In section 11.2.4 we indicated that the noise-whitening filter Ap(z) for a causal AR(p) process is a forward linear prediction-error filter of order p. Show that the backward linear prediction-error filter of order p is the noise-whitening filter of the corresponding anticausal AR(p) process.

80(n) = x (n) = fm-1(n) + Km 8m - 1 (n 1) 8m (12) fo(n} fm (n) m = 1, 2. . .., p (11.2.4) = K fm-! (n) + 8m-1( 1) m = 1, 2, ....p