利用matlab对随机过程课程的仿真



1、利用matlab绘制随机过程的谱密度G_x (ω)=2αβ/(β^2+ω^2 ) (α、β为正数)的图像。

2、绘制白噪声的功率谱密度函数G_x (ω)=N/2和自相关函数R_N (τ)=N/2 δ(τ)的图像。

3、分析低通白噪声和带通白噪声的功率谱密度函数和自相关函数的性质并举例同时绘制其图像。

-1, drawn using a random process matlab spectral density G_x (ω) = 2αβ/(β ^ 2+ ω ^ 2) (α, β positive) image.

2 for the white noise power spectral density function G_x (ω) = N/2 and the autocorrelation function R_N (τ) = N/2 δ (τ) of the image.

3, the analysis of low-pass white noise and band-pass white noise power spectral density function and autocorrelation function of the nature and the examples at the same time to draw its graphics.