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Write a MATLAB program to generate a realization of the random process from given exercise (using the frequency domain method). Use a periodogram to estimate the PSD of the process using the realization of the process you generated. Does your PSD estimate agree with the PSD that the process is designed to possess?

Exercise

Suppose we wish to generate a 10-ms realization of a zero-mean Gaussian random process with a PSD of

(a) Find the bandwidth that contains 99% of the total power in the random process.

(b) Determine how many frequency samples are needed for the frequency domain method.

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Statistics and Probability, Statistics

Category:- Statistics and Probability
Reference No.:- M91975021

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