 7.7 WAVELET ANALYSIS AND FRAME THEORY - 367 7.7.1 WAVELET ANALYSIS ---- 368 7.7.2 FRAME THEORY ----- 372 7.8 MULTIRESOLUTION ANALYSIS ----- 377 7.9 ORTHOGONAL FILTER BANKS ----- 381 7.9.1 ORTHOGONAL WAVELET ----- 381 7.9.2 FAST ORTHOGONAL WAVELET TRANSFORM ----- 384 7.10 BIORTHGONAL FILTER BANK ----- 388 7.10.1 BIORTHOGONAL MULTIRESOLUTION ANALYSIS ----- 388 7.10.2 DESIGN OF BIORTHOGONAL FILTER BANKS ----- 391 XII - CONTENTS 7.10.3 BIORTHOGONAL WAVELET AND FAST BIORTHOGONAL TRANSFORM ---- 393 SUMMARY ---- 397 EXERCISES -----397 SUMMARY ---- 435 EXERCISES ---- 436 8 8.1 8.1.1 8.1.2 8.2 8.2.1 8.2.2 8.2.3 8.3 8.4 8.4.1 8.4.2 8.5 QUADRATIC TIME-FREQUENCY DISTRIBUTION ---- 401 THE GENERAL THEORY OF TIME-FREQUENCY DISTRIBUTION ---- 401 DEFINITION OF THE TIME-FREQUENCY DISTRIBUTION ---- 402 BASIC PROPERTIES OF TIME-FREQUENCY DISTRIBUTION - 403 THE WIGNER-VILLE DISTRIBUTION ---- 405 MATHEMATICAL PROPERTIES ---- 406 RELATIONSHIP TO EVOLUTIVE SPECTRUM ---- 408 SIGNAL RECONSTRUCTION BASED ON WIGNER-VILLE DISTRIBUTION ---- 410 AMBIGUITY FUNCTION ---- 412 COHEN ' S CLASS TIME-FREQUENCY DISTRIBUTION ---- 416 DEFINITION OF COHEN ' S CLASS TIME-FREQUENCY DISTRIBUTION - 416 REQUIREMENTS FOR KERNEL FUNCTION ---- 420 PERFORMANCE EVALUATION AND IMPROVEMENT OF TIME-FREQUENCY DISTRIBUTION ---- 422 8.5.1 8.5.2 8.5.3 TIME-FREQUENCY AGGREGATION ---- 422 CROSS-TERM SUPPRESSION ---- 424 OTHER TYPICAL TIME-FREQUENCY DISTRIBUTIONS - 428 9 9.1 9.1.1 9.1.2 9.1.3 9.2 9.2.1 BLIND SIGNAL SEPARATION ---- 438 BASIC THEORY OF BLIND SIGNAL PROCESSING ---- 438 A BRIEF INTRODUCTION TO BLIND SIGNAL PROCESSING ---- 438 MODEL AND BASIC PROBLEM OF BSS ---- 439 BASIC ASSUMPTION AND PERFORMANCE REQUIREMENT OF BSS ---- 442 ADAPTIVE BLIND SIGNAL SEPARATION ---- 443 NEURAL NETWORK IMPLEMENTATION OF ADAPTIVE BLIND SIGNAL SEPARATION ---- 444 9.2.2 9.3 9.3.1 9.3.2 9.3.3 9.3.4 9.4 9.4.1 9.4.2 9.4.3 QUASIIDENTITY MATRIX AND CONTRAST FUNCTION - 447 INDENPENT COMPONENT ANALYSIS ---- 448 MUTUAL INFORMATION AND NEGENTROPY ---- 448 NATURAL GRADIENT ALGORITHM ---- 451 IMPLEMENTATION OF THE NATURAL GRADIENT ALGORITHM ---- 454 FIXED-POINT ALGORITHM ---- 458 NONLINEAR PRINCIPAL COMPONENT ANALYSIS ---- 460 PRE-WHITENING ---- 460 LINEAR PRINCIPAL COMPONENT ANALYSIS ---- 461 NONLINEAR PRINCIPAL COMPONENT ANALYSIS - 464 CONTENTS - XIII 9.5 9.5.1 9.5.2 9.5.3 9.6 9.6.1 9.6.2 9.7 9.7.1 9.7.2 JOINT DIAGONALIZATION OF MATRICES - 465 BLIND SIGNAL SEPARATION AND JOINT DIAGONALIZATION OF MATRICES ---- 466 ORTHOGONAL APPROXIMATE JOINT DIAGONALIZATION ---- 468 NONORTHOGONAL APPROXIMATE JOINT DIAGONALIZATION ---- 470 BLIND SIGNAL EXTRACTION ---- 472 ORTHOGNAL BLIND SIGNAL EXTRACTION ---- 472 NONORTHOGONAL BLIND SIGNAL EXTRACTION ---- 473 BLIND SIGNAL SEPARATION OF CONVOLUTIVELY MIXED SOURCES - 476 CONVOLUTIVELY MIXED SOURCES ---- 477 TIME DOMAIN BLIND SIGNAL SEPARATION OF CONVOLUTIVELY MIXED SOURCES -----479 9.7.3 FREQUENCY DOMAIN BLIND SIGNAL SEPARATION OF CONVOLUTIVELY MIXED SOURCES ---- 482 9.7.4 TIME-FREQUENCY DOMAIN BLIND SIGNAL SEPARATION OF CONVOLUTIVELY MIXED SOURCES ---- 484 SUMMARY ---- 491 EXERCISES ---- 492 10 10.1 10.1.1 10.1.2 10.2 10.2.1 10.2.2 10.2.3 ARRAY SIGNAL PROCESSING - 497 COORDINATE REPRESENTATION OF ARRAY - 497 ARRAY AND NOISE - 498 COORDINATE SYSTEM OF ARRAY - 499 BEAMFORMING AND SPATIAL FILTERING - 501 SPATIAL FIR FILTER ---- 502 BROADBAND BEAMFORMER - 505 ANALOGY AND INTERCHANGE BETWEEN SPATIAL FIR FILTER AND BEAMFORMER ---- 508 10.3 10.3.1 10.3.2 10.3.3 10.4 10.4.1 10.4.2 10.4.3 10.5 10.5.1 10.5.2 10.5.3 10.5.4 10.6 10.6.1 LINEARLY-CONSTRAINED ADAPTIVE BEAMFORMER ---- 512 CLASSICAL BEAMFORMING - 512 DIRECT IMPLEMENTATION OF ADAPTIVE BEAMFORMING - 516 