Simulation Lab
Simulation Lab
S.No
Experiment Name
Page No.
LIST OF EXPERIMENTS:
1. Basic operations on matrices.
2. Generation on various signals and Sequences
(periodic and aperiodic), such as unit impulse, unit step,
square, sawtooth, triangular, sinusoidal, ramp, sinc.
3. Operations on signals and sequences such as addition,
multiplication, scaling, shifting, folding, computation of
energy and average power.
4. Finding the even and odd parts of signal/sequence
and real and imaginary part of signal.
5. Convolution between signals and sequences.
6. Auto correlation and cross correlation between
signals and sequences.
7. Verification of linearity and time invariance
properties of a given continuous /discrete system.
8. Computation of unit sample, unit step and sinusoidal
response of the given LTI system and verifying its
physical Realizability and stability properties.
9. Gibbs phenomenon.
10. Finding the Fourier transform of a given
signal and plotting its magnitude and phase spectrum.
11. Waveform synthesis using Laplace Transform.
12. Locating the zeros and poles and plotting the
pole zero maps in s-plane and z-plane for the given
transfer function.
13. Generation of Gaussian Noise(real and complex),
computation of its mean, M.S. Value and its skew,
kurtosis, and PSD, probability distribution function.
14. Sampling theorem verification.
15. Removal of noise by auto correlation/cross correlation.
16. Extraction of periodic signal masked by noise
using correlation.
17. Verification of Weiner-Khinchine relations.
18. Checking a random process for stationarity in wide sense.
1
6
18
22
26
29
33
40
43
48
53
54
57
66
70
73
EXP.NO: 1
456
c = a * b % Multiply each element of b by a
c=
369
12 15 18
Scalar - Matrix Division
a=3;
b=[1, 2, 3; 4, 5, 6]
b=
123
456
c = b / a % Divide each element of b by a
c=
0.3333 0.6667 1.0000
1.3333 1.6667 2.0000
a = [1 2 3 4 6 4 3 4 5]
a=
1
b=a+2
b=
3
A = [1 2 0; 2 5 -1; 4 10 -1]
A=
1
-1
10
-1
10
-1
-1
B = A'
B=
C = A* B
C=
12
24
12
30
59
24
59 117
25 -10
0 -10
-2
-2
-1
-2
and then illustrate the fact that a matrix times its inverse is the identity matrix.
I = inv(A) * A
I=
1
to obtain eigenvalues
eig(A)
ans =
3.7321
0.2679
1.0000
as the singular value decomposition.
svd(A)
ans =
12.3171
0.5149
0.1577
EXP.NO: 2
a) Continous signal:
(t )
And
t0
t0
(t ) dt 1
Also called unit impulse function. The value of delta function can also be defined
in the sense of generalized function
(t): Test Function
b) Unit Sample sequence: (n)={ 1,
0,
n=0
n0
i.e
Matlab program:
%unit impulse generation
clc
close all
n1=-3;
n2=4;
n0=0;
n=[n1:n2];
x=[(n-n0)==0]
stem(n,x)
u (t ) (t ) dt
(t ) dt
1
0
u (t )
1,
0,
n0
n< 0
t0
t0
ylabel('amplitude');
title('unit step');
Square waves: Like sine waves, square waves are described in terms of period,
frequency and amplitude:
Peak amplitude, Vp , and peak-to-peak amplitude, Vpp , are measured as you might
expect. However, the rms amplitude, Vrms , is greater than that of a sine wave. Remember
that the rms amplitude is the DC voltage which will deliver the same power as the signal.
If a square wave supply is connected across a lamp, the current flows first one way and
then the other. The current switches direction but its magnitude remains the same. In other
words, the square wave delivers its maximum power throughout the cycle so that Vrms is
equal to Vp . (If this is confusing, don't worry, the rms amplitude of a square wave is not
something you need to think about very often.)
