Cmpute the time-average autocorrelation function -


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.

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Basic Statistics: Cmpute the time-average autocorrelation function -
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