Question: I got stuck in solving this... please help, homework dues tomorrow! Thank you! 1. Let (Xt : t E Z) be a causal AR(2) process,

I got stuck in solving this... please help, homework dues tomorrow! Thank you!

1. Let (Xt : t E Z) be a causal AR(2) process, Xt = $1Xt-1 + $2Xt-2 + wt, we ~ WN(0, 62). Determine the two-step-ahead Best Linear Predictor of the process, i.e. X, 2 by finding Xn 2 such that E[(Xn+2 - Xn 2) Xx] = 0, k = 1, 2, .. ., n

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