5-3.m

Creat a signal with white noise

clf;
clear;
%Source Create
var=sqrt(1/exp(1.0));
v=var*randn(1,1000);
n=1:1000;
w0=1.4*pi;
xn=exp(j*pi*n-j*pi)+exp(j*w0*n-j*0.7*pi)+v;
subplot(311);
plot(n,xn);
xlabel('n');
title('x(n)=exp(j*pi*n-j*pi)+exp(jwn-j*0.7*pi)+v(n)');
%correlation
m=-500:500;
[r,lag]=xcorr(xn,500,'biased');
subplot(312)
hndl=stem(m,r);
set(hndl,'Marker','o');
set(hndl,'MarkerSize',2);
xlabel('n');
title('自相关 r');
%Power Spectral
k=0:1000;
w=(pi/500)*k;
M=k/500;
X=r*(exp(-j*pi/500)).^(m'*k);
magX=abs(X);
subplot(313);
plot(M,10*log10(magX));
xlabel('Angular frequency,w(π)');
ylabel('Power Specturm Magnitude(dB)');
title('Blackman-Turkey Spectral Estimate')