Question: The autocorrelation of a sequence consisting of a sinusoid with random phase in noise is xx (m) = P cos2 f 1 m +
The autocorrelation of a sequence consisting of a sinusoid with random phase in noise is
γxx(m) = P cos2πf1m + σ2uδ(m)
Where f1 is the frequency of the sinusoidal, P is its power, and σ2π is the variance of the noise. Suppose that we attempt to fit an AR(2) model to the data.
(a) Determine the optimum coefficients of the AR(2) model as function of σ2ω and f1.
(b) Determine the reflection coefficients K1 and K2 corresponding to the AR(2) model parameters.
(c) Determine the limiting values of the AR(2) parameters and (K1, K2) as σ2ω → 0.
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