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Wiener

于 2012-01-12 发布 文件大小:1KB
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  设计一维纳滤波器 (1). 产生三组观测数据:首先根据S(n)=aS(n-1)+w(n)产生信号S(n),将其加噪声(信噪比分别为20db,10db,6db),得到观测数据X1(n),X2(n),X3(n)。. (2). 估计Xi(n),i=1,2,3的AR模型参数。假设信号长度为L,AR模型阶数为N,分析实验结果,并讨论改变L,N对实验结果的影响。(Design a Wiener filter (1) produces three sets of observations: First, according to S (n) = aS (n-1)+ w (n) generates the signal S (n), to add noise (SNR are 20db, 10db, 6db ), obtained observational data X1 (n), X2 (n), X3 (n). . (2) estimated Xi (n), i = 1,2,3 of the AR model parameters. Assuming the signal length L, AR model order N, the analysis of experimental results, and discuss the changes in L, N to the experimental results.)

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