Документ взят из кэша поисковой машины. Адрес оригинального документа : http://lnfm1.sai.msu.ru/grav/english/lecture/filtering/Lab2.doc Дата изменения: Sat Mar 7 20:50:02 2009 Дата индексирования: Mon Oct 1 23:38:57 2012 Кодировка: Поисковые слова: южная атлантическая аномалия

Theory of filtering and time series processing
L. Zotov
Laboratory work ?2

Purpose: Studying Fourier analysis of signals with random components.

We use Matlab software (look into the Lab N1).

1) Download program for the second lab from
http://lnfm1.sai.msu.ru/grav/english/lecture/filtering/
Study the model of harmonic signal and ARSS model.
Study its direct Fourier transform.
Study the calculation of the autocovariance function.
Study power spectrum density calculation.
Study Blackman-Tukey spectrum method in time domain.

2) Make yourself the following
a) Change the periods of harmonics
b) Increase the order of autoregression
c) Make the normalization of the autocovariance function.
d) Change the unbiased estimation of ACF to biased
e) Use another window for Blackman-Tukey method