hmw3 - EEL 6502 Hmw # 3 Due Feb 8, 2011 Problem I 1 z 10...

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EEL 6502 Hmw # 3 Due Feb 8, 2011 Problem I An “unknown” plant has transfer function 1 10 1 1 ) ( - - - - = z z z H and its output is added with white Gaussian noise of power N=0.1. The input to the plant is “pink” or 1/f noise . To generate 1/f noise in Matlab, the simplest way is to create white Gaussian noise with unit power, take an FFT, multiply the magnitude of the spectrum by 1/f (for f>0) while keeping the phase, take the IFFT and then normalize the power to 1. Generate 5,000 samples of the pink noise to serve as input as well as the white Gaussian noise added at the output. The user has only access to the noisy output of the plant and to its input. The goal of this problem is to design a Wiener filter to identify the unknown plant transfer function. You can NOT use the fact that you know the plant to design the Wiener filter, but you can use this knowledge to validate the solution obtained. Use the normalized MSE as the quality of the identification (normalize by the power of the input). I suggest that you use filters of
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This note was uploaded on 06/05/2011 for the course EEL 6502 taught by Professor Principe during the Spring '08 term at University of Florida.

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