A stationary process X (t) has the following values for
A stationary process X (t) has the following values for
A stationary process X (t) has the following values for its autocorrelation function RX (0) = 1, RX (1) = 0.8, RX (2) = 0.6, RX (3) = 0.4
(a) Calculate the coefficients of an optimum linear predictor involving the use of three unit-delays.
(b) Calculate the variance of the resulting prediction error.
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