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

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

Inverse z transform, after solving the difference equation using z transfor...

after solving the difference equation using z transform, how to find the inverse z transform for the answer

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.

MEAN VALUE THEORM, APPLICATIONS OF LAGRANGE''S MEAN VALUE THEORM?

APPLICATIONS OF LAGRANGE''S MEAN VALUE THEORM?

Calculate the sequence from aitken’s method, Values from the iteration x = ...

Values from the iteration x = cos(x) are: x 0 = 0.8, x 1 = 0.696707, x 2 = 0.766959, x 3 = 0.720024, x 4 = 0.751790, x 5 = 0.730468. a) Calculate the sequence {y n } fr

Lagrangian coef?cient polynomials, Prove that the Lagrangian coef?cient pol...

Prove that the Lagrangian coef?cient polynomials for p n (x) satisfy ∑ n k=0 l k (x) = 1. Hint: It is only a 3-line proof. Consider the interpolating polynomial for a constan

Jacobi and gauss-sidel , Code and test Jacobi and Gauss-Sidel solvers for a...

Code and test Jacobi and Gauss-Sidel solvers for arbitrary diagonally dominant linear systems.

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