Simulations Assignments

Homework 2: Question 6 (Levinson Method)

Homework 4: Question 4

Homework 4: Question 5

Homework 5: Question 2 (Noise Cancellation)

Simulation 2 (Homework 4: Question 4)

Using the data given to you in Problem Set 2, implement the LMS algorithm in the predictive mode to whiten the given process. You will need to select an appropriate order for the filter. What is the eigenvalue spread for this data set?
Remark: The data given earlier in Problem Set 2 was generated from a four pole – three zero model; driven by uniform white noise. This was deliberately done to violate various assumptions that we have been making and still see the validity of different adaptive algorithms.






























Filter order M=4, step size mu=0.15 was selected for graphs.
Condition number of a covariance mtrix is 192