Gnerate xn and its d 2 step prediction filter in matlab , Electrical Engineering

Gnerate xn and its d 2 step prediction filter in matlab

1. Let X[n] be a regular WSSRP with ACF
RX [n] = 640 8-|n| - 896 4-|n| (1)
217 465
(a) Find the linear MMSE predictor for d = 1 step into the future. Specify its MMSE.
(b) Find the linear MMSE predictor for d = 2 step into the future. Specify its MMSE.
(c) Generate X[n] and its d = 2 step prediction filter in MATLAB. Measure the prediction error and verify that it is close to the MMSE calculated in part (b).

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Electrical Engineering: Gnerate xn and its d 2 step prediction filter in matlab

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Electrical Engineering: Gnerate xn and its d 2 step prediction filter in matlab

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