Although a square wave may change very rapidly from its minimum to maximum
voltage, this change cannot be instaneous. The rise time of the signal is defined as the
time taken for the voltage to change from 10% to 90% of its maximum value. Rise times
are usually very short, with durations measured in nanoseconds (1 ns = 10-9 s), or
microseconds (1 s = 10-6 s), as indicated in the graph
SAW TOOTH:
The sawtooth wave (or saw wave) is a kind of non-sinusoidal waveform. It is
named a sawtooth based on its resemblance to the teeth on the blade of a saw. The
convention is that a sawtooth wave ramps upward and then sharply drops. However, there
are also sawtooth waves in which the wave ramps downward and then sharply rises. The
latter type of sawtooth wave is called a 'reverse sawtooth wave' or 'inverse sawtooth
wave'. As audio signals, the two orientations of sawtooth wave sound identical. The
piecewise linear function based on the floor function of time t, is an example of a
sawtooth wave with period 1.
fundamental frequency. Because it contains all the integer harmonics, it is one of the best
waveforms to use for synthesizing musical sounds, particularly bowed string instruments
like violins and cellos, using subtractive synthesis.
Applications
The sawtooth and square waves are the most common starting points used to
create sounds with subtractive analog and virtual analog music synthesizers.
The sawtooth wave is the form of the vertical and horizontal deflection signals
used to generate a raster on CRT-based television or monitor screens. Oscilloscopes also
use a sawtooth wave for their horizontal deflection, though they typically use electrostatic
deflection.
On the wave's "ramp", the magnetic field produced by the deflection yoke drags
the electron beam across the face of the CRT, creating a scan line.
On the wave's "cliff", the magnetic field suddenly collapses, causing the electron
beam to return to its resting position as quickly as possible.
The voltage applied to the deflection yoke is adjusted by various means
(transformers, capacitors, center-tapped windings) so that the half-way voltage on the
sawtooth's cliff is at the zero mark, meaning that a negative voltage will cause deflection
in one direction, and a positive voltage deflection in the other; thus, a center-mounted
deflection yoke can use the whole screen area to depict a trace. Frequency is 15.734 kHz
on NTSC, 15.625 kHz for PAL and SECAM)
10
Triangle wave
A triangle wave is a non-sinusoidal waveform named for its triangular shape.A
bandlimited triangle wave pictured in the time domain (top) and frequency domain
(bottom). The fundamental is at 220 Hz (A2).Like a square wave, the triangle wave
contains only odd harmonics. However, the higher harmonics roll off much faster than in
a square wave (proportional to the inverse square of the harmonic number as opposed to
just the inverse).It is possible to approximate a triangle wave with additive synthesis by
adding odd harmonics of the fundamental, multiplying every (4n1)th harmonic by 1 (or
changing its phase by ), and rolling off the harmonics by the inverse square of their
relative frequency to the fundamental.This infinite Fourier series converges to the triangle
wave:
11
12
13
A, the amplitude, is the peak deviation of the function from its center position.
, the angular frequency, specifies how many oscillations occur in a unit time
interval, in radians per second
, the phase, specifies where in its cycle the oscillation begins at t = 0.
14
where f is the signal frequency, fs is the sampling frequency, is the phase and A is the
amplitude of the signal. The program and its output is shown below:
Note that there are 64 samples with sampling frequency of 8000Hz or sampling time
of 0.125 mS (i.e. 1/8000). Hence the record length of the signal is 64x0.125=8mS.
There are exactly 8 cycles of sinewave, indicating that the period of one cycle is 1mS
which means that the signal frequency is 1KHz.
% sinusoidal signal
N=64; % Define Number of samples
n=0:N-1; % Define vector n=0,1,2,3,...62,63
f=1000; % Define the frequency
fs=8000; % Define the sampling frequency
x=sin(2*pi*(f/fs)*n); % Generate x(t)
plot(n,x); % Plot x(t) vs. t
title('Sinewave [f=1KHz, fs=8KHz]');
xlabel('Sample Number');
ylabel('Amplitude');
% RAMP
clc
close all
n=input('enter the length of ramp');
t=0:n;
15
plot(t);
xlabel('t');
ylabel('amplitude');
title ('ramp')
SINC FUNCTION:
The sinc function computes the mathematical sinc function for an input vector or
matrix x. Viewed as a function of time, or space, the sinc function is the inverse Fourier
transform of the rectangular pulse in frequency centered at zero of width 2 and height 1.
