Question: just help me do the exercise part in matlab 1. Estimate impulse response based on correlation Question: Given a black box system, how to estimate

just help me do the exercise part in matlab

just help me do the exercise part in matlab 1. Estimate impulse

1. Estimate impulse response based on correlation Question: Given a "black box system, how to estimate its impulse response/transfer function? Method: Assume the system has impulse response h(n). For input x(n), it gives output y(n) = h(n)*x(n). Consider the cross-correlation Tyx (n) = y(n) * x(-n) = [h(n) + x(n)] + x(-n) = h(n) * rex (n) in which rza(n) is the autocorrelation of the input signal. In the frequency domain, it gives Ryx(W) = HwRxx(W) We will demonstrate that, if the input x(n) is normally distributed random noise, we have approximately by (n) = n(n) This is because the autocorrelation of the random noise is approximately an impulse signal Txx (n) 8(n) and its frequency Rxx(w) * 1. This means we can use random noise as the input for the unknown system, and cross-correlate it with the output of the system, to obtain an approximation of the impulse response of the system. Exercise: For the following systems, compare the estimated impulse response based on correlation with the true impulse response. 1. y() + 0.5y(n-1) = x(n) 2.24+2.4921+2.242-2 2. H(2) 1-0.42-1+0.752-2 1. Estimate impulse response based on correlation Question: Given a "black box system, how to estimate its impulse response/transfer function? Method: Assume the system has impulse response h(n). For input x(n), it gives output y(n) = h(n)*x(n). Consider the cross-correlation Tyx (n) = y(n) * x(-n) = [h(n) + x(n)] + x(-n) = h(n) * rex (n) in which rza(n) is the autocorrelation of the input signal. In the frequency domain, it gives Ryx(W) = HwRxx(W) We will demonstrate that, if the input x(n) is normally distributed random noise, we have approximately by (n) = n(n) This is because the autocorrelation of the random noise is approximately an impulse signal Txx (n) 8(n) and its frequency Rxx(w) * 1. This means we can use random noise as the input for the unknown system, and cross-correlate it with the output of the system, to obtain an approximation of the impulse response of the system. Exercise: For the following systems, compare the estimated impulse response based on correlation with the true impulse response. 1. y() + 0.5y(n-1) = x(n) 2.24+2.4921+2.242-2 2. H(2) 1-0.42-1+0.752-2

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