rk_generation.m

经过调试的平稳随机信号的AR模型

%qustion two 
%r(k)序列   a1=-0.195,a2=0.95
a1=-0.195;
a2=0.95;
p1=0.5*(-a1+sqrt(a1^2-4*a2));
p2=0.5*(-a1-sqrt(a1^2-4*a2));
m=0;
r1=p1*(p2^2-1)/((p2-p1)*(p1*p2+1))-p2*(p1^2-1)/((p2-p1)*(p1*p2+1))
r=[r1];
for m=2:1:1024
    r(m)=p1*(p2^2-1)*(p1^m)/((p2-p1)*(p1*p2+1))-p2*(p1^2-1)*(p2^m)/((p2-p1)*(p1*p2+1));
end
subplot(3,1,1)
plot(r,'b-*')
title('自相关序列r(n)与估计r（n）比较效果图     (a1=-0.195,a2=0.95),')
ylabel('幅度')
xlabel('n')
%r(k)序列   a1=-1.5955,a2=0.95
a1=-1.5955
a2=0.95;
p1=0.5*(-a1+sqrt(a1^2-4*a2));
p2=0.5*(-a1-sqrt(a1^2-4*a2));
m=0;
r1=p1*(p2^2-1)/((p2-p1)*(p1*p2+1))-p2*(p1^2-1)/((p2-p1)*(p1*p2+1));
r=[r1];
for m=2:1:1024
    r(m)=p1*(p2^2-1)*(p1^m)/((p2-p1)*(p1*p2+1))-p2*(p1^2-1)*(p2^m)/((p2-p1)*(p1*p2+1));
end
subplot(3,1,2)
hold on
plot(r,'b-*')
title('自相关序列r(n)    (a1=-1.5955,a2=0.95),')
ylabel('幅度')
xlabel('n')
%r(k)序列   a1=-1.9114,a2=0.95
a1=-1.9114;
a2=0.95;
p1=0.5*(-a1+sqrt(a1^2-4*a2));
p2=0.5*(-a1-sqrt(a1^2-4*a2));
m=0;
r1=p1*(p2^2-1)/((p2-p1)*(p1*p2+1))-p2*(p1^2-1)/((p2-p1)*(p1*p2+1));
r=[r1];
for m=2:1:1024
    r(m)=p1*(p2^2-1)*(p1^m)/((p2-p1)*(p1*p2+1))-p2*(p1^2-1)*(p2^m)/((p2-p1)*(p1*p2+1));
end
subplot(3,1,3)
plot(r,'b-*')
hold on 
title('自相关序列r(n)    (a1=-1.9114,a2=0.95),')
ylabel('幅度')
xlabel('n')