Consider a colored wide-sense stationary random signal s[n] that we desire to whiten using the system in Figure P11.25-1: In designing the optimal whitening filter for a given order p, we pick the coefficient that satisfy the autocorrelation normal equations given by Eq. (11.34), where rss [m] is the autocorrelation of s[n].
It is known that the optimal 2nd-order whitening filter for s[n] is
which we implement in the 2nd order
lattice structure in Figure P11.25-2. We would also like to use a 4th-order system, with transfer function
We implement this system with the lattice structure in Figure P11.25-3. Determine which, if any of H4(z), k1, k2, k3, k4 can be exactly determined from the information given above. Explain why you cannot determine the remaining, if any, parameters.
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