An AR(2) process is described by the difference equation x(n) = 0.81x(n 2) + (n) Where
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An AR(2) process is described by the difference equation
x(n) = 0.81x(n – 2) + ω(n)
Where ω(n) is a white noise process with variance σ2ω.
(a) Determine the parameters of the MA(2), MA(4), and MA(8) models which provide a minimum mean-square error fit to the data x(n).
(b) Plot the true spectrum and those of the MA(q), q = 2, 4, 8, spectra and compare the results. Comment on how well the MA(q) models approximate the AR(2) process.
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a b The MA2 MA4 and MA8 models have spectra that contain negative values On the other hand the ...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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