Obtain the frequency response, H(o), of a linear filter to predict the value g(t) = s(t+3)...

 

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Obtain the frequency response, H(o), of a linear filter to predict the value g(t) = s(t+3) where the observation is corrupted by a noise; x(t) = s(1)+n(t). Assume signal s(t) and noise n(t) are uncorrelated and R.(t) = 3ei and Ra(t) = 0,5e. %3! Obtain the frequency response, H(o), of a linear filter to predict the value g(t) = s(t+3) where the observation is corrupted by a noise; x(t) = s(1)+n(t). Assume signal s(t) and noise n(t) are uncorrelated and R.(t) = 3ei and Ra(t) = 0,5e. %3!