In section 11.2.4 we indicated that the noise-whitening filter Ap(z) for a causal AR(p) process is a
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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.
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Let ym x2n p m Then the backward predictio...View the full answer
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Related Book For 
Digital Signal Processing
ISBN: ?978-0133737622
3rd Edition
Authors: Jonh G. Proakis, Dimitris G.Manolakis
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