discrete time fourier series matlab code
Các phương pháp xử lý tín hiệu dùng bộ lọc, phương pháp Fourier Transform, STFT( Short Time Fourier Transform)
... Trong miền tần số: phương pháp Fourier Transform. - Trong miền thời gian và tần số: STFT( Short Time Fourier Transform). 2.4.1. Phương pháp Fourier: 2.4.1.1. Biến đổi Fourier: Cho một hàm f(t) ... kết thúc của sự kiện thì Fourier không phát hiện được. 2.4.2. Phương pháp STFT: Để đạt được một biến đổi Fourier cục bộ, chúng ta có thể định nghĩa một biến đổi Fourier cửa sổ. Tín hiệu đầu ... đổi Fourier của nó được định nghĩa: () () () tfedtetfF titj , ωω ω == ∫ ∞ ∞− − (2.14) Biến đổi Fourier ngược là: () () ∫ ∞ ∞− = ωω π ω deFtf tj 2 1 (2.15) Giả sử rằng biến đổi Fourier...
Ngày tải lên: 01/04/2013, 16:14
06 Quantization of Discrete Time Signals
... as its domain. A discrete time, continuous amplitude signal has R as its range. A discrete time, discrete amplitude signal has Z as its range. Here, the focus is on discrete time signals. Quantization ... maps the finite set of discrete time, continuous amplitude signals into a finite set of discrete time, discrete amplitude signals. A signal x(n) is quantized one block at a time in that p (almost ... collection C is called the codebook and the number of vectors in the codebook, N, is known as the codebook size. The entries of the codebook are known as codewords or codevectors. If p = 1, we...
Ngày tải lên: 18/10/2013, 04:15
Tài liệu FIR Filters - Fourier Series Method Of FIR Filter Design ppt
Ngày tải lên: 24/12/2013, 12:16
Ebook - (Ferreira, 2009) MATLAB codes for finite element analysis
... stresses (post-processing) 2.5 First problem and first MATLAB code To illustrate some of the basic concepts, and introduce the first MATLAB code, we consider a problem, illustrated in figure 2.2 ... the book. A deeper study of MATLAB can be obtained from many MATLAB books and the very useful help of MATLAB. 1.2 Matrices Matrices are the fundamental object of MATLAB and are particularly important in ... F-norm, ∞-norm cond Conditioning number of 2-norm rank Rank of a matrix 2.6 New code using MATLAB structures 31 This code calls solutionStructure.m which computes displacements by eliminating lines...
Ngày tải lên: 06/01/2014, 22:09
Tài liệu 01 Fourier Series, Fourier Transforms, and the DFT doc
... (1.14b) Thesetofallvaluesofuforwhichtheintegralof(1.14b)convergesiscalledtheregionofconvergence (ROC).BecausethetransformS(u)isdefinedonlyforvaluesofuwithintheROC,thepathof integrationin(1.14a)mustbedefinedbyσsothattheentirepathlieswithintheROC.Insome literaturethistransformpairiscalledthebilateralLaplacetransformbecauseitisthesameresult obtainedbyincludingboththenegativeandpositiveportionsofthetimeaxisintheclassicalLaplace transformintegral.[Notethatin(1.14a)thecomplexfrequencyvariablewasdenotedbyurather thanbythemorecommons,inordertoavoidconfusionwithearlierusesofs(·)assignalnotation.] ThecomplexFouriertransform(bilateralLaplacetransform)isnotoftenusedinsolvingpractical problems,butitssignificanceliesinthefactthatitisthemostgeneralformthatrepresentsthepoint atwhichFourierandLaplacetransformconceptsbecomethesame.Identifyingthisconnection reinforcesthenotionthatFourierandLaplacetransformconceptsaresimilarbecausetheyarederived byplacingdifferentconstraintsonthesamegeneralform. 1.4 TheDiscreteTimeFourierTransform ThediscretetimeFouriertransform(DTFT)canbeobtainedbyusingtheDTsamplingmodeland consideringtherelationshipobtainedin(1.12)tobethedefinitionoftheDTFT.LettingT=1so thatthesamplingperiodisremovedfromtheequationsandthefrequencyvariableisreplacedwith c 1999byCRCPressLLC ... ConvergenceoftheFourierSeries TheFourierseriesrepresentationofaperiodicsignalisanapproximationthatexhibitsmeansquared convergencetothetruesignal.Ifs(t)isaperiodicsignalofperiodT,ands (t)denotestheFourier seriesapproximationofs(t),thens(t)ands (t)areequalinthemeansquaresenseif MSE= T/2 −T/2 |s(t)−s(t) | 2 dt=0 ... below). 1.2 Fourier Series Representation of Continuous Time Periodic Signals It is convenient to begin this discussion with the classical Fourier series representation of a p eriodic timedomainsignal,andthenderive...
Ngày tải lên: 27/01/2014, 03:20
Tài liệu ADVANCES IN DISCRETE TIME SYSTEMS docx
... linear discrete- time systems with uncertainty was presented. When the parameter uncertainty equals zero, the discrete- time state feedback mixed QGC/H ∞ control problem reduces to the discrete- time ... in Discrete Time Systems4 4. Static Output Feedback This section consider discrete- time static output feedback stochastic mixed LQR/H ∞ control problem. This problem is defined as follows: Discrete- time ... give several discussions. A. A Central Discrete- Time State Feedback Stochastic Mixed LQR/ H ∞ Controller We are to find a central solution to the discrete- time state feedback stochastic mixed...
