Autocorrelation of noise
The Matlab code snippet will create random values with a normal distribution having a mean of 1 and a standard deviation of 2 (see help randn, note the line rng() makes the sequence the same each time you run it for comparisons- but it is still random)
rng('default');
r = 1 + 2.*randn(100,1);
- Create a signal with N = 1000 elements and plot it, also use mean() and std() to compute the actual values of the mean and standard deviation. These values get better as N increases.
- Perform an autocorrelation of the signal for the cases with mean of {0, 1, 10} o Discuss what happens in terms of autocorrelation value rxx(0) Hint think energy.