Question: Plzz solve..Thank u b) A random process has the following correlation matrix. 1.0 0.3 0.09 0.0027 0.3 1.0 0.3 0.09 0.09 0.3 1.0 0.3 0.0027

Plzz solve..Thank u

b) A random process has the following correlation matrix. 1.0 0.3 0.09 0.0027 0.3 1.0 0.3 0.09 0.09 0.3 1.0 0.3 0.0027 0.09 0.3 1 Determine the pure prediction Wiener filter. Also determine the power spectrum of the Wiener filter. Are the results what is expected

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