The stationary gaussian random sequence

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The stationary Gaussian random sequence Xn has expected value E[Xn] = 0 and autocorrelation function RX [k] = cos(0.04πk). Use gaussvector to generate and plot 10 sample paths of the form X0,..., X99. What do you appear to observe? Confirm your suspicions by calculating the 100 point DFT on each sample path.

Reference no: EM131083437

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