## Yule Walker Equations for LPC

Started by in comp.dsp16 years ago 1 reply

for a random signal (AR) y(k)=-a1y(k-1)-a2y(k-2)-...-any(k-n)+e(k) (e(k) is white noise) I am a bit confused - I understood the YW normal ...

for a random signal (AR) y(k)=-a1y(k-1)-a2y(k-2)-...-any(k-n)+e(k) (e(k) is white noise) I am a bit confused - I understood the YW normal equations were of the form Ra = b where R is the correlation matrix a=[a1,a2...an] is the parameter vector and b=[-r(2),-r(3)...-r(n)] However I see many web refs to the above which has the same except b=[sigma^2,0,0...0] where...

## Filtering base sound

Started by in comp.dsp16 years ago 6 replies

Here is the scenario, I have a room with a known noise source, and a normal sound source like a person talking, background noise etc. If I...

Here is the scenario, I have a room with a known noise source, and a normal sound source like a person talking, background noise etc. If I record the known source and also record the regular sounds can I use the recording of the known source to filter itself out of the regular sound track? Picture a room with radio turned on but off station, white noise, and then having a person speaking. ...

## Generalized Channel Capacity Theorem?

Started by in comp.dsp16 years ago 19 replies

We all know and love Shannon's original channel capacity theorem C = W * log_2 (1 + P/N). However, this assumes a white noise spectral...

We all know and love Shannon's original channel capacity theorem C = W * log_2 (1 + P/N). However, this assumes a white noise spectral density. Is there a formulation for channel capacity which takes into account a colored noise spectrum? -- % Randy Yates % "Maybe one day I'll feel her cold embrace, %% Fuquay-Varina, NC % and kiss her i...

## gaussian white noise generation

Started by in comp.dsp16 years ago 24 replies

hello can any one please suggest me how to generate guassian white noise with zero mean and variance 1 in matlab? thanks.

hello can any one please suggest me how to generate guassian white noise with zero mean and variance 1 in matlab? thanks.

## Filtering out pink & white noise

Started by in comp.dsp16 years ago 1 reply

Hi, I'm trying to filter out heavy white and pink noise in a wav file to figure out the frequency of a repeating piano note. I'm kind of a...

Hi, I'm trying to filter out heavy white and pink noise in a wav file to figure out the frequency of a repeating piano note. I'm kind of a noob. I'm working with Matlab and I'm just not to sure what kind of filter I should use... If anyone could give me any brief ideas I'd greatly apreciate it. Thanks in advance, Frank

## Filtering out pink & white noise

Started by in comp.dsp16 years ago

Hi, I'm trying to filter out heavy white and pink noise in a wav file to figure out the frequency of a repeating piano note. I'm kind of a...

Hi, I'm trying to filter out heavy white and pink noise in a wav file to figure out the frequency of a repeating piano note. I'm kind of a noob. I'm working with Matlab and I'm just not to sure what kind of filter I should use... If anyone could give me any brief ideas I'd greatly apreciate it. Thanks in advance, Frank

## Measure of spectral complexity

Started by in comp.dsp16 years ago 11 replies

Hi. Are there any widely used measures of spectral complexity. What I mean is something that would say how spectrally complex a sound is...

Hi. Are there any widely used measures of spectral complexity. What I mean is something that would say how spectrally complex a sound is such that a pure sine wave would be mapped to 0 and white noise would be mapped to 1. I could use a goodness of fit test comparing the distribution of amplitude among spectral bins (after an fft) to a uniform distribution, but imagine there are much better t...

## PSD of Integral of White Noise

Started by in comp.dsp12 years ago 26 replies

Question: I recall learning that if a linear time-invariant system is driven by a WSS stochastic process, the PSD of the output equals the PSD...

Question: I recall learning that if a linear time-invariant system is driven by a WSS stochastic process, the PSD of the output equals the PSD of the input multiplied by the square of the magnitude of the transfer function. So, if I have white noise with some PSD=C, and I pass this through an integrator, can I compute the PSD of the output by dividing C by w^2, to yield PSD OUT = C/w^2? ...

## Simple Question on Random Variables and Random Processes

Started by in comp.dsp16 years ago 16 replies

Let X(t) be a stationary white noise process with autocorrelation function R_{xx}(\tau) = N0 * \delta(\tau). Let V be a random...

Let X(t) be a stationary white noise process with autocorrelation function R_{xx}(\tau) = N0 * \delta(\tau). Let V be a random variable determined from X(t) by V = \int_{-\infty}^{+\infty} X(t) dt. How do you compute statistics on V, like E[V^2]? Yes, this is a homework problem. -- % Randy Yates % "Watching all the days go by... %% Fuquay-Varina, NC ...

## Is White Noise Necessarily Zero-Mean?

Started by in comp.dsp16 years ago 58 replies

Let Z(t) be a white-noise (stationary) random process. Can we conclude that Z(t) has zero mean? My thought is: yes. The intuitive reason that...

