. For k>o . o _ El Xlnrvlara)) = El 2 atuln-eula rns) ri = satel Uly-sJolotw) S-f.6 78 BR des - _ Paes ze ~~. _CAnplet bRye = p> hk > - ElUla-0) vinth)) = © a ralkl = acxle-)} koe felled oe fx hip = & fuels rr Ae , az = dd = Ax Lo Vx lh) = &4 pe fod (a) a 025, of 21-0? (0) 9+ 098, 98 1-8 Figure 17.6; The autocosrelstion sequence for autaregramive random processes with diffrent parameters.OWE LAST PROPERTY of ACL ss PeSitIve Di FiW/TEMESS, ReEeCALY THAT Co! ee DP Stuf oe van (Y)= var (ae xd t,x bi)) SEE Supp = fa var(xyor) covicter sm \[%) o6 4\ . Fer Ati ge a, ( HoT fog 2e Toy oe 2 Mow ASSume x Jad Dee Hew 2 Cy e | Fila EVES XT | 1 E(xb) xfer) ED x* My J = [ Tx )e7 TTT [ty Petes J Ll B ALLE Tepe fe Te bf — AELAT how L1ATRIX = b Ad Atixt BS > oR Pelol? © ALREADY kwow yt er he Ce ey 2 2 > ff, yi ‘, PHIL Rul ike SEVERALLYse X= ) x po KL x ded” be = [I ID = xfID FR Joy TONED rx Fv) Pelwey fe lur2d fe Jes 2. x. PLAZES LARGE VUMAPR OF ConrTRienT — cs S 2b Te RE. PeSITIVE SEn/PEF TATE SE OvENce A mest GENeRAL ConD/T Jor foe cxamere ys e (xls) . - aTRsa > . en Gopje Vi GES _ AE Ss ad) San - GLE Lira _ a sr a a WE ? > a alee ~ ok hy = Wn EX > uA Pe! aca - ~ _ WHAT IS me? ae = Ext) Foe - A ITs 5)ie Sew Ye GE rtth nicht _ Tia uh ab 1] temporal averaging sala rhe | Hittite att di —__ envenable averaging Vertical dashed line indicates “easemble averaging” while horizontal Indicates “temporal averaging.” ° a oWwhy USE ONE ovrcCon€e. Woe THAT FoR = Fe, ind > n= Figure 17-7: Several realizations of WSS random process with gix{n) = yo ~ 2. dashed line mm. Selcene OF x 118) GIVES ne SL Sy 1.9 ee AE ND - Eq@vpar 22 —_ | - Lo GIVES AgevE Limir= ELXYH) Seve ee A 45e OB ypu s Let HAVE Elxlalf=u For Alin. way? . —___.____JF_ Te¢ PORM. AvERACE = EWSENALE AVELACE,THON Wwe SRY THAT ae! 2 = & , Lym a Lula = Lit 6 2 tml = me No neo Moe mre f pny a Bay Ss IN SEWER L REALIZAT fond aol GEnera A Nz WHOvy WiLL & = Eka Nie Vw SAMPLE per 2 cenranwey Foe LEP ee -wny? JN GEVERAL, SINCE wel El ay)= 3 ZeElxay = « a2 WE KEeUIRE VAR LMy) me, FOR Trp RE VAR dy) = O%y Pe. in This CASE RP IS CRIS Te BE FYE O2I0 WW THE Nea. EMAMpPLE ; GCEVERRE MA RP. ] PRE oF Vlad wer Specifier, arro Elvla gee. xfap= & Clare vlaay El vioi) = <0 4 Lo VAR Culal) = Tu r YEn)’?S UNE SRRELATEDCw EAspiy Sew flap pe wos CSRn€ CALCULATIow©S AS ERUISIAN CASE) a WISH Te ESTIMATE Ef xXladl ere Hn. EVxi)) = E] RL vfostviaay) = iL = at Dee HK NEG to Five VAR dys Coore Copesca ser STNCE SAMPLES oF Xa) ACE COPRELATEr) PORELXTED van (4 Esl) = along SEE Supe jh Fem aye i, — lex)ey > & | Ortes-etxem)*1y)-Elx171) } 7 . (0) ELEMENT CES Ly ws Ber Klnfrelxiais = Blas tola4)/ ~ 4 = EWU apr M Play veer WH lTe Nojse —=" fn - tye Ulay _ El binipre = 2 oln) t BlawJs lxdeg ~ be [Gis Bled Gry r6g-0d) > BE) FD Iple Gel ced Cys guralgred _ re Tp’ +5el Blew vig) + GELB Coy Clad oy” §lgrer Te Big aSenta DLe) 15 Wyre WISE, (Cxlep B Rev bay Ba legs oS 6 THR SE Sth say [Oe Ble ee 88 TE ANS Ow . £ f a” a 1 oS ne ° = = Te of nN” poe > ann KS PC owAL UPPER Dips, Lowen DIAG. = oer op OU WA » Kh + Ty Na +O Wel 5 £ M2e ZV - NW Be we °F D> ERbonse EN. COV TER EXAMPLE ° Rpwren DS LEVEL XL) =A ~eoKn soe Wrere A~wn(o1) werk Mx lal ® El xii FElA) =o = wpe Cx LR) = Elx Jax )arey = B/A*) = — Nor DEPENDENT ow 1 PP wsBE Yar(An) * rene = arkya wnye 2 Z a 2 oe rn cane . y Pre MW Chat) po As AS NA 00 : ghia Ay * 70.63 ey CELERE SESS SOUS SST SSS TT Crores -— i Lo For Ruy w zi 7 hin onm “HAUNT HTLTH TTT pS eT 1) 6Fetewee Feel veataeaeatansegoacns IN SV ARUIRANEE : : MATRIcet BETWEN ” THIS AND MA Figure 18 Soe rlntons af he asdom DC epoca BRA WPL NEED Cov (x) a) Xa ehy) we Ar hae. es TH ha Me* POWER SPECTMAL YZ RECALL PR PROCESS EXAMPLES: ‘ . GES Ef Th Bh aqua omy Hf ! IH {lt (Comparep oF Ss SoS Low FREQUEN ES) (@e=025, of =1-08 CHANCES RAP/DLY CP iCh PRERUENCES) Figure 17.5: Typical realizations of autoregressive random process with diferent parameters, a oa 4 Serre (4-025, of at-e (0) a= 084, of =1-@ Figue 17.6: The autocorrelation for autoregressive random processes with siferent parameters. LITTLE, CORRELATION FoR PETER STIC S/W ALS THe Pouesen TRANSFORM MEASURES FREQUEWCY GoNTEWT- CAW WE “SE IT HERE Ff ConC/DER Powe Cow TNT pvp “SE (Caer A Pek oD°Gean) . er = Xfape ™ Ree Boxter] ~ este 4% (READ APPEWD/x I)jl MArwLy Low Boe ees FRE gummy , : . Con TENy a A ae i sroa-aa-aa-bs 9 oraz : Power (0) #=0%6 0) =1-¢ pisrRigvrey AT [igure 17: Periodogram for autoregroasiva random process with dierent params: tse. The elation shown in gue 175 were ed to pert harem ALL FREQUENClESs (9) 0025, 28 CURVES APPERR SoMpEWHAT RAWDSH RS THEY SAe vi fas “pat fo [> — 4 a t/Fxlve? Exsrimnge Px CF) = HIEER / RAW PH VARIABLES 7 9 Cx )22 X bt) 00. fan 2 MAT oe NEED AVERAGE Powe NySTRIBUT/OW PLS e S/NCE FOURIER TRAaWS FORM OF A SESMEVT OF WAVEFeRA (oR Time WIN PeweD) PReDveES SmooTyED RESULT, NED xfar -o Pe ft) = Lin ame! 2 xine? / J Moe ta) IS DEFs WED AS THE POWER Shee TRAL Tae pewry (PSR) OF x/n3 Xo) Mulr BE WIS FoR THI TO RFP(wee Se war croarey). No . PIP Pees NoT PROVIDE ANY PHASE IV F oRMATIoj. DUE To | |” EXAMPLE WHs PE NOISE ae tx le) = 6> & lk) Px fF) ~ 25-4 rome ((z x tase? ore) z Aims en) +) ee aS, face 27 ner Mammy -g2rtim-a uw Zt Elxloiximyy oF nace wm "oe LL / Te I=) ae Wr Rene! aa = peer $ bana Bain