The coefficients of the optimum linear prediction filter

Reference no: EM131083326

X_n is a wide sense stationary random sequence with µ_X = 0 and autocorrelation function

For M = 2 samples, find h = [h₀ h₁]', the coefficients of the optimum linear prediction filter of X_n+1, given X_n-1 and X_n. What is the mean square error of the optimum linear predictor?

Reference no: EM131083326

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