For a wide sense stationary sequence xnnbspwith zero

Question

For a wide sense stationary sequence X_n with zero expected value, extend lmsepredictor.m to a function

function h = kpredictor(rx,M,k) Which produces the filter vector h of the optimal k step linear predictor of X+ given the observation

Problem 11.4.1

X_n is a wide sense stationary random sequence with µ_X = 0 and autocorrelation function

For M = 2 samples, find h = [h₀ h₁]', the coefficients of the optimum linear prediction filter of X_n+1, given X_n-1 and X_n. What is the mean square error of the optimum linear predictor?