Let Xn and Yn be second order WSS random processes

Problem 3: Let X, and Y, be second order WSS random processes, let X, denote the Linear MMSE estimate of X, given {Y,}, k = 0,1,2,...,n . If X,, = >aY, , determine a k=0 formula for computing the filter coefficients a, k = 0,1,2,...,n by minimizing the estimation error E(e?), e, = (X, - X, ) . Write your solution in matrix-vector form, and discuss what happens as n - . assuming X, and Y, are causal sequences