Produce a discrete time series, Engineering Mathematics

Assignment Help:

Produce a discrete time series y(ti) by super positioning 5 cosinusoidal components,

419_Produce a discrete time series.png

for your own choice of the amplitudes (aj) and frequencies (fj).

Add some Gaussian noise to each digitised value. Experiment with amplitudes (including that of the noise term), and frequencies, showing results graphically. Then smooth your noisy time series with at least two different filters, e.g., a simple moving average smoother and an order two binomial filter.

1181_Produce a discrete time series1.png

Discuss the relative performance of the smoothers. You should consider quantifiable parameters such as; variance, r.m.s. deviations from the noise-free time series, and signal attenuation. Comment on the validity of the expression below, for your chosen smoother.

1725_Produce a discrete time series2.png


Related Discussions:- Produce a discrete time series

Numerical integration, There are many situations which call for the replace...

There are many situations which call for the replacement of an integral by a sum, or vice versa. In the former case the highest accuracy is sometimes required. This means that in t

Calculate the heat transfer coefficient , A house wall may be approximated ...

A house wall may be approximated as two 1.2 cm layers of fiber insulating board, a 8 cm layer of loosely packed asbestos, and 10 cm layer of common brick. Assuming convective heat

Estimate lowest and highest byte memory, What are the lowest and highest a...

What are the lowest and highest addresses in a 2 20 byte memory in which a four-byte word is the smallest addressable unit?

Pawel, how much for small assigment question ? differentation ?

how much for small assigment question ? differentation ?

Vector, prove that A=3i+j-2k ,B= -i+3j+4k, C=4i-2j-6k can form a triangle a...

prove that A=3i+j-2k ,B= -i+3j+4k, C=4i-2j-6k can form a triangle and find the length of the medians of the triangle.

Polynomial approximation, how to program lagrange polynomial approximation ...

how to program lagrange polynomial approximation with MATLAB

Database management system, outline the three schema database architecture ...

outline the three schema database architecture clearly explaining each level and how the user view the information

Weighted aggregate , The data of the table below give details of the compon...

The data of the table below give details of the components, prices and standard quantities used in making a kind of chemical. Measure  the composite index with 2007 as base year us

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd