ip_02_10.m

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% MATLAB script for Illustrative Problem 10, Chapter 2.
N=1000;	               			% number of samples
for i=1:2:N,
   [X1(i) X1(i+1)]=gngauss;
   [X2(i) X2(i+1)]=gngauss;
  echo off ;
end;		       			% standard Gaussian input noise processes	
echo on ;
A=[1 -0.9];	       			% lowpass filter parameters
B=1;
Xc=filter(B,A,X1);       
Xs=filter(B,A,X2);
fc=1000/pi;	       			% carrier frequency	
for i=1:N,
   band_pass_process(i)=Xc(i)*cos(2*pi*fc*i)-Xs(i)*sin(2*pi*fc*i);
   echo off ; 
end;		       			% T=1 is assumed
echo on; 
% Determine the autocorrelation and the spectrum of the band-pass process
M=50;
bpp_autocorr=Rx_est(band_pass_process,M);
bpp_spectrum=fftshift(abs(fft(bpp_autocorr)));
% plotting commands follow