Solve the Yule-Walker equations provided by Equation (7.58) for the ARMA system given in Example 7.3, assuming
Question:
Solve the Yule-Walker equations provided by Equation (7.58) for the ARMA system given in Example 7.3, assuming a unit-variance white-noise input.
Transcribed Image Text:
Example 7.3. Approximate the ARMA system by an Nth-order AR model. 1+0.32 H(z) = (7.47) 1 0.92
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Related Book For
Digital Signal Processing System Analysis And Design
ISBN: 9780521887755
2nd Edition
Authors: Paulo S. R. Diniz, Eduardo A. B. Da Silva , Sergio L. Netto
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