‫ﺑﻪ ﻧﺎﻡ ﺧﺪﺍ‬

‫ﺩﺍﻧﺸﻜﺪﻩ ﻣﻬﻨﺪﺳﻲ ﻣﻜﺎﻧﻴﻚ‬

‫ﺗﻤﺮﻳﻦ ﺳﻮﻡ ﺩﺭﺱ ﺷﻨﺎﺳﺎﻳﻲ ﺳﻴﺴﺘﻢ‪:‬‬
‫ﺷﺮﺍﻳﻂ ﺁﺯﻣﺎﻳﺶ ﻭ ﺳﻴﮕﻨﺎﻝﻫﺎﻱ ﻭﺭﻭﺩﻱ‬
‫ﺗﺎﺭﻳﺦ ﺗﺤﻮﻳﻞ‪۱۴۰۲/۰۹/۱۷ :‬‬ ‫ﻣﺪﺭﺱ‪ :‬ﺩﻛﺘﺮ ﻣﻮﺳﻲ ﺁﻳﺘﻲ‬

‫ﺳﻮﺍﻝ ﺍﻭﻝ‪:‬‬
‫ﺳﻴﮕﻨﺎﻝﻫﺎﻱ ﻭﺭﻭﺩﻱ ﺯﻳﺮ ﺭﺍ ﺩﺭ ﻧﻈﺮ ﺑﮕﻴﺮﻳﺪ‪ .‬ﻧﺸﺎﻥ ﺩﻫﻴﺪ ﺑﺮﺍﻱ ﭼﻪ ﻣﺮﺗﺒﻪ ﻣﺪﻝ ‪ ،n‬ﻣﻲﺗﻮﺍﻥ ﭘﺎﺭﺍﻣﺘﺮﻫﺎﻱ ﺳﻴﺴﺘﻢ ﻳﻌﻨﻲ‬
‫‪ {bi }ni=1‬ﺭﺍ ﺑﻪ ﻃﻮﺭ ﻳﻜﺘﺎ ﺑﻪ ﺩﺳﺖ ﺁﻭﺭﺩ‪.‬‬

‫‪1:‬‬ ‫‪u1 (t) = 1‬‬

‫‪2:‬‬ ‫‪u2 (t) = (−1)t‬‬

‫‪3:‬‬ ‫‪u3 (t) = 1 + (−1)t‬‬

‫‪4:‬‬ ‫‪u4 (t) = sin(ω1 t) + 2 sin(ω2 t) ,‬‬ ‫‪0 < ω1 < ω2 < π‬‬

‫‪5:‬‬ ‫‪u5 (t) = white noise‬‬

‫‪6:‬‬ ‫‪u6 (t) = an ARMA process‬‬

‫ﺳﻮﺍﻝ ﺩﻭﻡ‪:‬‬
‫ﺳﻴﮕﻨﺎﻝ ﺗﺼﺎﺩﻓﻲ )‪ u(t‬ﺑﻪ ﺷﻜﻞ ﺯﻳﺮ ﺗﻮﻟﻴﺪ ﻣﻲﺷﻮﺩ‪.‬‬

‫‪u(t) = ± a‬‬
‫‪‬‬
‫‪−u(t − 1) with probability of 1 − α‬‬
‫= )‪u(t‬‬
‫‪ u(t − 1) with probability of‬‬ ‫‪α‬‬
‫ﻛﻪ ﺩﺭ ﺁﻥ‪ 0 < α < 1 ،‬ﺍﺳﺖ‪ .‬ﺍﺣﺘﻤﺎﻝ ﺗﻐﻴﻴﺮﺍﺕ ﺩﺭ ﺯﻣﺎﻥ ‪ t‬ﺑﻪ ﺍﺗﻔﺎﻗﺎﺕ ﺩﺭ ﻓﺎﺻﻠﻪ ﺯﻣﺎﻧﻲ ﻗﺒﻠﻲ ﺑﺴﺘﮕﻲ ﺩﺍﺭﺩ‪ .‬ﺗﺎﺑﻊ‬
‫ﻛﻮﺍﺭﻳﺎﻧﺲ ﻭ ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﻃﻴﻔﻲ ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﻛﻨﻴﺪ‪.‬‬

