Given an MA process generated by applying a zero-mean white noise with unit variance to a system
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Given an MA process generated by applying a zero-mean white noise with unit variance to a system described by
\[H(z)=0.921-1.6252 z^{-1}+z^{-2} \text {, }\]
estimate the third-order AR model for the resulting process using the linear prediction method and comment on the results.
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Related Book For
Digital Signal Processing System Analysis And Design
ISBN: 9780521887755
2nd Edition
Authors: Paulo S. R. Diniz, Eduardo A. B. Da Silva , Sergio L. Netto
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