Question: a ) construct the wiener filter for the best linear predictor of Xn based on In . The answer should be of the form a

a ) construct the wiener filter for the best linear predictor of Xn based on In . The answer should be of the form a in , where is a constant expressed in ferns of value of V x (h)Let a random Xn satisfy Xin= Ent I Z n-3 , where In is a white noise WN ( 0 , 8 2) - suppose that Xn is not observable directly additive noise with the observation process satisfying Un - Xn + w where Wn is white noise (0.1) independent of In

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