Matlab for the Periodogram
Octave and the Matlab Signal Processing Toolbox have a periodogram function. Matlab for computing a periodogram of white noise is given below (see top-right plot in Fig.6.1):
M = 32; v = randn(M,1); % white noise V = abs(fft(v)).^2/M; % periodogram
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Welch Autocorrelation Estimate
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What is Noise?
