Design of an optimal linear filter for a zero mean wss

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Reference no: EM13287052

Consider the design of an optimal linear filter for a zero mean WSS random sequence whereby the sample values during the observation window are given by:

(-1,0,1,2,3,3,2,1,2,3,1,-1,-2,1,0)

1. Obtain the optimal memory M=2 linear predictor coeffecients and the resulting distortion.
2. Show the lattice filter realization of the forward and backward prediction error filters

Reference no: EM13287052

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