Generate 100 samples of a zero-mean white noise sequence ?(n) with variance ?²_? = 1/12, by using a uniform random number generator.

(a) Computer the autocorrelation of ?(n) for 0 ? m ? 15.

(b) Compute the periodogram estimate P_xx(f) and plot it.

(c) Generate 10 different realizations of ?(n) and compute the corresponding sample autocorrelation sequence rk(m), 1 ? k ? 10 and 0 ? m ? 15.

(d) Compute and plot the average periodgram for part (c):

(e) ?Comment on the results in parts (a) through (d).

Transcribed Image Text:

10 Tav (m) = E a(m) %3D 10