The following equation defines the sinc function:
The sinc function has a value of 1 whenx is equal to zero, and a value of
16
% sinc
x = linspace(-5,5);
y = sinc(x);
subplot(1,2,1);plot(x,y)
xlabel(time);
ylabel(amplitude);
title(sinc function);
subplot(1,2,2);stem(x,y);
xlabel(time);
ylabel(amplitude);
title(sinc function);
1.x(t)=e-t
2.x(t)= t 2 / 2
3.generate rectangular pulse function
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t=0
-1
t<0
EXP.NO: 3
Time shifting: y(t)=x(t-T)The effect that a time shift has on the appearance of a signal If T is a
positive number, the time shifted signal, x (t -T ) gets shifted to the right, otherwise it gets shifted left.
Signal Shifting and Delay:
. Shifting : y(n)={x(n-k)} ;
Time reversal:
m=n-k; y=x;
Signal Amplification/Attuation :
18
folding:
y(n)={x(-n)} ;
y=fliplr(x); n=-fliplr(n);
19
title('multiplication');
ylabel('Amplitude')
xlabel('Time (s)')
%signal folding
clc; clear all
t=0:0.1:10;
x=0.5*t;
lx=length(x);
nx=0:lx-1;
xf=fliplr(x);
nf=-fliplr(nx);
subplot(2,1,1);
stem(nx,x);
xlabel('nx');
ylabel('x(nx)');
title('original signal');
subplot(2,1,2);
stem(nf,xf);
xlabel('nf');
ylabel('xf(nf)');
title('folded signal');
20
21
xlabel('t');
ylabel('amplitude');
subplot(3,2,4)
stem(s1);
xlabel('t');
ylabel('amplitude');
s2=2*s1;
subplot(3,2,5)
stem(s2);
xlabel('t');
ylabel('amplitude');
s3=s1/2;
subplot(3,2,6)
stem(s3);
xlabel('t');
ylabel('amplitude');
x(t)= u(-t+1)
x(t)=3r(t-1)
x(t)=U(n+2-u(n-3)
x(n)=x1(n)+x2(n)where x1(n)={1,3,2,1},x2(n)={1,-2,3,2}
x(t)=r(t)-2r(t-1)+r(t-2)
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6. x(n)=2(n+2)-2(n-4), -5 n 5.
7. X(n)={1,2,3,4,5,6,7,6,5,4,2,1} determine and plot the following sequence
a. x1(n)=2x(n-5-3x(n+4))
b. x2(n)=x(3-n)+x(n)x(n-2)
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t=-4:1:4;
h=[ 2 1 1 2 0 1 2 2 3 ];
subplot(3,2,1)
stem(t,h);
xlabel('time'); ylabel('amplitude');
title('signal');
n=9;
for i=1:9
x1(i)=h(n);
n=n-1;
end
subplot(3,2,2)
stem(t,x1);
xlabel('time'); ylabel('amplitude');
title('folded signal');
z=h+x1
subplot(3,2,3);
stem(t,z);
xlabel('time'); ylabel('amplitude');
title('sum of two signal');
subplot(3,2,4);
stem(t,z/2);
xlabel('time'); ylabel('amplitude');
title('even signal');
a=h-x1;
subplot(3,2,5);
stem(t,a);
xlabel('time'); ylabel('amplitude');
title('difference of two signal');
subplot(3,2,6);
stem(t,a/2);
xlabel('time'); ylabel('amplitude');
title('odd signal');
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On the contrary, the power signal is not limited in time. It always exists from beginning
to end and it never ends. For example, sine wave in infinite length is power signal. Since
the energy of a power signal is infinite, it has no meaning to us. Thus, we use power
(energy per given time) for power signal, because the power of power signal is finite, 0 <
P < .
