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Q5. Consider the MA(2) process X, = (1+0,B²)W, with W, ~ WN (0,1). Recall that y(0)=1+0,', y(1)= 0, y(2)=0,, Y(h) = 0 for h > 3. i) Use the innovations algorithm to find X,, X; , and X in terms of U,,U,, and U3. (Note that a lot of terms will be zero.) ii) Use the result from part i to find X . (Note that we have calculated X in Q8 of HW#6. But in that question, we expressed it in terms of X1 and X2, but in here we expressed it in terms of Uj and U2.) %3D

Q5. Consider the MA(2) process X, = (1+0,B²)W, with W, ~ WN (0,1). Recall that y(0)=1+0,', y(1)= 0, y(2)=0,, Y(h) = 0 for h > 3. i) Use the innovations algorithm to find X,, X; , and X in terms of U,,U,, and U3. (Note that a lot of terms will be zero.) ii) Use the result from part i to find X . (Note that we have calculated X in Q8 of HW#6. But in that question, we expressed it in terms of X1 and X2, but in here we expressed it in terms of Uj and U2.) %3D

Computer Networking: A Top-Down Approach (7th Edition)
Computer Networking: A Top-Down Approach (7th Edition)
7th Edition
ISBN:9780133594140
Author:James Kurose, Keith Ross
Publisher:James Kurose, Keith Ross
Chapter1: Computer Networks And The Internet
Section: Chapter Questions
Problem R1RQ: What is the difference between a host and an end system? List several different types of end...
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Q5. Consider the MA(2) process X, = (1+0,B² )W, with W, ~ WN(0,1). Recall that r(0)=1+0,', y(1) = 0, y(2)=0, , y(h) = 0 for h> 3. i) Use the innovations algorithm to find X}, X, and X in terms of U,„U,, and U¸. (Note that a lot of terms will be zero.) ii) Use the result from part i to find X. (Note that we have calculated X in Q8 of HW#6. But in that question, we expressed it in terms of X1 and X2, but in here we expressed it in terms of U1 and U2.)
Transcribed Image Text:Q5. Consider the MA(2) process X, = (1+0,B² )W, with W, ~ WN(0,1). Recall that r(0)=1+0,', y(1) = 0, y(2)=0, , y(h) = 0 for h> 3. i) Use the innovations algorithm to find X}, X, and X in terms of U,„U,, and U¸. (Note that a lot of terms will be zero.) ii) Use the result from part i to find X. (Note that we have calculated X in Q8 of HW#6. But in that question, we expressed it in terms of X1 and X2, but in here we expressed it in terms of U1 and U2.)
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