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    Matlab dmodce

    I have matlab R2013a. I am wondering why dmcode will not work.
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    Principal component analysis-matlab

    Basically x= randn(100,15) x_centered=(eye(100)-(1/100)*ones(100,100))*x to subtract the mean to center the data [s,d,v]=svd(x_centered); I need to find the principal components which just the eigenvalues but according to my professor {divi}for i = 1 to 15. Then I am asked what is the pca...
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    Principal component analysis-matlab

    Homework Statement How do I find the error of the PCA? ||x1hat - x1||^2 + ...+ ||xnhat-xn||^2 so xnhat is the pca one. What is xn?
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    Steady State of a Filter

    If I am trying to find the steady state coefficients of a filter, when do I know the coefficients went into the steady state? In another words, steady state means it converged to a single value or that it is bounded between values? If say it is bounded between values how would I go about...
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    Summing cosines

    Thanks I understand it much better now.
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    Summing cosines

    There is really no details on the problem as it was not really homework.But I assumed n=1 to N and each were equally likely. I do not understand your approach.
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    Summing cosines

    Homework Statement x=cos(2n*pi/n) E[x]=0; The Attempt at a Solution
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    In matlab how do I write u(n) in order to get the autocorrelation?

    I am not having trouble getting a function for auto-correlation, I am just not sure how to code u(n) in a way to input it into xcorr, also how would I represent v(n) in a way so it remains uncorrelated with s(n).
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    In matlab how do I write u(n) in order to get the autocorrelation?

    Homework Statement u(n) = .4s(n)+.7s(n) -.1s(n-2)+v(n) where v(n) is zero mean and has variance 0.003 and uncorrelated with s(n) I want the autocorrelation is E[u(n-k)u(n)] I can solve it easily by hand which is the follow so r(k) = 0.663 for k =0, 0.21 for k=1 , -0.04 for k=2 and the rest...
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    Wiener Hopf filter in time series.

    Homework Statement I have a signal where w(n) is white noise u(n) = .4s(n) +.7s(n-1)-.1s(n-1) +w(n) and where variance of w(n) = .003 I want to find the cross correlation matrix against the optimal delay which I found to be 6. Homework Equations The Attempt at a Solution...
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    Signal Processing gain

    Thanks! So the power is simply represented by the real part?
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    Signal Processing gain

    Using a MVDR method for a uniformly spaced linear array of sensors, I calculated the optimal weights. The procesing gain is (SIR)out / (SIR)in . The value turned out complex. Is this possible/makes sense?
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    Transfer functions and cut off frequency

    H(jw)=jw/(jw+1/RC) H(jw) = jw[C/(Rs+c)]/ {jw +Rsc/[(Rs+c)R ]} H(jw) = {[1/(R1C1)] - w^2 } / {1/(R1C1) - w^2 +jw/(R2C1)}
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    Transfer functions and cut off frequency

    Homework Statement RC parallel circuit with the resistor first and the capacitor next. find the transfer function H(jw) resistor first then capacitor transfer function of a circuit with resister serial then capacitor and resister parallel I have absolutely no background in...
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    Digital signal processing - Pseudo Inverse Method

    Digital signal processing -- Pseudo Inverse Method Homework Statement The Attempt at a Solution (a) A =the matrix with [ .4 0 0 0 0 0 0 0 0 0 0 0; .7 .4 0 0 0 0 0 0 0 0 0; -.1 .7 .4 0 0 0 0 0 0 0 0;..... all the way down to 0 0 0 0 0 0 0 0 0 0 -.1] so it is 11 x9 . w=[w0 w1 ... w8]'...
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    Pseudo Inverse

    I have a linear question A*F =R where R is the diagonal 11 x 11 matrix A is 9X11 and F is 9X1. This system is over determined. I am confused on how to get the values of F . I get that F =[(A'A)^-1 ]A' R which gives me a 9 x 11 matrix which does not make sense .
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    Pseudo Inverse

