%?johnaltsu?for?ESPRIT
clc
clear?all
close?all?

Nr?=?7;
w?=?2?*?pi?*?[0.05?0.40?0.42];
N_Var?=?length（0.32:.01:6）;?
Z?=?zeros（NrNr）;
Z（2:Nr1:Nr-1）?=?blkdiag（111111）;%1111）;%1111）;
I?=?blkdiag（1111111）;%1111）;%1111）;
valuediag?=?zeros（203）;
frq_mean?=?zeros（N_Var3）;
frq_var?=?zeros（N_Var3）;
for?k?=?1:N_Var
????for?i??=?1:20
????smp?=?fix（100*rand）;
????Nise?=?randn（1128）?*?sqrt（0.32+（k-1）*.01）;
????n?=?smp:smp+127;
????X?=?2?*?cos（?w（1）*n?）+3?*?cos（?w（2）*n?）??+?1.2?*?cos（?w（3）*n?）;
????Y?=?（X?+?Nise）‘;

????Rline?=?xcorr（Y‘）/128;
????Rxx?=?toeplitz（Rline（128:128+Nr-1））;

????Rxy1?=?toeplitz（Rline（128:128+Nr???））;
????Rxy?=?Rxy1（1:Nr2:Nr+1）;

????[eigvcteigval]?=?eig（Rxx）;
????lamdamin?=?eigval（11）;
????Cxx?=?Rxx-lamdamin*I;


????Cxy?=?Rxy?-?lamdamin*Z;

????[eigvcteigval]?=?eig（CxxCxy）;
????temp?=?sort（unique（abs（angle（diag（eigval）‘）/2/pi）））;



????if?temp（1）==0
????????temp（1:3）?=?temp（2:4）;
????end
????valuediag（i1:3）?=?temp（1:3）;
????%?k?=?0;
????%?for?ii?=?1:Nr
????%?????if?abs（abs（valuediag（ii））?-1）<.1e5
????%?????????k?=?k+1;
????%?????????FreqEst（ik）?=?abs（angle（valuediag（ii））/2/pi）‘;
????%?????end
????%?end
????%?a??=?sort（unique（FreqEst（i:）））;
????%?l?=?length（a）;
????%?????
????%??????FreqEstd（i1:3）?=??a（l-2:l）?;

????end
????frq_mean（k:）?=?mean（valuediag）;
????frq_var（k:）?=?var（valuediag）;
end
%Frq?=?（angle（valuediag）/2/pi）;
figure;
	h?=?gca;?%
	set（h‘FontSize‘25）;?%?	
????x?=0.32:.01:6;
????subplot（211）;?
???plot（xfrq_mean（:1）‘-.r‘xfrq_mean（:2）‘b‘xfrq_mean（:3）‘k.‘）;?
????ylabel（‘Mean?Estimated?Frequency??‘）;
	xlabel（‘Noise?VAR‘）;
????title（?‘Mean?Frequency?trends?for?ESPRIT?in?book?‘）;?
????legend（‘0.05‘‘0.40‘‘0.42‘3）;?
????subplot（212）;?
???plot（xfrq_var（:1）‘-.r‘xfrq_var（:2）‘b‘xfrq_var（:3）‘k.‘）;???
????ylabel（‘Variance?Estimated?Frequency??‘）;
	xlabel（‘Noise?VAR‘）;
?????title（?‘Variance?Frequency?trends?for?ESPRIT?in?book‘）;?
????legend（‘0.05‘‘0.40‘‘0.42‘3）;?

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????1818??2009-12-09?21:15??pisko+evaluate.m

?????文件???????2061??2009-12-24?15:32??Esprit_eig.m

?????文件???????2064??2009-12-24?14:57??ESprit_tls.m

?????文件???????2247??2009-12-10?16:37??music+evaluate.m

?????文件???????1184??2009-12-09?20:58??music.m

?????文件????????620??2009-12-10?17:12??pisarenko.m

-----------?---------??----------?-----??----

?????????????????9994????????????????????6