Consider the AR(3) process generated by the equation x(n) 14 24x(n 1) 9 24x(n 2) 1 24x(n 3) (n) Where (n) is a stationary white noise process with variance 2 (a) Determine the coefficients of the optimum p 3 linear predictor (b) Determine the autocorrelation sequence xx (m), 0 m 5 (c) Determine the...

a b Since we know the a k we can solve for xx m m 0 ...

Consider the AR(3) process generated by the equation x(n) = 14/24x(n 1) + 9/24x(n 2)

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Consider the AR(3) process generated by the equation

x(n) = 14/24x(n – 1) + 9/24x(n – 2) – 1/24x(n – 3) + ω(n)

Where ω(n) is a stationary white noise process with variance σ²_ω.

(a) Determine the coefficients of the optimum p = 3 linear predictor.

(b) Determine the autocorrelation sequence γ_xx(m), 0 ≤ m ≤ 5.

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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 the AR(3) process generated by the equation x(n) = 14/24x(n 1) + 9/24x(n 2)

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a b Since we know the a k we can solve for xx m m 0 ...View the full answer

Digital Signal Processing

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