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In Sect. 6.6 it was shown that the backward prediction errors are orthogonal, i.e., €ј E{ež (n)[e; (n))*} = { ; i =j ; i z 0 Establish the following orthogonality conditions: (a) E{e(n)x*(n - k)} = 0 ; 1<ki (b) E{ei (n)x*(n - k)} = 0 ; 0 5ksi-1 < (c) E{et (n)x*(n)} = E{ez (n)x*(n - i)} = {i -
In Sect. 6.6 it was shown that the backward prediction errors are orthogonal, i.e., €ј E{ež (n)[e; (n))*} = { ; i =j ; i
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In Sect. 6.6 it was shown that the backward prediction errors are orthogonal, i.e., €ј E{ež (n)[e; (n))*} = { ; i =j ; i
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