1.2(a) Consider a signal plus noise model of the general form x t = s t + w t , where w t is Gaussian white noise with s 2= 1. Simulate and plot n =200 observations from each of the following two...


1.2(a) Consider a signal plus noise model of the general form
x
t=
s
t+
w
t,










wherew
tis Gaussian white noise with
s2= 1. Simulate and plot
n=200 observations from each of the following two models (Save the data generated here for use in Problem 1.21):

(a)
x
t=
s
t+
w
t, for
t= 1, ...,200, where


( 0, t= 1, ...,100



















(t
-100)




s
t=10 exp{-20}cos(2pt/4), t= 101,
...,200.

Although the model in problem 1.2(a) is not stationary (why?), the sample ACF can be informative. For the data you generated in that problem, calculate and plot the sample ACF, and then comment.

May 13, 2022
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