用一个2阶的AR模型产生一平稳的随机过程s(n)。



其中， ， ， 可任意选定。

再产生一方差为 的白噪声 。接收信号为

，

要求对接收信号进行维纳滤波，输出信号为 。

1，　　给定维纳滤波器的长度M，考察代价和函数与SNR之间的关系。

2，　　给定SNR,考察代价函数与信噪比之间的关系。

3，　　做一步预测，代价函数随滤波器的长度和信噪比的变化关系。

-With a 2-order AR model to generate a stationary random process s (n). Among them,,, can be arbitrarily selected. Accrue to the white noise variance. Received signal, the received signal requires filtering, the output signal. 1, given the length of the Wiener filter M, investigation costs and the relationship between function and SNR. 2, for a given SNR, the cost function and examine the relationship between signal to noise ratio. 3, do step prediction, the cost function with the filter length and variation of signal to noise ratio.