Find the discrete time pure prediction wiener filter

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Reference no: EM131219000

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 

Determine and plot the PSD for the random sequence and the power transfer function.

Reference no: EM131219000

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