    Find the mean square error using the pseudo inverse approach. I am given a 11X9 matrix A, a 11X1 vector F and R = 11X11 diagonal matrix so Rhat = A[(A'A)^-1 ]A' R . Then I get a 11X11 matrix. Shouldn't I get getting a 8X11 matrix How do I get the most optimum vector F?
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    Fourier transformation

    Homework Statement x(t) = 5cos(2*pi*1000*t) and g(t) = ∑ from n=-infinity to infinity delta(t-n/10000) find fourier transform of x(t) and g(t) and the product of the two The Attempt at a Solution x(w) = 5*sqrt(pi/2) [delta(w-2000pi)+delta(w+2000pi)] g(w) = 1 so would the...
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    Fourier series / calculate power over resistor

    Homework Statement V(t) = 4 for 0<t< 1 and 0 for 1<t<3 and repeats itself for all t (negative and positive) Find the first 5 harmonics of the fourier series in cosine form and find the power if this is the voltage over 100 ohm resistor The Attempt at a Solution power = d_dc ^2 / R +...
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    Sum of two random variables

    I am confused. Originally I wanted to take the characteristic equation, but the inverse fourier transformation to avoid cases. Do I have to assume each case when e,f,g,h, <0 and e,f,g < 0 and h> 0 .... etc all combination of events and maybe = 0 ? There seems to be way too much work for...
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    Sum of two random variables

    Homework Statement X is uniform [e,f] and Y is uniform [g,h] find the pdf of Z=X+Y Homework Equations f_z (t) = f_x (x) f_y (t-x) ie convolution The Attempt at a Solution Obviously the lower pound is e+g and the upper bound is f+h so it is a triangle from e+g to f+h...
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    Fourier series coefficients

    Homework Statement x(t) = 4 for 0 <x<1 and 0 otherwise and this process repeats for all values including negative. find X_0 and X_n and find the first 6th harmonics of the fourier series in cosine form Homework Equations The Attempt at a Solution x_0 = 4/3 x_n =...
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    Time series understanding a proposition

    Homework Statement Proposition: If C(0)>0 and C(h)->0 as h-> infinity, then the covariance matrix gamma_n =[c(i-j)] for i,j- 1,2,....n of (x_!,....x_x)' is non singular for every n. I want to convince myself that the converse is not true. (ie I want a counter example of a stationary...
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    About predicting an event in future.

    The probability space of the event might not be infinite (ie discrete), then the argument above fails. In the continuous (infinite) case, we consider the probability over a region since the probability of any single exact event is zero. Think of it this way, the probability of two events...
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    Integration of random variables

    Oh my bad, I just got mixed up with definitions. Thanks! <3
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    Integration of random variables

    Homework Statement f(x,y)= (4/5)(x+3y)exp(-x-2y) for x,y, >0 Find E[Y|X] Homework Equations E[Y|X] =integral y *f_xy (x,y)/ f_x (x) dy The Attempt at a Solution f_x (x) = integral [o,∞] [4/5](x+3y)exp(-x-2y) dx = (2x+3)/(5exp(x)) When taking the integral of y[(4/5)(x+3y)exp(-x-2y)]...
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    Distribution of card hands

    X = # of clubs in a 13 card hand drawn at random without replacement from 52 card deck Y= # of queens in the same 13 card hand the pdf of x is f_x (x) = (13 choose x)( 39 choose 13-x) / (52 choose 13) for x=< x =< 13 and o otherwise the joint distribution of x and y = (13 choose x)...
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    Expected value distribution

    Thanks again! I typed the function incorrectly, but wrote it down correctly.
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    Expected value distribution

    Oh yeah! Using the marginals would lose information. So E[Z]=integral 0 to 2 integral 0 to x (3x+4y)/(x+2y) (3/16)(x+2y) dy dx = integral 0 to 2 (3/16)(3x+4y) dx = 5/2 Am I using the Unconscious Statistician theorem correctly? Thanks for all the help! <3
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