% energy
clc;
close all;
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clear all;
x=[1,2,3];
n=3
e=0;
for i=1:n;
e=e+(x(i).*x(i));
end
% energy
clc;
close all;
clear all;
N=2
x=ones(1,N)
for i=1:N
y(i)=(1/3)^i.*x(i);
end
n=N;
e=0;
for i=1:n;
e=e+(y(i).*y(i));
end
% power
clc;
close all;
clear all;
N=2
x=ones(1,N)
for i=1:N
y(i)=(1/3)^i.*x(i);
end
n=N;
e=0;
for i=1:n;
e=e+(y(i).*y(i));
end
p=e/(2*N+1);
% power
N=input('type a value for N');
t=-N:0.0001:N;
x=cos(2*pi*50*t).^2;
disp('the calculated power p of the signal is');
P=sum(abs(x).^2)/length(x)
plot(t,x);
axis([0 0.1 0 1]);
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CONCLUSION: In this experiment even and odd parts of various signals and energy
and power of signals have been calculated Using MATLAB
exersize questions: find even and odd parts of the following signals
1.x(n)= e(-0.1+j0.3)n ,-
10n10
x(t)=
j(2t+/4)
x(t)=cos(t)
x(t)=cos(/4 n)
27
EXP.NO: 5
LINEAR CONVOLUTION
Aim: To find the out put with linear convolution operation Using MATLAB Software.
EQUIPMENTS:
PC with windows (95/98/XP/NT/2000).
MATLAB Software
Theory:
Linear Convolution involves the following operations.
1. Folding
2. Multiplication
3. Addition
4. Shifting
These operations can be represented by a Mathematical Expression as follows:
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29
30
EXP.NO: 6
Aim: To compute auto correlation and cross correlation between signals and
sequences
EQUIPMENTS:
PC with windows (95/98/XP/NT/2000).
MATLAB Software
Theory:
Correlations of sequences:
It is a measure of the degree to which two sequences are similar. Given two realvalued sequences x(n) and y(n) of finite energy,
Convolution involves the following operations.
1. Shifting
2. Multiplication
3. Addition
These operations can be represented by a Mathematical Expression as follows:
Crosscorrelation
rx , y (l )
x ( n) y ( n l )
x (n) x (n l )
% Cross Correlation
clc;
close all;
clear all;
x=input('enter input sequence');
h=input('enter the impulse suquence');
subplot(3,1,1);
31
stem(x);
xlabel('n');
ylabel('x(n)');
title('input signal');
subplot(3,1,2);
stem(h);
xlabel('n');
ylabel('h(n)');
title('impulse signal');
y=xcorr(x,h);
subplot(3,1,3);
stem(y);
xlabel('n');
ylabel('y(n)');
disp('the resultant signal is');
disp(y);
title('correlation signal');
32
% auto correlation
clc;
close all;
clear all;
x = [1,2,3,4,5]; y = [4,1,5,2,6];
subplot(3,1,1);
stem(x);
xlabel('n');
ylabel('x(n)');
title('input signal');
subplot(3,1,2);
stem(y);
xlabel('n');
ylabel('y(n)');
title('input signal');
z=xcorr(x,x);
subplot(3,1,3);
stem(z);
xlabel('n');
ylabel('z(n)');
title('resultant signal signal');
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34
EXP.NO: 7
LINEARITY PROPERTY
Program1:
clc;
clear all;
close all;
n=0:40; a=2; b=1;
x1=cos(2*pi*0.1*n);
x2=cos(2*pi*0.4*n);
x=a*x1+b*x2;
y=n.*x;
y1=n.*x1;
y2=n.*x2;
35
yt=a*y1+b*y2;
d=y-yt;
d=round(d)
if d
disp('Given system is not satisfy linearity property');
else
disp('Given system is satisfy linearity property');
end
subplot(3,1,1), stem(n,y); grid
subplot(3,1,2), stem(n,yt); grid
