Given an MA process generated by applying a zero-mean white noise with unit variance to a system

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Given an MA process generated by applying a zero-mean white noise with unit variance to a system described by

\[H(z)=0.921-1.6252 z^{-1}+z^{-2} \text {, }\]

estimate the third-order AR model for the resulting process using the linear prediction method and comment on the results.

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Related Book For  answer-question

Digital Signal Processing System Analysis And Design

ISBN: 9780521887755

2nd Edition

Authors: Paulo S. R. Diniz, Eduardo A. B. Da Silva , Sergio L. Netto

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