Обработка сигналов
Радиоэлектроника
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Widrow B., Koll?r I. Quantization Noise. Roundoff Error in Digital Computation
Издательство Cambridge University Press, 2008, -781 pp.

For many years, rumors have been circulating in the realm of digital signal processing about quantization noise:
(a) the noise is additive and white and uncorrelated with the signal being quantized,
and
(b) the noise is uniformly distributed between plus and minus half a quanta, giving it zero mean and a mean square of one-twelfth the square of a quanta.
Many successful systems incorporating uniform quantization have been built and placed into service worldwide whose designs are based on these rumors, thereby reinforcing their veracity. Yet simple reasoning leads one to conclude that:
(a) quantization noise is deterministically related to the signal being quantized and is certainly not independent of it,
(b) the probability density of the noise certainly depends on the probability density of the signal being quantized, and
(c) if the signal being quantized is correlated over time, the noise will certainly have some correlation over time.
In spite of the simple reasoning, the rumors are true under most circumstances, or at least true to a very good approximation. When the rumors are true, wonderful things happen:
(a) digital signal processing systems are easy to design, and
(b) systems with quantization that are truly nonlinear behave like linear systems.
In order for the rumors to be true, it is necessary that the signal being quantized obeys a quantizing condition. There actually are several quantizing conditions, all pertaining to the probability density function (PDF) and the characteristic function (CF) of the signal being quantized. These conditions come from a quantizing theorem developed by B. Widrow in his MIT doctoral thesis (1956) and in subsequent work done in 1960.
Quantization works something like sampling, only the sampling applies in this case to probability densities rather than to signals. The quantizing theorem is related to the sampling theorem, which states that if one samples a signal at a rate at least twice as high as the highest frequency component of the signal, then the signal is recoverable from its samples. The sampling theorem in its various forms traces back to Cauchy, Lagrange, and Borel, with significant contributions over the years coming from E. T. Whittaker, J. M. Whittaker, Nyquist, Shannon, and Linvill.
Although uniform quantization is a nonlinear process, the flow of probability through the quantizer is linear. By working with the probability densities of the signals rather than with the signals themselves, one is able to use linear sampling theory to analyze quantization, a highly nonlinear process.
This book focuses on uniform quantization. Treatment of quantization noise, recovery of statistics from quantized data, analysis of quantization embedded in feedback systems, the use of dither signals and analysis of dither as anti-alias filtering for probability densities are some of the subjects discussed herein. This book also focuses on floating-point quantization which is described and analyzed in detail.
As a textbook, this book could be used as part of a mid-level course in digital signal processing, digital control, and numerical analysis. The mathematics involved is the same as that used in digital signal processing and control. Knowledge of sampling theory and Fourier transforms as well as elementary knowledge of statistics and random signals would be very helpful. Homework problems help instructors and students to use the book as a textbook.

Background.
ntroduction.
Sampling Theory.
Probability Density Functions, Characteristic Functions, Moments.
Uniform Quantization.
Statistical Analysis of the Quantizer Output.
Statistical Analysis of the Quantization Noise.
Crosscorrelations between Quantization Noise, Quantizer Input, and Quantizer Output.
General Statistical Relations among the Quantization Noise, the Quantizer Input, and the Quantizer Output.
Quantization of Two or More Variables: Statistical Analysis of the Quantizer Output.
Quantization of Two or More Variables: Statistical Analysis of Quantization Noise.
Quantization of Two or More Variables: General Statistical Relations between the Quantization Noises, and the Quantizer Inputs and Outputs.
Calculation of the Moments and Correlation Functions of Quantized Gaussian Variables.
Floating-Point Quantization.
Basics of Floating-Point Quantization.
More on Floating-Point Quantization.
Cascades of Fixed-Point and Floating-Point Quantizers.
Quantization in Signal Processing, Feedback Control, and Computations.
Roundoff Noise in FIR Digital Filters and in FFT Calculations.
Roundoff Noise in IIR Digital Filters.
Roundoff Noise in Digital Feedback Control Systems.
Roundoff Errors in Nonlinear Dynamic Systems – A Chaotic Example.
Applications of Quantization Noise Theory.
Dither.
Spectrum of Quantization Noise and Conditions of Whiteness.
Quantization of System Parameters.
Coefficient Quantization.
APPENDICES.
A Perfectly Bandlimited Characteristic Functions.
B General Expressions of the Moments of the Quantizer Output, and of the Errors of Sheppard’s Corrections.
C Derivatives of the Sinc Function.
D Proofs of Quantizing Theorems III and IV.
E Limits of Applicability of the Theory – Caveat Reader.
F Some Properties of the Gaussian PDF and CF.
G Quantization of a Sinusoidal Input.
H Application of the Methods of Appendix G to Distributions other than Sinusoidal.
A Few Properties of Selected Distributions.
J Digital Dither.
K Roundoff Noise in Scientific Computations.
L Simulating Arbitrary-Precision Fixed-Point and Floating-Point Roundoff in Matlab.
M The First Paper on Sampling-Related Quantization Theory.
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