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PART C

a. Explain the Yule Walker equations in the Autoregressive power spectral density
estimate How can you estimate the parameters and give the corresponding power

spectrum estimate?

b. Explain LMS algorithm. Give application.

a. How is Blackman and Tuckey method used in smoothening the periodogram ?

b. State and prove Widrow Hopfequation for adaptive filtering.
9.a. Explain power spectrum estimation using window method.
b. Derive the relation between autocorrelation and spectral density.

c. How can a linear predictor implemented using FIR filter with lattice structure?

ين ‎2൧. ಲಾ ಲು‏ >+ حير