Compute the time average autocorrelation function

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(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 AR(2) model Assume

(b) Compute the time-average autocorrelation function from a single realization of this process.

(c) Compute the ensemble 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.

Reference no: EM131218892

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