Question: ( programming ) Construct a random, length - 1 0 2 4 , zero - mean, 1 - variance AR - 1 sequence array with

(programming) Construct a random, length-1024, zero-mean, 1-variance AR-1 sequence array with
=0.9. You may use "rand" function of Matlab (with appropriate parameters) in a for loop during
the generation of this random sequence with given statistics. Theoretically, the 88 autocorrelation
matrix of this process is expected to be close to:
R=[1cdots7vdotsddotsvdots7cdots1]
You are supposed to construct the 88KLT matrix both from the above theoretical
autocorrelation, and from the numerical approximation of R(0),R(1),dots,R(7) by multiplying
corresponding shifted samples and averaging: R(k)=average{x[n]*x[n-k]} through your
generated data.
You need to find the eigenvectors (corresponding to largest eigenvalues) of the two cases of the
autocorrelation matrices to construct the basis matrix: U, and then evaluate T=U-1.
Plot the 64 basis images (with proper scaling for a nice gray-scale image output) of both cases by
taking the outer products of columns of U.
Finally, plot the basis images for the 8x8 DCT transform. Are the above basis images similar to
DCT basis images? Which would you prefer? Why?
 (programming) Construct a random, length-1024, zero-mean, 1-variance AR-1 sequence array with

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