Question
11. Let x [n] be real WSS with correlation r [m] which is assumed known. The second order prediction is formulated as follows. Define
11. Let x [n] be real WSS with correlation r [m] which is assumed known. The second order prediction is formulated as follows. Define e [n] via: e [n] = x [n] + ax [n 1] + ax [n- 2] We want to find the coefficients a, a2 such that e [n] 1 x [n 1] and e[n] x [n-2]. Formulate each condition as an appropriate expectation, and simplify to obtain two lin- ear equations in the two unknowns a, a2, where the coefficients in the linear equations are appropriate values of r [m].
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Probability and Random Processes With Applications to Signal Processing and Communications
Authors: Scott Miller, Donald Childers
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123869811, 978-0121726515, 121726517, 978-0130200716, 978-0123869814
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