ip_02_09.m
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上传日期:2013-03-02
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- % MATLAB script for Illustrative Problem 2.9.
- N=1000; % The maximum value of n
- M=50;
- Rxav=zeros(1,M+1);
- Ryav=zeros(1,M+1);
- Sxav=zeros(1,M+1);
- Syav=zeros(1,M+1);
- for i=1:10, % Take the ensemble average over ten realizations.
- X=rand(1,N)-(1/2); % Generate a uniform number sequence on (-1/2,1/2).
- Y(1)=0;
- for n=2:N, Y(n)=0.9*Y(n-1)+X(n); end; % Note that Y(n) means Y(n-1).
- Rx=Rx_est(X,M); % autocorrelation of {Xn}
- Ry=Rx_est(Y,M); % autocorrelation of {Yn}
- Sx=fftshift(abs(fft(Rx))); % power spectrum of {Xn}
- Sy=fftshift(abs(fft(Ry))); % power spectrum of {Yn}
- Rxav=Rxav+Rx;
- Ryav=Ryav+Ry;
- Sxav=Sxav+Sx;
- Syav=Syav+Sy;
- echo off ;
- end;
- echo on ;
- Rxav=Rxav/10;
- Ryav=Ryav/10;
- Sxav=Sxav/10;
- Syav=Syav/10;
- % Plotting commands follow