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Unformatted text preview: 1 ( ) ( ) H z D z = . 5. (15 points) 6. (15 points) If / ( ) T x R Ie = and { ( ) ( ), ( )} ( ) ( ) 2 T E t t t T a t b t T= +x x x x x , find the constants a and b , and the MS error. 7. (10 points) Let the process [ ] n x be an AR process with the innovations filter 1 1 [ ] 1 N N b z a z a z= + + + L L Find 1 [ ] { [ ] [ ], 1} n E n n k k =x x x and the MS prediction error. 8. (20 points) If [ ] [ ] [ ] n n n = + x s and 1 5 ( ) , [ ] 5 [ ] , [ ] (1 0.8 )(1 0.8 ) ss s z R m m R m z z = = =S (a) Find the noncausal MS filter of [ ] n s and the resulting MS error; (b) Give a procedure to find the MS estimate of [ 2] n + s in terms of [ ] n x and its past....
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 Fall '08
 SinHorngChen

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