Tap, SB C+ Slmnny € F on now a oRN , 2 2 ~ im Sapp 2% 8 ber oe sO be eK noe naam Mo Peffi ot. HRS EQUAL Con TR jau7/ ors LL = F CF FEWER AT ALL ~ FRees, 2 wHsTE ——— Id GENERAL, ah prt tlm, : m—ny Rel) = Lin on ZR Celemony <7 ame 7 nen mane CRN SARL FY VIEyo4 ZZ glm-ny = sun BF Eby rs oa Az") men) -1 gies grupra) mre |G glen 52-4) gle) ghey goes " 7 lray F2g bit 39 )e) tralia rgle = Ca-tkt) g Cr) heen 0 og FE gimen)e E lawn Meld 9k) Rep men Renan , 2A path 2 Pett} tym Fpap %_CMP AIRY alba € Nac hee za tht ag sae = Lig a La ralhpe 7 Hee ke t. My eee eye Pr a PID JL DISCRETE -Tie FOURJER TRAUSF ORM OF ACS. > Wrewer- KHINCHINE THEORET EX Arg PLE Waite Wosse AC RIN fal Ry >= O* Sle Pelty = Etudes ed?ox = SF pt Stpye d7Fh x ge heres NOTE Plro TRAT TOTRL AVERR SE POWER eR Elx*lal = rxleJ*™ 67 yr EQUAL T° AREA UNDER PSD CURVE. bits 2 Exorapre AR RP. vx lhy= gu a/*! 1-4> Aelo= Z. ee a lhl ge Terth ~am ec Rew fu" z gh earth Farl peve SB gh evrtk eed eth Sh -parth +g. ‘+ 53 = a + fare ] =e | fact tshy Bac t)H| ke! hte oO k zk Zz > Bur a soe MEN (2 compte) t Fivce Jae’? = Jalal tHe Caw ec User, at f _ oe ae? a Pe /#) = yoa= f y-aega * aevT ) ~ ou jean SEE BooK = ou “ef EE Dt Q~- 28 CoSfer$)$ s 2 24 TRE ‘ v i PDs ! | Saas perwie SEG y Nes (w= 025, ob mL ~ a? {6} 0= 098, of =1 =a? Figure 17.13: Power apectal dest for antoreresive random process with dite- cot paremeters. "The perodograms, whch ar eft Pe, wee given a igus m8 3. si. a cep <| : =| _ ESTIMATES z 4 : (ne el) Z PG 7 Satna garaiare Sarasa wee NO Mood (9) 0-095, 0} 1-2? (bya 2005, of 1-2? Figure 17.9: Periodogram for autoregressive random process with different paraia- ters. The realizations shown in Figure 17.5 were ued to generate these estimates. PROPERTIES OF PID (27 - PLR AS REAL FuNeTyo Pil) = SEE Book 2 x/b) cosparep) IDE = PSD IS None GATIVE here WILE Prove care (ALSO SEE DEFw/rion) 17.7 ~ PYR dS SY teree ARour fe (EVEN Fesetyony 47/0 ~ PLSD iS PERICDIC WT PERI op i Pa lhrij =P §9 we USE SEE Brox ASF EKI7U~ ACT CAN ge RECOVERED Fesn PID Sice Pel f= SF pe lh) ad 7 ht-ee 4 INVERSE JL, Felt, PT at “Fourser 7 TRAV FRM LL L616 Crs Fhe) df Wy? “ > Lx }k) 27.12 7 PLP YELPS AVERAGE POWER OVER BAND OF FLE@uEWCES AVERAGE PHYical Power id Lf ALJ = A 2 Fal OF fy PROF Gives LATER NeTE Howe veR THAT FoR ENTIRE BAND + 4 = a fo Paltsat = f* pripat Way? -f a = fx joj TerTRL AVERAGE Powe =x /o) 4‘ =f plbrdt PASE @ IFO AE veoh76 ESTIMAT) OW OF ACS ane iy PRR CTICR WE KAYE AYRILABLE A SECNEWT GF ONE REALITATION, SIMILAR Te NERA ESTIMAT{9N fol WHIEH WE USED dty > £ ZK AS A8 ESTIGAT*R FeR EL XI), How MUST ESTINATE fxtkhj* E) xXIoi xlrrkis nee Conszex bzk, rx lhoJ 2 El xl Klara} ] LET Ylos * xX lotXheke ys > Sulbe) = El y¥laV 7 een oe Trier DERE DENT on SANE SETUP AS BEFE A wo DSE x Vhka)d = Zyl t a as Ne ep OS xbox lar hed hee Are Cath = relay 3 SLIGHT PRORLEN IS ° Owhy Mee zo y Given x Los Rid oy Kini] Nuss HAVE Dtke fn-r PH b Wepoks A 1 the re (hd = FoR, Klas dLethyy nite NUA BOR OF TERS AVERACED177 OR FiWatey HF xbe) hi) vy tela) Ehven, . 