Matlab程序：AR随机信号功率谱

clearall;%%%%%%AR过程功率谱%%%%%%Nn=randn(1,4096);%产生高斯白噪声%Rn=conv(Nn,fliplr(Nn));%通过卷积求噪声自相关函数Rn=xcorr(Nn,Nn);%噪声自相关函数Fn=fft(Rn);%求噪声功率谱omega_n=linspace(0,2,length(Fn));subplot(2,2,1);plot(omega_n,abs(Fn));title('Noisespectrum');a1=0.1;a2=-0.8;a=[1,a1,a2];b=1;%AR系统函数的系数[H,W]=freqz(b,a,length(Fn),'whole');%求AR系统的频率响应，0-2pisubplot(2,2,2);plot(W/pi,abs(H));title('|H(\omega)|');Fx1=abs(H).^2.*(Fn.');%直接通过随机过程通过LTI系统的性质求输出AR过程的功率谱omega1=linspace(0,2,length(Fx1));subplot(2,2,3);plot(omega1,abs(Fx1));title('ARspectrum(method1)');h=ifft(H);%AR系统的冲激响应x=conv(h,Nn);%系统输出信号%Rx=conv(x,fliplr(x));%输出信号的自相关Rx=xcorr(x,x);Fx2=fft(Rx);%AR过程功率谱omega2=linspace(0,2,length(Fx2));subplot(2,2,4);plot(omega2,abs(Fx2));title('ARspectrum(method2)');