Shanks method for least-squares filter design Suppose that we are given the desired...

Shanks method for least-squares filter design Suppose that we are given the desired response and we wish to determine the coefficients of an IIR filter with system function

such that the sum of squared errors between and h(n) is minimized.

(a) If the input to If H(z) is x(n) = δ(n), what is the difference equation satisfied by the filter H(z)?

(b) Show that for n > M, an estimate of is