clc;
clear;
close all;
%% Task 1
f = 1/3; % 1.a) Initiating parameters
w = 2*pi*f; % 1.a) Initiating parameters
t = 0:0.1:10; % 1.b) Initiating parameters
A = 1; % 1) Initiating parameters
for i = 1:8
N = rand(1, 1); % 2.a) Generating random signal realizations
th = 2*pi*N; % 2.b)) Generating random signal realizations
x = A*cos(w*t+th); % 2.c) Generating random signal realizations
plot(t, x); grid on; hold all; % 2.d) Plotting the random signal
realizations
end
title(['Realizations of the process x(t)' char(10)...
'(Example 1: Random Phase Constant Envelope Cosine)'])
%% Task 2
t1 = 0.5; %a) Initiating the variables
N = rand(1, 10000); %b) Initiating uniformly distributed random numbers
x1 = A*cos(w*t1+2*pi*N); %c) Generating random signal x(t1)
figure
hist (x1, 100); grid on; %d) Generating histogram for the signal
[N1, X1] = hist(x1, 100); %e) Defining the number of elements in each bin (N)
and the positions of bin centers (X)
figure
bar(X1, N1/10000); grid on; hold on; %f) Normalized histogram result
delta1 = X1(2)-X1(1); %g) Width of each
pdf1 = inline('1/pi./sqrt(1-x.^2)'); %h) Analytical result for 1st order pdf
of random signal
plot(X1, pdf1(X1)*delta1, 'r', 'linewidth', 3); %i) Plotting the analytical
result
t2 = 1.92; %j) Repeating the same test for another time constant
(t2)
x2 = A*cos(w*t2+2*pi*N); % Generating random signal x(t1)
figure
hist (x2, 100); grid on; % Generating histogram for the signal
[N2, X2] = hist(x2, 100); % Defining the number of elements in each bin (N) and
the positions of bin centers (X)
figure
bar(X2, N2/10000); grid on; hold on; % Normalized histogram result
delta2 = X2(2)-X2(1); %Width of each
pdf2 = inline('1/pi./sqrt(1-x.^2)'); %h) Analytical result for 1st order pdf
of random signal
plot(X2, pdf2(X2)*delta2, 'r', 'linewidth', 3); %i) Plotting the analytical
result
%% Task 4
x_mean = mean(x); % mean
x_var = var(x); % variance
[x_ACVF, lags1] = xcov(x); % Autocovariance Functions (ACVF)
figure
plot(lags1, x_ACVF); grid on;
[x_ACF, lags2] = xcorr(x, 'coeff'); % Autocorrelation Function (ACF)
figure
plot(lags2, x_ACF); grid on;
%% Task 5
load noisysignals s1 s2; % a) Load sensor signals
[s1_ACVF,lag1_s1] = xcov(s1, 1000); % b) ACVF of s1
[s1_ACF,lag2_s1] = xcorr(s1, 1000, 'coeff'); % b) ACF of s1
[s2_ACVF,lag1_s2] = xcov(s2, 1000); % c) ACVF of s2
[s2_ACF,lag2_s2] = xcorr(s2, 1000, 'coeff'); % c) ACF of s2
[s1_s2_CCVF,lagVx] = xcov(s1, s2, 1000); % d) CCVF of s1 and s2
[s1_s2_CCF,lagCx] = crosscorr(s2, s1, 1000); % d) CCF of s1 and s2
[X, I] = max(abs(s1_s2_CCVF)); %e) lag difference
lagDiff = lagVx(I); %e) lag difference
figure
plot(lag1_s1, s1_ACVF); title('Auto-covariance function of s1'); grid on; xlim([-
size(lag1_s1, 2)/2 size(lag1_s1, 2)/2]);
figure
plot(lag2_s1, s1_ACF); title('Auto-correlation function of s1'); grid on;
figure
plot(lag1_s2, s2_ACVF); title('Auto-covariance function of s2'); grid on; xlim([-
size(lag1_s2, 2)/2 size(lag1_s2, 2)/2]);
figure
plot(lag2_s2, s2_ACF); title('Auto-correlation function of s2'); grid on;
figure
plot(lagVx, s1_s2_CCVF); title('Cross-covariance between s1 and s2'); grid on;
figure
plot(lagCx, s1_s2_CCF); title('Cross-correlation between s1 and s2'); grid on;
% g) Testing the normal distribution of the signals
figure
histfit(s1);
figure
histfit(s2);
figure
normplot(s1);
figure
normplot(s2);
%% Task 6
m = idpoly([1 -0.7], [0 2], 1, 1, 1, 'Noisevariance', 1); %a) IDPOLY model
uk = idinput(2046, 'prbs', [0 0.4], [-1 1]); %b) PRBS input signal
m.NoiseVariance = 0;
ykstar = sim(m, uk); %c) Noise-free output
signal
m.Noisevariance = 0.9*var(ykstar)/10; %d) Changing thee noise
variance of the model
yk = sim(m, uk, simOptions('AddNoise', true)); %e) Noisy output
e = yk-ykstar; %f) Noise(error) signal
%g) Plotting the signals
figure
subplot(411); plot(uk(1:500)); title('Input signal');
subplot(412); plot(ykstar(1:500)); title('Noise-free output signal');
subplot(413); plot(yk(1:500)); title('Noisy output signal');
subplot(414); plot(e(1:500));title('Error signal');
% h) Cross-correlation function between input and noisy output
figure
[yu_CCVF,lag_yu] = xcorr(yk, uk, 500);
y_ACVF0 = xcorr(yk, 0);
u_ACVF0 = xcorr(uk, 0);
stem(lag_yu, yu_CCVF/(sqrt(y_ACVF0*u_ACVF0))); grid on;
title('Correlation between y and u');
% i) Cross-correlation function between noise and noisy output
figure
[ye_CCVF,lag_ye] = crosscorr(yk, e, 500);
stem(lag_ye, ye_CCVF); grid on;
title('Correlation between y and e');
% j) Cross-correlation function between noise and noise-free output
figure
[yse_CCF,lag_yse] = crosscorr(ykstar, e, 500);
stem(lag_yse, yse_CCF); grid on;
title('Correlation between ys and e');
% k) Auto-correlation function between the values of noise signal
figure
[e_ACVF,lag_e] = xcorr(e, 500);
e_ACVF0 = xcorr(e, 0);
stem(lag_e, e_ACVF/e_ACVF0); grid on;
title('Autocorrelation between the values of e');