subplot(3,1,3), stem(n,d); grid
Program2:
clc;
clear all;
close all;
n=0:40; a=2; b=-3;
x1=cos(2*pi*0.1*n);
x2=cos(2*pi*0.4*n);
x=a*x1+b*x2;
y=x.^2;
y1=x1.^2;
y2=x2.^2;
yt=a*y1+b*y2;
36
d=y-yt;
d=round(d);
if d
disp('Given system is not satisfy linearity property');
else
disp('Given system is satisfy linearity property');
end
subplot(3,1,1), stem(n,y); grid
subplot(3,1,2), stem(n,yt); grid
subplot(3,1,3), stem(n,d); grid
Program
clc;
close all;
clear all;
x=input('enter the sequence');
N=length(x);
n=0:1:N-1;
y=xcorr(x,x);
subplot(3,1,1);
37
stem(n,x);
xlabel(' n----->');ylabel('Amplitude--->');
title('input seq');
subplot(3,1,2);
N=length(y);
n=0:1:N-1;
stem(n,y);
xlabel('n---->');ylabel('Amplitude----.');
title('autocorr seq for input');
disp('autocorr seq for input');
disp(y)
p=fft(y,N);
subplot(3,1,3);
stem(n,p);
xlabel('K----->');ylabel('Amplitude--->');
title('psd of input');
disp('the psd fun:');
disp(p)
Program1:
clc;
close all;
clear all;
n=0:40;
D=10;
x=3*cos(2*pi*0.1*n)-2*cos(2*pi*0.4*n);
xd=[zeros(1,D) x];
38
y=n.*xd(n+D);
n1=n+D;
yd=n1.*x;
d=y-yd;
if d
disp('Given system is not satisfy time shifting property');
else
disp('Given system is satisfy time shifting property');
end
subplot(3,1,1),stem(y),grid;
subplot(3,1,2),stem(yd),grid;
subplot(3,1,3),stem(d),grid;
Program2:
clc;
close all;
clear all;
n=0:40;
39
D=10;
x=3*cos(2*pi*0.1*n)-2*cos(2*pi*0.4*n);
xd=[zeros(1,D) x];
x1=xd(n+D);
y=exp(x1);
n1=n+D;
yd=exp(xd(n1));
d=y-yd;
if d
disp('Given system is not satisfy time shifting property');
else
disp('Given system is satisfy time shifting property');
end
subplot(3,1,1),stem(y),grid;
subplot(3,1,2),stem(yd),grid;
subplot(3,1,3),stem(d),grid;
40
41
EXP.NO:8
If the input to the system is unit impulse i.e. x(n) = (n) then the output of the system is
known as impulse response denoted by h(n) where,
h(n) = T[(n)]
we know that any arbitrary sequence x(n) can be represented as a weighted sum of
discrete impulses. Now the system response is given by,
42
43
44
45
EXP.NO: 9
GIBBS PHENOMENON
Aim: To verify the Gibbs Phenomenon.
EQUIPMENTS:
PC with windows (95/98/XP/NT/2000).
MATLAB Software
the Gibbs phenomenon, the Fourier series of a piecewise continuously differentiable
periodic function behaves at a jump discontinuity.the n the approximated function shows
amounts of ripples at the points of discontinuity. This is known as the Gibbs Phenomina .
partial sum of the Fourier series has large oscillations near the jump, which might
increase the maximum of the partial sum above that of the function itself. The overshoot
does not die out as the frequency increases, but approaches a finite limit
The Gibbs phenomenon involves both the fact that Fourier sums overshoot at a jump
discontinuity, and that this overshoot does not die out as the frequency increases
Gibbs Phenomina Program :
t=0:0.1:(pi*8);
y=sin(t);
subplot(5,1,1);
plot(t,y);
xlabel('k');
ylabel('amplitude');
title('gibbs phenomenon');
h=2;
%k=3;
for k=3:2:9
y=y+sin(k*t)/k;
subplot(5,1,h);
plot(t,y);
xlabel('k');
ylabel('amplitude');
h=h+1;
end
46
47
EXP.NO: 10.
