Автор работы: Пользователь скрыл имя, 17 Января 2013 в 18:45, лабораторная работа
Цель работы: Построить генератор векторных реализаций случайного процесса с заданными корреляционными свойствами
МИНИСТЕРСТВО ОБРАЗОВАНИЯ И НАУКИ РОССИЙСКОЙ ФЕДЕРАЦИИ
Федеральное государственное автономное образовательное учреждение
высшего профессионального образования
«САНКТ-ПЕТЕРБУРГСКИЙ ГОСУДАРСТВЕННЫЙ
УНИВЕРСИТЕТ
АЭРОКОСМИЧЕСКОГО ПРИБОРОСТРОЕНИЯ»
ОЦЕНКА
ПРЕПОДАВАТЕЛЬ
должность, уч. степень, звание |
подпись, дата |
инициалы, фамилия |
ЛАБОРАТОРНАЯ РАБОТА |
Генератор векторных реализаций случайного процесса |
по дисциплине: ДАТЧИКИ И ЦОС |
РАБОТУ ВЫПОЛНИЛ
СТУДЕНТ ГР. |
|||||
подпись, дата |
инициалы, фамилия |
Санкт-Петербург 2013
1. Цель работы: Построить генератор векторных реализаций случайного
процесса с заданными
2. Заданная функция:
3. Текст программы:
clear
T=3
del=0.2
t=0:del:T;
n=length(t)
R=exp(-t).*(cos(1.2*pi*t));
plot(t,R,t,zeros(1,n))
hold on
stem(t,R)
pause
for i=1:n
for j=1:n
b(i,j)=R(abs(i-j)+1);
end
end
BY=b
pause
[uy,vy]=eig(BY);
N=10000
x=randn(N,n);
BX=cov(x)
[ux,vx]=eig(BX)
A=uy*vy^(1/2)*uy'*ux*vx^(-1/2)
Y=A*x';
BYY=cov(Y')
dB=BY-BYY
Рис. 1 График заданной функции с отсчётами
Работа программы:
T =
3
del =
0.2000
n =
16
BY =
Columns 1 through 14
1.0000 0.5968 0.0421 -0.3498 -0.4458 -0.2976 -0.0564 0.1321 0.1956 0.1449 0.0418 -0.0472 -0.0843 -0.0691
0.5968 1.0000 0.5968 0.0421 -0.3498 -0.4458 -0.2976 -0.0564 0.1321 0.1956 0.1449 0.0418 -0.0472 -0.0843
0.0421 0.5968 1.0000 0.5968 0.0421 -0.3498 -0.4458 -0.2976 -0.0564 0.1321 0.1956 0.1449 0.0418 -0.0472
-0.3498 0.0421 0.5968 1.0000 0.5968 0.0421 -0.3498 -0.4458 -0.2976 -0.0564 0.1321 0.1956 0.1449 0.0418
-0.4458 -0.3498 0.0421 0.5968 1.0000 0.5968 0.0421 -0.3498 -0.4458 -0.2976 -0.0564 0.1321 0.1956 0.1449
-0.2976 -0.4458 -0.3498 0.0421 0.5968 1.0000 0.5968 0.0421 -0.3498 -0.4458 -0.2976 -0.0564 0.1321 0.1956
-0.0564 -0.2976 -0.4458 -0.3498 0.0421 0.5968 1.0000 0.5968 0.0421 -0.3498 -0.4458 -0.2976 -0.0564 0.1321
0.1321 -0.0564 -0.2976 -0.4458 -0.3498 0.0421 0.5968 1.0000 0.5968 0.0421 -0.3498 -0.4458 -0.2976 -0.0564
0.1956 0.1321 -0.0564 -0.2976 -0.4458 -0.3498 0.0421 0.5968 1.0000 0.5968 0.0421 -0.3498 -0.4458 -0.2976
0.1449 0.1956 0.1321 -0.0564 -0.2976 -0.4458 -0.3498 0.0421 0.5968 1.0000 0.5968 0.0421 -0.3498 -0.4458
0.0418 0.1449 0.1956 0.1321 -0.0564 -0.2976 -0.4458 -0.3498 0.0421 0.5968 1.0000 0.5968 0.0421 -0.3498
-0.0472 0.0418 0.1449 0.1956 0.1321 -0.0564 -0.2976 -0.4458 -0.3498 0.0421 0.5968 1.0000 0.5968 0.0421
-0.0843 -0.0472 0.0418 0.1449 0.1956 0.1321 -0.0564 -0.2976 -0.4458 -0.3498 0.0421 0.5968 1.0000 0.5968
-0.0691 -0.0843 -0.0472 0.0418 0.1449 0.1956 0.1321 -0.0564 -0.2976 -0.4458 -0.3498 0.0421 0.5968 1.0000
-0.0259 -0.0691 -0.0843 -0.0472 0.0418 0.1449 0.1956 0.1321 -0.0564 -0.2976 -0.4458 -0.3498 0.0421 0.5968
0.0154 -0.0259 -0.0691 -0.0843 -0.0472 0.0418 0.1449 0.1956 0.1321 -0.0564 -0.2976 -0.4458 -0.3498 0.0421
Columns 15 through 16
