Question: 5.6. Consider a random process whose autocorrelation sequence is defined by, r (k) (k) (0.9) cos( k / 4) k x = + .

5.6. Consider a random process whose autocorrelation sequence is defined by,

r (k) (k) (0.9) cos( k / 4) k x =δ + π . The first six autocorrelation values are, rx [ ]
T = 2.0 0.6364 0 −0.5155 −0.6561 −0.4175 .
Solve the equations for a first-order three step linear predictor and compute the mean square error.

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