Determine the output of an infinite-length (p = ) m-step forward predictor and the resulting mean-square error

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Determine the output of an infinite-length (p = ∞) m-step forward predictor and the resulting mean-square error when the input signal is a first-order autoregressive process of the form
x(n) = ax(n – 1) + ω(n)
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Digital Signal Processing

ISBN: ?978-0133737622

3rd Edition

Authors: Jonh G. Proakis, Dimitris G.Manolakis

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