Ngày tải lên: 14/02/2014, 09:20
Discrete Time Finance pot
... (x, φ) at time t = 0 is clearly x, the initial investment. The agent has to pay x pounds in order to buy the trading strategy (x, φ). Within the period, meaning between time t = 0 and time t = ... nothing but waiting until time t = 1. The value of the trading strategy at time t = 1 is given by its payoff. The payoff however depends on the value of the stock at time t = 1 and is therefore ... but the prices the stocks will have at time t = 1 are not known at time t = 0 and are considered to be random. We assume that the state of the world at time t = 1 can be one of the k states ω 1 ,...
Ngày tải lên: 08/03/2014, 23:20
Stochastic Finance An Introduction in Discrete Time ppt
... assets. Their initial prices at time t = 0 areknown, theirfuture pricesat timet = 1 aredescribed asrandom variables onsome probability space. Trading takes place at time t = 0. Already in this simple ... one-period model, these assets are priced at the initial time t = 0 and at the final time t = 1. We assume that the i th asset is available at time 0 for a price π i ≥ 0. The collection π = (π 0 ,π 1 , ... investor at time t = 0 will also depend on the information available at time 0. Thus, we assume that ξ = (ξ 0 ,ξ 1 , ,ξ d ) is an F 0 -measurable random vector. The asset prices observed at time t...
Ngày tải lên: 08/03/2014, 23:20
stochastic optimal control the discrete time case - dimitri p. bertsekas
Ngày tải lên: 08/04/2014, 12:26
richard haberman elementary applied partial differential equations with fourier series and boundary value problems 1987
Ngày tải lên: 12/06/2014, 16:17
Discrete Time Systems Part 1 pdf
... Filtering for Discrete Time Uncertain Systems 93 Rodrigo Souto, João Ishihara and Geovany Borges Discrete- Time Fixed Control 109 Stochastic Optimal Tracking with Preview for Linear Discrete Time Markovian ... to x qj (k);in 10 Discrete Time Systems Part 1 Chapter 1 Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Part 2 Chapter 7 Chapter 8 Preface IX Discrete- Time Filtering 1 Real -time Recursive State ... x n q (j)) (10) 8 Discrete Time Systems X Preface We think that the contribution in the book, which does not have the intention to be all-embracing, enlarges the fi eld of the Discrete- Time Systems...
Ngày tải lên: 20/06/2014, 01:20
Discrete Time Systems Part 2 potx
... ···M q (K q ) (49) M i (K i )= (H i −K i C) T (H i −K i C) T s i times (50) 30 Discrete Time Systems Discrete Time Systems 44 (1) (1) (2) (2) FLP t+Δ t+Δ t+Δ t+Δ t+Δ -1 (1) (22) ... −C ˆ x d (k) (3b) w (k)=H d ˆ x d (k)+K 2 y (k) −C ˆ x(k) + K 2 d y d (k) −C ˆ x d (k) .(3c) 20 Discrete Time Systems Discrete Time Systems 48 [ ] () () * 012 1 0 0 , 0=t <t <t < <t , i=1,2, ... for a Class of Lipschitz Discrete- Time Systems with Time- Delay N = N 1 (K d 1 ) ···N q (K d q ) (51) N i (K d i )= (H d i −K d i C) T (H d i −K d i C) T r i times (52) Σ = B H 11 ···H 1s 1 H 21 ···H qs q (53) Σ d =...
Ngày tải lên: 20/06/2014, 01:20
Discrete Time Systems Part 3 ppt
... matrices S t (j)= P t−j,t/t C t T −δ 0,j H t R t C t −1 ( j = 0, 1, ···, L − 1 ) , (82) 65 New Smoothers for Discrete- time Linear Stochastic Systems with Unknown Disturbances Discrete Time Systems 52 Chang, K. C.; Tian, Z. & Saha, R. ... filter reaches its steady state. In this case, the EC P is given by (13). Now, 74 Discrete Time Systems Discrete Time Systems 50 This completes the proof of Theorem 2. Proof of Theorem 3 ... matrix. 55 New Smoothers for Discrete- time Linear Stochastic Systems with Unknown Disturbances This chapter investigates the behavior of the Kalman filter for discrete- time linear systems whose...
Ngày tải lên: 20/06/2014, 01:20
Discrete Time Systems Part 4 pptx
... as P k+1|k = P 11,k+1|k P 12,k+1|k P T 12,k +1|k P 22,k+1|k , (50) 101 Kalman Filtering for Discrete Time Uncertain Systems Kalman Filtering for Discrete Time Uncertain Systems 15 above its error variance prediction, i.e., ... concentration of a given medicine in his patient. Kalman Filtering for Discrete Time Uncertain Systems 6 12 Discrete Time Systems Using (74), we can simplify the expressions for Φ ∗ k , K ∗ k and ... E e (j) i,k 2 , (81) E e (j) i,k ≈ 1 N N ∑ j=1 e (j) i,k , (82) 104 Discrete Time Systems Kalman Filtering for Discrete Time Uncertain Systems 13 Step 0 (Initial conditions): x 0|−1 = x 0 and...
Ngày tải lên: 20/06/2014, 01:20
Discrete Time Systems Part 5 potx
... Optimal Tracking with Preview for Linear Discrete Time Markovian Jump Systems 129 O. L. V. Costa.; M. D. Fragoso. & R. P. Marques. (2005). Discrete- Time Markov Jump Linear Systems, Springer, ... (1989). Discrete- Time Jump LQG Problem. Int. J. Systems Science, 20, 12, 2539- 2545 M. D. Fragoso.; J. B. R. do Val . & D. L. Pinto Junior. (1995). Jump Linear H∞ Control: the discrete- time ... following control system for a nonlinear descriptor system in discrete time, if the following conditions are held: Discrete Time Systems 122 Then we introduce the following objective...
Ngày tải lên: 20/06/2014, 01:20