GENERLIZED SIDELOBE CANCELING FORM OF ADAPTIVE BEAMFORMING - 518 MULTIPLE SIGNAL CLASSIFICATION (MUSIC) ---- 522 SPATIAL SPECTRUM ---- 522 SIGNAL SUBSPACE AND NOISE SUBSPACE - 524 MUSIC ALGORITHM ---- 526 EXTENSIONS OF MUSIC ALGORITHM ---- 529 DECOHERENT MUSIC ALGORITHM ---- 529 ROOT-MUSIC ALGORITHM ---- 532 MINIMUM NORM ALGORITHM ---- 533 FIRST PRINCIPAL VECTOR MUSIC ALGORITHM ---- 535 BEAMSPACE MUSIC ALGORITHM ---- 537 BS-MUSIC ALGORITHM ---- 537 XIV - CONTENTS SUMMARY - 562 EXERCISES - 562 10.6.2 10.7 COMPARISON OF BS-MUSIC AND ES-MUSIC ---- 540 ESTIMATING SIGNAL PARAMETERS VIA ROTATIONAL INVARIANCE TECHNIQUES ---- 543 10.7.1 10.7.2 10.7.3 10.7.4 10.8 10.8.1 10.8.2 BASIC ESPRIT ALGORITHM ---- 544 ELEMENT SPACE ESPRIT ---- 549 TLS-ESPRIT ---- 552 BEAMSPACE ESPRIT METHOD ---- 553 UNITARY ESPRIT AND ITS EXTENSIONS ---- 556 UNITARY ESPRIT ALGORITHM ---- 556 BEAMSPACE UNITARY ESPRIT ALGORITHM - 560 INDEX - 565 BIBLIOGRAPHY - 577
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author	Zhang, Xian-Da 1946-
author_GND	(DE-588)1165024217
author_facet	Zhang, Xian-Da 1946-
author_role	aut
author_sort	Zhang, Xian-Da 1946-
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ctrlnum	(OCoLC)1362877697 (DE-599)DNB1168484952
discipline	Elektrotechnik / Elektronik / Nachrichtentechnik
discipline_str_mv	Elektrotechnik / Elektronik / Nachrichtentechnik
format	Book
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physical	XIV, 587 Seiten Illustrationen, Diagramme 24 cm x 17 cm, 985 g
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spelling	Zhang, Xian-Da 1946- Verfasser (DE-588)1165024217 aut Modern signal processing Xian-Da Zhang Berlin ; Boston De Gruyter [2023] Beijing Tsinghua University Press XIV, 587 Seiten Illustrationen, Diagramme 24 cm x 17 cm, 985 g txt rdacontent n rdamedia nc rdacarrier De Gruyter STEM Signalverarbeitung (DE-588)4054947-1 gnd rswk-swf Signaltheorie (DE-588)4054945-8 gnd rswk-swf TB: Textbook Signaltheorie (DE-588)4054945-8 s Signalverarbeitung (DE-588)4054947-1 s DE-604 Walter de Gruyter GmbH & Co. KG (DE-588)10095502-2 pbl Erscheint auch als Online-Ausgabe, EPUB Online-Ressource, 601 Seiten, 43 Illustrationen 978-3-11-047566-1 Erscheint auch als Online-Ausgabe, PDF 978-3-11-047556-2 X:MVB http://www.degruyter.com/search?f_0=isbnissn&q_0=9783110475555&searchTitles=true B:DE-101 application/pdf https://d-nb.info/1168484952/04 Inhaltsverzeichnis DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033997452&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p vlb 20181005 DE-101 https://d-nb.info/provenance/plan#vlb
spellingShingle	Zhang, Xian-Da 1946- Modern signal processing Signalverarbeitung (DE-588)4054947-1 gnd Signaltheorie (DE-588)4054945-8 gnd
subject_GND	(DE-588)4054947-1 (DE-588)4054945-8
title	Modern signal processing
title_auth	Modern signal processing
title_exact_search	Modern signal processing
title_exact_search_txtP	Modern signal processing
title_full	Modern signal processing Xian-Da Zhang
title_fullStr	Modern signal processing Xian-Da Zhang
title_full_unstemmed	Modern signal processing Xian-Da Zhang
title_short	Modern signal processing
title_sort	modern signal processing
topic	Signalverarbeitung (DE-588)4054947-1 gnd Signaltheorie (DE-588)4054945-8 gnd
topic_facet	Signalverarbeitung Signaltheorie
url	http://www.degruyter.com/search?f_0=isbnissn&q_0=9783110475555&searchTitles=true https://d-nb.info/1168484952/04 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033997452&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT zhangxianda modernsignalprocessing AT walterdegruytergmbhcokg modernsignalprocessing

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