Consider a infinite-length (p = ?) one-step forward predictor for a stationary random process {x(n)} with a

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Consider a infinite-length (p = ?) one-step forward predictor for a stationary random process {x(n)} with a power density spectrum of ?xx(f). Show that the mean-square error of the prediction-error filter can be expressed as

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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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Consider a infinite-length (p = ?) one-step forward predictor for a stationary random process {x(n)} with a

Question:

-1/2 E = 27 expl In F(S) df}

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The results of section 111 apply directly to this problem We may ...View the full answer

Digital Signal Processing

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