If a random sequence has an autocorrelation function
Find the discrete-time, pure prediction Wiener filter.
That is, find the filter
Such that when
is input the output will be an MMSE estimate of ![](https://test.transtutors.com/qimg/0ae80154-6d83-41dc-8677-897d38f2ca38.png)
Determine and plot the PSD for the random sequence and the power transfer function,