Modify the MATLAB program given in Example so that overlapped segments can be used. Let the number of samples that are overlapped be user specified. Rework Example using a 50 percent overlap (M/2 samples) and compare the results with the result given in Example.
Example
In this example we pass independent (white noise) samples through a Chebyshev filter having 5 dB passband ripple. The problem is to estimate the PSD at the filter output. The MATLAB program for accomplishing this follows: