Wiener

  设计一维纳滤波器 (1). 产生三组观测数据：首先根据S(n)=aS(n-1)+w(n)产生信号S(n)，将其加噪声(信噪比分别为20db，10db，6db)，得到观测数据X1(n)，X2(n)，X3(n)。. (2). 估计Xi(n)，i=1，2，3的AR模型参数。假设信号长度为L，AR模型阶数为N，分析实验结果，并讨论改变L，N对实验结果的影响。(Design a Wiener filter (1) produces three sets of observations: First, according to S (n) = aS (n-1)+ w (n) generates the signal S (n), to add noise (SNR are 20db, 10db, 6db ), obtained observational data X1 (n), X2 (n), X3 (n). . (2) estimated Xi (n), i = 1,2,3 of the AR model parameters. Assuming the signal length L, AR model order N, the analysis of experimental results, and discuss the changes in L, N to the experimental results.)