‫ﺳﻮﺍﻝ ﺳﻮﻡ‪:‬‬
‫ﻣﻲﺧﻮﺍﻫﻴﻢ ﻳﻚ ﻣﺪﻝ ﮔﺴﺴﺘﻪ ﺑﺮﺍﻱ ﺳﻴﺴﺘﻢ ﺧﻄﻲ ﺗﻐﻴﻴﺮﻧﺎﭘﺬﻳﺮ ﺑﺎ ﺯﻣﺎﻥ ﺗﻚﻭﺭﻭﺩﻱ‪-‬ﺗﻚﺧﺮﻭﺟﻲ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻭﺭﻭﺩﻱ‬
‫‪ PRBS‬ﺑﻴﺎﺑﻴﻢ‪ .‬ﺳﻴﺴﺘﻢ ﺩﺍﺭﺍﻱ ﭘﺎﺳﺦ ﺿﺮﺑﻪ ﭘﻴﻮﺳﺘﻪ ﺑﻪ ﺷﻜﻞ ﺯﻳﺮ ﺍﺳﺖ‪.‬‬
‫(‬ ‫)‬
‫‪h(t) = 100 e−0.1t − e−t‬‬
‫ﻣﻄﻠﻮﺏ ﺍﺳﺖ ﻣﻘﺎﺩﻳﺮ ﻗﺎﺑﻞﻗﺒﻮﻝ ﻓﺎﺻﻠﻪ ﺑﻴﺖﻫﺎ )‪ ،(∆t‬ﺩﻭﺭﻩ ﺗﻨﺎﻭﺏ ﺑﻴﺖ ) ‪ (M‬ﻭ ﺩﺍﻣﻨﻪ ﺑﻪ ﺷﺮﻃﻲ ﻛﻪ ﻣﻘﺪﺍﺭ ﻣﻴﺎﻧﮕﻴﻦ ﻣﺠﺬﻭﺭ‬
‫ﺧﺮﻭﺟﻲﻫﺎﻱ ﻧﻤﻮﻧﻪﺑﺮﺩﺍﺭﻱﺷﺪﻩ ﺍﺯ ‪ ۲۵‬ﺑﻴﺸﺘﺮ ﻧﺸﻮﺩ‪.‬‬
‫ﺭﺍﻫﻨﻤﺎﻳﻲ‪ :‬ﻳﻜﻲ ﺍﺯ ﺭﻭﺵﻫﺎﻱ ﺗﻮﻟﻴﺪ ﺳﻴﮕﻨﺎﻝ ‪ PRBS‬ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺍﺳﺖ‪:‬‬
‫(‬ ‫)‬
‫‪M +1‬‬
‫= )‪S(t‬‬ ‫‪2Si −‬‬ ‫‪a‬‬
‫‪M‬‬

‫ﻛﻪ ﺩﺭ ﺁﻥ‪ a ،‬ﺩﺍﻣﻨﻪ ﺳﻴﮕﻨﺎﻝ‪ M ،‬ﺩﻭﺭﻩ ﺗﻨﺎﻭﺏ ﻭ )‪ Si ∈ (0, 1‬ﺑﻪ ﺻﻮﺭﺕ ﺗﺼﺎﺩﻓﻲ ﺍﻧﺘﺨﺎﺏ ﻣﻲﺷﻮﺩ‪ .‬ﻋﺮﺽ ﻫﺮ ﻛﺪﺍﻡ ﺍﺯ‬
‫ﭘﺎﻟﺲﻫﺎ ‪ ∆t‬ﻭ ﭘﺎﻟﺲﻫﺎ ﺑﻪ ﺍﺣﺘﻤﺎﻝ ﻣﺴﺎﻭﻱ ﺩﺍﺭﺍﻱ ﺩﺍﻣﻨﻪ ‪ ±a‬ﻣﻲﺑﺎﺷﻨﺪ‪.‬‬
‫ﺯﻣﺎﻥ ﺗﻜﺮﺍﺭ ﺳﻴﮕﻨﺎﻝ ‪ PRBS‬ﻳﻌﻨﻲ ‪ ،M ∆t‬ﺑﺎﻳﺪ ﺍﺯ ﺑﺰﺭﮔﺘﺮﻳﻦ ﺛﺎﺑﺖ ﺯﻣﺎﻧﻲ ﺳﻴﺴﺘﻢ ﺑﺰﺭﮔﺘﺮ ﺑﺎﺷﺪ )ﻣﻌﻤﻮﻻ ‪ ۱/۵‬ﺗﺎ ‪۳‬‬
‫ﺑﺮﺍﺑﺮ(‪.‬‬

