随机信号的功率谱估计法简介

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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..............................................................................................................31.4本课题研究任务..........................................................................................错误!未定义书签。2MATLAB软件介绍.............................................................................................错误!未定义书签。2.1MATLAB产生的历史背景............................................................................错误!未定义书签。2.2基本功能......................................................................................................错误!未定义书签。2.3应用..............................................................................................................错误!未定义书签。2.4特点优势......................................................................................................错误!未定义书签。3随机信号的古典法谱估计................................................................................................................43.1周期图法......................................................................................................................................43.2相关法谱估计(BT)...............................................................................................................43.3巴特利特(BARTLETT)平均周期图的方法...................................................................................63.4WELCH法...................................................................................................................................94各种估计方法编程与分析............................................................................................................114.1直接法........................................................................................................................................114.2间接法........................................................................................................................................134.3改进的直接法:........................................................................................................................144.3.1Bartlett法...........................................................................................................................194.3.2Welch法.............................................................................................................................154.4各种方法的比较总结................................................................................................................185结论................................................................................................................................................19致谢..........................................................................................................................错误!未定义书签。参考文献................................................................................................................................................20I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,andsimulatevariousmethodswecouldgetitsadvantagesanddisadvantagesofseveralmeth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