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    Lab5 Solutions

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    kcyh8gnszv
    This document contains code to generate and analyze random signals. It generates random signals with random phases, plots the signals and histograms, and calculates statistics like the mean and variance. It also loads sensor signals, calculates autocorrelation and cross-correlation functions, and analyzes the normality of the distributions. Finally, it builds an identification model with noise, simulates input and output signals, and analyzes the correlation between the signals.

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    Lab5 Solutions

    Uploaded by

    kcyh8gnszv
    39 views4 pages
    This document contains code to generate and analyze random signals. It generates random signals with random phases, plots the signals and histograms, and calculates statistics like the mean and variance. It also loads sensor signals, calculates autocorrelation and cross-correlation functions, and analyzes the normality of the distributions. Finally, it builds an identification model with noise, simulates input and output signals, and analyzes the correlation between the signals.

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    Lab5_Solutions

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    This document contains code to generate and analyze random signals. It generates random signals with random phases, plots the signals and histograms, and calculates statistics like the mean and variance. It also loads sensor signals, calculates autocorrelation and cross-correlation functions, and analyzes the normality of the distributions. Finally, it builds an identification model with noise, simulates input and output signals, and analyzes the correlation between the signals.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    39 views4 pages

    Lab5 Solutions

    Uploaded by

    kcyh8gnszv
    This document contains code to generate and analyze random signals. It generates random signals with random phases, plots the signals and histograms, and calculates statistics like the mean and variance. It also loads sensor signals, calculates autocorrelation and cross-correlation functions, and analyzes the normality of the distributions. Finally, it builds an identification model with noise, simulates input and output signals, and analyzes the correlation between the signals.

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    You are on page 1of 4

    clc;

    clear;
    close all;

    %% Task 1

    f = 1/3; % 1.a) Initiating parameters


    w = 2*pi*f; % 1.a) Initiating parameters
    t = 0:0.1:10; % 1.b) Initiating parameters
    A = 1; % 1) Initiating parameters

    for i = 1:8
    N = rand(1, 1); % 2.a) Generating random signal realizations
    th = 2*pi*N; % 2.b)) Generating random signal realizations
    x = A*cos(w*t+th); % 2.c) Generating random signal realizations
    plot(t, x); grid on; hold all; % 2.d) Plotting the random signal
    realizations
    end

    title(['Realizations of the process x(t)' char(10)...


    '(Example 1: Random Phase Constant Envelope Cosine)'])

    %% Task 2

    t1 = 0.5; %a) Initiating the variables


    N = rand(1, 10000); %b) Initiating uniformly distributed random numbers
    x1 = A*cos(w*t1+2*pi*N); %c) Generating random signal x(t1)

    figure
    hist (x1, 100); grid on; %d) Generating histogram for the signal

    [N1, X1] = hist(x1, 100); %e) Defining the number of elements in each bin (N)
    and the positions of bin centers (X)

    figure
    bar(X1, N1/10000); grid on; hold on; %f) Normalized histogram result

    delta1 = X1(2)-X1(1); %g) Width of each

    pdf1 = inline('1/pi./sqrt(1-x.^2)'); %h) Analytical result for 1st order pdf


    of random signal

    plot(X1, pdf1(X1)*delta1, 'r', 'linewidth', 3); %i) Plotting the analytical


    result

    t2 = 1.92; %j) Repeating the same test for another time constant
    (t2)
    x2 = A*cos(w*t2+2*pi*N); % Generating random signal x(t1)

    figure
    hist (x2, 100); grid on; % Generating histogram for the signal

    [N2, X2] = hist(x2, 100); % Defining the number of elements in each bin (N) and
    the positions of bin centers (X)

    figure
    bar(X2, N2/10000); grid on; hold on; % Normalized histogram result

    delta2 = X2(2)-X2(1); %Width of each

    pdf2 = inline('1/pi./sqrt(1-x.^2)'); %h) Analytical result for 1st order pdf


    of random signal

    plot(X2, pdf2(X2)*delta2, 'r', 'linewidth', 3); %i) Plotting the analytical


    result

    %% Task 4

    x_mean = mean(x); % mean


    x_var = var(x); % variance

    [x_ACVF, lags1] = xcov(x); % Autocovariance Functions (ACVF)


    figure
    plot(lags1, x_ACVF); grid on;

