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Let a random Xn satisfy Xin= Ent I Z n-3 , where In is a white noise WN ( 0, 8 )) - suppose that

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Let a random Xn satisfy Xin= Ent I Z n-3 , where In is a white noise WN ( 0, 8 )) - suppose that Xn is not observable directly but only with additive noise with the observation process satisfying Un- Xn + wn where Wn is white noise (0.1) independent of In- a ) Find the autocovariance functions yx ( " ) and py ( t ) b ) Find the cross- ranance function 7xx (h ) in terms of Yx ( r )

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