Suppose we are given the following innovations model (in steady state): where e(t) is the zero-mean, white innovations sequence with covariance, Ree. (a) Derive the Wiener solution using the...

Suppose we are given the following innovations model (in steady state):

where e(t) is the zero-mean, white innovations sequence with covariance, Ree.

(a) Derive the Wiener solution using the spectral factorization method.

(b) Develop the linear steady-state MBP for this model.

(c) Develop the parametrically adaptive processor to estimate k and Ree.