random_sinusoids_autocorr.zip_autocorr_sinusoids

%% Variables % Create uniform distributed theta between [0, 2*pi]. Ts = 0.001; % Sample interval theta = 2 * pi * rand(1000,1); f = 0.2; % Frequency t = 0:Ts:10; % time A = 1; % Amplitude of the signal w = 2 * pi * f ; tau = -10:Ts:10; %% Simulation x = A * cos(2 * pi * f * t + theta(20,1)); % Create random process ensamble_autocorr = cos(2 * pi * f * tau)/2; % m = conv(x, fliplr(x)); time_avg_autocorr = Ts * m./(10 - abs(tau)); % %% Plot plot( tau, time_avg_autocorr, tau, ensamble_autocorr, '--') I = legend('Time average autocorrelation' , 'Ensemble average autocorrelation'); set(I ,'Interpreter','LaTex'); xlabel('$\tau$','Interpreter','LaTex') ylabel('$R_{XX}(\tau) $' ,'Interpreter','LaTex') axis([-10 10 -0.8 0.8])