Unformatted text preview: u i and y i + n are used, where n is additive white gaussian noise of variance 1 (this can be generated using randn ). In all four cases, estimate the frequency response using etfe . Generate four bode plots each having one of the identi²ed responses together with the original frequency response of H . Comment on the mismatches and their possible sources. 3. This part should be done with input and output signals of length 100000 time steps. The output should have additive noise of variance of 1. Instead of using white noise as input, use as input a colored noise signal, ˆ u . This signal is generated from a white noise signal u by passing it through a ²rst order highpass ²lter with a cuto³ frequency of 8 rad/sec. Plot the identi²ed frequency response together with the real response and comment on the mismatches and their possible. 1...
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- Spring '07
- Signal Processing, Department of Electrical & Computer Engineering, Harold Frank Hall