【高级数字信号理仿真作业】Computer Exercises.docVIP

Computer Exercises Generate a stationary process AR(2) denoted by . Suppose that Here, the parameters of are determined by yourselves. Then generate a white noise with the variance . The received signal is with a variable SNR. Put the received the signal to a Wiener-filter, the length of the filter is N. And the output is denoted by . ① Study on the relationship between the cost function and SNR of the signal, provided the length of the Wiener-filter is given. ② Study on the relationship between the cost function and length of the filter, provided the SNR is given. When one-step predictio