    [x_ACF, lags2] = xcorr(x, 'coeff'); % Autocorrelation Function (ACF)


    figure
    plot(lags2, x_ACF); grid on;

    %% Task 5

    load noisysignals s1 s2; % a) Load sensor signals

    [s1_ACVF,lag1_s1] = xcov(s1, 1000); % b) ACVF of s1


    [s1_ACF,lag2_s1] = xcorr(s1, 1000, 'coeff'); % b) ACF of s1

    [s2_ACVF,lag1_s2] = xcov(s2, 1000); % c) ACVF of s2


    [s2_ACF,lag2_s2] = xcorr(s2, 1000, 'coeff'); % c) ACF of s2

    [s1_s2_CCVF,lagVx] = xcov(s1, s2, 1000); % d) CCVF of s1 and s2


    [s1_s2_CCF,lagCx] = crosscorr(s2, s1, 1000); % d) CCF of s1 and s2

    [X, I] = max(abs(s1_s2_CCVF)); %e) lag difference


    lagDiff = lagVx(I); %e) lag difference

    figure
    plot(lag1_s1, s1_ACVF); title('Auto-covariance function of s1'); grid on; xlim([-
    size(lag1_s1, 2)/2 size(lag1_s1, 2)/2]);

    figure
    plot(lag2_s1, s1_ACF); title('Auto-correlation function of s1'); grid on;

    figure
    plot(lag1_s2, s2_ACVF); title('Auto-covariance function of s2'); grid on; xlim([-
    size(lag1_s2, 2)/2 size(lag1_s2, 2)/2]);

    figure
    plot(lag2_s2, s2_ACF); title('Auto-correlation function of s2'); grid on;

    figure
    plot(lagVx, s1_s2_CCVF); title('Cross-covariance between s1 and s2'); grid on;

    figure
    plot(lagCx, s1_s2_CCF); title('Cross-correlation between s1 and s2'); grid on;
    % g) Testing the normal distribution of the signals
    figure
    histfit(s1);

    figure
    histfit(s2);

    figure
    normplot(s1);

    figure
    normplot(s2);

    %% Task 6

    m = idpoly([1 -0.7], [0 2], 1, 1, 1, 'Noisevariance', 1); %a) IDPOLY model


    uk = idinput(2046, 'prbs', [0 0.4], [-1 1]); %b) PRBS input signal

    m.NoiseVariance = 0;
    ykstar = sim(m, uk); %c) Noise-free output
    signal
    m.Noisevariance = 0.9*var(ykstar)/10; %d) Changing thee noise
    variance of the model
    yk = sim(m, uk, simOptions('AddNoise', true)); %e) Noisy output
    e = yk-ykstar; %f) Noise(error) signal

    %g) Plotting the signals

    figure
    subplot(411); plot(uk(1:500)); title('Input signal');
    subplot(412); plot(ykstar(1:500)); title('Noise-free output signal');
    subplot(413); plot(yk(1:500)); title('Noisy output signal');
    subplot(414); plot(e(1:500));title('Error signal');

    % h) Cross-correlation function between input and noisy output


    figure
    [yu_CCVF,lag_yu] = xcorr(yk, uk, 500);
    y_ACVF0 = xcorr(yk, 0);
    u_ACVF0 = xcorr(uk, 0);
    stem(lag_yu, yu_CCVF/(sqrt(y_ACVF0*u_ACVF0))); grid on;
    title('Correlation between y and u');

    % i) Cross-correlation function between noise and noisy output


    figure
    [ye_CCVF,lag_ye] = crosscorr(yk, e, 500);
    stem(lag_ye, ye_CCVF); grid on;
    title('Correlation between y and e');

    % j) Cross-correlation function between noise and noise-free output


    figure
    [yse_CCF,lag_yse] = crosscorr(ykstar, e, 500);
    stem(lag_yse, yse_CCF); grid on;
    title('Correlation between ys and e');

    % k) Auto-correlation function between the values of noise signal


    figure
    [e_ACVF,lag_e] = xcorr(e, 500);
    e_ACVF0 = xcorr(e, 0);
    stem(lag_e, e_ACVF/e_ACVF0); grid on;
    title('Autocorrelation between the values of e');

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