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Construct a signal plus noise random sequence using 10 samples of the following:
Where is a sequence of zero-mean, unit variance, IID Gaussian random variables, s the time between samples of the process. (a) Calculate the period gram estimate of the PSD
(b) Calculate a parametric estimate of the PSD using AR models with P = 1, 2, 3, and 5. Compare the parametric estimates with the period gram. In your opinion, which order AR model is the best fit.
(c) Repeat parts (a) and (b) using 100 samples instead of 10.
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