Generate 100 samples of a zero-mean white Noise sequence with variance , by using a uniform random number generator.
a Compute the autocorrelation of for .
b Compute the periodogram estimate and plot it.
c Generate 10 different realizations of , and compute the corresponding sample autocorrelation sequences , and . Compute the average autocorrelation sequence as and the corresponding periodogram for .
d Compute and plot the average periodogram using the Bartlett method.
e Comment on the results in parts (a) through (d).
標簽：
zero-mean
Generate
sequence
variance
上傳時間：
2016-03-04
上傳用戶：朗朗乾坤
