stat2.m

Satatistical program for variancy

clear;clc;

Ax = 1;
fx = 1;
dt = 0.0005;
N=5000;

NN = 0:1:N-1;

Nz = N;
NNz = (0:1:Nz-1);
zera = zeros(1,Nz);
NN1 = [NN NNz+1];
t = (0:1:N)*dt;

Rref = ((Ax^2)/2)*cos(2*pi*fx*t(1:N));


x = Ax*sin(2*pi*fx*t)+0.5*randn(size(t));

x1 = [x zera];
%x = 0.5*randn(size(t));

%x(N+1:2*N)=zeros(1,N);

X = abs(fft(x1));

Gk = dt.*(X.^2)./N;

Rc = ifft(Gk)./dt;

for l = 1:N
    Rc2(l) = Rc(l)*N/(N-l+1);
end

plot(NN, Rc2, 'r*', NN, Rref, 'b-')