Question: Digital signal process Q.2 [a] Design an optimum linear filter for an AR(1) process d(n) with autocorrelation sequence rx (k) = (0.75) |kl and the

Digital signal process

Q.2 [a] Design an optimum linear filter for an AR(1) process d(n) with autocorrelation sequence rx (k) = (0.75) |kl and the observations contaminated with uncorrelated noise v(n), that has a variance of ov2. Also find the minimum mean square error. [05] Q.2 [b] Design a one-step linear predictor for a random process having an auto-correlation sequence r. (k) = 6(k) +(0.9)"cos(kat / 4) . [05]

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