phn hi ca h tch ly trung bnh trn hnh 1.48.

x(n
)

x(n-M)

1
M +1

y(n
)

Hnh 1.48 : Cu trc khng c phn hi ca h tch ly trung bnh.

thc hin h tch ly trung bnh theo quan h vo ra quy, bin i [1.7-18] nh sau :
y (n) =
y (n) =

y (n) =

( M + 1)
1

( M + 1)
1

( M + 1)

{ x(n) + x(n 1) + ... + x[n ( M 1)] + x(n M )}

{ x(n) + x(n 1) + ... + x[(n ( M 1)] + x(n M ) +
+ x[(n ( M + 1)] x[(n ( M + 1)]}

{ x(n) x[n ( M + 1)}

x(n 1 k )

( M + 1) k =0

{ x(n) x[n ( M + 1)} + y (n 1)

[1.7-19]
( M + 1)
Quan h vo ra [1.7-19] l phng trnh sai phn tuyn tnh h s hng bc mt, nn l quan h vo ra quy. Theo
[1.7-19] xy dng c s cu trc c phn hi ca h tch ly trung bnh hnh 1.49.
x(n
y(n
)
)
y (n) =

M +1

-1

x[n - (M + 1)]

Hnh 1.49 : Cu trc c phn hi ca h tch ly trung bnh.

S cu trc ca h tch ly trung bnh theo quan h vo ra quy hnh 1.49 , so vi s cu trc theo quan
h vo ra khng quy hnh 1.48 gim c mt s b cng.
Khng c quy tc chung chuyn cc h x l s c quan h vo ra khng quy thnh h c quan h vo ra quy.
1.7.3d c im cu trc ca h x l s theo phng trnh sai phn

T nhng vn nghin cu, rt ra cc kt lun sau :

1. Cc h x l s TTBBNQ c phng trnh sai phn tuyn tnh h s hng bc mt tr ln l h IIR, l quan h vo
ra quy nn ch thc hin c bng cu trc c phn hi.
2. Cc h x l s TTBBNQ c phng trnh sai phn tuyn tnh h s hng bc khng l h FIR, l quan h vo ra
khng quy nn thc hin c bng cu trc khng c phn hi.
3. Mt h x l s TTBBNQ c quan h vo khng quy vi cu trc khng c phn hi, c th c bin i thnh
quan h vo ra quy vi cu trc c phn hi.
4- Mt quan h vo ra m t h x l s TTBBNQ c th c bin i thnh cc dng khc tng ng v c th thc
hin c bng nhng s cu trc khc nhau. Nh vy, mt h x l s TTBBNQ c th c thc hin bng nhng s
cu trc khc nhau nhng vn cho kt qu x l nh nhau. iu c ngha l, bi ton tng hp h x l s l a tr v
cn c ti u theo mt tiu chun nht nh chn c s cu trc tt nht theo ngha no .
5. H x l s TTBBNQ c phng trnh sai phn tuyn tnh h s hng bc khng l h FIR nn lun lun n nh. H
x l s TTBBNQ c phng trnh sai phn tuyn tnh h s hng bc mt tr ln l h IIR nn c th n nh hoc khng
n nh.

1.8

hm tng quan v hm t tng quan

57

1.8.1 Hm tng quan

Khi x l tn hiu s, trong nhiu trng hp, cn so snh hai tn hiu s hoc hai dy s liu. so snh hai tn
hiu s hoc hai dy s, ngi ta s dng hm tng quan rxy (m) , vi bin m l khong cch gia cc mu ca hai tn hiu
s hoc hai dy s c so snh.
nh ngha : Hm tng quan rxy (m) ca dy y(n) i vi dy x(n) l dy rxy (m) c xc nh bng biu thc :
rxy ( m) =
rxy (m) =

hoc :

x(n). y(n m)

[1.8-1]

x(n + m). y(n)

