TP Signaux aléatoires - SRT4

TP4 Stationnarité

Nom - Prénom :
Définir une séquence aléatoire faiblement stationnaire, et une séquence aléatoire non stationnaire.
  1. Générer plusieurs réalisations de et réaliser un graphique avec la superposition de ces réalisations.
  2. Refaire la même chose pour .
 
 
 
close all;
clear all;
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% Stationnarité
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Séquence stationnaire
N=2000;
Nb=8; %nb réalisation
 
for i = 1:Nb
X_t = rand(1,N)
plot(X_t)
end
X_t = 1×2000
0.8231 0.5088 0.7938 0.9428 0.3421 0.8856 0.1133 0.9605 0.3454 0.6222 0.1882 0.6561 0.2753 0.0008 0.4695 0.0819 0.5190 0.1620 0.7764 0.7235 0.7093 0.9918 0.4043 0.9209 0.3320 0.5140 0.5374 0.6481 0.5211 0.1432 0.0652 0.2532 0.9507 0.6028 0.7922 0.6555 0.0835 0.2788 0.6547 0.4613 0.9219 0.4293 0.4928 0.4381 0.8540 0.8247 0.6577 0.4127 0.3706 0.9792
X_t = 1×2000
0.5580 0.3386 0.0002 0.8902 0.5831 0.3857 0.2140 0.2951 0.5337 0.1876 0.9874 0.1505 0.6575 0.8208 0.6440 0.6107 0.7937 0.6980 0.6755 0.8399 0.0186 0.5978 0.3591 0.6842 0.7484 0.8517 0.8092 0.5342 0.8613 0.2921 0.7297 0.8784 0.7071 0.1224 0.2017 0.5385 0.1803 0.4037 0.2492 0.9681 0.2193 0.7867 0.7241 0.3889 0.2567 0.1915 0.6159 0.5133 0.5119 0.3788
X_t = 1×2000
0.6618 0.1513 0.5398 0.1449 0.2921 0.3058 0.5934 0.8731 0.0861 0.5825 0.8869 0.9365 0.7946 0.8105 0.7188 0.0424 0.8570 0.6221 0.9971 0.1496 0.4743 0.3756 0.5819 0.2872 0.8005 0.8041 0.3068 0.2539 0.0511 0.9812 0.3180 0.7913 0.1085 0.8270 0.3926 0.3300 0.3627 0.8237 0.0630 0.6523 0.3292 0.7529 0.3328 0.2876 0.2482 0.9190 0.6343 0.9147 0.1035 0.4658
X_t = 1×2000
0.7696 0.6969 0.7244 0.2760 0.3887 0.4192 0.8677 0.2770 0.2784 0.4455 0.9516 0.3977 0.1514 0.0810 0.2770 0.1496 0.8988 0.1222 0.1956 0.3819 0.4526 0.4459 0.7999 0.9102 0.2873 0.0187 0.4981 0.2535 0.3660 0.2636 0.9104 0.6259 0.3744 0.8217 0.1699 0.5400 0.1891 0.5509 0.6485 0.1474 0.1678 0.3196 0.2179 0.7086 0.4192 0.0958 0.6928 0.9366 0.4003 0.3304
X_t = 1×2000
0.3716 0.7561 0.4841 0.5503 0.0370 0.5683 0.0780 0.8619 0.4681 0.3804 0.1657 0.7359 0.2281 0.4964 0.3532 0.8220 0.9266 0.6596 0.6999 0.6778 0.8160 0.5106 0.9639 0.5574 0.3789 0.1706 0.2252 0.2445 0.8835 0.0359 0.2779 0.3713 0.7351 0.8780 0.8676 0.1706 0.1084 0.0674 0.8603 0.6118 0.6707 0.4541 0.9070 0.3557 0.8992 0.8885 0.2113 0.9455 0.3861 0.9910
X_t = 1×2000
0.5412 0.4604 0.8845 0.4971 0.6697 0.5621 0.3905 0.4884 0.5472 0.6324 0.4165 0.2583 0.1283 0.3203 0.7876 0.0344 0.5483 0.4416 0.9822 0.5220 0.2508 0.1557 0.2790 0.8163 0.6435 0.3889 0.4239 0.4027 0.7854 0.1511 0.1621 0.7575 0.0530 0.5025 0.5795 0.6332 0.0674 0.3474 0.8497 0.8532 0.5352 0.1247 0.9951 0.0185 0.1426 0.7037 0.3158 0.8043 0.6633 0.2395
X_t = 1×2000
0.5983 0.6105 0.9324 0.1751 0.6448 0.2741 0.0919 0.5955 0.2146 0.7338 0.1830 0.3218 0.0679 0.3517 0.4265 0.0417 0.8698 0.3982 0.7291 0.8644 0.8120 0.7655 0.3346 0.5239 0.0713 0.1912 0.0003 0.9617 0.4974 0.9152 0.3426 0.5303 0.3374 0.7655 0.0736 0.2954 0.5056 0.1921 0.5711 0.8638 0.8363 0.3306 0.8296 0.7992 0.9870 0.2853 0.4152 0.0467 0.0005 0.9216
X_t = 1×2000
0.8153 0.6303 0.2033 0.2736 0.0629 0.2474 0.3868 0.3306 0.6021 0.0537 0.5618 0.9653 0.5917 0.4085 0.4911 0.4425 0.6057 0.7113 0.8433 0.6133 0.5432 0.5532 0.5604 0.2426 0.1420 0.0299 0.1319 0.2064 0.5720 0.8566 0.5647 0.6866 0.4511 0.4190 0.5032 0.9272 0.5262 0.8003 0.6003 0.3361 0.9127 0.0409 0.3640 0.0972 0.4973 0.8670 0.7376 0.8323 0.0790 0.0297
 
 
Séquence non stationnaire