-0.0259 0.0154
-0.0691 -0.0259
-0.0843 -0.0691
-0.0472 -0.0843
0.0418 -0.0472
0.1449 0.0418
0.1956 0.1449
0.1321 0.1956
-0.0564 0.1321
-0.2976 -0.0564
-0.4458 -0.2976
-0.3498 -0.4458
0.0421 -0.3498
0.5968 0.0421
1.0000 0.5968
0.5968 1.0000
N =
10000
BX =
Columns 1 through 14
0.9786 0.0153 0.0020 0.0017 0.0072 0.0136 -0.0003 -0.0027 0.0057 0.0107 0.0067 -0.0054 -0.0080 0.0087
0.0153 1.0118 0.0282 -0.0024 0.0132 0.0014 -0.0100 -0.0013 0.0027 -0.0063 -0.0053 0.0002 0.0073 0.0020
0.0020 0.0282 1.0001 -0.0102 0.0069 -0.0043 -0.0025 0.0138 0.0062 0.0054 -0.0136 -0.0069 -0.0284 -0.0005
0.0017 -0.0024 -0.0102 1.0003 -0.0074 0.0053 -0.0026 0.0080 -0.0047 -0.0063 -0.0050 0.0043 0.0087 -0.0078
0.0072 0.0132 0.0069 -0.0074 1.0081 0.0070 -0.0105 0.0092 -0.0117 0.0006 -0.0070 0.0037 0.0035 0.0243
0.0136 0.0014 -0.0043 0.0053 0.0070 1.0144 0.0010 -0.0108 0.0060 0.0116 0.0007 -0.0090 0.0037 -0.0021
-0.0003 -0.0100 -0.0025 -0.0026 -0.0105 0.0010 1.0012 0.0039 0.0011 0.0062 -0.0121 0.0019 -0.0017 -0.0002
-0.0027 -0.0013 0.0138 0.0080 0.0092 -0.0108 0.0039 0.9822 -0.0095 0.0068 -0.0001 -0.0088 -0.0050 0.0150
0.0057 0.0027 0.0062 -0.0047 -0.0117 0.0060 0.0011 -0.0095 1.0191 -0.0171 -0.0006 -0.0104 -0.0074 0.0031
0.0107 -0.0063 0.0054 -0.0063 0.0006 0.0116 0.0062 0.0068 -0.0171 1.0009 0.0043 0.0096 0.0072 -0.0029
0.0067 -0.0053 -0.0136 -0.0050 -0.0070 0.0007 -0.0121 -0.0001 -0.0006 0.0043 0.9883 -0.0016 -0.0081 -0.0078
-0.0054 0.0002 -0.0069 0.0043 0.0037 -0.0090 0.0019 -0.0088 -0.0104 0.0096 -0.0016 0.9765 -0.0061 -0.0163
-0.0080 0.0073 -0.0284 0.0087 0.0035 0.0037 -0.0017 -0.0050 -0.0074 0.0072 -0.0081 -0.0061 1.0170 -0.0036
0.0087 0.0020 -0.0005 -0.0078 0.0243 -0.0021 -0.0002 0.0150 0.0031 -0.0029 -0.0078 -0.0163 -0.0036 1.0116
-0.0042 -0.0125 -0.0044 0.0003 0.0114 -0.0079 0.0016 0.0038 -0.0103 -0.0107 0.0037 0.0033 -0.0112 -0.0056
0.0093 0.0051 0.0007 0.0161 -0.0040 -0.0115 -0.0009 -0.0047 0.0090 0.0063 0.0062 -0.0079 -0.0062 -0.0012
Columns 15 through 16
-0.0042 0.0093
-0.0125 0.0051
-0.0044 0.0007
0.0003 0.0161
0.0114 -0.0040
-0.0079 -0.0115
0.0016 -0.0009
0.0038 -0.0047
-0.0103 0.0090
-0.0107 0.0063
0.0037 0.0062
0.0033 -0.0079
-0.0112 -0.0062
-0.0056 -0.0012
0.9831 -0.0030
-0.0030 0.9701
ux =
Columns 1 through 14
0.1072 0.1996 -0.5867 -0.4510 0.1305 0.0072 -0.1840 0.3599 0.0797 0.2550 -0.1322 0.1880 -0.1148 -0.2152
-0.1732 -0.2777 0.2752 -0.0892 -0.2063 0.0092 -0.3523 0.2027 0.0077 -0.0468 0.0267 -0.4600 -0.3039 -0.2918
0.1954 0.5744 0.0723 0.0734 0.1572 0.1356 0.1220 -0.3030 -0.1064 -0.0345 0.2060 -0.0529 -0.3480 0.1266
-0.2917 0.2421 0.0792 0.0187 -0.1331 -0.0778 0.1319 -0.0132 -0.4710 0.6927 -0.0086 -0.2331 -0.0071 -0.1133
-0.1506 0.0047 -0.1931 0.4053 -0.0034 0.2388 0.3434 0.3072 -0.1958 -0.1254 -0.2635 0.0098 0.1394 0.0744
0.2537 -0.1050 0.1791 0.0562 -0.0448 -0.0053 -0.1070 -0.2472 -0.4310 -0.0913 -0.2010 0.5029 -0.1309 -0.5396
-0.0488 0.1074 0.0293 0.2423 -0.1277 0.2085 -0.3395 0.4490 -0.2245 -0.0554 0.6178 0.3021 0.0120 0.0806
