Engineering, 28.11.2019 01:31, alejandra1201

Generation and testing of a gaussian process.
(a) write a matlab routine gauss_proc .m to generate 100 discrete-time sequences x[n] that are sampled versions (with 10 hz sampling rate) of the sample functions of a gaussian process with zero mean and autocorrelation rx(r) = e~15'r' for time period from zero to one second. plot three of these sequences in one plot.
(b) find the average value of the 100 sequences at i = 0.6 second. justify your result.
(c) find the average autocorrelation over the 100 sequences for r = 0.1 second. justify your result.

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Generation and testing of a gaussian process.
(a) write a matlab routine gauss_proc .m to gen...