📄 11.asv
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n=1000;
t=1:n;
s(1,:)=sin(t);
s(2,:)=cos(t);
A=rand(2);
subplot(2,1,1)
plot(t,s(1,:))
subplot(2,1,2)
plot(t,s(2,:))
x=A*s;
xt(1,:)=filter(ones(1,5)/5,1,x(1,:));
xt(2,:)=filter(ones(1,5)/5,1,x(2,:));
Xt(1,:)=filter(ones(1,500)/500,1,x(1,:));
Xt(2,:)=filter(ones(1,500)/500,1,x(2,:));
image
subplot(2,1,1)
plot(t,x(1,:))
subplot(2,1,2)
plot(t,x(2,:))
m=0;
c=zeros(2,2);
for i=1:2
for j=1:2
for t=1:n
c(i,j)=(x(i,t)-xt(i,t))*((x(j,t)-xt(j,t))+m;
m=c(i,j);
end
end
end
M=0;
for i=1:2
for j=1:2
for t=1:n
C(i,j)=(x(i,t)-Xt(i,t))*((x(j,t)-Xt(j,t))+M;
M=C(i,j);
end
end
end
W=eig(c,C);
y=W*x;
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