Mapping from the autocorrelation sequence

Assignment Help Basic Statistics

Reference no: EM131834783

The Schur recursion is a mapping from the autocorrelation sequence rx(k) to a set of reflection coefficients.

(a) Write a MATLAB program that implements the Schur recursion. Using the flops command, compare the efficiency of the Schur recursion to the Levinson-Durbin recursion to find the reflection coefficients Γ_j from an autocorrelation sequence r_x(k).

(b) Derive the inverse Schur recursion that produces the autocorrelation sequence r_x(k) from the reflection coefficients Γ_J, and write a MATLAB program to implement this recursion. Compare the efficiency of the inverse Schur recursion to the inverse Levinson Durbin recursion to find the autocorrelation sequence from the reflection coefficients.

Reference no: EM131834783

Questions Cloud

Wide-sense stationary random process : Assuming that x(n) is a wide-sense stationary random process with autocorrelation sequence rx(k), find the values for a and b that minimize

Draw arithmetic expression tree that has four external nodes : Draw an arithmetic expression tree that has four external nodes, storing the numbers 1, 5, 6, and 7 (with each number stored in a distinct external node.

Describe the role of community in online education : Write a one page explanation of the role of community in online education. Then, describe two ways that you, as a future online psychology instructor.

Decomposition of a hermitian toeplitz matrix rx : Modify the m"file rt og . m to find the Cholesky (LDU) decomposition of a Hermitian Toeplitz matrix Rx.

Mapping from the autocorrelation sequence : The Schur recursion is a mapping from the autocorrelation sequence rx(k) to a set of reflection coefficients.

What are the minimum number of internal and external nodes : What are the minimum and maximum number of internal and external nodes in an improper binary tree with n nodes?

How the learning theory that you selected might support : Explain how contemporary and emerging theories of learning have evolved from traditional schools of learning (behaviorist, cognitivist, constructivist)

Design a two-pole lattice filter : Design a two-pole lattice filter that has poles at rej? and re-j? and draw a carefully labeled flow graph of your filter.

Which nodes are in the subtree rooted at node projects : How many ancestors does node cs016/ have? What are the siblings of node homeworks/? Which nodes are in the subtree rooted at node projects/?

User Account

All Pages