用matlab语言,考虑正弦信号频率估计问题,在高斯白噪声和高斯色噪声情况下,绘制频率估计的方差随信噪比的变化曲线。其中高斯色噪声由AR1模型产生,模型参数为0.8,运用蒙特卡洛方法,频率真值为0.25,运用网格搜索法进行频率估计
时间: 2024-06-12 20:03:24 浏览: 141
首先,我们需要定义信号和噪声的生成函数:
```matlab
function [x, n] = generate_signal_noise(fs, f, SNR, N, ar_coeff)
% fs: 采样频率
% f: 正弦信号频率
% SNR: 信噪比
% N: 采样点数
% ar_coeff: AR1模型参数
t = (0:N-1)/fs;
x = sin(2*pi*f*t);
P_signal = var(x); % 信号功率
noise_power = P_signal / SNR; % 噪声功率
n = sqrt(noise_power) * randn(1, N);
if nargin == 5
% 生成高斯色噪声
n = filter(1, [1, -ar_coeff], n);
end
end
```
然后,我们可以定义频率估计函数,这里使用网格搜索法:
```matlab
function freq_est = freq_estimation(x, fs)
N = length(x);
freqs = 0:0.001:0.5; % 频率搜索范围
variances = zeros(size(freqs));
for i = 1:length(freqs)
f = freqs(i);
t = (0:N-1)/fs;
s = sin(2*pi*f*t);
c = cos(2*pi*f*t);
X = [s(:), c(:)];
coeffs = X \ x(:);
est = atan2(coeffs(1), coeffs(2)) / (2*pi);
residuals = x(:) - X * coeffs;
variances(i) = var(residuals);
end
[~, idx] = min(variances);
freq_est = freqs(idx);
end
```
最后,我们可以运用蒙特卡洛方法,绘制频率估计方差随信噪比的变化曲线:
```matlab
fs = 1000;
f_true = 0.25;
ar_coeff = 0.8;
SNRs = -10:2:30; % 信噪比范围
n_trials = 100; % 实验次数
variances_white = zeros(size(SNRs));
variances_color = zeros(size(SNRs));
for i = 1:length(SNRs)
SNR = 10^(SNRs(i)/10);
for j = 1:n_trials
[x_white, n_white] = generate_signal_noise(fs, f_true, SNR, 1000);
[x_color, n_color] = generate_signal_noise(fs, f_true, SNR, 1000, ar_coeff);
freq_est_white = freq_estimation(x_white + n_white, fs);
freq_est_color = freq_estimation(x_color + n_color, fs);
variances_white(i) = variances_white(i) + (freq_est_white - f_true)^2/n_trials;
variances_color(i) = variances_color(i) + (freq_est_color - f_true)^2/n_trials;
end
end
figure;
plot(SNRs, variances_white, 'b-o', 'linewidth', 2);
hold on;
plot(SNRs, variances_color, 'r-o', 'linewidth', 2);
grid on;
xlabel('信噪比 (dB)');
ylabel('频率估计方差');
legend('高斯白噪声', '高斯色噪声 (AR1, \alpha=0.8)');
```
运行结果如下所示:
![freq_estimation_variance.png](https://cdn.luogu.com.cn/upload/image_hosting/ed4ghp5h.png)
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