Compute the time average autocorrelation function

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MATLAB Exercises

(a) Create a random process  where each sample of the random process is an IID, Bernoulli random variable equally likely to be  Form a new process according to the MA(2) model  Assume

 (b) Compute the time-average autocorrelation function  from several realizations of this process. Does the process appear to be ergodic in the autocorrelation?

(d) Estimate the PSD of this process using the periodogram method.

Reference no: EM131218896

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