4th Pe (hj= Wok Kel oleens Beet was Fe@ A 6e0bd ESTIMATE WE REQUIRE N>>Ranu SeveE Foe ERAMPALE IF hens Aai-le Klas elatn-y) nee “ ' Px (WD) eGo? = 1% x(n} darWH nee = &Lle) xm Iw-i) NUMBER oF TERNS JN AVERAGE = W-k were TRAT El Fx tea] = tx (hk) fa Foe Merry RPL AS Nee Fx th) > Pell rae AF Nt VERY Perk Here “ps se Wek TERAS (0 AVERAGE ()0= 025,08 1-0 (ham 098, of 2-7 Figure 17-12: Estimated ACSs (dack lines) and the true ACSe given in Figure 17.6 ‘Hight lines) for the AR random process realizations shown in Figure 17ae[0;90] ;Medengeatn) ; ‘410.28 ;22-0.98; ce a0 ln) Kee lal ~ et A oem erie; ALRERDY GENERATED Rost ett, 1)=(4/(0-2) Jou (22(1:Nek) -#x2( Lo 8)): Pe Lh) ES TIIATI ON OF PID RECALL DEF sA/TION e-gurrn ‘} PCE) > Lae Ferra) mre! Exe a / Nae SEGNENT OvLy WAVE THE REBLI ZATION, fxrer xu). 1 Bl ad > CAw/T TAKE Linyr Ave we E }, To APPROXI RTE £f) SPER ATI on Wits CAs IS AN AVERR CR “Deuw THe EwEnaLe" oF REALI LAT OWS ! xdad ZL Bipecky a LEW Saneces J 7? | a” PER Block BLK Blog BLocx o f xm gelns> Klneei) n= eke Q é a Vee An vy ZedAide _ oo Le . > fx (Ff) = 4] Tye inp e verte | ho ESTIMATE BASED ww BLOG o P AYERACED PERL 000 CRAM Es riyy Th jt “ LS Bw, Pry B= OE 2 CAW Show THAT AS wo 50 THAT Ze AWD L> Pav b> Pa Cbd Pxio) = 99 Pf) N =3)0 Lt/seo 222) Siaearaaar pores ares Saresaeat 4 Stereos (anos, ef 1-2 (an 099, of 1-2 Figue 17.1: Power apcraldena for astregreive andom prin with dil SEE MATLAB cciyaraneers The prodogans, whit ar einsiel PSDs, wee ge a Figure Cove OW 29. PO She " Pel) = 425] Pxifh Pall) bee se ee Ssarasaa 4-93 OE-RT YOY OF OF OF 05 @ crap or ores 7 &) Sob =1- 2 (9 =098, Figure 17.13: Power spectral density estimates wing the averaged periodogram ‘method for autoregressive procases with different parameters. The true PSDs are shown in Figure 17.11.CONTINV OVS ~ TIE WSS Rhr ee eee Xft) 00 CL Be IF OWSI, THEN ix les = E IX) =a wot Ixfxp? E) xX bey Xferey) ~ 6 he ag Px 45 Crecep RUToCoRALLR Toa FuxeTjon (ACh (% = LAG) PRe PRES PRta~ PF x(2) 7° Ane Cx Cot ~E [x* fH) IS TOTHL AVERAGE POWER ITA xe (2) * refs CE VEY PRs = Irxlrsf «rx fos S7.J6 7 < Px le ( asrentes ) Pvc, peor Px/od ate ATT > Px > a> AS &+e ABE — RE IS pocvrqpe SEM) DEPIA ITE Fuwerpen PSD IS pEFilbepd AS Pulp) + we te[ | IP xa eae |)