Problem

Suppose that you have computed the parameters G and ak, k = 1, 2, . . . , p of the all-p...

Suppose that you have computed the parameters G and ak, k = 1, 2, . . . , p of the all-pole model

Explain how you might use the DFT to evaluate the all-pole spectrum estimate |H(ejωk )| at N frequencies ωk= 2πk/N for k=0, 1, . . . , N − 1.

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