clear; N_signal=1024; % generating two-sin signal for (k=1:1:N_signal) garm(k)=1*sin(2*pi/20*(k-1))+2*sin(2*pi/50*(k-1)); end; plot(garm); % ARMA process generating ar(1)=0.5*randn(1); ar(2)=0.9*ar(1)+0.5*randn(1); for (i=3:1:N_signal) ar(i)=0.9*ar(i-1)-0.7*ar(i-2)+0.5*randn(1); end; signal=garm+1*ar; plot(signal); signal_c=signal-mean(signal,2); [acf,lags]=xcorr(signal_c,signal_c); plot(lags,acf) N=size(lags,2); dt=1; % from Lab 1 - caluclation of frequencyes for(j=1:1:N) if(j==1) t(j)=0; omega(j)=0; elseif(j<=N/2+1) t(j)=N*dt/(j-1); omega(j)=2*pi/t(j); elseif(j>N/2+1) t(j)=N*dt/(N-j+1); omega(j)=-2*pi/t(j); end; end; spectr_dens=sqrt(fft(acf)/N_signal); plot(t,abs((spectr_dens))) %Power Spectral Dencity over periods (not frequencies)