数字信号处理II习题解答-(老师版).docVIP

A sinusoidal signal is applied to a second-order linear predictor as in Fig.1 . Calculate the theoretical ACF(Auto-Correlation Function) of the signal and the prediction coefficients. Verify that the zeros of the FIR prediction filter are on the unit circle at the right frequency. Using the LMS algorithm with , show the evolution of the coefficients from time to . How is that evolution modified if the sign algorithm is used instead. Fig.1. Second-order prediction filter 解： 计算预测系数理论值(滤波器系数的维纳最优解)，由 ， 输出最小均方误差理论值可由下式计算: 其中 FIR滤波器零点： ,即零点在正弦信号x(n)频率的对应的z平面位置. 用LMS算法，n＝0～10时系数的近似值 LMS： 在线性预测误差滤波