If one is modeling a signal xn whose transform xz contains


If one is modeling a signal x(n) whose transform, X(z), contains zeros, then an all-pole model may be used to effectively model a zero with an infinite number of poles. In this problem we look at how a zero is modeled with the autocorrelation method. Let x(n) = δ(n) - aδ(n - 1) where and a is real.

(a) Determine the pth-order all-pole model Ap(z) for x(n) where pis an arbitrary positive integer, and find the value of the squared error εp.

(b) For the all-pole model determined in part (a), what is the limit of Ap(z) as p → ∞? What does εp converge to as p → ∞? Justify your answers.

(c) Repeat parts (a) and (b) for

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Basic Statistics: If one is modeling a signal xn whose transform xz contains
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