Equation 4129 may be used to reduce the amount of

Question

Equation (4.129) may be used to reduce the amount of computation required to set-up the covariance normal equations.

(a) Show that the elements along the main diagonal may be computed recursively beginning with r_x(1, 1).

(b) Show how the elements along the lower diagonals may be computed recursively beginning with r_x(k, 1). How may the terms along the upper diagonals be obtained?

(c) Determine how many multiplies and adds are necessary to set-up the covariance normal equations (do not forget the evaluation of the vector on the right-hand side).