BE2M31DSP seminar
AR modeling of random signals
Notes to the work at seminars:
- When you work in CTU FEE classrooms, all below referred functions
are available in directory K:\VYUKA\DSP\m. This directory
can be added into search path in MATLAB (From Menu 'File -> Set
Path'). This setup can be saved for future sessions by the control
button 'Save' in opened dialog window.
- Similarly, all referred signals are available in
directory K:\VYUKA\DSP\signaly in FEE classrooms. When path
is set to this directory too, they can be directly loaded into
MATLAB.
- When you work at your PC without the access to disc K: you must
download all referred functions and signals localy!
Guidelines to seminar:
- Generation of low-frequency color noise.
- Generate white noise with Gaussian distribution, zero mean, and variance equal to 1.
- Determine transfer function of the 1st order AR system for
generation of low-frequency (LF)color noise with bandwidth B = 300
Hz when sampling frequency is supposed to be fs = 8000 Hz.
- Observe in MATLAB frequency response of given system (AR model).
- Generate required color noise by filtering of white noise by designed AR
system (signal nc1). Observe smoothed PSD estimation of generated noise, its periodogram
(i.e. unsmoothed short-time power spectrum), and spectrogram.
- Generation of other color noises using other 1st order AR or MA models.
- Repeat the previous task for the case of generation high-frequency (HF)
noise using AR model of the 1st order with the same parameters (signal nc2).
- Generare LF and HF color noise using MA models with equivalent
parameters, i.e. the width of attenuated band should be B = 300
Hz when sampling frequency is fs = 8000 Hz
(signal nc1ma LF noise, nc2ma for HF noise).
- Observe always frequency response of given MA model, smoothed PSD
estimation of generated noise as well as its periodogram
(i.e. unsmoothed short-time power spectrum) and spectrogram.
- Generation of band color noise using 2nd-order AR model.
- Determine transfer function of 2nd order AR system for generation
of band color noise when the poles are equal to p1|2 = 0.9 * exp ( +/- j *
0.9 ). Gain of AR system is equal to 1.
- Determine central frequency and width of frequency band of this AR
system. Observe again frequency response of given system.
- Generate again the noise by the filtering with white noise excitation and observe again its PSD,
periodogram, and spectrogram.