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Engineering · Electrical Engineering
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12. Given the sequence of W.S.S. random numbers n 1,1,2,3,5) starting at index zero. (a) A second order LMMSE oredictor nl-aixln-11+arxin - 2l shall be de- termined by following method: Find ai a2 such that g(ai a2) -42(xn - Kln)2 is minimized. Do NOT use the ACNE (no autocorrelations!). Hint: Use derivatives (b) Compute the predictions x[2],ǐ[3].i[4] and using the predictor from part (a) (c) Consider ynsn n 20. Is y[n W.S.S.? Explain your answer.

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