Suppose a zero mean random sequence Xn has correlation parameters given by rk E XnXn k c k An estimate of a future value Xn of is X n a1Xn 1 a2Xn 2 which is a special case of Equation (6 67) (a) Use Equation (6 72) to find the ai (b) What is the mean squared error, E ( Xn n )2

Question: Suppose a zero mean random sequence Xn has correlation parameters given by rk= E [ XnXn + k] = c|k|. An estimate of a future

Suppose a zero mean random sequence Xn has correlation parameters given by rk= E [ XnXn + k] = c|k|. An estimate of a Xn of is X n = a1Xn – 1 + a2Xn – 2 which is a special case of Equation (6.67).
(a) Use Equation (6.72) to find the ai.
(b) What is the mean squared error, E [( Xn – Ẋn )2]?

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