Let Z(t) be a white-noise (stationary) random process. Can we conclude that Z(t) has zero mean? My thought is: yes. The intuitive reason that comes to mind (and it may be wrong!) is this: If Z(t) has a non-zero mean, then there would be some amount of correlation between samples due to the means. Thus the autocorrelation would be a delta function. -- % Randy Yates %...

## SNR of multiple sinusoids

Started by in comp.dsp16 years ago 4 replies

Here's a question that came up recently in a project I'm working on: Assume that you have a signal made up of two (or more) equal-amplitude...

Here's a question that came up recently in a project I'm working on: Assume that you have a signal made up of two (or more) equal-amplitude sinusoids. Add white noise. Now, I understand what happens to the SNR of each sinusoid if I analyze the signal at various bandwidths - say by using FFTs of various resolutions and doing spectral estimates. What I don't know right off hand, and w...

## Interpreting noise

Started by in comp.dsp16 years ago 10 replies

How do I know the difference between a signal which is decreasing in power as frequency increases because of its characteristic...

How do I know the difference between a signal which is decreasing in power as frequency increases because of its characteristic distribution (e.g., pink noise, brown noise), and a signal which is decreasing in power as frequency increases because it's band limited (e.g., white noise with a continuous falloff)? Thanks, Trevor

## Identification of Non-Minimum Phase zeros

Started by in comp.dsp15 years ago 8 replies

If we have a non-minimum phase FIR system (1-2z^-1) when it is quite easy to identify this system (assuming the input is known white driving...

If we have a non-minimum phase FIR system (1-2z^-1) when it is quite easy to identify this system (assuming the input is known white driving noise) using LMS or recursive-least squares. However, if we add uncorrelated white noise at the output then the equivalent system appears to be an innovations model where the zero is found from spectral factorisation ie the LMS algorithm identifies th...

## Parsevals Theorem Question

Started by in comp.dsp15 years ago 2 replies

The basic indea behind Parsevals theroem is that energy is the same whether it is measured in the time domain or frequency domain ie suppose y(k)...

The basic indea behind Parsevals theroem is that energy is the same whether it is measured in the time domain or frequency domain ie suppose y(k) is a random signal k=0,1,2... E[y^2(k)] = contour integral around the unit circle { Y(z)Y(z^-1)} dz/z and if y(k)=W(z).noise(k) then we can write this in terms of transfer functions and a white noise variance term. I was wondering if there is...

## 802.11a SNR simulation question?

Started by in comp.dsp15 years ago 2 replies

I have a question that: When we simulate the 802.11a OFDM PHY, which uses 48 subcarriers to transmit data, 4 subcarriers for pilot, other 12...

I have a question that: When we simulate the 802.11a OFDM PHY, which uses 48 subcarriers to transmit data, 4 subcarriers for pilot, other 12 subcarriers not transmit. How to simulate the AWGN channel with given SNR such as Es/N0 or Eb/N0, I think, the most important one is to understand where and what's the variance value of the Gaussian white noise should be added?? I think in general sim...

## Audio jamming using white noise (Matlab code)

Started by in comp.dsp15 years ago

Hi anybdy have any idea how can a baseband audio sound can be supressed or jammed using a white gaussian noise and how the result can be shown...

Hi anybdy have any idea how can a baseband audio sound can be supressed or jammed using a white gaussian noise and how the result can be shown in Matlab. any help will be appreciated. -Shruti

## Audio jamming using white noise (Matlab code)

Started by in comp.dsp15 years ago 2 replies

Hi anybdy have any idea how can a baseband audio sound can be supressed or jammed using a white gaussian noise and how the result can be shown...

Hi anybdy have any idea how can a baseband audio sound can be supressed or jammed using a white gaussian noise and how the result can be shown in Matlab. any help will be appreciated. -Shruti

## Sigma delta conversion

Started by in comp.dsp15 years ago 1 reply

Hi everyone, I have a question about sigma delta conversion. I know that it permits to reduce quantization noise in a receiver. But what about...

Hi everyone, I have a question about sigma delta conversion. I know that it permits to reduce quantization noise in a receiver. But what about the noise at the input of the receiver? (I'm talking about the white noise floor that all RF signals contain) Thanks Thom

## PCM audio processed by custom digital filter?

Started by in comp.dsp15 years ago 1 reply

I'm trying to create a custom-spectrum noise sample, basically 1 second of white noise but filtered with a certain response. Its not quite...

I'm trying to create a custom-spectrum noise sample, basically 1 second of white noise but filtered with a certain response. Its not quite pink or white, its got several peaks and valleys. I've been thinking about doing it like this: Step 1: Use a program like ScopeFIR to create a digital filter so that when white noise is run through it it comes out with the desired output spectrum. St...

## White noise reduction

Started by in comp.dsp15 years ago

Hi, Do you know some noise reduction methods when a signal with a bandwidth of several MHz is in a white noise? I would like to reduce noise in...

Hi, Do you know some noise reduction methods when a signal with a bandwidth of several MHz is in a white noise? I would like to reduce noise in the band of interest. I'd be very happy if you told me at least some methods names ;) Thank you