Question: 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)

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 σ2ω.

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

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

(c) Determine the reflection coefficients corresponding to the p = 3 linear predictor.

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