I would like to generate some random signals for use in exploring signal-processing algorithms.
For use as synthetic signals for the algorithm to chew upon, I'd like to use ContinuousMarkovProcess and TelegraphProcess with RandomFunction. With these, I can do statistics and plot things freely.
What I cannot quite get is a time series ready for such indignities as Fourier.
Now I can manually disassemble the data structure, but I don't find a list of equispaced samples, I get a transition list, which is not the same thing.
Interpolation[Normal[temporal data object] // First, InterpolationOrder -> 0] almost works, but the fine details are smeared over, even though InterpolationOrder -> 0 works in ListLinePlot et al without apparent smearing.
What am I missing? It seems like Probability and Statistics has become a walled city within Mathematica. I'm hoping to find a door in the wall, rather than be forced to build by own little city one brick at a time.