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QUESTION
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....
1. Let X[n] be a regular WSSRP with ACFRX [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).
