fg_08_15.m

英文书《Digital Signal Processing with Examples in MATLAB》附带的MATLAB实例

% fg_08_15    
K=64; k=0:K-1; N=50; n=0:N-1;
randn('seed',0);
f=randn(1,K);
c=exp(-.1);
d=filter([0 c*sin(.1*pi)], [1 -2*c*cos(.1*pi) c^2], f);

Rff=autocovar_mat(f,N);
rfd=crosscovar(f,d,N);
b=Rff\rfd;
TSEmin=d*d'+b'*Rff*b-2*b'*rfd

sp_fig(1,9,5.5);
subplot(2,1,1);
set(gca,'fontsize',16);
line(n,b,'color','r','marker','o'); grid on;
ylabel('Weight b_k'); xlabel('k');

u=exp(-.1*n).*sin(.1*n*pi);
subplot(2,1,2);
set(gca,'fontsize',16);
line(n,u,'color','b','marker','o'); grid on;
ylabel('Plant impulse resp. u_k'); xlabel('k');