Exercise 1

Topic: Linear time-invariant filter

The file "SigFile.mat" contains three equally long arrays.

s : signal

sn: signal with noise

t: “time-axis”, an array containing sample times for s and sn. Load the file in Matlab and use the command “plot(t,s)” to plot the signal as a function of time.

The task is to construct a linear time-invariant filter that removes the noise from the signal sn and makes it as equal to s as possible. The mean square error from the original signal s could be used as a measurement of the quality of the filter. To tell how good the filter reconstructs the signal s, you could find the ratio (in dB) between the error before and after filtering sn.