Determine the minimum value of the prediction error variance

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Reference no: EM131280633

A one-step linear predictor operates on the sampled version of a sinusoidal signal. The sampling rate is equal to 10f0, where f0 is the frequency of the sinusoid. The predictor has a single coefficient denoted by w1.

a. Determine the optimum value of w1 required to minimize the prediction-error variance.

b. Determine the minimum value of the prediction error variance.

Reference no: EM131280633

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