A one-step linear predictor operates on the sampled version of a sinusoidal signal. The sampling rate is
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A one-step linear predictor operates on the sampled version of a sinusoidal signal. The sampling rate is equal to 10 ƒ0 where ƒ0 is the frequency of the sinusoid. The predictor has a single coefficient denoted by w1.
(a) Determine the optimum value of w1 required to minimize the prediction error variance.
(b) Determine the minimum value of the prediction error variance.
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