Determine the second-order optimal predictor in the minimum MSE sense for the output process of an MA

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Determine the second-order optimal predictor in the minimum MSE sense for the output process of an MA system

\[H(z)=1+2 z^{-1}+3 z^{-2}\]

to a unit-variance white-noise input.

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Related Book For answer-question

Digital Signal Processing System Analysis And Design

ISBN: 9780521887755

2nd Edition

Authors: Paulo S. R. Diniz, Eduardo A. B. Da Silva , Sergio L. Netto

Question Posted: Mar 27, 2024 07:01 AM

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Determine the second-order optimal predictor in the minimum MSE sense for the output process of an MA

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Digital Signal Processing System Analysis And Design

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