% MATLAB script for Illustrative Problem 2.10.
clear
N=1000;                         % number of samples
for i=1:2:N,
   [X1(i) X1(i+1)]=gngauss;
   [X2(i) X2(i+1)]=gngauss;
  echo off ;
end;                        % standard Gaussian input noise processes   
echo on ;
A=[1 -0.9];                 % lowpass filter parameters
B=1;
Xc=filter(B,A,X1);       
Xs=filter(B,A,X2);
fc=1000/pi;                 % carrier frequency 
for i=1:N,
   band_pass_process(i)=Xc(i)*cos(2*pi*fc*i)-Xs(i)*sin(2*pi*fc*i);
   echo off ; 
end;                        % T=1 is assumed.
echo on; 
% Determine the autocorrelation and the spectrum of the bandpass process.
M=50;
bpp_autocorr=Rx_est(band_pass_process,M);
bpp_spectrum=fftshift(abs(fft(bpp_autocorr)));
% Plotting commands follow.