Determine the autocorrelation function

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1) Determine the autocorrelation function RXX(T) for the continuous-time random process X(t) that has the power spectrum (show all steps for your derivation)

816_continuous-time random.jpg

where K > 0 is a real constant and WX is the spectral extent of the process.

2) Write a Matlab code to produce the estimated power spectrum from the autocorrelation function obtained in step (1) for N=5 normalized frequencies. Note: You may use the FFT function to calculate the Fourier transform. See Example 7.5-5

3) Plot on the same figure the estimated power spectrum on top of the given power spectrum

4) Repeat steps (2) and (3) for N=10 normalized frequencies.

5) Plot on the same figure the estimated power spectrum of step (4) on top of the given power spectrum

6) Compare your results

Reference no: EM13864380

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