高级数字信号处理大作业 2016.docx

高级数字信号处理大作业学院专业学号学生姓名2016年月日1.仿真题目For this computer experiment involving the LMS algorithm, use a first-order, autoregressive (AR) process to study the effects of ensemble averaging on the transient characteristics of the LMS algorithm for real data.Consider an AR process of order one, described by the difference equationwhere is the (one and only) parameter of the process and is a zero-mean white-noise process of variance. To estimate the parameter, use an adaptive predictor of order one, as depicted in Fig. P4.Given different sets of AR parameters, fixed the step-size parameter, and the ini