An AR(3) process {x(n)} is characterized by the autocorrelation sequence xx(0) = 1, xx(1) = , xx(2)

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An AR(3) process {x(n)} is characterized by the autocorrelation sequence γxx(0) = 1, γxx(1) = ½, γxx(2) = 1/8, and γxx(3) = 1/64.
(a) Use the Schur algorithm to determine the three reflection coefficients K1, K2, and K3.
(b) Sketch the lattice filter for synthesizing {x(n)} from a white noise excitation.
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Digital Signal Processing

ISBN: ?978-0133737622

3rd Edition

Authors: Jonh G. Proakis, Dimitris G.Manolakis

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