[1.8-2]

n =

n =

y ch s di xy xc nh hng tng quan, vi x(n) l dy gc cn y(n) l dy c so snh. Bin m l

khong cch gia hai dy tnh bng s mu. Cc biu thc [1.8-1] v [1.8-2] l nh nhau v s dch chm m mu ca dy
y(n) so vi dy x(n) hon ton tng ng vi s dch nhanh m mu ca dy x(n) so vi dy y(n).
so snh dy x(n) vi dy y(n) ta dng hm tng quan ryx (m) :

ryx (m) =
ryx (m) =

hoc :

y(n).x(n m)

[1.8-3]

y(n + m).x(n)

[1.8-4]

n =

n =

Nu thay m = - m vo [1.8-1] s nhn c [1.8-4], v tng t, nu thay m = - m vo [1.8-2] s nhn c [1.8-3] , do

c :
rxy (m) = ryx ( m)

[1.8-5]

Nh vy, ryx (m) l i xng ca rxy (m) qua trc tung v chng u mang thng tin nh nhau v s tng quan gia
hai dy x(n) v y(n).
Biu thc hm tng quan rxy (m) c dng gn ging vi biu thc tch chp v r rng c lin quan vi biu thc
tch chp. Tht vy, bin i biu thc [1.8-2] s thy c s lin quan :

rxy (m) =

x(n + m). y ( n) =

n =

y(n).x[m (n)] = y(m) * x(m)

n =

Vy :

rxy ( m) = y ( m) * x( m) = x( m) * y ( m)

[1.8-6]

Tng t :

ryx (m) = x( m) * y ( m) = y ( m) * x( m)

[1.8-7]

V th, mi thut ton v chng trnh dng tnh tch chp x(n) * y (n) u c th s dng tnh hm tng
quan rxy (m) , ch cn thay cc dy vo x(n) v y(n) bng cc dy vo x(-m) v y(m).
tm hm tng quan rxy (m) ca cc dy c di hu hn vi N nh, c th tnh tng mu ca rxy (m) tng t
nh tnh tch chp.
V d 1-31 : Hy xc nh hm tng quan rxy (m) ca hai dy hu hn :

x(n) = 1 , 2 , 1 , 2 v y (n) =
1, 2 , 3 ,1, 2

Gii : Dng cng thc [1.8-11] ln lt tnh cc gi tr ca rxy (m) :

rxy (0) =

x(n). y(n 0) = (1).1 + 2.(2) + 1.3 + 2.1 = 0

n = 2

tnh rxy (m) vi m < 0 , ln lt dch tri dy y(n) so vi dy x(n) :

rxy ( 1) =
rxy ( 2) =
rxy ( 3) =

x(n). y(n + 1) = (1).(2) + 2.3 + 1.1 + 2.2 = 13

n = 2
1

x(n). y(n + 2) = (1).3 + 2.1 + 1.2 + 2.0 = 1

n = 2
1

x(n). y(n + 3) = (1).1 + 2.2 + 1.0 + 2.0 = 3

n = 2

58

rxy ( 4) =
rxy ( 5) =

x(n). y(n + 4) = (1).2 + 2.0 + 1.0 + 2.0 = 2

n = 2
1

x(n). y(n + 5) = (1).0 + 2.0 + 1.0 + 2.0 = 0

n = 2

Tnh tip s c rxy (m) = 0 vi mi m -5

tnh rxy (m) vi m > 0 , ln lt dch phi dy y(n) so vi dy x(n) :
1

rxy (1) =

x(n). y(n 1) = (1).0 + 2.1 + 1.(2) + 2.3 = 6

n = 2
1

rxy (2) =
rxy (3) =

rxy ( 4) =

x(n). y(n 2) = (1).0 + 2.0 + 1.1 + 2. (2) = 3

n = 2
1

x(n). y(n 3) = (1).0 + 2.0 + 1.0 + 2.1 = 2

n = 2
1

x(n). y(n 4) = (1).0 + 2.0 + 1.0 + 2.0 = 0

n = 2

Tnh tip s c rxy (m) = 0 vi mi m 4

T cc kt qu tnh ton trn, nhn c dy tng quan rxy (m) l :

rxy (m) =
2 , 3 , 1 , 13 , 0 , 6 , 3 , 2

V d 1-32 : Hy xc nh hm tng quan rxy (m) ca hai dy :

x(n) = rect ( n) 4 v y (n) = 2 n u (n)

