Using the autocorrelation method find the 2nd-order, Basic Statistics

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Using the autocorrelation method find the 2nd-order

Consider the signal

Suppose that we observe x(n) for n = 0, I, ... , N.

(a) Using the autocorrelation method, find the 2nd-order all-pole model for x(n).

(b) Suppose we want to find a p-pole model for x(n). Let Γ_j denote the jth reflection coefficient of the lattice filter implementation of the all-pole model. Find a recursion for the reflection coefficients that expresses Γ_j in terms of Γ_j-1and Γ_1-2.

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Basic Statistics: Using the autocorrelation method find the 2nd-order

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Basic Statistics: Using the autocorrelation method find the 2nd-order

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