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Construct a signal plus noise random sequence using 10 samples of the following:

Where is a sequence of zero-mean, unit variance, IID Gaussian random variables, s the time between samples of the process. (a) Calculate the period gram estimate of the PSD

(b) Calculate a parametric estimate of the PSD using AR models with P = 1, 2, 3, and 5. Compare the parametric estimates with the period gram. In your opinion, which order AR model is the best fit.

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Category:- Statistics and Probability
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