(a) shows the modified periodogram and (b) the Welch method of 10 realizations of an AR(2)-process with a peak at f = 0.2. The number of data samples is n = 64 and the number of averages in Welch...


(a) shows the modified periodogram and


(b) the Welch method of 10 realizations of an AR(2)-process with a peak at f = 0.2. The number of data samples is n = 64 and the number of averages in Welch method is K = 8. Which of the two methods gives the best estimate? Motivate your answer.



May 22, 2022
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