Program to generate realizations of given random process

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Reference no: EM131216555

A certain random process is created as a sum of a large number, , of sinusoids with random frequencies and random phases,

where the random phases θ_K are IID and uniformly distributed over and the random frequencies are given by are IID and uniformly distributed over while we will let the number of terms in the sum be .

(a) Write a MATLAB program to generate realizations of this random process.

(b) Assuming the process is stationary and ergodic, use a single realization to estimate the first-order PDF of the process f_X(x).

(d) Assuming the process is stationary and ergodic, use a single realization to estimate the autocorrelation function of the process

Reference no: EM131216555

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