Transfer Function Estimation - Noise Modelling - Engineering Assignment Help

Assignment Task :

Q1. Transfer Function Estimation 

Q2 Noise Modeling
Do not use any specialised matlab commands such as zp2tf,
arima, aic, bic etc.
(a) Write an mfile to simulate a stationary AR(3) time series driven by a zero mean Gaussian white noise of unit variance.
Your mfile should accept as input, three real roots or one real root and a complex root; all non-zero.

It should produce the AR parameters & variance di- rectly as well as the simulated values as output.

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