PROGRAM:
48
Theory:
DFT of a sequence
X[K] =
N 1
x n e
j 2 Kn
N
K 0
Program:
clc;
close all;
clear all;
x=input('enter the sequence');
N=length(x);
n=0:1:N-1;
y=fft(x,N)
subplot(2,1,1);
stem(n,x);
title('input sequence');
xlabel('time index n----->');
ylabel('amplitude x[n]----> ');
subplot(2,1,2);
stem(n,y);
title('output sequence');
49
50
ylabel('X(K)')
subplot(2,1,2)
plot(phase);
grid
xlabel('k')
ylabel('degrees')
Applications:
The no of multiplications in DFT = N2.
The no of Additions in DFT = N(N-1).
For FFT.
The no of multiplication = N/2 log 2N.
The no of additions
= N log2 N.
51
Exp:11
LAPLECE TRNASFORMS
Aim: To perform waveform synthesis using Laplece Trnasforms of a given signal
52
ilaplace(F)
y(s)=24/s(s+8) invese LT poles and zeros
53
54
The main idea behind the Laplace Transformation is that we can solve an equation
(or system of equations) containing differential and integral terms by transforming
the equation in "t-space" to one in "s-space". This makes the problem much easier
to solve
EXP.NO: 12
55
Z-transforms
the Z-transform converts a discrete time-domain signal, which is a sequence of real or
complex numbers, into a complex frequency-domain representation.The Z-transform, like
many other integral transforms, can be defined as either a one-sided or two-sided
transform.
Bilateral Z-transform
The bilateral or two-sided Z-transform of a discrete-time signal x[n] is the function X(z)
defined as
Unilateral Z-transform
Alternatively, in cases where x[n] is defined only for n 0, the single-sided or unilateral
Z-transform is defined as
56
clc;
close all
clear all;
%b= input('enter the numarator cofficients')
%a= input('enter the dinomi cofficients')
b=[1 2 3 4]
a=[1 2 1 1 ]
zplane(b,a);
CONCLUSION: In this experiment the zeros and poles and plotting the pole
zero maps in s-plane and z-plane for the given transfer function
using MATLAB
57
EXP.NO: 13
58
59
EXP.NO: 14
60
61
62
63
n3=-20:1:20;
x3=cos(2*pi*fm/fs3*n3);
subplot(2,2,4);
stem(n3,x3);
xlabel('time');ylabel('x(n)')
title('discrete time signal with fs>2fm')
hold on
subplot(2,2,4);
plot(n3,x3)
grid;
64
EXP.No:15
for all T
65
T/2
= Lim 1/T [s(t)+n(t)] [ c(t-T)] dt
T--
-T/2
= Qsc(T)+Qnc(T)
C(t) is periodic function and uncorrelated with the random noise signal n(t). Hence
Qnc(T0=0) Therefore Qfc(T)=Qsc(T)
a)auto correlation
clear all
clc
t=0:0.1:pi*4;
s=sin(t);
k=2;
subplot(6,1,1)
plot(s);
title('signal s');
xlabel('t');
ylabel('amplitude');
n = randn([1 126]);
f=s+n;
subplot(6,1,2)
plot(f);
title('signal f=s+n');
xlabel('t');
ylabel('amplitude');
as=xcorr(s,s);
subplot(6,1,3)
plot(as);
title('auto correlation of s');
xlabel('t');
ylabel('amplitude');
an=xcorr(n,n);
subplot(6,1,4)
plot(an);
title('auto correlation of n');
xlabel('t');
ylabel('amplitude');
cff=xcorr(f,f);
subplot(6,1,5)
66
plot(cff);
title('auto correlation of f');
xlabel('t');
ylabel('amplitude');
hh=as+an;
subplot(6,1,6)
plot(hh);
title('addition of as+an');
xlabel('t');
ylabel('amplitude');
67
B)CROSS CORRELATION :
clear all
clc
t=0:0.1:pi*4;
s=sin(t);
k=2;
%sk=sin(t+k);
subplot(7,1,1)
plot(s);
title('signal s');xlabel('t');ylabel('amplitude');
c=cos(t);
subplot(7,1,2)
plot(c);
title('signal c');xlabel('t');ylabel('amplitude');
n = randn([1 126]);
f=s+n;
subplot(7,1,3)
plot(f);
title('signal f=s+n');xlabel('t');ylabel('amplitude');
asc=xcorr(s,c);
subplot(7,1,4)
plot(asc);
title('auto correlation of s and c');xlabel('t');ylabel('amplitude');
anc=xcorr(n,c);
subplot(7,1,5)
plot(anc);
title('auto correlation of n and c');xlabel('t');ylabel('amplitude');
cfc=xcorr(f,c);
subplot(7,1,6)
