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文件名称:Wiener
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设计一维纳滤波器
(1)产生三组观测数据：首先根据s(n)=a s(n-1)+w(n)产生信号s(n)，将其加噪（信噪比分别为20dB,10 dB，6 dB），得到观测数据x1(n), x2(n), x31(n).
(2)估计xi(n)，i=1,2,3的AR模型参数。假设信号长度为L，AR模型阶数为N，分析实验结果，并讨论改变L,N对实验结果的影响。
-A Wiener filter design (1) to produce three sets of observations: first generating a signal s (n) according to s (n) = as (n-1)+w (n), to add noise (20dB SNR, respectively , 10 dB, 6 dB), to obtain observational data x1 (n), x2 (n), x31 (n). (2) estimate xi (n), i = AR model parameters 1,2,3. Assuming the signal length L, AR model of order N, analysis of experimental results and discuss the impact changing L, N of the experimental results.
(1)产生三组观测数据：首先根据s(n)=a s(n-1)+w(n)产生信号s(n)，将其加噪（信噪比分别为20dB,10 dB，6 dB），得到观测数据x1(n), x2(n), x31(n).
(2)估计xi(n)，i=1,2,3的AR模型参数。假设信号长度为L，AR模型阶数为N，分析实验结果，并讨论改变L,N对实验结果的影响。
-A Wiener filter design (1) to produce three sets of observations: first generating a signal s (n) according to s (n) = as (n-1)+w (n), to add noise (20dB SNR, respectively , 10 dB, 6 dB), to obtain observational data x1 (n), x2 (n), x31 (n). (2) estimate xi (n), i = AR model parameters 1,2,3. Assuming the signal length L, AR model of order N, analysis of experimental results and discuss the impact changing L, N of the experimental results.
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Wiener.m
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