wienerfilter_seqgen.m

AR模型的源程序。

% File: WienerFilter_SeqGen.m
% ----------------------------
% This file is used to generate Signal, Input and Noise sequnences.

function WienerFilter_SeqGen(L, N)
% L = 500; % number of input samples
% N = 10; % FIR filter length

a = 0.95; % for noise w(n)
noisevector_w = rand(L, 1) .* (2 * sqrt(3 * (1 - a * a))) - ones(L, 1) .* sqrt(3 * (1 - a * a));
a = 0; % for noise v(n)
noisevector_v = rand(L, 1) .* (2 * sqrt(3 * (1 - a * a))) - ones(L, 1) .* sqrt(3 * (1 - a * a));

a = 0.95; % for signal s(n) = a * s(n - 1) + w(n)
s_0 = 0; % for s(1) = 0 + w(1)
signalvector_s = zeros(L, 1);
signalvector_s(1) = a * s_0 + noisevector_w(1);
for i = 2: L
    signalvector_s(i) = a * signalvector_s(i - 1) + noisevector_w(i);
end

% for signal x(n) = s(n) + v(n)
signalvector_x = signalvector_s + noisevector_v;

savefile = 'WienerFilter_SeqGen.mat';
save(savefile, 'L', 'N', 'noisevector_w', 'noisevector_v', 'signalvector_s', 'signalvector_x');