Let
be a sequence of IID zero-mean Gaussian random variables with variance ![](https://test.transtutors.com/qimg/74961e22-06e5-452e-8058-b62ff4616591.png)
a) Write a MATLAB program to generate the process
![](https://test.transtutors.com/qimg/fb77cb84-30f5-4a63-81a3-d8c9293c57df.png)
(b) Estimate the mean function of this process by generating a large number of realizations of the random process and computing the sample mean.
(c) Compute the time-averaged mean of the process from a single realization. Does this seem to give the same result as the ensemble mean estimated in part (b)?