On 23.09.2008, at 21:05, Julius Smith wrote:
The "noise" in the original post is due to missing frequencies in the
input signal, resulting in spurious numerical failures in the spectral
ratio Y./X. If you replace the line
x = 2*randn(1,N)-1; % fake time series (original data)
by
x = [1,zeros(1,N-1)]; % impulse
then the response looks fine. To use noise as an input, it is
necessary to do a lot more averaging over time (see the topic of
system identification, for example).
- jos
Thanks for this! That explains a lot...
Matthias
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