The input signal is a square wave signal+ Gaussian white noise, square wave signal fundamental frequency 1kHz, amplitude is a Gaussian white noise variance is 0.2, the mean is 0, the sampling frequency is 20kHz. Try periodogram and ARMA spectral estimation method (SVD-TLS) estimate the power spectrum of this signal, and the analysis and comparison of the results

source\homework_2.m
......\Least_Square.m
......\Weighted_Least_Square.m
source

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