Fourier transform of a random process Hello Forum, here I am again with my questions... It is said that a Fourier transform is not defined for a random process.... A random process is defined as a infinite collection or realizations, signals y_n(t) which are different from each other. We could perform the FT of each realization and obtain many ... 5 May 2010 13:45 Transform State Space Noise and DIsturbance Models to Discrete Time Hello, Given an extended state space representation of the form (including disturbance- and noise model) x´=Ax+Bu+N[v_1; v_2] y = Cx+Du+v_2 How does one discretize this? Matlab doesn't seem to have direct support for the representation written on this form. I have seen a small sampling time approximation wh... 5 May 2010 09:18 PSD interpretation.... Hello forum, a real-valued power signal x(t) has a Fourier transform X(w) that involves both negative and positive frequencies w. The PSD corresponds to the S(w)=|X(w)^2|= |X(w) X*(w)|=|X(w)X(-w)| because of Hermitian symmetry. I have read that the function S(w) represents the power due to two frequencies whos... 8 May 2010 12:17 What is the standard output of a low pass digital filter designprogram? Nasser M. Abbasi wrote: Hello, I wrote a small program for class to design a low pass digital filter. it is an IIR filter designed using Butterworth. We are given the specifications, and I have generated H(s) and H(z) (using impulse invariance, and using bilinear methods). What is consid... 4 May 2010 13:26 Data association problem in tracking Hi all. I want to track multiple objects on a 2d plane. Now I am having quite some problems getting the data association (labeling) part working correctly, i.e. assigning found objects (measurements) to targets. I think I lack some methodology. First: objects can appear and disappear at any time, i.e. there is a vari... 4 May 2010 10:03 Data association problem in tracking Hi all. I want to track multiple objects on a 2d plane. Now I am having quite some problems getting the data association (labeling) part working correctly, i.e. assigning found objects (measurements) to targets. I think I lack some methodology. First: objects can appear and disappear at any time, i.e. there is a ... 4 May 2010 10:03 What is the standard output of a low pass digital filter design program? Hello, I wrote a small program for class to design a low pass digital filter. it is an IIR filter designed using Butterworth. We are given the specifications, and I have generated H(s) and H(z) (using impulse invariance, and using bilinear methods). What is considered as a "standard" output to print as a r... 5 May 2010 06:01 orthogonality of complex (or trigonometric) sinusoids... hello forum, Two sinusoids of different frequency w1 and w2 are orthogonal if integral of their product (one time the complex conj of the other) gives zero. That is only true if the integral of integration is T, and and the period of w1 and the period of w2 fit an integer number of times in T... That means that ... 4 May 2010 11:10 CYCLOSTATOIONARITY BASED FREQUENCY ESITMATION? I try to understand such questions as cyclostatoionarity and spectral correlation. As an example I used a code http://www.mathworks.de/matlabcentral/fx_files/16742/1/freqsymrate.m But when I create the signal of type PSK and I apply a part of code CYCLOSTATOIONARITY BASED FREQUENCY ESITMATION on an output of proce... 3 May 2010 17:35 Fast, accurate frequency estimators Let's say I have an FFT of the given size N, and I want to get an estimate of a frequency of a noisy tone (input SNR ~ 1/N). Increasing FFT size is not an option. I can do the following processing: 1) Average the magnitudes for every bin through several FFTs, then do a curve fit through max_bin, max_bin-1,... 7 May 2010 17:49