Gii : C rxy (m) =

rect ( n) 4 .2 ( n m ) u (n m) =

n =

( n m)

u ( n m)

n =0

C th thy ngay rng khi n[ 0 , 3 ] th u (n m) = 1 vi mi m 0 nn :

3
1 24
rxy ( m) =
2 ( n m) = 2 m
= 15. 2 m vi mi m 0
1

2
n =0

rxy (1) =
rxy ( 2) =
rxy (3) =

( n 1)

n =0
3

u ( n 1) = 2 1.0 + 2 0.1 + 21.1 + 2 2.1 = 7

( n 2)

u (n 2) = 2 2.0 + 2 1.0 + 2 0.1 + 21.1 = 3

( n 3)

u ( n 3) = 2 3.0 + 2 2.0 + 2 1.0 + 2 0.1 = 1

n =0
3

n=0

Tnh tip s c rxy (m) = 0 vi mi m 4

1.82 Hm t tng quan
Hm t tng quan rx (m) dng xc nh quan h ti cc thi
im khc nhau ca dy x(n).
nh ngha : Hm t tng quan rx (m) ca dy x(n) l dy c xc nh bng biu thc sau :
rx (m) =

x(n).x(n m) = x(n) * x(n)

[1.8-8]

n =

i chiu cc biu thc [1.8-8] v [1.8-1], th hm t tng quan rx (m) l trng hp ring ca hm tng quan
rxy (m) khi y(n) = x(n), tc l khi so snh dy x(n) vi chnh n ti hai thi im cch nhau m mu.
Hm t tng quan rx (m) t gi tr cc i ti m = 0 v rx (0) l gi tr tng quan ca x(n) ti cng mt thi im
v c :
rx (0) =

x(n).x(n) = E

[1.8-9]

n =

Vy rx (0) chnh l nng lng ca tn hiu x(n).

V d 1-33 : Hy xc nh hm t tng quan rx (m) ca dy :
59

x(n) = 2 n rect 4 (n)

Gii : Theo cng thc [1.8-8] c :
rx (m) =

n =
3
0

rx (0) = 2

rx (1) = 2

rect 4 (n).2 n m rect 4 (n m) = 2 m 2 2 n rect 4 (n m)

n =0

2 n

n =0
3
1

rect 4 (n) =

2 n

n =0
3

2 n

= 2 0 + 2 2 + 2 4 + 2 6 =

n =0

85
64

rect 4 (n + 1) = 2.(2 0.1 + 2 2.1 + 2 4.1 + 2 6.0 ) =

21
8

rx (2) = 2 2 2 2 n rect 4 (n + 2) = 2 2.( 2 0.1 + 2 2.1 + 2 4.0 + 2 6.0) = 5

n =0
3

rx (3) = 2 3 2 2 n rect 4 (n + 3) = 2 3.( 2 0.1 + 2 2.0 + 2 4.0 + 2 6.0 ) = 8

n =0

Tnh tip s c rxy (m) = 0 vi mi m -4

3

rx (1) = 2 1 2 2 n rect 4 (n 1) = 2 1.( 2 0.0 + 2 2.1 + 2 4.1 + 2 6.1) =

n =0
3
2

128

rect 4 (n 2) = 2 2.( 2 0.0 + 2 2.0 + 2 4.1 + 2 6.1 ) =

5
256

rx (3) = 2 3 2 2 n rect 4 (n 3) = 2 3.( 2 0.0 + 2 2.0 + 2 4.0 + 2 6.1 ) =

1
512

rx (2) = 2

2
n =0
3

2n

n =0

Tnh tip s c rxy (m) = 0 vi mi m 4.

60

69