‫ﺳﻮﺍﻝ ﭼﻬﺎﺭﻡ‪:‬‬
‫ﻓﻴﻠﺘﺮ ‪ ARMA‬ﺯﻳﺮ ﺭﺍ ﺩﺭ ﻧﻈﺮ ﺑﮕﻴﺮﻳﺪ‪،‬‬
‫‪A(q −1 )Xt = C(q −1 )Vt‬‬

‫ﻛﻪ ﺩﺭ ﺁﻥ‪ A ،‬ﻭ ‪ C‬ﭼﻨﺪﺟﻤﻠﻪﺍﻱﻫﺎﻱ ﺑﺎ ﺿﺮﻳﺐ ﺑﺰﺭﮔﺘﺮﻳﻦ ﺗﻮﺍﻥ ﻳﻚ ‪ ۱‬ﻫﺴﺘﻨﺪ‪ .‬ﺳﻴﮕﻨﺎﻝ ‪ Vt‬ﻧﻮﻳﺰ ﺳﻔﻴﺪ ﺑﺎ ﻣﻴﺎﻧﮕﻴﻦ ﺻﻔﺮ‬
‫ﻭ ﻭﺍﺭﻳﺎﻧﺲ ‪ σv2‬ﺍﺳﺖ‪ .‬ﻳﻚ ﺍﻧﺪﺍﺯﻩﮔﻴﺮﻱ ﻧﻮﻳﺰﻱ ﺍﺯ ﺍﻳﻦ ﺳﻴﮕﻨﺎﻝ ﻳﻌﻨﻲ‪:‬‬

‫‪Yt = X t + E t‬‬

‫ﺩﺭ ﺍﺧﺘﻴﺎﺭ ﺍﺳﺖ ﻛﻪ ‪ Et‬ﻳﻚ ﻧﻮﻳﺰ ﺳﻔﻴﺪ ﺑﺎ ﻣﻴﺎﻧﮕﻴﻦ ﺻﻔﺮ ﻭ ﻭﺍﺭﻳﺎﻧﺲ ‪ σe2‬ﺍﺳﺖ ﻛﻪ ﺑﺎ ﺳﻴﮕﻨﺎﻝ ‪ Xt‬ﻧﺎﻫﻤﺒﺴﺘﻪ ﺍﺳﺖ‪ .‬ﻣﻌﺎﺩﻻﺕ‬
‫ﻓﻮﻕ ﺭﺍ ﺑﻪ ﻓﺮﻡ ﻳﻚ ﻓﺮﺍﻳﻨﺪ ‪ ARMA‬ﺑﺎﺯﻧﻮﻳﺴﻲ ﻛﻨﻴﺪ‪ .‬ﻭﺍﺭﻳﺎﻧﺲ ﻧﻮﻳﺰ ﻣﻨﻄﺒﻖ ﺑﺮ ﺍﻳﻦ ﻓﺮﺍﻳﻨﺪ ﭼﻪ ﺧﻮﺍﻫﺪ ﺑﻮﺩ؟ ﻃﻴﻒ ﺳﻴﮕﻨﺎﻝ‬
‫‪ Yt‬ﭼﮕﻮﻧﻪ ﺧﻮﺍﻫﺪ ﺑﻮﺩ؟‬

‫ﻣﻮﻓﻖ ﺑﺎﺷﻴﺪ‪.‬‬
‫‪1‬‬
‫)‪monomial (monic polynomia‬‬