In this project you can generate and analyze some random processes of your own choice.

(a) Generate some realizations of different types of random processes on your own. (Do at least two different random processes that are wide sense stationary.) These random processes must necessarily be discrete-time random processes, but they can be discrete-valued or continuous-valued.

(b) For each random process that you generate, write a brief analysis describing the random process and showing what its theoretical mean and autocorrelation function are.

(c) Now estimate the mean and autocorrelation and/or autocovariance function for your data and show how it compares to the theoretical results. Provide a brief discussion.

MATLAB programming notes:

The MATLAB functions rand and randn can be used to generate uncorrelated sequences of uniform or normally-distributed (Gaussian) random variables. The MATLAB function xcorr may be used to estimate the autocorrelation function.