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  1. N = 16;
  2. f1 = 0:1023;
  3. f2 = 0:7;
  4. T = 0.002;
  5. df1 = 1;
  6. df2 = 3;
  7. P = 1000;
  8. %Выделение памяти
  9. R = zeros(N, N);
  10. K = zeros(N, N);
  11. f = zeros(N, N);
  12. %z = zeros(N, length(f1));
  13.  
  14. z = (e.^(1i.*2.*pi.*T.*(1:N).'.*f1))./sqrt(N);
  15. s = (e.^(1i.*2.*pi.*T.*(1:N).'.*f2))./sqrt(N);
  16.  
  17. a2 = ((pi*df2)^2)/(4*log(2));
  18. c2 = P*e.^(-a2.*((0:N-1).*T).^2);
  19. R = toeplitz(c2);
  20.  
  21. a1 = ((pi*df1)^2)/(4*log(2));
  22. c1 = e.^(-a1.*((0:N-1).*T).^2);
  23. K = toeplitz(c1);
  24.  
  25. #Вывод графика N/2 строки K
  26. %plot(K(N/2, :));
  27.  
  28. #Вывод графика первых 4 собственных векторов
  29. [U, S, V] = svd(K);
  30. %plot(U(:, 1:4));
  31.  
  32. #f - собственные вектора, u - собственные значения
  33. [f, u] = eig(K, "vector");
  34. yk = f.'*s'.';
  35. ym = f'*s;
  36. uk = yk./u;
  37. um = ym./u;
  38. qkm = f.'*R*f;
  39. A = uk.'*qkm*um
  40.  
  41. bk = (f'.')*z;
  42. %ans = (abs(bk.'*uk)).^2/A;
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