Consider a infinite-length (p = ?) one-step forward predictor for a stationary random process {x(n)} with a
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Consider a infinite-length (p = ?) one-step forward predictor for a stationary random process {x(n)} with a power density spectrum of ?xx(f). Show that the mean-square error of the prediction-error filter can be expressed as
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-1/2 E = 27 expl In F(S) df}
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The results of section 111 apply directly to this problem We may ...View the full answer
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Related Book For
Digital Signal Processing
ISBN: ?978-0133737622
3rd Edition
Authors: Jonh G. Proakis, Dimitris G.Manolakis
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