Question: Consider a process with the transition rule In+ = af, + U, where un ~ W(0, o ). We can only observe the process at

Consider a process with the transition rule In+ = af, + U, where un ~ W(0, o ). We can only observe the process at even-numbered times, i.e. we see ym = Im + Wan, where u, ~ /(0,5%). 1. Find a recurrence relation for the MMSE of the even states fan = E[ralyo, 12, . ..,ym] in terms of $2n-2- 2. Find a recurrence relation for the MMSE of the odd states fanti = E[ran+1|yo, 12, .. .;yan] in terms of 12n
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