30 lines
677 B
Mathematica
30 lines
677 B
Mathematica
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close all;
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clear all;
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% GENERATE SIGNAl
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noise = randn(50000,1);
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x = filter(1,[1 1/2 1/3 1/4], noise); % 3rd order forward predictor
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x = x(end-4096+1:end); % last 4096 samples of AR process to avoid startup transients
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% LPC
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a = lpc(x,3); % signal, filter order
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est_x = filter([0 -a(2:end)],1,x);
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% COMPARE LAST 100 SAMPLES OF EACH
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plot(1:100, x(end-100+1:end), 1:100,est_x(end-100+1:end), '--')
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grid
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xlabel('Sample Number')
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ylabel('Amplitude')
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legend('Original signal','LPC estimate')
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% PREDICTION ERROR
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e = x - est_x;
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[acs, lags] = xcorr(e,'coeff');
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% PLOT AUTOCORRELATION
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figure(2)
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plot(lags, acs)
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grid
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xlabel('Lags')
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ylabel('Normalized Autocorrelation')
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ylim([-0.1 1.1])
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