p501.m

这是在AR模型的功率谱估计

%program p501
clf  %clear the variable
N=1000;
n=0:N-1;
Fs=500;
t=n/Fs;
Lag=100;
x=sin(2*pi*20*t)+0.6*randn(1,length(t));
[c,lags]=xcorr(x,Lag,'unbiased');
subplot(221);
plot(t,x)
xlabel('t');
ylabel('x(t)')
title('orignal signal x');
grid;
subplot(222);
plot(lags/Fs,c);
xlabel('t');
ylabel('Rx(t)')
title('autocorrelation');
grid;
x1=randn(1,length(x));
[c,lags]=xcorr(x1,Lag,'unbiased');
subplot(223);
plot(t,x1)
xlabel('t');
ylabel('x1(t)')
title( 'White Noise');
grid;
subplot(224);
plot(lags/Fs,c);
xlabel('t');
ylabel('Rx1(t)')
title('autocorrelation');
grid;