Calculate a parametric estimate of the psd using ar models

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Reference no: EM131218880

Construct a signal plus noise random sequence using 10 samples of:

Where N[n] is a sequence of zero-mean, unit variance, IID Gaussian random variables, and

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 = 3, 4, 5, 6, and 7. Compare the parametric estimates with the period gram. In your opinion, which order AR model is the best fit.

Reference no: EM131218880

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