plot(cfc);
title('auto correlation of f and c');xlabel('t');ylabel('amplitude');
hh=asc+anc;
subplot(7,1,7)
plot(hh);
title('addition of asc+anc');xlabel('t');ylabel('amplitude');
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69
EXP.No:16
clear all;
close all;
clc;
n=256;
k1=0:n-1;
x=cos(32*pi*k1/n)+sin(48*pi*k1/n);
plot(k1,x)
%Module to find period of input signl
k=2;
xm=zeros(k,1);
ym=zeros(k,1);
hold on
for i=1:k
[xm(i) ym(i)]=ginput(1);
plot(xm(i), ym(i),'r*');
end
period=abs(xm(2)-xm(1));
rounded_p=round(period);
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m=rounded_p
% Adding noise and plotting noisy signal
y=x+randn(1,n);
figure
plot(k1,y)
% To generate impulse train with the period as that of input signal
d=zeros(1,n);
for i=1:n
if (rem(i-1,m)==0)
d(i)=1;
end
end
%Correlating noisy signal and impulse train
cir=cxcorr1(y,d);
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Application
The theorem is useful for analyzing linear time-invariant systems, LTI systems, when the
inputs and outputs are not square integrable, so their Fourier transforms do not exist. A
corollary is that the Fourier transform of the autocorrelation function of the output of an
LTI system is equal to the product of the Fourier transform of the autocorrelation function
of the input of the system times the squared magnitude of the Fourier transform of the
system impulse response. This works even when the Fourier transforms of the input and
output signals do not exist because these signals are not square integrable, so the system
inputs and outputs cannot be directly related by the Fourier transform of the impulse
response. Since the Fourier transform of the autocorrelation function of a signal is the
power spectrum of the signal, this corollary is equivalent to saying that the power
spectrum of the output is equal to the power spectrum of the input times the power
transfer function.
This corollary is used in the parametric method for power spectrum estimation.
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EXP.No:17
Where
is the autocorrelation function defined in terms of statistical expectation, and where is the
power spectral density of the function . Note that the autocorrelation function is defined
in terms of the expected value of a product, and that the Fourier transform of does not
exist in general, because stationary random functions are not square integrable.
The asterisk denotes complex conjugate, and can be omitted if the random process is realvalued.
Discrete case:
Where
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and where is the power spectral density of the function with discrete values . Being a
sampled and discrete-time sequence, the spectral density is periodic in the frequency
domain.
PROGRAM:
clc
clear all;
t=0:0.1:2*pi;
x=sin(2*t);
subplot(3,2,1);
plot(x);
au=xcorr(x,x);
subplot(3,2,2);
plot(au);
v=fft(au);
subplot(3,2,3);
plot(abs(v));
fw=fft(x);
subplot(3,2,4);
plot(fw);
fw2=(abs(fw)).^2;
subplot(3,2,5);
plot(fw2);
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76
EXP18.
CHECKING A RANDOM PROCESS FOR STATIONARITY IN WIDE
SENSE.
AIM:Checking a random process for stationarity in wide sense.
EQUIPMENTS:
PC with windows (95/98/XP/NT/2000).
MATLAB Software
Theory:
a stationary process (or strict(ly) stationary process or strong(ly) stationary process)
is a stochastic process whose joint probability distribution does not change when shifted in
time or space. As a result, parameters such as the mean and variance, if they exist, also do
not change over time or position..
Definition
Formally, let Xt be a stochastic process and let
represent the
cumulative distribution function of the joint distribution of Xt at times t1..tk. Then, Xt
is said to be stationary if, for all k, for all , and for all t1..tk
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The first property implies that the mean function mx(t) must be constant. The second
property implies that the correlation function depends only on the difference between t1
and t2 and only needs to be indexed by one variable rather than two variables. Thus,
instead of writing,
= t1 t2, since
When processing WSS random signals with linear, time-invariant (LTI) filters, it is
helpful to think of the correlation function as a linear operator. Since it is a circulant
operator (depends only on the difference between the two arguments), its eigenfunctions
are the Fourier complex exponentials. Additionally, since the eigenfunctions of LTI
operators are also complex exponentials, LTI processing of WSS random signals is highly
tractableall computations can be performed in the frequency domain. Thus, the WSS
assumption is widely employed in signal processing algorithms.
Applicatons: Stationarity is used as a tool in time series analysis, where the raw data
are often transformed to become stationary, for example, economic data are often
seasonal and/or dependent on the price level. Processes are described as trend stationary
if they are a linear combination of a stationary process and one or more processes
exhibiting a trend. Transforming these data to leave a stationary data set for analysis is
referred to as de-trending
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time difference T and the mean value of the random variable X(t1) is independent of the
choice of t1,then X(t) is said to be stationary in the wide-sense or wide-sense stationary .
So a continous- Time random process X(t) which is WSS has the following properties
1) E[X(t)]=X(t)= X(t+T)
2) The Autocorrelation function is written as a function of T that is
3) RX(t,t+T)=Rx(T)
If the statistical properties like mean value or moments depends on time then the
random process is said to be non-stationary.
When dealing wih two random process X(t) and Y(t), we say that they are jointly
wide-sense stationary if each pocess is stationary in the wide-sense.
Rxy(t,t+T)=E[X(t)Y(t+T)]=Rxy(T).
MATLAB PROGRAM:
clear all
clc
y = randn([1 40])
my=round(mean(y));
z=randn([1 40])
mz=round(mean(z));
vy=round(var(y));
vz=round(var(z));
t = sym('t','real');
h0=3;
x=y.*sin(h0*t)+z.*cos(h0*t);
mx=round(mean(x));
k=2;
xk=y.*sin(h0*(t+k))+z.*cos(h0*(t+k));
x1=sin(h0*t)*sin(h0*(t+k));
x2=cos(h0*t)*cos(h0*(t+k));
c=vy*x1+vz*x1;
%if we solve "c=2*sin(3*t)*sin(3*t+6)" we get c=2cos(6)
%which is a costant does not depent on variable 't'
% so it is wide sence stationary
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1. Define Signal
2. Define determistic and Random Signal
3. Define Delta Function
4. What is Signal Modeling
5. Define Periodic and a periodic Signal
6. Define Symetric and Anti-Symmetric Signals
7. Define Continuous and Discrete Time Signals
8. What are the Different types of representation of discrete time signals
9. What are the Different types of Operation performed on signals
10. What is System
11. What is Causal Signal
12. What are the Different types of Systems
13. What is Linear System
14. What is Time Invariant System
15. What is Static and Dynamic System
16. What is Even Signal
17. What is Odd Signal
18. Define the Properties of Impulse Signal
19. What is Causality Condition of the Signal
20. What is Condition for System Stability
21. Define Convolution
22. Define Properties of Convolution
23. What is the Sufficient condition for the existence of F.T
24. Define the F.T of a signal
25. State Paesevals energy theorem for a periodic signal
26. Define sampling Theorem
27. What is Aliasing Effect
28. what is Under sampling
29. What is Over sampling
30. Define Correlation
31. Define Auto-Correlation
32. Define Cross-Correlation
33. Define Convolution
34. Define Properties of Convolution
35. What is the Difference Between Convolution& Correlation
36. What are Dirchlet Condition
37. Define Fourier Series
38. What is Half Wave Symmetry
39. What are the properties of Continuous-Time Fourier Series
40. Define Laplace-Transform
41. What is the Condition for Convergence of the L.T
42. What is the Region of Convergence(ROC)
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