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FIR_Filter

于 2010-10-31 发布文件大小:144KB

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A 10th order FIR system, excited by a sum of 5 sinusoids. Assume any numeric values for system coefficients and input signal parameters. The output of the system is corrupted by Gaussian observation noise with zero mean and variance 2 σ v (consider 2 σ v = 0.1 and 1). The estimator has access to the input and noise corrupted output of the system. However, the estimator has no knowledge about the system order, its coefficient values and observation noise variance.

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FIR_Filter

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