Find the lmmse predictor of xn given xn - 1 and xn - 2 also


Suppose x[n] is a zero-mean WSS random process with autocorrelation function

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Find the LMMSE predictor of x[n] given x[n - 1] and x[n - 2]. Also determine its corresponding mean square error.

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Electrical Engineering: Find the lmmse predictor of xn given xn - 1 and xn - 2 also
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