0.2745 -0.3722 -0.2091 -0.1448 -0.4345 0.4067 0.0022 -0.3415 -0.0122 0.3149 0.1924 0.0355 0.0533 0.2506
-0.0872 -0.0238 0.0719 -0.1291 -0.2070 0.2798 0.4434 0.1394 0.0446 -0.0614 0.0495 0.0540 0.3404 -0.3832
-0.3231 -0.0950 0.2531 -0.1650 0.0688 0.0864 0.3911 0.0509 0.3715 0.1620 0.2077 0.3710 -0.4527 -0.0524
-0.0182 0.3416 0.1614 0.2819 -0.3732 0.3098 -0.2917 0.0229 0.4113 0.1564 -0.4680 0.1288 -0.0759 0.0160
0.4666 0.1185 0.1074 -0.1510 -0.5004 -0.3091 0.3258 0.3639 -0.0949 -0.1504 -0.0601 -0.0777 -0.2512 0.1510
0.2467 0.2884 0.0272 -0.0954 0.0661 0.3190 0.0404 -0.0518 0.1805 -0.1265 0.2456 -0.3655 0.1742 -0.4245
0.0787 0.1826 0.3607 -0.1251 -0.0773 -0.3789 -0.0963 0.0173 0.1910 0.2050 0.1153 0.2159 0.5513 0.0395
0.0212 0.0210 0.4241 -0.4996 0.2575 0.4280 -0.0827 0.1744 -0.2834 -0.0694 -0.2620 0.0167 0.0884 0.3410
0.5224 -0.2759 0.1927 0.3395 0.4207 0.0607 0.0805 0.2746 0.1350 0.4307 -0.0161 -0.0815 -0.0445 -0.0539
Columns 15 through 16
-0.0147 -0.1918
-0.0433 -0.4554
0.1856 -0.4922
-0.0365 0.1949
-0.4649 -0.3764
-0.1372 -0.0139
0.0587 0.1154
-0.1434 -0.1637
0.5809 -0.1467
-0.2697 0.0451
0.0866 0.1178
-0.0516 0.1397
-0.4483 0.2857
-0.2469 -0.3883
-0.0285 0.0622
0.1416 -0.0200
vx =
Columns 1 through 14
0.9388 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0.9486 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0.9571 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0.9610 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0.9698 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0.9797 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0.9834 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0.9898 0 0 0 0 0 0
0 0 0 0 0 0 0 0 1.0045 0 0 0 0 0
0 0 0 0 0 0 0 0 0 1.0090 0 0 0 0
0 0 0 0 0 0 0 0 0 0 1.0152 0 0 0
0 0 0 0 0 0 0 0 0 0 0 1.0249 0 0
0 0 0 0 0 0 0 0 0 0 0 0 1.0280 0
0 0 0 0 0 0 0 0 0 0 0 0 0 1.0414
0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
Columns 15 through 16
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
1.0474 0
0 1.0646
A =
Columns 1 through 14
0.9187 0.3074 -0.0172 -0.1633 -0.1756 -0.1047 -0.0144 0.0441 0.0508 0.0343 0.0061 -0.0093 -0.0160 -0.0187
0.3127 0.8454 0.3111 0.0150 -0.1500 -0.1630 -0.0949 -0.0190 0.0344 0.0544 0.0396 0.0115 -0.0081 -0.0191
-0.0137 0.3092 0.8525 0.3256 0.0074 -0.1431 -0.1585 -0.1073 -0.0190 0.0384 0.0598 0.0386 0.0196 -0.0084
-0.1663 0.0073 0.3258 0.8467 0.3119 0.0043 -0.1408 -0.1695 -0.0934 -0.0143 0.0436 0.0506 0.0360 0.0127
-0.1762 -0.1473 0.0150 0.3133 0.8330 0.3027 0.0104 -0.1489 -0.1534 -0.0976 -0.0120 0.0362 0.0485 0.0311
-0.1048 -0.1600 -0.1401 0.0037 0.3045 0.8282 0.3068 0.0095 -0.1422 -0.1646 -0.0943 -0.0138 0.0339 0.0499
-0.0148 -0.0927 -0.1633 -0.1474 0.0075 0.3070 0.8306 0.3112 0.0055 -0.1467 -0.1559 -0.0946 -0.0169 0.0334
0.0421 -0.0139 -0.1083 -0.1643 -0.1434 0.0105 0.3029 0.8429 0.3055 0.0065 -0.1440 -0.1558 -0.0940 -0.0253
Информация о работе Генератор векторных реализаций случайного процесса