[高级数字信号处理仿真作业ComputerExercises.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 prediction is done, how about the cost function varies with the SNR and length of the Wiener-filter. 2. Examine the transient behavior of the steepest-descent algorithm applied to a predictor that operates on a real-valued autoregressive (AR) process. Fig. P2 shows the structure of the predictor, assumed to contain two tap weights that denoted by and ; the dependence of these tap weights on the number of iterations, n, emphasizes the transient condition of the predictor. The AR process is described by the second-order difference equation where the sample is drawn from a white-noise process of zero mean and variance . The AR parameters and are chosen so that the roots of the characteristic equation are complex; that is, . The particular values assigned to and are determined by the desired eigenvalue spread . For specified values of and , the variance of of the white-noise is chosen to make the process have variance . The requirement is to evaluate the transient behavior of the steepest-decent algorithm for the following conditions: Varying eigenvalue spread and fixed step-size parameter Varying step-size parameter and fixed eigenvalue spread Plot the learning curve please. 3. By adaptive filtering, do the research work on the picking up of a signal with only one frequency. ① Suppose that ,here is a wideband signal, f is arbitrary chosen, you are required to e