厦门万人集团图片:求解：matlab上机作业（数字信号处理）

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Computation Exercises:
1. Generate a stationary process AR(2) denoted by . Suppose that

Here, the parameters of are determined by yourselves. Then generate a white noise with the variance . The received signal is

with a variable SNR. Put the received the signal to a Wiener-filter, the length of the filter is N. And the output is denoted by .
① Study on the relationship between the cost function and SNR of the signal, provided the length of the Wiener-filter is given.
② Study on the relationship between the cost function and length of the filter, provided the SNR is given.
③. When one-step prediction is done, how about the cost function varies with the SNR and length of the Wiener-filter.

Computation Exercises:
1. Generate a stationary process AR(2) denoted by . Suppose that

Here, the parameters of are determined by yourselves. Then generate a white noise with the variance . The received signal is

with a variable SNR. Put the received the signal to a Wiener-filter, the length of the filter is N. And the output is denoted by .
① Study on the relationship between the cost function and SNR of the signal, provided the length of the Wiener-filter is given.
② Study on the relationship between the cost function and length of the filter, provided the SNR is given.
③. When one-step prediction is done, how about the cost function varies with the SNR and length of the Wiener-filter.

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