figure=/home/harris/courses/6586/hw2/prob1.ps,height=2.5in
Consider the infinite-length signal x(n), a short segment is shown above.
Your goal is to derive the LPC coefficients
for the prediction of x(n). Assume order M=2 (that is, you will only
consider the two previous values in predicting the next one).
- (a)
- Compute the autocorrelation matrix R. (Assume an extremely long
window and don't forget the 1/N normalization).
- (b)
- Compute the cross correlation vector
.
- (c)
- Compute the LPC coefficients.
- (d)
- Compute the error in prediction.
- (e)
- Sketch the magnitude response of
the all-pole estimator for this signal (
).