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Create a signal consisting of three noisy sinusoids and a chirp, sampled at 200 kHz for 0.1 second. The frequencies of the sinusoids are 1 kHz, 10 kHz, and 20 kHz. The sinusoids have different
One application of Welch's method is nonparametric system identification. Assume that H is a linear, time invariant system, and x ( n ) and y ( n ) are the input to and output of H , respectively.
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