Assignment 1: Solution
Exercise 1: Case (a) mean is not stationary since it fluctuates outside the error
bounds. Means for cases (b) and (c) seem to be approximately stationary since the
mean stays within the error bounds and corresponding standard deviat

MCE 591
Assignment #1
Fall 2013
Due Date: September 26, 2013
Exercise 1: In Matlab, generate M
1 trials of random processes with the forms
1. x(t) = cos(t) + n(t);
2. x(t) = cos(t + ) + n(t); and
3. x(t) = A cos(t + ) + n(t),
where 0 t T for some sample t

MCE 591
Assignment #2
Fall 2013
Due Date: October 3, 2013
Exercise 1: Create a sample cfw_xn 4096+14 of uncorrelated Gaussian random numbers
n=1
1
(use randn function of Matlab). Now apply moving average lter sn = 15 7=7 xn+j
j
to obtain 4096 correlated G

MCE 591
Assignment #3
Fall 2013
Due Date: October 17, 2013
Exercise 1: Please read the help les for chirp, spectrogram, and cwt m-functions
in Matlab (e.g., type > help chirp at the prompt). Now do all the examples listed
at the end of chirp.m help le, wi

MCE 591
Assignment #5
Fall 2013
Due Date: December 5, 2013
The main purpose of this last assignment is to make sure you all get some
practice with the fundamental nonlinear data analysis procedures we have been
and will be talking about in class.
You can

MCE 591
Assignment #4
Fall 2013
Due Date: November 7, 2013
Exercise 1: Consider the driven, two-well Dungs oscillator
x + x x + x3 = F cos t
which can be written in state variable form as
x=v
v = x x3 + (v + F cos t).
In the above expressions, is the line