lsyqc.m

现代谱估计的matlab的程序。用的是最小二乘法。

clc
clear
N=128;  %采样点%
n=1:N;
PE=50;
QE=120;
Xn=sqrt(20)*sin(2*pi*0.2*n)+sqrt(2)*sin(2*pi*0.213*n)+randn(size(n));
Rx1=xcorr(Xn,'unbiased');
for i=1:PE;
    for j=1:PE;
        R(i,j)=Rx1(QE+i-j);
    end
end
r1=Rx1(QE+1:QE+PE);
r=conj(r1)';
a=-inv(R'*R)*R'*r;
freqz(1,a,1024,1);