自相关法求AR模型谱估计源码程序 - matlab算法设计

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标题：自相关法求AR模型谱估计源码程序
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所属分类: 算法设计资源类型：文件大小: 1.34 KB 上传时间: 2016-01-28 19:25:09 下载次数: 10 资源积分：1分提供者: xiaopeng2 自相关法求AR模型谱估计源码程序

内容：
自相关法求AR模型谱估计源码程序，程序员在编程的过程中可以参考学习使用，希望对IT程序员有用，此源码程序简单易懂、方便阅读，有很好的学习价值！

%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 自相关法求AR模型谱估计 %

%%%%%%%%%%%%%%%%%%%%%%%%%%%%

clc;

close all;

clear all;

N=32;%信号长度

f1=0.05;

f2=0.4;

f3=0.42;

A1=-0.850848;

p=10; %AR模型阶次

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 生成高斯白噪声序列 V(n) %

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

V1=randn(1,N);

V2=randn(1,N);

U=0; %噪声均值

Q=0.101043;%噪声方差

b=sqrt(Q/2);

V1=U+b*V1;%生成1*N阶均值为U,方差为Q/2的高斯白噪声序列

V2=U+b*V2;%生成1*N阶均值为U,方差为Q/2的高斯白噪声序列

V=V1+j*V2;%生成1*N阶均值为U,方差为Q的复高斯白噪声序列

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 生成一阶自回归过程 z(n)序列 %

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

z(1)=V(1,1);

for n=2:1:N

z(n)=-A1*z(n-1)+V(1,n);

end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 生成x(n)序列 %

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

x(1)=6;

for n=2:1:N

x(n)=2*cos(2*pi*f1*(n-1))+z(n-1);

end

%%%%%%%%%%%%%%%%%%%%%%%%

% 自相关法求Rxx(k) %

%%%%%%%%%%%%%%%%%%%%%%%%

for k=0:1:p

t5=0;

for n=0:1:N-k-1

t5=t5+conj(x(n+1))*x(n+1+k);

end

Rxx(k+1)=t5/N;

end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 由自相关函数Rxx(k) 求a(k,k) %

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

a(1,1)=-Rxx(2)/Rxx(1);

p1(1)=(1-abs(a(1,1))^2)*Rxx(1);

for k=2:1:p

t=0;

for l=1:1:k-1

t=a(k-1,l).*Rxx(k-l+1)+t;

end

a(k,k)=-(Rxx(k+1)+t)./p1(k-1);

for i=1:1:k-1

a(k,i)=a(k-1,i)+a(k,k)*conj(a(k-1,k-i));

end

p1(k)=(1-(abs(a(k,k)))^2).*p1(k-1);

end

%%%%%%%%%%%%%%%%%%%%%%%%

% 由a(p,k) 求a(k) %

%%%%%%%%%%%%%%%%%%%%%%%%

for k=1:1:p

a(k)=a(p,k);

end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 生成x(n)的功率谱 X(f) %

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

f=-0.5:0.0001:0.5;

f0=length(f);

for t=1:f0

s=0;

for k=1:p

s=s+a(k)*exp(-j*2*pi*f(t)*k);

end

X(t)=Q/(abs(1+s))^2;

end

plot(f,10*log10(X))

xlabel('频率');

ylabel('PSD(dB)');

title('自相关法求AR模型谱估计')

legend('p=10')

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自相关法求AR模型谱估计源码程序/
自相关法求AR模型谱估计源码程序/code/
自相关法求AR模型谱估计源码程序/code/ARzxg.m

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