(a) Compute and plot E{Sˆ (LW) m (f)} versus f for the five lag window estimators involved in Figures 289 and For comparison, display also in each plot a reproduction of the thin curve in the lower...

(a) Compute and plot E{Sˆ (LW) m (f)} versus f for the five lag window estimators involved in Figures 289 and For comparison, display also in each plot a reproduction of the thin curve in the lower left-hand plot of which depicts the expected value of the underlying direct spectral estimator Sˆ (D)(·) that involves the Hanning data taper and the AR(4) process of

(b) Repeat part (a) for the Papoulis, auto correlated 100% cosine and Slepian lag windows.