Question: 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)

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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