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 Assume
(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.