Assume the estimated autocorrelation r̂[n]=1/N ∑_k=1+4^N x(k) x̅(k-n) . (a) …
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YouTubeMelissa Dela cruz
Assume the estimated autocorrelation r̂[n]=1/N ∑_k=1+4^N x(k) x̅(k-n) . (a) …
Assume the estimated autocorrelation r̂[n]=1/N ∑_k=1+4^N x(k) x̅(k-n) . (a) Take the expectation E[r̂[n]] and show that it is not equal to r[n], the true value of the autocorrelation. (b) Determine a scaling factor to make the r̃[n] an unbiased estimate. (c) Write a MATL.AB function that computes r̂(n) from (3.65). Watch the full video ...
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