pjt.zip_zip

function[spect2,f2]=shownew(b,a,n) %function[spect2,f2]=shownew(b,a,n) % This function computes the "spectrum" (i.e., the squared % amplitude of the frequency response function) of a stochastic process % % a(L)x(t) = b(L) e(t) % % where e(t) is a white noise with unit variance and % a(L) = 1 +a1*L + ... + am*L^m, b(L) = b0 + b1*L + ... + br*L^r. % The frequency response of x to e is computed using FREQ. Then % the spectrum is computed as the squared amplitude of the frequency % response. % % The parameter n must be a positive integer power of 2. The parameter % n determines the number of frequencies at which the spectrum is computed. % The parameter "st" is a string with which the program will label % the spectrum during plotting. % % The spectrum and frequencies at which the spectrum is computed are % returned in spect and f, respectively. s=freq(b,a,n); spect=(abs(s)).^2; f=2*pi*(0:n-1)/n; n2=n/2; f2=f(1:n2); spect2=log(spect(1:n2)); %axis ([0 pi -1 1]); plot(f2,spect2) axis ([0 pi -inf inf])