Produce a discrete time series, Engineering Mathematics

Assignment Help:

Produce a discrete time series y(ti) by super positioning 5 cosinusoidal components,

419_Produce a discrete time series.png

for your own choice of the amplitudes (aj) and frequencies (fj).

Add some Gaussian noise to each digitised value. Experiment with amplitudes (including that of the noise term), and frequencies, showing results graphically. Then smooth your noisy time series with at least two different filters, e.g., a simple moving average smoother and an order two binomial filter.

1181_Produce a discrete time series1.png

Discuss the relative performance of the smoothers. You should consider quantifiable parameters such as; variance, r.m.s. deviations from the noise-free time series, and signal attenuation. Comment on the validity of the expression below, for your chosen smoother.

1725_Produce a discrete time series2.png


Related Discussions:- Produce a discrete time series

Produce a discrete time series, Produce a discrete time series y(t i ) by s...

Produce a discrete time series y(t i ) by super positioning 5 cosinusoidal components, for your own choice of the amplitudes (a j ) and frequencies (f j ). Add some Gaus

I need a quote, i need a quote in analytical methods for engineers (Algebr...

i need a quote in analytical methods for engineers (Algebraic methods)

Compounded monthly , Verify how long $400 must be left to store at 12 % p.a...

Verify how long $400 must be left to store at 12 % p.a. compounded monthly for it to amount to triple the soted value of another $400 deposited at the similar time at 8.8% p.a. com

MEAN VALUE THEORM, APPLICATIONS OF LAGRANGE''S MEAN VALUE THEORM?

APPLICATIONS OF LAGRANGE''S MEAN VALUE THEORM?

., parabola

parabola

State the linear regression equation, An auto manufacturing company wanted ...

An auto manufacturing company wanted to investigate how the price of one of its car models depreciates with age. The research department at the company took a sample of eight cars

Optimization, Valid objective function for a LPP with x,y,z as decision var...

Valid objective function for a LPP with x,y,z as decision variables

Weighted aggregate , The data of the table below give details of the compon...

The data of the table below give details of the components, prices and standard quantities used in making a kind of chemical. Measure  the composite index with 2007 as base year us

Linear Programming, A company manufactures an assembly consisting of a fram...

A company manufactures an assembly consisting of a frame, a shaft, and a ball bearing. The company manufactures the shafts and frames but purchases the ball bearings from a ball be

Partial differentiation, In estimating the cost of a pile of bricks measure...

In estimating the cost of a pile of bricks measured as 2m*15m*1.2m,tape is stretched 1% beyond the standard length if the count is 450 bricks to 1m^3 and bricks cost $530 per 1000,

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd