Consider an AR(2) process (the reference channel) defined by xn = 0.8xn-1 - 0.65xn-2 + vn where vn ~ N(0,1) and the prim

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Consider an AR(2) process (the reference channel) defined by xn
= 0.8xn-1 - 0.65xn-2 + vn where vn ~ N(0,1) and the primary channel
defined by yn = xn + 1.2xn-1 - 3xn-2 + E with E ~ N(0,1)
1. Solve for the optimal filter of length 3
2. Generate 2000 data samples for the primary and reference
channels. Implement the RLS algorithm for stationary time series
(forgetting factor of 1) and plot the filter values that show
convergence towards the optimal values