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Unformatted text preview: ENEE 630 Fall 2009 Homework #7 Due on Monday, 30 th November Problem 1 Consider a widesense stationary process { u(n) } whose autocorrelation function has the following values for different lags: r (0) = 1 r (1) = 0 . 8 r (2) = 0 . 6 r (3) = 0 . 4 (a) Use the LevinsonDurbin recursion to evaluate the reflection coefficients Γ 1 , Γ 2 and Γ 3 . (b) Set up a threestage lattice predictor for this process, using the values for the reflection coefficients found in part (a). (c) Evaluate the average power of the prediction error produced at the output of each of the three stages in this lattice predictor. Hence, make a plot of prediction error power vs. prediction order. Comment on your results. Problem 2 (a) A time series { u 1 ( n ) } consists of a single sinusoidal process of complex ampli tude α and angular frequency w in additive white noise of zero mean and variance σ 2 v as shown by u 1 ( n ) = αe jwn + v ( n ) where E [  α  2 ] = σ 2 α E [  v ( n )  2 ] = σ 2 v The time series...
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This note was uploaded on 10/31/2010 for the course EE 630 taught by Professor Wu during the Spring '10 term at Aarhus Universitet, Aarhus.
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