hmw2 - 1.b a causal filter Problem 2 Consider the composite...

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EEL 6502 Homework 2 Due February 1, 2011 Problem 1 For the first order MA process ) 1 ( ) ( ) ( - + = n au n u n x where a is a constant, u ( n ) is a zero mean iid sequence (white noise) with unit variance, calculate the optimal (in the MSE sense) first and second order linear predictors and the corresponding J min values under the two following conditions: 1.a. the simplest solution (even if an unrealizable filter is obtained)
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Unformatted text preview: 1.b. a causal filter Problem 2 Consider the composite signal created by a superposition of a train of delayed delta functions (as in seismic signal processing) ... ) 2 ( ) ( 1 ) ( 2--+--= n n n n n x δ α αδ Calculate the optimal inverse linear filter (in the MSE sense) which deconvolves x ( n ), i.e. which gives back the delays. Is the resulting filter minimum phase?...
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