MATLAB Exercises
(a) Create a random process
where each sample of the random process is an IID, Bernoulli random variable equally likely to be
Form a new process according to the MA(2) model
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(b) Compute the time-average autocorrelation function
from several realizations of this process. Does the process appear to be ergodic in the autocorrelation?
(d) Estimate the PSD of this process using the periodogram method.