Generation of a Random Signal and Two Sinusoidal Signals with Closely-Spaced Frequencies

Generate a random signal and two sinusoidal signals with different but closely-spaced frequencies, then perform comprehensive signal analysis including: (1) calculating autocorrelation coefficients and correlation functions with corresponding plots; (2) computing power spectra using different parametric modeling methods; (3) estimating parameters for AR, MA, and ARMA models using maximum likelihood estimation and recursive least squares, with comparison to MATLAB toolbox functions; (4) spectral estimation using notch filtering and MUSIC methods; (5) noise reduction using Wiener and LMS filtering