Assignment 4

  • Get a good feel for the relation between poles, covariance function, spectral density, and realization. (You can use the module Noise in CCSDEMO. Start Matlab and go to the directory /home/ccs/demo/demo5 and give the command ccsdemo.) What happens, for instance, when there are complex zeros on the unit circle or outside the unit circle?
  • Send white noise through the systems H_1 and H_2 on page 99. Can you see any differences in, for instance, estimated variance or spectral density? What kind of differences should be expected?
  • Use the discrete-time white noise generator in Matlab and check how different the realizations are, i.e. start with different seeds in the noise generator. Measures can be mean value and the sum of squares, i,e \sum e^2, of the noise.