Derive the optimum estimate

Reference no: EM131834789

Suppose that a process x(n) has been recorded, but there is a missing gap of data over the interval [N₁, N₂], i.e., x(n) is unknown over this interval.

(a) Derive the optimum estimate of x(N₁) using the data in the semi-infinite interval (-∞, N, - l].

(b) Derive the optimum estimate of x(N₁) using the data in the semi-infinite interval [N₂ + 1, ∞).

(c) Derive the optimum estimate of x(N₁) that is formed by combining together the two estimates found in parts (a) and (b ).

(d) Generalize your result in part (c) to find the optimum estimate of x(n) at an arbitrary point n in the interval [N₁, N₂].

Reference no: EM131834789

Questions Cloud

Recursion for converting the direct-form coefficients : In Section 6.4.3 we presented a recursion for converting the direct-form coefficients bq(k) into the lattice filter coefficients

Comment on the differences in the models and compare : Find the first-order model and the minimum error using the covariance method, the forward and backward covariance methods, the Burg algorithm

Describe algorithm for computing number of descendents : Describe, in pseudo-code, algorithm for computing number of descendents of each node of binary tree. The algorithm should be based on Euler tour tour traversal.

Compare the effectiveness of ltakuras method : Compare the effectiveness of ltakuras method to the forward covariance method and Burgs method on a number of different signals.

Derive the optimum estimate : Suppose that a process x(n) has been recorded, but there is a missing gap of data over the interval [N1, N2], i.e., x(n) is unknown over this interval.

Describe generalization of the euler tour traversal to trees : Describe a generalization of the Euler tour traversal to trees such that each internal node has three children.

Wide-sense stationary random process : Assuming that x(n) is a wide-sense stationary random process with autocorrelation sequence rx(k), find the values for a and b that minimize

Draw arithmetic expression tree that has four external nodes : Draw an arithmetic expression tree that has four external nodes, storing the numbers 1, 5, 6, and 7 (with each number stored in a distinct external node.

Describe the role of community in online education : Write a one page explanation of the role of community in online education. Then, describe two ways that you, as a future online psychology instructor.

User Account

All Pages