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随机信号的功率谱密度估计方法仿真目录摘要..........................................................................................................................................................IABSTRACT...........................................................................................................................................II引言..........................................................................................................................................................11绪论....................................................................................................................................................21.1功率谱研究的发展过程..............................................................................................................21.2功率谱估计方法提出..................................................................................................................31.3功率谱估计应用及用途..............................................................................................................3２MATLAB软件介绍.............................................................................................................................52.1MATLAB产生的历史背景............................................................................................................52.2基本功能......................................................................................................................................62.3应用..............................................................................................................................................62.4特点优势......................................................................................................................................73随机信号的古典法谱估计................................................................................................................93.1周期图法......................................................................................................................................93.2相关法谱估计（BT）...............................................................................................................93.3巴特利特(BARTLETT)平均周期图的方法.................................................................................113.4WELCH法.................................................................................................................................14４各种估计方法编程与分析............................................................................................................164.1直接法........................................................................................................................................164.2间接法........................................................................................................................................184.3改进的直接法：........................................................................................................................194.3.1Bartlett法...........................................................................................................................194.3.2Welch法.............................................................................................................................204.4各种方法的比较总结................................................................................................................23５结论................................................................................................................................................24参考文献................................................................................................................................................25I摘要对确定性信号进行傅里叶变换是在频率域分析研究的理论基础，但对于随机信号来说，其傅里叶变换并不存在，因此转型研究它的功率谱。功率谱估计是数字信号处理中的一个重要组成部分，其理论研究已经非常成熟，但是传统的仿真实现由于计算量的庞大而往往令人望而却步。采用功能强大的MATLAB软件对常用的几种线性法功率谱估计进行仿真，通过仿真结果讨论了这几种功率谱估计法的特点，并对其比较分析，便于深刻理解各种方法的特点，从而在实际工作中做出合理的选择。本文简要介绍了MATLAB仿真软件的基本功能、特点和优势，然后具体介绍了周期图法、平均周期图法、窗函数法等几种经典的功率谱估计方法的原理，并对各种方法进行仿真，通过结果分析其优缺点，对这几种方法进行质量评价，并提出了改进方向。关键词：自相关函数;功率谱;MATLAB;随机信号IIABSTRACTFouriertransformofthedeterministicsignalsisthetheoreticalfoundationofthefrequencydomainanalysis,butforrandomsignal,itsFouriertransformdoesnotexist,sowechangetostudythepowerspectrum.Powerspectrumestimationisanimportantpartofthedigitalsignalprocessingwhosetheoryiswellestablished,asthelargeofcalculatedquantityoftraditionalsimulationoftenpreventpeopletowalkmore.weemulateseverallinearpowerspectrumbyusingMATLABsoftware,wecouldgetcharacteristicsofthosepowerspectrumestimationanddiscussionsofthesetypesofpowerspectrumestimation,wecompareandanalysisthemtofacilitateadeepunderstandingofthecharacteristicsofvariousmethods,andmakeareasonablechoice.inpracticalwork.Thispaperintroducesthebasicfunctions,featuresandadvantagesofMATLABsimulationsoftware,thendescribetheclassicspowerspectrumestimationprinciplesuchascyclegraph,theaveragecyclediagram,thewindowfunctionandsoon,andsimulatevariousmethodswecouldgetitsadvantagesanddisadvantagesofseveralmethodsbytheresults,assessthequalityofthesemethods,andrisetheimproveddirection.Keyword:matlab;powerspectrumestim