In this assignment, you will study the statistical characterization of a random process X(t) consisting of...
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In this assignment, you will study the statistical characterization of a random process X(t) consisting of a sinusoidal signal and a white Gaussian Noise process W(t) of zero mean and PSD of No/2. That is, we have X(t) = Acos(2nfet + 0) + W(t) Where e is uniformly distributed over the interval (-7, 1), and is independent of Gaussian noise process W(t). 1. Generate the required random signal X(t). 2. Write the mathematical expression of the autocorrelation of X(t). 3. Compute the autocorrelation function by using the ensemble-average approach. 4. Compute the autocorrelation function by using the time average approach. Deliverables: Brief report containing the MATLAB codes (if any), graphs (if any) and complete sequence of solution. In this assignment, you will study the statistical characterization of a random process X(t) consisting of a sinusoidal signal and a white Gaussian Noise process W(t) of zero mean and PSD of No/2. That is, we have X(t) = Acos(2nfet + 0) + W(t) Where e is uniformly distributed over the interval (-7, 1), and is independent of Gaussian noise process W(t). 1. Generate the required random signal X(t). 2. Write the mathematical expression of the autocorrelation of X(t). 3. Compute the autocorrelation function by using the ensemble-average approach. 4. Compute the autocorrelation function by using the time average approach. Deliverables: Brief report containing the MATLAB codes (if any), graphs (if any) and complete sequence of solution.
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