For the random sequence xn defined in problem 1141 find the

Question

For the random sequence Xn defined in Problem 11.4.1, find the filter h = [h0 ··· hM-1]' of the optimum linear predictor of Xn+1, given Xn-M+1,..., Xn-1,..., Xn for M ∈ {2, 4, 8}. What is the mean square error e∗L (N) of the Mtap optimum linear predictor? Graph e∗L (M) as a function for M for M = 1, 2,..., 10.