An AR(3) process is characterized by the prediction coefficients a3(1) = -1.25, a3(2) = 1.25, a3(3) =

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An AR(3) process is characterized by the prediction coefficients
a3(1) = -1.25, a3(2) = 1.25, a3(3) = – 1
(a) Determine the reflection coefficients.
(b) Determine γxx(m) for ≤ m ≤ 3.
(c) Determine the mean-square prediction error.

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Digital Signal Processing

ISBN: ?978-0133737622

3rd Edition

Authors: Jonh G. Proakis, Dimitris G.Manolakis

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Question Posted: May 26, 2011 02:59 AM

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An AR(3) process is characterized by the prediction coefficients a3(1) = -1.25, a3(2) = 1.25, a3(3) =

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a First we determine the reflection coefficients Clearly k 3 1 which implies that the roots of A ...View the full answer

Digital Signal Processing

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