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Generate two signals, each sampled at 3 kHz for 1 second. The first signal is a quadratic chirp whose frequency increases from 300 Hz to 1300 Hz during the measurement. The chirp is embedded in
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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