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periodogramestimate

于 2007-12-20 发布文件大小:1KB

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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). (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).)

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